AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
AMBUJACEM 26DEC2024 640 CE | ||||||||||
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Delta: 0.06
Vega: 0.13
Theta: -0.15
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 575.30 | 0.85 | 0.10 | 32.16 | 283 | 61 | 381 | |||
11 Dec | 578.45 | 0.75 | 0.10 | 29.68 | 342 | 20 | 319 | |||
10 Dec | 573.50 | 0.65 | -0.10 | 29.16 | 75 | 8 | 301 | |||
9 Dec | 571.30 | 0.75 | -0.10 | 30.54 | 222 | 34 | 291 | |||
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6 Dec | 565.30 | 0.85 | -0.35 | 30.16 | 185 | 2 | 257 | |||
5 Dec | 571.10 | 1.2 | -0.05 | 29.42 | 202 | -24 | 255 | |||
4 Dec | 564.70 | 1.25 | -0.10 | 31.54 | 354 | -6 | 280 | |||
3 Dec | 566.55 | 1.35 | 0.80 | 31.17 | 1,034 | 209 | 298 | |||
2 Dec | 538.80 | 0.55 | -0.15 | 33.94 | 33 | 2 | 79 | |||
29 Nov | 531.50 | 0.7 | 0.25 | 34.63 | 115 | 40 | 78 | |||
28 Nov | 513.00 | 0.45 | -0.20 | 37.73 | 17 | 4 | 37 | |||
27 Nov | 515.00 | 0.65 | 0.50 | 38.36 | 41 | 18 | 33 | |||
26 Nov | 493.70 | 0.15 | -0.25 | 36.19 | 9 | 3 | 16 | |||
25 Nov | 504.95 | 0.4 | -1.35 | 37.07 | 36 | 8 | 14 | |||
22 Nov | 499.85 | 1.75 | -0.45 | 46.77 | 14 | 6 | 12 | |||
21 Nov | 484.15 | 2.2 | 0.00 | 0.00 | 0 | 6 | 0 | |||
20 Nov | 549.55 | 2.2 | 0.00 | 31.09 | 15 | 6 | 2 | |||
19 Nov | 549.55 | 2.2 | -49.45 | 31.09 | 15 | 2 | 2 | |||
31 Oct | 580.55 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 579.70 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
29 Oct | 575.00 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 569.40 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 552.70 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 558.90 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 555.85 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 558.50 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 571.90 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 573.95 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 571.25 | 51.65 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 589.05 | 51.65 | 51.65 | - | 0 | 0 | 0 | |||
15 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 588.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 585.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 585.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 607.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 606.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 610.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 617.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 632.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 632.55 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 640 expiring on 26DEC2024
Delta for 640 CE is 0.06
Historical price for 640 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 32.16, the open interest changed by 61 which increased total open position to 381
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 29.68, the open interest changed by 20 which increased total open position to 319
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 29.16, the open interest changed by 8 which increased total open position to 301
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 30.54, the open interest changed by 34 which increased total open position to 291
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 30.16, the open interest changed by 2 which increased total open position to 257
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 29.42, the open interest changed by -24 which decreased total open position to 255
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 31.54, the open interest changed by -6 which decreased total open position to 280
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 1.35, which was 0.80 higher than the previous day. The implied volatity was 31.17, the open interest changed by 209 which increased total open position to 298
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 33.94, the open interest changed by 2 which increased total open position to 79
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 34.63, the open interest changed by 40 which increased total open position to 78
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 37.73, the open interest changed by 4 which increased total open position to 37
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 0.65, which was 0.50 higher than the previous day. The implied volatity was 38.36, the open interest changed by 18 which increased total open position to 33
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 36.19, the open interest changed by 3 which increased total open position to 16
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 0.4, which was -1.35 lower than the previous day. The implied volatity was 37.07, the open interest changed by 8 which increased total open position to 14
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 46.77, the open interest changed by 6 which increased total open position to 12
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 31.09, the open interest changed by 6 which increased total open position to 2
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 2.2, which was -49.45 lower than the previous day. The implied volatity was 31.09, the open interest changed by 2 which increased total open position to 2
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 51.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 51.65, which was 51.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct AMBUJACEM was trading at 632.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept AMBUJACEM was trading at 632.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
AMBUJACEM 26DEC2024 640 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 575.30 | 60.7 | 0.00 | 0.00 | 0 | -2 | 0 |
11 Dec | 578.45 | 60.7 | -2.80 | 26.66 | 2 | 0 | 73 |
10 Dec | 573.50 | 63.5 | 0.00 | 0.00 | 0 | -1 | 0 |
9 Dec | 571.30 | 63.5 | -8.05 | - | 5 | -2 | 72 |
6 Dec | 565.30 | 71.55 | 1.30 | 31.79 | 27 | 0 | 72 |
5 Dec | 571.10 | 70.25 | -3.25 | 45.46 | 12 | -2 | 82 |
4 Dec | 564.70 | 73.5 | 0.55 | 35.84 | 24 | 2 | 84 |
3 Dec | 566.55 | 72.95 | -25.05 | 34.93 | 28 | 20 | 92 |
2 Dec | 538.80 | 98 | -10.40 | 36.55 | 1 | 0 | 71 |
29 Nov | 531.50 | 108.4 | -8.75 | 60.38 | 1 | 0 | 71 |
28 Nov | 513.00 | 117.15 | -5.85 | - | 3 | 0 | 68 |
27 Nov | 515.00 | 123 | -15.00 | 56.30 | 51 | 50 | 67 |
26 Nov | 493.70 | 138 | 14.00 | - | 5 | 4 | 16 |
25 Nov | 504.95 | 124 | -22.00 | - | 7 | 1 | 6 |
22 Nov | 499.85 | 146 | 0.00 | 0.00 | 0 | 5 | 0 |
21 Nov | 484.15 | 146 | 91.05 | - | 5 | 0 | 0 |
20 Nov | 549.55 | 54.95 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 549.55 | 54.95 | 54.95 | - | 0 | 0 | 0 |
31 Oct | 580.55 | 0 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 579.70 | 0 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 575.00 | 0 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 569.40 | 0 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 552.70 | 0 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 558.90 | 0 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 555.85 | 0 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 558.50 | 0 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 571.90 | 0 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 573.95 | 0 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 571.25 | 0 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 589.05 | 0 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 588.90 | 0 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 585.20 | 0 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 585.25 | 0 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 607.95 | 0 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 606.40 | 0 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 610.70 | 0 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 617.45 | 0 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 632.45 | 0 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 632.55 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 640 expiring on 26DEC2024
Delta for 640 PE is 0.00
Historical price for 640 PE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 60.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 60.7, which was -2.80 lower than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 73
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 63.5, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 72
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 71.55, which was 1.30 higher than the previous day. The implied volatity was 31.79, the open interest changed by 0 which decreased total open position to 72
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 70.25, which was -3.25 lower than the previous day. The implied volatity was 45.46, the open interest changed by -2 which decreased total open position to 82
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 73.5, which was 0.55 higher than the previous day. The implied volatity was 35.84, the open interest changed by 2 which increased total open position to 84
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 72.95, which was -25.05 lower than the previous day. The implied volatity was 34.93, the open interest changed by 20 which increased total open position to 92
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 98, which was -10.40 lower than the previous day. The implied volatity was 36.55, the open interest changed by 0 which decreased total open position to 71
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 108.4, which was -8.75 lower than the previous day. The implied volatity was 60.38, the open interest changed by 0 which decreased total open position to 71
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 117.15, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 123, which was -15.00 lower than the previous day. The implied volatity was 56.30, the open interest changed by 50 which increased total open position to 67
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 138, which was 14.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 16
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 124, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 146, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 146, which was 91.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 54.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 54.95, which was 54.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct AMBUJACEM was trading at 632.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept AMBUJACEM was trading at 632.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to