AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.10
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 547.95 | 0.35 | -0.10 | 23.62 | 11 | 2 | 117 | |||
| 26 Dec | 548.80 | 0.45 | -0.05 | 23.81 | 41 | 17 | 115 | |||
| 24 Dec | 543.10 | 0.5 | -0.70 | 25.47 | 35 | 19 | 98 | |||
| 23 Dec | 550.65 | 1.2 | -0.45 | 26.81 | 31 | 2 | 79 | |||
| 20 Dec | 548.80 | 1.65 | -0.85 | 27.80 | 77 | 2 | 77 | |||
| 19 Dec | 563.30 | 2.5 | -0.70 | 26.64 | 1,111 | 24 | 75 | |||
| 18 Dec | 564.55 | 3.2 | -0.85 | 27.24 | 677 | 23 | 56 | |||
| 17 Dec | 571.10 | 4.05 | -0.60 | 27.21 | 24 | 3 | 32 | |||
| 16 Dec | 576.95 | 4.65 | -0.35 | 26.81 | 10 | 6 | 30 | |||
| 13 Dec | 572.75 | 5 | -0.20 | 27.01 | 45 | 5 | 23 | |||
| 12 Dec | 571.75 | 5.2 | -0.90 | 27.95 | 6 | 3 | 18 | |||
| 11 Dec | 578.45 | 6.1 | 1.60 | 27.04 | 21 | 13 | 14 | |||
| 4 Dec | 564.70 | 4.5 | -25.30 | 25.99 | 2 | 1 | 1 | |||
| 20 Nov | 549.55 | 29.8 | 0.00 | 7.89 | 0 | 0 | 0 | |||
| 19 Nov | 549.55 | 29.8 | 0.00 | 7.89 | 0 | 0 | 0 | |||
| 18 Nov | 550.55 | 29.8 | 0.00 | 7.88 | 0 | 0 | 0 | |||
| 14 Nov | 544.50 | 29.8 | 29.80 | 7.83 | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 0 | 0.00 | 7.93 | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 0 | 0.00 | 6.72 | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 0 | 0.00 | 6.46 | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 0 | 0.00 | 5.73 | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 0 | 0.00 | 5.31 | 0 | 0 | 0 | |||
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| 6 Nov | 582.65 | 0 | 0.00 | 3.98 | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 0 | 0.00 | 5.03 | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 0 | 5.08 | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 640 expiring on 30JAN2025
Delta for 640 CE is 0.02
Historical price for 640 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 23.62, the open interest changed by 2 which increased total open position to 117
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 23.81, the open interest changed by 17 which increased total open position to 115
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 25.47, the open interest changed by 19 which increased total open position to 98
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 26.81, the open interest changed by 2 which increased total open position to 79
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 27.80, the open interest changed by 2 which increased total open position to 77
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 2.5, which was -0.70 lower than the previous day. The implied volatity was 26.64, the open interest changed by 24 which increased total open position to 75
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 3.2, which was -0.85 lower than the previous day. The implied volatity was 27.24, the open interest changed by 23 which increased total open position to 56
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 4.05, which was -0.60 lower than the previous day. The implied volatity was 27.21, the open interest changed by 3 which increased total open position to 32
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 26.81, the open interest changed by 6 which increased total open position to 30
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 5, which was -0.20 lower than the previous day. The implied volatity was 27.01, the open interest changed by 5 which increased total open position to 23
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 5.2, which was -0.90 lower than the previous day. The implied volatity was 27.95, the open interest changed by 3 which increased total open position to 18
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 6.1, which was 1.60 higher than the previous day. The implied volatity was 27.04, the open interest changed by 13 which increased total open position to 14
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 4.5, which was -25.30 lower than the previous day. The implied volatity was 25.99, the open interest changed by 1 which increased total open position to 1
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 29.8, which was 0.00 lower than the previous day. The implied volatity was 7.89, 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 29.8, which was 0.00 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 29.8, which was 0.00 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 29.8, which was 29.80 higher than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.93, the open interest changed by 0 which decreased total open position to 0
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.72, the open interest changed by 0 which decreased total open position to 0
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30JAN2025 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 |
| 27 Dec | 547.95 | 87 | 0.00 | 0.00 | 0 | 18 | 0 |
| 26 Dec | 548.80 | 87 | -3.60 | 35.82 | 18 | 17 | 91 |
| 24 Dec | 543.10 | 90.6 | 7.60 | - | 25 | 22 | 71 |
| 23 Dec | 550.65 | 83 | 13.00 | 27.40 | 20 | 14 | 43 |
| 20 Dec | 548.80 | 70 | -6.00 | - | 7 | 5 | 27 |
| 19 Dec | 563.30 | 76 | 14.00 | 35.38 | 20 | 17 | 19 |
| 18 Dec | 564.55 | 62 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 571.10 | 62 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 576.95 | 62 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 572.75 | 62 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 571.75 | 62 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Dec | 578.45 | 62 | -15.75 | 29.81 | 4 | 3 | 3 |
| 4 Dec | 564.70 | 77.75 | 77.75 | - | 0 | 0 | 0 |
| 20 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 550.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 544.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 545.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 556.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 560.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 564.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 570.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 582.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 572.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 571.40 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 640 expiring on 30JAN2025
Delta for 640 PE is 0.00
Historical price for 640 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 87, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 87, which was -3.60 lower than the previous day. The implied volatity was 35.82, the open interest changed by 17 which increased total open position to 91
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 90.6, which was 7.60 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 71
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 83, which was 13.00 higher than the previous day. The implied volatity was 27.40, the open interest changed by 14 which increased total open position to 43
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 70, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 27
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 76, which was 14.00 higher than the previous day. The implied volatity was 35.38, the open interest changed by 17 which increased total open position to 19
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 62, which was -15.75 lower than the previous day. The implied volatity was 29.81, the open interest changed by 3 which increased total open position to 3
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 77.75, which was 77.75 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 0, 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 0, 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 18 Nov AMBUJACEM was trading at 550.55. 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 0 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. 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 0 which decreased total open position to 0
On 13 Nov AMBUJACEM was trading at 545.35. 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 0 which decreased total open position to 0
On 12 Nov AMBUJACEM was trading at 556.60. 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 0 which decreased total open position to 0
On 11 Nov AMBUJACEM was trading at 560.40. 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 0 which decreased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. 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 0 which decreased total open position to 0
On 7 Nov AMBUJACEM was trading at 570.70. 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 0 which decreased total open position to 0
On 6 Nov AMBUJACEM was trading at 582.65. 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 0 which decreased total open position to 0
On 5 Nov AMBUJACEM was trading at 572.00. 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 0 which decreased total open position to 0
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
