AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
18 May 2024 11:20 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 621.00 | 6.30 | -0.90 | - | 73,800 | -7,200 | 13,37,400 | |||
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| 17 May | 620.70 | 7.20 | - | 10,11,600 | 81,900 | 13,38,300 | ||||
| 16 May | 615.40 | 6.90 | - | 9,45,900 | -37,800 | 12,56,400 | ||||
| 15 May | 613.25 | 7.80 | - | 8,62,200 | 46,800 | 12,94,200 | ||||
| 14 May | 610.20 | 8.50 | - | 22,76,100 | -2,64,600 | 12,45,600 | ||||
| 13 May | 588.20 | 3.80 | - | 8,69,400 | 0 | 15,10,200 | ||||
| 10 May | 581.80 | 3.10 | - | 5,41,800 | -1,02,600 | 15,10,200 | ||||
| 9 May | 574.30 | 3.30 | - | 8,02,800 | 84,600 | 16,12,800 | ||||
| 8 May | 594.55 | 5.45 | - | 5,95,800 | 32,400 | 15,28,200 | ||||
| 7 May | 593.95 | 6.25 | - | 15,84,000 | -66,600 | 14,93,100 | ||||
| 6 May | 607.45 | 8.90 | - | 23,71,500 | 23,400 | 15,59,700 | ||||
| 3 May | 622.45 | 13.40 | - | 22,44,600 | 15,37,200 | 15,37,200 | ||||
| 2 May | 625.70 | 16.05 | - | 28,32,300 | -60,300 | 14,89,500 | ||||
| 30 Apr | 619.90 | 16.70 | - | 27,09,900 | 2,97,000 | 15,46,200 | ||||
| 29 Apr | 629.65 | 22.20 | - | 15,91,200 | 1,92,600 | 12,49,200 | ||||
| 26 Apr | 632.35 | 23.65 | - | 12,48,300 | 1,03,500 | 10,57,500 | ||||
| 25 Apr | 638.35 | 28.70 | - | 26,38,800 | -30,600 | 9,54,000 | ||||
| 24 Apr | 644.45 | 33.00 | - | 41,40,000 | 5,18,400 | 10,06,200 | ||||
| 23 Apr | 636.55 | 27.00 | - | 14,92,200 | 3,63,600 | 4,87,800 | ||||
| 22 Apr | 616.30 | 17.10 | - | 1,35,000 | 1,800 | 1,24,200 | ||||
| 19 Apr | 609.65 | 17.25 | - | 81,000 | 16,200 | 1,22,400 | ||||
| 18 Apr | 615.25 | 20.80 | - | 2,21,400 | 64,800 | 1,04,400 | ||||
| 16 Apr | 617.55 | 21.75 | - | 34,200 | 7,200 | 37,800 | ||||
| 15 Apr | 606.85 | 19.00 | - | 41,400 | -3,600 | 30,600 | ||||
For AMBUJA CEMENTS LTD - strike price 640 expiring on 30MAY2024
Delta for 640 CE is -
Historical price for 640 CE is as follows
On 18 May AMBUJACEM was trading at 621.00. The strike last trading price was 6.30, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -7200 which decreased total open position to 1337400
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 81900 which increased total open position to 1338300
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 6.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -37800 which decreased total open position to 1256400
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 7.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 46800 which increased total open position to 1294200
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -264600 which decreased total open position to 1245600
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1510200
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -102600 which decreased total open position to 1510200
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 84600 which increased total open position to 1612800
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 32400 which increased total open position to 1528200
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -66600 which decreased total open position to 1493100
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 8.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 1559700
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 13.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1537200 which increased total open position to 1537200
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -60300 which decreased total open position to 1489500
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 16.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 1546200
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 22.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 192600 which increased total open position to 1249200
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 23.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 103500 which increased total open position to 1057500
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 28.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -30600 which decreased total open position to 954000
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 518400 which increased total open position to 1006200
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 363600 which increased total open position to 487800
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 17.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 124200
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 16200 which increased total open position to 122400
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 20.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 64800 which increased total open position to 104400
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 21.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 37800
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 30600
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 621.00 | 26.50 | 0.00 | - | 0 | -53,100 | 0 |
| 17 May | 620.70 | 26.50 | - | 95,400 | -53,100 | 2,34,000 | |
| 16 May | 615.40 | 30.25 | - | 60,300 | -20,700 | 2,87,100 | |
| 15 May | 613.25 | 33.25 | - | 27,000 | -9,900 | 3,08,700 | |
| 14 May | 610.20 | 33.95 | - | 1,08,900 | -39,600 | 3,19,500 | |
| 13 May | 588.20 | 51.55 | - | 27,000 | -5,400 | 3,59,100 | |
| 10 May | 581.80 | 58.80 | - | 24,300 | 1,800 | 3,63,600 | |
| 9 May | 574.30 | 65.75 | - | 46,800 | -8,100 | 3,61,800 | |
| 8 May | 594.55 | 48.95 | - | 51,300 | 6,300 | 3,69,900 | |
| 7 May | 593.95 | 48.60 | - | 1,03,500 | -31,500 | 3,63,600 | |
| 6 May | 607.45 | 39.05 | - | 1,66,500 | -2,700 | 3,95,100 | |
| 3 May | 622.45 | 27.00 | - | 2,60,100 | 3,97,800 | 3,97,800 | |
| 2 May | 625.70 | 24.70 | - | 2,62,800 | -61,200 | 3,79,800 | |
| 30 Apr | 619.90 | 35.25 | - | 3,72,600 | -45,000 | 4,39,200 | |
| 29 Apr | 629.65 | 28.70 | - | 3,13,200 | -9,900 | 4,84,200 | |
| 26 Apr | 632.35 | 26.20 | - | 6,60,600 | 94,500 | 4,90,500 | |
| 25 Apr | 638.35 | 24.50 | - | 6,15,600 | 48,600 | 3,94,200 | |
| 24 Apr | 644.45 | 20.55 | - | 5,47,200 | 2,62,800 | 3,45,600 | |
| 23 Apr | 636.55 | 25.15 | - | 1,11,600 | 82,800 | 82,800 | |
| 22 Apr | 616.30 | 33.10 | - | 0 | 0 | 0 | |
| 19 Apr | 609.65 | 33.10 | - | 0 | 1,800 | 0 | |
| 18 Apr | 615.25 | 33.10 | - | 1,800 | 0 | 0 | |
| 16 Apr | 617.55 | 63.80 | - | 0 | 0 | 0 | |
| 15 Apr | 606.85 | 63.80 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 640 expiring on 30MAY2024
Delta for 640 PE is -
Historical price for 640 PE is as follows
On 18 May AMBUJACEM was trading at 621.00. The strike last trading price was 26.50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -53100 which decreased total open position to 0
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 26.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -53100 which decreased total open position to 234000
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 30.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -20700 which decreased total open position to 287100
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 33.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -9900 which decreased total open position to 308700
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 33.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -39600 which decreased total open position to 319500
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 51.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 359100
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 58.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 363600
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 65.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -8100 which decreased total open position to 361800
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 48.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 369900
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 48.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -31500 which decreased total open position to 363600
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 39.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 395100
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 397800 which increased total open position to 397800
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -61200 which decreased total open position to 379800
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 35.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -45000 which decreased total open position to 439200
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 28.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -9900 which decreased total open position to 484200
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 26.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 94500 which increased total open position to 490500
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 24.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 48600 which increased total open position to 394200
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 20.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 262800 which increased total open position to 345600
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 25.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 82800 which increased total open position to 82800
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 33.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 33.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 0
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 33.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 63.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 63.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0