AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 44.05 | 2.30 | - | 29,700 | -5,400 | 2,38,500 | |||
| 4 Jul | 682.10 | 41.75 | - | 1,22,400 | 36,900 | 2,43,900 | ||||
| 3 Jul | 692.70 | 52 | - | 60,300 | 12,600 | 2,07,000 | ||||
| 2 Jul | 692.35 | 52.1 | - | 1,29,600 | -46,800 | 1,98,000 | ||||
| 1 Jul | 695.00 | 55.55 | - | 5,28,300 | -1,87,200 | 2,44,800 | ||||
| 28 Jun | 670.25 | 35.4 | - | 7,22,700 | -2,68,200 | 4,32,000 | ||||
| 27 Jun | 660.65 | 32.9 | - | 12,33,900 | 3,54,600 | 7,00,200 | ||||
| 26 Jun | 657.05 | 30.9 | - | 12,60,900 | -65,700 | 3,42,000 | ||||
| 25 Jun | 648.80 | 26.4 | - | 5,52,600 | 2,08,800 | 4,07,700 | ||||
| 24 Jun | 657.75 | 34.4 | - | 2,88,900 | 88,200 | 1,98,900 | ||||
| 21 Jun | 657.45 | 32.50 | - | 54,000 | 17,100 | 1,09,800 | ||||
| 20 Jun | 659.15 | 34.50 | - | 20,700 | 4,500 | 92,700 | ||||
| 19 Jun | 666.80 | 39.00 | - | 26,100 | 8,100 | 88,200 | ||||
| 18 Jun | 674.10 | 42.60 | - | 10,800 | 0 | 80,100 | ||||
| 14 Jun | 677.20 | 47.55 | - | 23,400 | 5,400 | 80,100 | ||||
| 13 Jun | 664.50 | 38.20 | - | 28,800 | 3,600 | 74,700 | ||||
| 12 Jun | 668.70 | 42.75 | - | 1,12,500 | -13,500 | 72,000 | ||||
| 11 Jun | 639.75 | 26.20 | - | 33,300 | 10,800 | 84,600 | ||||
| 10 Jun | 640.35 | 29.15 | - | 74,700 | 26,100 | 74,700 | ||||
| 7 Jun | 621.30 | 22.00 | - | 61,200 | 27,900 | 33,300 | ||||
| 6 Jun | 610.05 | 26.50 | - | 3,600 | 5,400 | 5,400 | ||||
| 5 Jun | 598.90 | 57.90 | - | 0 | 1,800 | 0 | ||||
| 4 Jun | 556.60 | 57.90 | - | 0 | 1,800 | 0 | ||||
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| 3 Jun | 670.80 | 57.90 | - | 3,600 | 1,800 | 1,800 | ||||
For AMBUJA CEMENTS LTD - strike price 650 expiring on 25JUL2024
Delta for 650 CE is -
Historical price for 650 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 44.05, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 238500
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 41.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 36900 which increased total open position to 243900
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 207000
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 52.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -46800 which decreased total open position to 198000
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 55.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -187200 which decreased total open position to 244800
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 35.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -268200 which decreased total open position to 432000
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 32.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 354600 which increased total open position to 700200
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 30.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -65700 which decreased total open position to 342000
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 26.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 208800 which increased total open position to 407700
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 34.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 88200 which increased total open position to 198900
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 32.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 17100 which increased total open position to 109800
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 34.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 92700
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 39.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 88200
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 42.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80100
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 47.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 80100
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 38.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 74700
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 42.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -13500 which decreased total open position to 72000
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 26.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 84600
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 29.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 26100 which increased total open position to 74700
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27900 which increased total open position to 33300
On 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 26.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 5400
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 57.90, 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 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 57.90, 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 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 57.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 6.7 | -2.00 | - | 7,39,800 | 68,400 | 6,13,800 |
| 4 Jul | 682.10 | 8.7 | - | 12,20,400 | 45,900 | 5,45,400 | |
| 3 Jul | 692.70 | 6.2 | - | 2,46,600 | 59,400 | 4,99,500 | |
| 2 Jul | 692.35 | 7 | - | 12,04,200 | -36,000 | 4,42,800 | |
| 1 Jul | 695.00 | 7.35 | - | 20,85,300 | -1,25,100 | 4,78,800 | |
| 28 Jun | 670.25 | 13.6 | - | 8,71,200 | 1,12,500 | 6,03,900 | |
| 27 Jun | 660.65 | 16.9 | - | 9,90,900 | 1,97,100 | 4,91,400 | |
| 26 Jun | 657.05 | 20.4 | - | 4,59,900 | 85,500 | 2,93,400 | |
| 25 Jun | 648.80 | 21.9 | - | 3,85,200 | 1,19,700 | 2,07,900 | |
| 24 Jun | 657.75 | 19.4 | - | 93,600 | 9,000 | 87,300 | |
| 21 Jun | 657.45 | 20.75 | - | 69,300 | 13,500 | 75,600 | |
| 20 Jun | 659.15 | 20.50 | - | 45,900 | 26,100 | 62,100 | |
| 19 Jun | 666.80 | 15.70 | - | 29,700 | 22,500 | 36,000 | |
| 18 Jun | 674.10 | 14.10 | - | 12,600 | 3,600 | 13,500 | |
| 14 Jun | 677.20 | 16.00 | - | 9,000 | 5,400 | 9,900 | |
| 13 Jun | 664.50 | 16.60 | - | 4,500 | 3,600 | 3,600 | |
| 12 Jun | 668.70 | 52.40 | - | 0 | 0 | 0 | |
| 11 Jun | 639.75 | 52.40 | - | 0 | 0 | 0 | |
| 10 Jun | 640.35 | 52.40 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 52.40 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 52.40 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 52.40 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 52.40 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 52.40 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 650 expiring on 25JUL2024
Delta for 650 PE is -
Historical price for 650 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 6.7, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 68400 which increased total open position to 613800
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 45900 which increased total open position to 545400
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 59400 which increased total open position to 499500
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by -36000 which decreased total open position to 442800
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -125100 which decreased total open position to 478800
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 13.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 112500 which increased total open position to 603900
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 197100 which increased total open position to 491400
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 85500 which increased total open position to 293400
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 21.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 119700 which increased total open position to 207900
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 19.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 87300
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 75600
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 26100 which increased total open position to 62100
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 15.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 36000
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 14.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 13500
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 9900
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 16.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 3600
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 52.40, 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 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 52.40, 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 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 52.40, 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 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 52.40, 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 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 52.40, 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 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 52.40, 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 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 52.40, 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 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 52.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0