AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
21 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 650 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 484.15 | 0.05 | -0.05 | - | 315 | -56 | 604 | |||
| 20 Nov | 549.55 | 0.1 | 0.00 | 43.01 | 89 | -23 | 661 | |||
| 19 Nov | 549.55 | 0.1 | -0.05 | 43.01 | 89 | -22 | 661 | |||
| 18 Nov | 550.55 | 0.15 | 0.05 | 42.93 | 38 | -7 | 684 | |||
| 14 Nov | 544.50 | 0.1 | -0.10 | 36.14 | 28 | -5 | 691 | |||
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| 13 Nov | 545.35 | 0.2 | -0.15 | 37.87 | 22 | -14 | 696 | |||
| 12 Nov | 556.60 | 0.35 | -0.05 | 35.74 | 18 | -3 | 710 | |||
| 11 Nov | 560.40 | 0.4 | -0.10 | 33.24 | 102 | -18 | 715 | |||
| 8 Nov | 564.90 | 0.5 | -0.20 | 30.78 | 101 | -32 | 733 | |||
| 7 Nov | 570.70 | 0.7 | -0.40 | 29.85 | 420 | -88 | 768 | |||
| 6 Nov | 582.65 | 1.1 | 0.00 | 27.41 | 382 | -49 | 860 | |||
| 5 Nov | 572.00 | 1.1 | 0.00 | 30.42 | 263 | 51 | 911 | |||
| 4 Nov | 571.40 | 1.1 | -0.45 | 30.25 | 598 | 207 | 860 | |||
| 1 Nov | 582.45 | 1.55 | -0.05 | 26.93 | 45 | 6 | 653 | |||
| 31 Oct | 580.55 | 1.6 | -0.50 | - | 1,217 | 290 | 647 | |||
| 30 Oct | 579.70 | 2.1 | 0.15 | - | 376 | 19 | 356 | |||
| 29 Oct | 575.00 | 1.95 | 0.00 | - | 170 | 29 | 335 | |||
| 28 Oct | 569.40 | 1.95 | -0.05 | - | 386 | 93 | 305 | |||
| 25 Oct | 552.70 | 2 | -0.85 | - | 104 | 25 | 212 | |||
| 24 Oct | 558.90 | 2.85 | -0.65 | - | 166 | 0 | 187 | |||
| 23 Oct | 555.85 | 3.5 | -0.20 | - | 311 | -4 | 186 | |||
| 22 Oct | 558.50 | 3.7 | -0.45 | - | 318 | 6 | 192 | |||
| 21 Oct | 571.90 | 4.15 | -0.50 | - | 1,559 | 91 | 187 | |||
| 18 Oct | 573.95 | 4.65 | -1.20 | - | 51 | 11 | 97 | |||
| 17 Oct | 571.25 | 5.85 | -1.25 | - | 46 | 14 | 87 | |||
| 16 Oct | 589.05 | 7.1 | -0.30 | - | 29 | 5 | 73 | |||
| 15 Oct | 590.35 | 7.4 | 0.10 | - | 18 | 7 | 68 | |||
| 14 Oct | 588.90 | 7.3 | -0.65 | - | 27 | 18 | 59 | |||
| 11 Oct | 585.20 | 7.95 | -1.45 | - | 12 | 5 | 41 | |||
| 10 Oct | 585.25 | 9.4 | -5.40 | - | 47 | 17 | 35 | |||
| 9 Oct | 607.95 | 14.8 | 3.80 | - | 20 | 7 | 13 | |||
| 7 Oct | 590.35 | 11 | -4.65 | - | 3 | 2 | 6 | |||
| 4 Oct | 610.70 | 15.65 | -9.35 | - | 2 | 1 | 5 | |||
| 3 Oct | 617.45 | 25 | 0.00 | - | 1 | 0 | 3 | |||
| 1 Oct | 632.45 | 25 | - | 4 | 1 | 2 | ||||
For Ambuja Cements Ltd - strike price 650 expiring on 28NOV2024
Delta for 650 CE is -
Historical price for 650 CE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 604
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 43.01, the open interest changed by -23 which decreased total open position to 661
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.01, the open interest changed by -22 which decreased total open position to 661
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 42.93, the open interest changed by -7 which decreased total open position to 684
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 36.14, the open interest changed by -5 which decreased total open position to 691
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 37.87, the open interest changed by -14 which decreased total open position to 696
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 35.74, the open interest changed by -3 which decreased total open position to 710
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 33.24, the open interest changed by -18 which decreased total open position to 715
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 30.78, the open interest changed by -32 which decreased total open position to 733
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 29.85, the open interest changed by -88 which decreased total open position to 768
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 27.41, the open interest changed by -49 which decreased total open position to 860
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 30.42, the open interest changed by 51 which increased total open position to 911
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 30.25, the open interest changed by 207 which increased total open position to 860
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 26.93, the open interest changed by 6 which increased total open position to 653
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 1.6, which was -0.50 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 2.1, which was 0.15 higher 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 1.95, 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 1.95, which was -0.05 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 2, which was -0.85 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 2.85, which was -0.65 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 3.5, which was -0.20 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 3.7, which was -0.45 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 4.15, which was -0.50 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 4.65, which was -1.20 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 5.85, which was -1.25 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 7.1, which was -0.30 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 7.4, which was 0.10 higher 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 7.3, which was -0.65 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 7.95, which was -1.45 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 9.4, which was -5.40 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 14.8, which was 3.80 higher 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 11, which was -4.65 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 15.65, which was -9.35 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 25, 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 25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 484.15 | 167.55 | 74.55 | - | 6 | -1 | 432 |
| 20 Nov | 549.55 | 93 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 549.55 | 93 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 550.55 | 93 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 544.50 | 93 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 545.35 | 93 | 3.05 | - | 1 | 0 | 434 |
| 12 Nov | 556.60 | 89.95 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 560.40 | 89.95 | 15.10 | 57.55 | 1 | 0 | 435 |
| 8 Nov | 564.90 | 74.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 570.70 | 74.85 | 9.20 | - | 1 | 0 | 434 |
| 6 Nov | 582.65 | 65.65 | -8.90 | 31.62 | 4 | 0 | 433 |
| 5 Nov | 572.00 | 74.55 | 3.45 | 27.29 | 1 | 0 | 432 |
| 4 Nov | 571.40 | 71.1 | 7.10 | - | 1 | 0 | 432 |
| 1 Nov | 582.45 | 64 | -1.00 | 18.52 | 3 | 0 | 429 |
| 31 Oct | 580.55 | 65 | -0.10 | - | 390 | 369 | 409 |
| 30 Oct | 579.70 | 65.1 | -10.90 | - | 16 | 11 | 39 |
| 29 Oct | 575.00 | 76 | 7.00 | - | 10 | 0 | 18 |
| 28 Oct | 569.40 | 69 | -27.00 | - | 16 | 0 | 9 |
| 25 Oct | 552.70 | 96 | 40.45 | - | 2 | 0 | 9 |
| 24 Oct | 558.90 | 55.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 555.85 | 55.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 558.50 | 55.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 571.90 | 55.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 573.95 | 55.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 571.25 | 55.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 55.55 | 0.00 | - | 0 | 9 | 0 |
| 15 Oct | 590.35 | 55.55 | 1.90 | - | 9 | 0 | 0 |
| 14 Oct | 588.90 | 53.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 585.20 | 53.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 585.25 | 53.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 607.95 | 53.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 590.35 | 53.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 610.70 | 53.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 617.45 | 53.65 | 53.65 | - | 0 | 0 | 0 |
| 1 Oct | 632.45 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 650 expiring on 28NOV2024
Delta for 650 PE is -
Historical price for 650 PE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 167.55, which was 74.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 432
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 93, 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 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 93, 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 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 93, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 93, 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 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 93, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 434
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 89.95, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 89.95, which was 15.10 higher than the previous day. The implied volatity was 57.55, the open interest changed by 0 which decreased total open position to 435
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 74.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 74.85, which was 9.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 434
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 65.65, which was -8.90 lower than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 433
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 74.55, which was 3.45 higher than the previous day. The implied volatity was 27.29, the open interest changed by 0 which decreased total open position to 432
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 71.1, which was 7.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 432
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 64, which was -1.00 lower than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 429
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 65, which was -0.10 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 65.1, which was -10.90 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 76, which was 7.00 higher 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 69, which was -27.00 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 96, which was 40.45 higher 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, which was 1.90 higher 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 53.65, 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 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 53.65, 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 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 53.65, 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 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 53.65, 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 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 53.65, 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 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 53.65, 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 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 53.65, which was 53.65 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
