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[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

548.8 12.15 (2.26%)

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Historical option data for AMBUJACEM

23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 660 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 0.1 0.00 0.00 0 0 0
22 Jan 536.65 0.1 0.05 - 4 0 82
21 Jan 531.75 0.05 -0.05 - 10 0 82
17 Jan 536.25 0.1 0.00 43.21 2 0 82
16 Jan 540.15 0.1 0.00 0.00 0 0 0
14 Jan 515.35 0.1 0.00 45.50 1 0 82
13 Jan 493.20 0.1 0.00 - 19 10 82
10 Jan 511.25 0.1 -0.10 41.78 20 -7 74
9 Jan 525.25 0.2 -0.10 40.17 16 0 79
7 Jan 535.75 0.3 0.15 37.43 1 0 79
6 Jan 529.90 0.15 -0.05 35.00 2 0 79
3 Jan 548.70 0.2 0.00 29.16 2 0 79
2 Jan 549.85 0.2 0.05 28.09 1 0 79
1 Jan 538.60 0.15 -0.10 29.24 1 0 79
31 Dec 535.80 0.25 0.00 0.00 0 0 0
30 Dec 544.60 0.25 0.00 28.28 6 0 79
27 Dec 547.95 0.25 0.05 26.59 20 0 79
26 Dec 548.80 0.2 -0.05 24.88 18 15 78
24 Dec 543.10 0.25 -0.25 26.66 29 15 56
23 Dec 550.65 0.5 -0.70 26.80 12 -1 41
20 Dec 548.80 1.2 0.05 30.32 48 21 42
19 Dec 563.30 1.15 -0.65 26.50 34 18 21
18 Dec 564.55 1.8 -0.75 28.01 7 2 3
17 Dec 571.10 2.55 -21.60 28.62 2 0 0
12 Dec 571.75 24.15 0.00 9.96 0 0 0
11 Dec 578.45 24.15 24.15 9.04 0 0 0
11 Nov 560.40 0 0.00 0.00 0 0 0
8 Nov 564.90 0 0.00 0.00 0 0 0
7 Nov 570.70 0 0.00 0.00 0 0 0
6 Nov 582.65 0 0.00 0.00 0 0 0
5 Nov 572.00 0 0.00 0.00 0 0 0
4 Nov 571.40 0 0.00 0 0 0


For Ambuja Cements Ltd - strike price 660 expiring on 30JAN2025

Delta for 660 CE is 0.00

Historical price for 660 CE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 0.1, 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 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82


On 21 Jan AMBUJACEM was trading at 531.75. 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 0 which decreased total open position to 82


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 43.21, the open interest changed by 0 which decreased total open position to 82


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 0.1, 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 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 45.50, the open interest changed by 0 which decreased total open position to 82


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 82


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 41.78, the open interest changed by -7 which decreased total open position to 74


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 40.17, the open interest changed by 0 which decreased total open position to 79


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 37.43, the open interest changed by 0 which decreased total open position to 79


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 79


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 79


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 28.09, the open interest changed by 0 which decreased total open position to 79


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 29.24, the open interest changed by 0 which decreased total open position to 79


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 0.25, 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 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 79


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 79


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by 15 which increased total open position to 78


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 26.66, the open interest changed by 15 which increased total open position to 56


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 26.80, the open interest changed by -1 which decreased total open position to 41


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 30.32, the open interest changed by 21 which increased total open position to 42


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 26.50, the open interest changed by 18 which increased total open position to 21


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 28.01, the open interest changed by 2 which increased total open position to 3


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 2.55, which was -21.60 lower than the previous day. The implied volatity was 28.62, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 9.96, the open interest changed by 0 which decreased total open position to 0


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 24.15, which was 24.15 higher than the previous day. The implied volatity was 9.04, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30JAN2025 660 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 145.75 0.00 0.00 0 0 0
22 Jan 536.65 145.75 0.00 0.00 0 0 0
21 Jan 531.75 145.75 0.00 0.00 0 0 0
17 Jan 536.25 145.75 0.00 0.00 0 0 0
16 Jan 540.15 145.75 0.00 0.00 0 0 0
14 Jan 515.35 145.75 0.00 0.00 0 0 0
13 Jan 493.20 145.75 0.00 0.00 0 -7 0
10 Jan 511.25 145.75 41.75 - 7 0 169
9 Jan 525.25 104 0.00 0.00 0 0 0
7 Jan 535.75 104 0.00 0.00 0 0 0
6 Jan 529.90 104 0.00 0.00 0 0 0
3 Jan 548.70 104 0.00 0.00 0 0 0
2 Jan 549.85 104 0.00 0.00 0 0 0
1 Jan 538.60 104 0.00 0.00 0 0 0
31 Dec 535.80 104 0.00 0.00 0 0 0
30 Dec 544.60 104 0.00 0.00 0 0 0
27 Dec 547.95 104 0.00 0.00 0 16 0
26 Dec 548.80 104 -6.00 26.31 18 15 168
24 Dec 543.10 110 8.00 - 24 17 146
23 Dec 550.65 102 9.20 27.10 2 0 127
20 Dec 548.80 92.8 -0.40 - 57 56 126
19 Dec 563.30 93.2 8.20 35.14 59 51 62
18 Dec 564.55 85 0.00 0.00 0 3 0
17 Dec 571.10 85 4.50 32.17 6 0 8
12 Dec 571.75 80.5 2.00 - 4 0 4
11 Dec 578.45 78.5 78.50 30.64 5 2 2
11 Nov 560.40 0 0.00 0.00 0 0 0
8 Nov 564.90 0 0.00 0.00 0 0 0
7 Nov 570.70 0 0.00 0.00 0 0 0
6 Nov 582.65 0 0.00 0.00 0 0 0
5 Nov 572.00 0 0.00 0.00 0 0 0
4 Nov 571.40 0 0.00 0 0 0


For Ambuja Cements Ltd - strike price 660 expiring on 30JAN2025

Delta for 660 PE is 0.00

Historical price for 660 PE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 145.75, 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 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 145.75, 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 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 145.75, 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 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 145.75, 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 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 145.75, 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 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 145.75, 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 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 145.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 145.75, which was 41.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 169


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 104, 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 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 104, 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 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 104, 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 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 104, 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 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 104, 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 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 104, 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 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 104, 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 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 104, 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 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 104, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 104, which was -6.00 lower than the previous day. The implied volatity was 26.31, the open interest changed by 15 which increased total open position to 168


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 110, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 146


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 102, which was 9.20 higher than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 127


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 92.8, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 126


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 93.2, which was 8.20 higher than the previous day. The implied volatity was 35.14, the open interest changed by 51 which increased total open position to 62


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 85, which was 4.50 higher than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 8


On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 80.5, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 78.5, which was 78.50 higher than the previous day. The implied volatity was 30.64, the open interest changed by 2 which increased total open position to 2


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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0