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 | 36.85 | 2.75 | - | 67,500 | 0 | 2,77,200 | |||
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| 4 Jul | 682.10 | 34.1 | - | 1,35,900 | -9,000 | 2,77,200 | ||||
| 3 Jul | 692.70 | 44.3 | - | 38,700 | -1,800 | 2,86,200 | ||||
| 2 Jul | 692.35 | 45.6 | - | 2,52,000 | -58,500 | 2,91,600 | ||||
| 1 Jul | 695.00 | 47.25 | - | 7,02,000 | -1,12,500 | 3,50,100 | ||||
| 28 Jun | 670.25 | 29.5 | - | 10,23,300 | -1,08,000 | 4,62,600 | ||||
| 27 Jun | 660.65 | 27.25 | - | 27,05,400 | -1,16,100 | 5,70,600 | ||||
| 26 Jun | 657.05 | 26.3 | - | 30,69,000 | 4,18,500 | 6,86,700 | ||||
| 25 Jun | 648.80 | 22 | - | 6,20,100 | 1,48,500 | 2,68,200 | ||||
| 24 Jun | 657.75 | 29.4 | - | 1,11,600 | 46,800 | 1,17,000 | ||||
| 21 Jun | 657.45 | 27.60 | - | 63,000 | 23,400 | 70,200 | ||||
| 20 Jun | 659.15 | 33.95 | - | 45,900 | 28,800 | 45,900 | ||||
| 19 Jun | 666.80 | 34.00 | - | 20,700 | 6,300 | 17,100 | ||||
| 18 Jun | 674.10 | 43.50 | - | 900 | -900 | 9,900 | ||||
| 14 Jun | 677.20 | 43.50 | - | 13,500 | 3,600 | 10,800 | ||||
| 13 Jun | 664.50 | 36.15 | - | 8,100 | 1,800 | 8,100 | ||||
| 12 Jun | 668.70 | 37.60 | - | 9,000 | 3,600 | 6,300 | ||||
| 11 Jun | 639.75 | 24.75 | - | 900 | 0 | 2,700 | ||||
| 10 Jun | 640.35 | 24.05 | - | 4,500 | 2,700 | 2,700 | ||||
| 7 Jun | 621.30 | 48.00 | - | 0 | 0 | 0 | ||||
| 6 Jun | 610.05 | 48.00 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 48.00 | - | 0 | 0 | 0 | ||||
| 4 Jun | 556.60 | 48.00 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 48.00 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 660 expiring on 25JUL2024
Delta for 660 CE is -
Historical price for 660 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 36.85, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 277200
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 34.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 277200
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 44.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 286200
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 45.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -58500 which decreased total open position to 291600
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 47.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -112500 which decreased total open position to 350100
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 29.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -108000 which decreased total open position to 462600
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 27.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -116100 which decreased total open position to 570600
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 26.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 418500 which increased total open position to 686700
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by 148500 which increased total open position to 268200
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 29.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 46800 which increased total open position to 117000
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 27.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 70200
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 33.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 45900
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 34.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 17100
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 43.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 9900
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 43.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 10800
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 36.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 8100
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 37.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 6300
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2700
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 2700
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 48.00, 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 48.00, 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 48.00, 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 48.00, 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 48.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 9.15 | -2.85 | - | 16,28,100 | 8,18,100 | 12,67,200 |
| 4 Jul | 682.10 | 12 | - | 7,83,900 | 5,400 | 4,49,100 | |
| 3 Jul | 692.70 | 8.5 | - | 3,65,400 | 42,300 | 4,43,700 | |
| 2 Jul | 692.35 | 9.3 | - | 8,62,200 | 5,400 | 4,00,500 | |
| 1 Jul | 695.00 | 9.85 | - | 13,72,500 | 7,200 | 3,95,100 | |
| 28 Jun | 670.25 | 17.6 | - | 5,78,700 | -14,400 | 3,87,900 | |
| 27 Jun | 660.65 | 22 | - | 6,81,300 | 1,27,800 | 4,02,300 | |
| 26 Jun | 657.05 | 25.6 | - | 3,63,600 | 1,46,700 | 2,74,500 | |
| 25 Jun | 648.80 | 27.4 | - | 1,63,800 | 74,700 | 1,27,800 | |
| 24 Jun | 657.75 | 24.4 | - | 37,800 | -2,700 | 53,100 | |
| 21 Jun | 657.45 | 24.30 | - | 70,200 | 36,000 | 55,800 | |
| 20 Jun | 659.15 | 25.25 | - | 35,100 | 14,400 | 19,800 | |
| 19 Jun | 666.80 | 21.10 | - | 6,300 | 1,800 | 5,400 | |
| 18 Jun | 674.10 | 18.30 | - | 2,700 | 2,700 | 2,700 | |
| 14 Jun | 677.20 | 22.00 | - | 0 | 0 | 0 | |
| 13 Jun | 664.50 | 22.00 | - | 0 | 900 | 0 | |
| 12 Jun | 668.70 | 22.00 | - | 900 | 0 | 0 | |
| 11 Jun | 639.75 | 57.75 | - | 0 | 0 | 0 | |
| 10 Jun | 640.35 | 57.75 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 57.75 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 57.75 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 57.75 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 57.75 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 57.75 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 660 expiring on 25JUL2024
Delta for 660 PE is -
Historical price for 660 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 9.15, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 818100 which increased total open position to 1267200
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 449100
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 42300 which increased total open position to 443700
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 400500
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 395100
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 17.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -14400 which decreased total open position to 387900
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by 127800 which increased total open position to 402300
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 25.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 146700 which increased total open position to 274500
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 74700 which increased total open position to 127800
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 24.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 53100
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 24.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 55800
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 19800
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 21.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 5400
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 18.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 2700
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 22.00, 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 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 0
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 22.00, 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 57.75, 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 57.75, 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 57.75, 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 57.75, 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 57.75, 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 57.75, 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 57.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0