AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
| AMBUJACEM 26DEC2024 660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.08
Theta: -0.11
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 575.30 | 0.5 | 0.10 | 35.93 | 16 | 5 | 205 | |||
| 11 Dec | 578.45 | 0.4 | -0.05 | 32.94 | 74 | 12 | 202 | |||
| 10 Dec | 573.50 | 0.45 | 0.05 | 33.65 | 83 | 17 | 197 | |||
| 9 Dec | 571.30 | 0.4 | -0.05 | 33.32 | 42 | 12 | 179 | |||
| 6 Dec | 565.30 | 0.45 | -0.15 | 32.42 | 19 | 3 | 166 | |||
| 5 Dec | 571.10 | 0.6 | 0.05 | 31.30 | 41 | -3 | 166 | |||
| 4 Dec | 564.70 | 0.55 | -0.25 | 32.26 | 141 | 3 | 173 | |||
| 3 Dec | 566.55 | 0.8 | 0.40 | 33.58 | 232 | 40 | 187 | |||
| 2 Dec | 538.80 | 0.4 | -0.05 | 37.14 | 14 | -2 | 146 | |||
| 29 Nov | 531.50 | 0.45 | 0.15 | 36.83 | 21 | 5 | 148 | |||
| 28 Nov | 513.00 | 0.3 | -0.10 | 39.66 | 10 | 2 | 143 | |||
| 27 Nov | 515.00 | 0.4 | 0.30 | 39.89 | 102 | 15 | 142 | |||
| 26 Nov | 493.70 | 0.1 | -0.15 | 38.33 | 59 | 5 | 127 | |||
| 25 Nov | 504.95 | 0.25 | -0.45 | 38.68 | 137 | 112 | 122 | |||
| 22 Nov | 499.85 | 0.7 | 0.10 | 44.50 | 3 | 0 | 10 | |||
| 21 Nov | 484.15 | 0.6 | -0.50 | 48.36 | 10 | 1 | 2 | |||
| 20 Nov | 549.55 | 1.1 | 0.00 | 31.15 | 5 | 1 | 0 | |||
| 19 Nov | 549.55 | 1.1 | -42.30 | 31.15 | 5 | 0 | 0 | |||
| 31 Oct | 580.55 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 579.70 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 575.00 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 569.40 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 571.90 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 573.95 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 571.25 | 43.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 589.05 | 43.4 | 43.40 | - | 0 | 0 | 0 | |||
| 15 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 588.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 585.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 585.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 607.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Oct | 606.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 610.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 617.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 632.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 632.55 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 660 expiring on 26DEC2024
Delta for 660 CE is 0.03
Historical price for 660 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 35.93, the open interest changed by 5 which increased total open position to 205
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.94, the open interest changed by 12 which increased total open position to 202
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 33.65, the open interest changed by 17 which increased total open position to 197
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.32, the open interest changed by 12 which increased total open position to 179
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 32.42, the open interest changed by 3 which increased total open position to 166
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 31.30, the open interest changed by -3 which decreased total open position to 166
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 32.26, the open interest changed by 3 which increased total open position to 173
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0.8, which was 0.40 higher than the previous day. The implied volatity was 33.58, the open interest changed by 40 which increased total open position to 187
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 37.14, the open interest changed by -2 which decreased total open position to 146
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 36.83, the open interest changed by 5 which increased total open position to 148
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 39.66, the open interest changed by 2 which increased total open position to 143
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 0.4, which was 0.30 higher than the previous day. The implied volatity was 39.89, the open interest changed by 15 which increased total open position to 142
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 38.33, the open interest changed by 5 which increased total open position to 127
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 0.25, which was -0.45 lower than the previous day. The implied volatity was 38.68, the open interest changed by 112 which increased total open position to 122
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 44.50, the open interest changed by 0 which decreased total open position to 10
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 48.36, the open interest changed by 1 which increased total open position to 2
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 31.15, the open interest changed by 1 which increased total open position to 0
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 1.1, which was -42.30 lower than the previous day. The implied volatity was 31.15, the open interest changed by 0 which decreased total open position to 0
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 43.4, 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 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 43.4, 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 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 43.4, 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 43.4, 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 43.4, 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 43.4, 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 43.4, 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 43.4, which was 43.40 higher 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 0, 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 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 30 Sept AMBUJACEM was trading at 632.55. 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
| AMBUJACEM 26DEC2024 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 575.30 | 79 | 0.00 | 0.00 | 0 | -2 | 0 |
| 11 Dec | 578.45 | 79 | -3.00 | - | 2 | 0 | 171 |
| 10 Dec | 573.50 | 82 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 571.30 | 82 | -4.20 | - | 1 | 0 | 172 |
| 6 Dec | 565.30 | 86.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 571.10 | 86.2 | -0.75 | 38.76 | 1 | 0 | 173 |
| 4 Dec | 564.70 | 86.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 566.55 | 86.95 | -31.05 | - | 13 | 7 | 179 |
| 2 Dec | 538.80 | 118 | -18.60 | 41.78 | 1 | 0 | 171 |
| 29 Nov | 531.50 | 136.6 | 0.00 | 0.00 | 0 | 3 | 0 |
| 28 Nov | 513.00 | 136.6 | -8.40 | - | 3 | 2 | 170 |
| 27 Nov | 515.00 | 145 | -10.00 | - | 25 | 20 | 163 |
| 26 Nov | 493.70 | 155 | 9.00 | - | 3 | 0 | 140 |
| 25 Nov | 504.95 | 146 | -22.00 | - | 129 | 123 | 139 |
| 22 Nov | 499.85 | 168 | 0.00 | 0.00 | 0 | 16 | 0 |
| 21 Nov | 484.15 | 168 | 101.65 | - | 16 | 7 | 7 |
| 20 Nov | 549.55 | 66.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 549.55 | 66.35 | 66.35 | - | 0 | 0 | 0 |
| 31 Oct | 580.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 579.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 575.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 569.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 571.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 573.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 571.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 588.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 585.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 585.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 607.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 606.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 610.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 617.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 632.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 632.55 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 660 expiring on 26DEC2024
Delta for 660 PE is 0.00
Historical price for 660 PE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 79, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 79, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 171
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 82, 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 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 82, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 172
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 86.2, 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 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 86.2, which was -0.75 lower than the previous day. The implied volatity was 38.76, the open interest changed by 0 which decreased total open position to 173
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 86.95, 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 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 86.95, which was -31.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 179
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 118, which was -18.60 lower than the previous day. The implied volatity was 41.78, the open interest changed by 0 which decreased total open position to 171
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 136.6, 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 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 136.6, which was -8.40 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 170
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 145, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 163
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 155, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 140
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 146, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 139
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 168, 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 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 168, which was 101.65 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 66.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 66.35, which was 66.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 0, 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 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 0, 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 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 30 Sept AMBUJACEM was trading at 632.55. 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
