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

544.5 -0.85 (-0.16%)

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Historical option data for AMBUJACEM

14 Nov 2024 04:10 PM IST
AMBUJACEM 28NOV2024 660 CE
Delta: 0.01
Vega: 0.04
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 544.50 0.2 -0.10 42.39 7 -4 227
13 Nov 545.35 0.3 0.05 43.07 47 -4 232
12 Nov 556.60 0.25 -0.10 36.87 21 -7 242
11 Nov 560.40 0.35 0.00 35.47 13 8 248
8 Nov 564.90 0.35 -0.20 31.73 16 -7 241
7 Nov 570.70 0.55 -0.30 31.29 25 -1 249
6 Nov 582.65 0.85 0.10 28.91 99 -3 255
5 Nov 572.00 0.75 -0.05 30.96 27 3 259
4 Nov 571.40 0.8 -0.25 31.11 56 -8 257
1 Nov 582.45 1.05 -0.40 27.40 27 1 258
31 Oct 580.55 1.45 -0.10 - 2,397 64 256
30 Oct 579.70 1.55 0.10 - 244 1 192
29 Oct 575.00 1.45 0.05 - 209 123 191
28 Oct 569.40 1.4 0.15 - 83 22 69
25 Oct 552.70 1.25 -1.25 - 52 18 47
24 Oct 558.90 2.5 -0.25 - 9 1 28
23 Oct 555.85 2.75 0.20 - 23 12 26
22 Oct 558.50 2.55 -0.75 - 101 0 14
21 Oct 571.90 3.3 -36.55 - 647 16 16
17 Oct 571.25 39.85 0.00 - 0 0 0
16 Oct 589.05 39.85 0.00 - 0 0 0
15 Oct 590.35 39.85 0.00 - 0 0 0
11 Oct 585.20 39.85 0.00 - 0 0 0
3 Oct 617.45 39.85 0.00 - 0 0 0
26 Sept 625.15 39.85 0.00 - 0 0 0
25 Sept 616.05 39.85 0.00 - 0 0 0
24 Sept 618.30 39.85 0.00 - 0 0 0
23 Sept 622.05 39.85 0.00 - 0 0 0
20 Sept 616.55 39.85 0.00 - 0 0 0
19 Sept 608.40 39.85 39.85 - 0 0 0
18 Sept 620.10 0 0.00 - 0 0 0
17 Sept 623.00 0 0.00 - 0 0 0
16 Sept 627.30 0 0.00 - 0 0 0
13 Sept 629.60 0 0.00 - 0 0 0
12 Sept 628.15 0 0.00 - 0 0 0
11 Sept 623.00 0 0.00 - 0 0 0
10 Sept 627.05 0 0.00 - 0 0 0
9 Sept 630.15 0 0.00 - 0 0 0
6 Sept 623.25 0 0.00 - 0 0 0
5 Sept 631.85 0 0.00 - 0 0 0
4 Sept 627.10 0 0.00 - 0 0 0
3 Sept 617.80 0 0.00 - 0 0 0
2 Sept 620.40 0 - 0 0 0


For Ambuja Cements Ltd - strike price 660 expiring on 28NOV2024

Delta for 660 CE is 0.01

Historical price for 660 CE is as follows

On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 42.39, the open interest changed by -4 which decreased total open position to 227


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 43.07, the open interest changed by -4 which decreased total open position to 232


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 36.87, the open interest changed by -7 which decreased total open position to 242


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 35.47, the open interest changed by 8 which increased total open position to 248


On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 31.73, the open interest changed by -7 which decreased total open position to 241


On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 31.29, the open interest changed by -1 which decreased total open position to 249


On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 28.91, the open interest changed by -3 which decreased total open position to 255


On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 30.96, the open interest changed by 3 which increased total open position to 259


On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 31.11, the open interest changed by -8 which decreased total open position to 257


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 27.40, the open interest changed by 1 which increased total open position to 258


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 1.45, 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 1.55, 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 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 1.45, which was 0.05 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 1.4, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 1.25, 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 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 2.5, which was -0.25 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 2.75, which was 0.20 higher 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 2.55, which was -0.75 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 3.3, which was -36.55 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 39.85, 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 39.85, 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 39.85, 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 39.85, 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 39.85, 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 26 Sept AMBUJACEM was trading at 625.15. The strike last trading price was 39.85, 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 25 Sept AMBUJACEM was trading at 616.05. The strike last trading price was 39.85, 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 24 Sept AMBUJACEM was trading at 618.30. The strike last trading price was 39.85, 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 Sept AMBUJACEM was trading at 622.05. The strike last trading price was 39.85, 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 20 Sept AMBUJACEM was trading at 616.55. The strike last trading price was 39.85, 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 19 Sept AMBUJACEM was trading at 608.40. The strike last trading price was 39.85, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept AMBUJACEM was trading at 620.10. 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 Sept AMBUJACEM was trading at 623.00. 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 16 Sept AMBUJACEM was trading at 627.30. 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 13 Sept AMBUJACEM was trading at 629.60. 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 12 Sept AMBUJACEM was trading at 628.15. 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 Sept AMBUJACEM was trading at 623.00. 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 10 Sept AMBUJACEM was trading at 627.05. 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 9 Sept AMBUJACEM was trading at 630.15. 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 6 Sept AMBUJACEM was trading at 623.25. 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 5 Sept AMBUJACEM was trading at 631.85. 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 Sept AMBUJACEM was trading at 627.10. 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 Sept AMBUJACEM was trading at 617.80. 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 2 Sept AMBUJACEM was trading at 620.40. 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 28NOV2024 660 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 544.50 78 0.00 0.00 0 0 0
13 Nov 545.35 78 0.00 0.00 0 0 0
12 Nov 556.60 78 0.00 0.00 0 0 0
11 Nov 560.40 78 0.00 0.00 0 0 0
8 Nov 564.90 78 0.00 0.00 0 0 0
7 Nov 570.70 78 0.00 0.00 0 0 0
6 Nov 582.65 78 0.00 0.00 0 0 0
5 Nov 572.00 78 0.00 0.00 0 0 0
4 Nov 571.40 78 0.00 0.00 0 0 0
1 Nov 582.45 78 0.00 0.00 0 7 0
31 Oct 580.55 78 2.00 - 7 6 170
30 Oct 579.70 76 -2.50 - 10 7 161
29 Oct 575.00 78.5 -7.50 - 113 106 147
28 Oct 569.40 86 -15.00 - 5 4 40
25 Oct 552.70 101 27.00 - 30 29 36
24 Oct 558.90 74 0.00 - 0 0 0
23 Oct 555.85 74 0.00 - 0 0 0
22 Oct 558.50 74 0.00 - 0 0 0
21 Oct 571.90 74 0.00 - 0 0 0
17 Oct 571.25 74 9.00 - 6 4 5
16 Oct 589.05 65 -10.45 - 1 0 0
15 Oct 590.35 75.45 0.00 - 0 0 0
11 Oct 585.20 75.45 75.45 - 0 0 0
3 Oct 617.45 0 0.00 - 0 0 0
26 Sept 625.15 0 0.00 - 0 0 0
25 Sept 616.05 0 0.00 - 0 0 0
24 Sept 618.30 0 0.00 - 0 0 0
23 Sept 622.05 0 0.00 - 0 0 0
20 Sept 616.55 0 0.00 - 0 0 0
19 Sept 608.40 0 0.00 - 0 0 0
18 Sept 620.10 0 0.00 - 0 0 0
17 Sept 623.00 0 0.00 - 0 0 0
16 Sept 627.30 0 0.00 - 0 0 0
13 Sept 629.60 0 0.00 - 0 0 0
12 Sept 628.15 0 0.00 - 0 0 0
11 Sept 623.00 0 0.00 - 0 0 0
10 Sept 627.05 0 0.00 - 0 0 0
9 Sept 630.15 0 0.00 - 0 0 0
6 Sept 623.25 0 0.00 - 0 0 0
5 Sept 631.85 0 0.00 - 0 0 0
4 Sept 627.10 0 0.00 - 0 0 0
3 Sept 617.80 0 0.00 - 0 0 0
2 Sept 620.40 0 - 0 0 0


For Ambuja Cements Ltd - strike price 660 expiring on 28NOV2024

Delta for 660 PE is 0.00

Historical price for 660 PE is as follows

On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 78, 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 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 78, 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 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 78, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 78, 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 78, 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 78, 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 78, 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 78, 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 78, 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 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 78, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 78, which was 2.00 higher 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 76, which was -2.50 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 78.5, which was -7.50 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 86, which was -15.00 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 101, which was 27.00 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 74, 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 74, 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 74, 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 74, 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 74, which was 9.00 higher 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 65, which was -10.45 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 75.45, 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 75.45, which was 75.45 higher 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 26 Sept AMBUJACEM was trading at 625.15. 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 25 Sept AMBUJACEM was trading at 616.05. 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 24 Sept AMBUJACEM was trading at 618.30. 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 23 Sept AMBUJACEM was trading at 622.05. 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 20 Sept AMBUJACEM was trading at 616.55. 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 19 Sept AMBUJACEM was trading at 608.40. 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 18 Sept AMBUJACEM was trading at 620.10. 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 Sept AMBUJACEM was trading at 623.00. 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 16 Sept AMBUJACEM was trading at 627.30. 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 13 Sept AMBUJACEM was trading at 629.60. 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 12 Sept AMBUJACEM was trading at 628.15. 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 Sept AMBUJACEM was trading at 623.00. 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 10 Sept AMBUJACEM was trading at 627.05. 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 9 Sept AMBUJACEM was trading at 630.15. 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 6 Sept AMBUJACEM was trading at 623.25. 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 5 Sept AMBUJACEM was trading at 631.85. 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 Sept AMBUJACEM was trading at 627.10. 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 Sept AMBUJACEM was trading at 617.80. 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 2 Sept AMBUJACEM was trading at 620.40. 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