AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
18 May 2024 11:00 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 621.00 | 3.60 | -0.35 | - | 21,600 | 7,200 | 13,61,700 | |||
| 17 May | 620.70 | 3.95 | - | 5,89,500 | -63,900 | 13,52,700 | ||||
| 16 May | 615.40 | 4.00 | - | 12,39,300 | -95,400 | 14,16,600 | ||||
| 15 May | 613.25 | 4.80 | - | 11,69,100 | 1,76,400 | 15,01,200 | ||||
| 14 May | 610.20 | 5.55 | - | 32,99,400 | 6,25,500 | 13,15,800 | ||||
| 13 May | 588.20 | 2.15 | - | 2,09,700 | -23,400 | 6,90,300 | ||||
| 10 May | 581.80 | 1.90 | - | 2,70,000 | -7,200 | 7,13,700 | ||||
| 9 May | 574.30 | 2.10 | - | 3,99,600 | -15,300 | 7,20,900 | ||||
| 8 May | 594.55 | 3.25 | - | 3,37,500 | 7,200 | 7,36,200 | ||||
| 7 May | 593.95 | 3.75 | - | 6,55,200 | 16,200 | 7,29,900 | ||||
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| 6 May | 607.45 | 5.20 | - | 8,57,700 | 50,400 | 7,13,700 | ||||
| 3 May | 622.45 | 8.00 | - | 12,40,200 | 6,62,400 | 6,62,400 | ||||
| 2 May | 625.70 | 9.30 | - | 19,33,200 | 78,300 | 6,84,900 | ||||
| 30 Apr | 619.90 | 10.85 | - | 12,85,200 | 73,800 | 6,09,300 | ||||
| 29 Apr | 629.65 | 14.75 | - | 7,13,700 | 24,300 | 5,35,500 | ||||
| 26 Apr | 632.35 | 16.20 | - | 8,96,400 | 1,35,000 | 5,05,800 | ||||
| 25 Apr | 638.35 | 21.20 | - | 5,02,200 | 1,00,800 | 3,70,800 | ||||
| 24 Apr | 644.45 | 24.00 | - | 7,75,800 | 1,31,400 | 2,70,000 | ||||
| 23 Apr | 636.55 | 19.15 | - | 1,56,600 | 48,600 | 1,38,600 | ||||
| 22 Apr | 616.30 | 10.75 | - | 1,00,800 | 37,800 | 90,000 | ||||
| 19 Apr | 609.65 | 11.00 | - | 5,400 | 1,800 | 52,200 | ||||
| 18 Apr | 615.25 | 14.80 | - | 61,200 | 39,600 | 50,400 | ||||
| 16 Apr | 617.55 | 10.05 | - | 0 | 7,200 | 0 | ||||
| 15 Apr | 606.85 | 10.05 | - | 9,000 | 7,200 | 9,000 | ||||
For AMBUJA CEMENTS LTD - strike price 660 expiring on 30MAY2024
Delta for 660 CE is -
Historical price for 660 CE is as follows
On 18 May AMBUJACEM was trading at 621.00. The strike last trading price was 3.60, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 1361700
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -63900 which decreased total open position to 1352700
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -95400 which decreased total open position to 1416600
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 176400 which increased total open position to 1501200
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 625500 which increased total open position to 1315800
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -23400 which decreased total open position to 690300
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 1.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -7200 which decreased total open position to 713700
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -15300 which decreased total open position to 720900
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 736200
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 16200 which increased total open position to 729900
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 5.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 50400 which increased total open position to 713700
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 662400 which increased total open position to 662400
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 9.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 78300 which increased total open position to 684900
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 73800 which increased total open position to 609300
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 24300 which increased total open position to 535500
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 16.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 135000 which increased total open position to 505800
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 21.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 100800 which increased total open position to 370800
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 131400 which increased total open position to 270000
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 19.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 48600 which increased total open position to 138600
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 37800 which increased total open position to 90000
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 52200
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 14.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 39600 which increased total open position to 50400
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 0
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 9000
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 621.00 | 46.35 | 0.00 | - | 0 | -2,700 | 0 |
| 17 May | 620.70 | 46.35 | - | 4,500 | -2,700 | 1,77,300 | |
| 16 May | 615.40 | 47.75 | - | 12,600 | -4,500 | 1,80,000 | |
| 15 May | 613.25 | 49.20 | - | 14,400 | -6,300 | 1,84,500 | |
| 14 May | 610.20 | 50.75 | - | 32,400 | -6,300 | 1,89,900 | |
| 13 May | 588.20 | 73.25 | - | 8,100 | -2,700 | 1,96,200 | |
| 10 May | 581.80 | 76.05 | - | 6,300 | -5,400 | 1,99,800 | |
| 9 May | 574.30 | 61.50 | - | 0 | -8,100 | 0 | |
| 8 May | 594.55 | 61.50 | - | 17,100 | -8,100 | 2,06,100 | |
| 7 May | 593.95 | 64.75 | - | 11,700 | -4,500 | 2,15,100 | |
| 6 May | 607.45 | 51.55 | - | 22,500 | -1,800 | 2,19,600 | |
| 3 May | 622.45 | 42.95 | - | 51,300 | 2,19,600 | 2,19,600 | |
| 2 May | 625.70 | 38.00 | - | 38,700 | 13,500 | 1,91,700 | |
| 30 Apr | 619.90 | 48.75 | - | 59,400 | 23,400 | 1,76,400 | |
| 29 Apr | 629.65 | 40.95 | - | 45,000 | 20,700 | 1,53,000 | |
| 26 Apr | 632.35 | 38.40 | - | 19,800 | 4,500 | 1,32,300 | |
| 25 Apr | 638.35 | 36.15 | - | 1,72,800 | 12,600 | 1,26,000 | |
| 24 Apr | 644.45 | 33.10 | - | 1,18,800 | 1,13,400 | 1,13,400 | |
| 23 Apr | 636.55 | 36.50 | - | 1,800 | 0 | 0 | |
| 22 Apr | 616.30 | 76.35 | - | 0 | 0 | 0 | |
| 19 Apr | 609.65 | 76.35 | - | 0 | 0 | 0 | |
| 18 Apr | 615.25 | 76.35 | - | 0 | 0 | 0 | |
| 16 Apr | 617.55 | 76.35 | - | 0 | 0 | 0 | |
| 15 Apr | 606.85 | 76.35 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 660 expiring on 30MAY2024
Delta for 660 PE is -
Historical price for 660 PE is as follows
On 18 May AMBUJACEM was trading at 621.00. The strike last trading price was 46.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 0
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 46.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 177300
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 47.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 180000
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 49.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -6300 which decreased total open position to 184500
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 50.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -6300 which decreased total open position to 189900
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 73.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 196200
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 76.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 199800
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 61.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -8100 which decreased total open position to 0
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 61.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -8100 which decreased total open position to 206100
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 64.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 215100
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 51.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 219600
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 42.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 219600 which increased total open position to 219600
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 191700
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 48.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 176400
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 40.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 153000
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 38.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 132300
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 36.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 126000
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 33.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 113400 which increased total open position to 113400
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 36.50, 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 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 76.35, 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 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 76.35, 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 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 76.35, 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 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 76.35, 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 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 76.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0