AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 29 | 1.85 | - | 2,17,800 | -9,000 | 3,60,900 | |||
| 4 Jul | 682.10 | 27.15 | - | 3,78,000 | 15,300 | 3,69,900 | ||||
| 3 Jul | 692.70 | 37.15 | - | 33,300 | -7,200 | 3,54,600 | ||||
| 2 Jul | 692.35 | 38.35 | - | 4,40,100 | -17,100 | 3,63,600 | ||||
| 1 Jul | 695.00 | 40.25 | - | 23,88,600 | -3,52,800 | 3,80,700 | ||||
|
|
||||||||||
| 28 Jun | 670.25 | 24.55 | - | 20,36,700 | -76,500 | 7,33,500 | ||||
| 27 Jun | 660.65 | 23.5 | - | 42,42,600 | 3,78,900 | 8,10,000 | ||||
| 26 Jun | 657.05 | 22 | - | 14,79,600 | 2,46,600 | 4,33,800 | ||||
| 25 Jun | 648.80 | 18.15 | - | 3,06,000 | 1,14,300 | 1,87,200 | ||||
| 24 Jun | 657.75 | 25 | - | 68,400 | 9,000 | 72,000 | ||||
| 21 Jun | 657.45 | 24.10 | - | 56,700 | 21,600 | 59,400 | ||||
| 20 Jun | 659.15 | 25.50 | - | 31,500 | 14,400 | 38,700 | ||||
| 19 Jun | 666.80 | 26.60 | - | 26,100 | 9,000 | 24,300 | ||||
| 18 Jun | 674.10 | 31.75 | - | 62,100 | 11,700 | 18,900 | ||||
| 14 Jun | 677.20 | 37.05 | - | 7,200 | 4,500 | 7,200 | ||||
| 13 Jun | 664.50 | 28.80 | - | 2,700 | 1,800 | 3,600 | ||||
| 12 Jun | 668.70 | 32.00 | - | 1,800 | 900 | 900 | ||||
| 11 Jun | 639.75 | 22.05 | - | 0 | 0 | 0 | ||||
| 10 Jun | 640.35 | 22.05 | - | 0 | 0 | 0 | ||||
| 7 Jun | 621.30 | 22.05 | - | 0 | 0 | 0 | ||||
| 6 Jun | 610.05 | 22.05 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 22.05 | - | 0 | 0 | 0 | ||||
| 4 Jun | 556.60 | 22.05 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 22.05 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 670 expiring on 25JUL2024
Delta for 670 CE is -
Historical price for 670 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 29, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 360900
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 15300 which increased total open position to 369900
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 37.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -7200 which decreased total open position to 354600
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 38.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -17100 which decreased total open position to 363600
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 40.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -352800 which decreased total open position to 380700
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 24.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -76500 which decreased total open position to 733500
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 23.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 378900 which increased total open position to 810000
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by 246600 which increased total open position to 433800
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 18.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 114300 which increased total open position to 187200
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 72000
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 24.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 21600 which increased total open position to 59400
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 25.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 38700
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 26.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 24300
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 31.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 11700 which increased total open position to 18900
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 37.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 7200
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 28.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 3600
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 12.5 | -2.95 | - | 12,39,300 | -1,70,100 | 6,29,100 |
| 4 Jul | 682.10 | 15.45 | - | 16,70,400 | 4,23,000 | 7,99,200 | |
| 3 Jul | 692.70 | 11.5 | - | 3,49,200 | 45,900 | 3,76,200 | |
| 2 Jul | 692.35 | 12.8 | - | 7,48,800 | 27,000 | 3,33,900 | |
| 1 Jul | 695.00 | 12.75 | - | 12,07,800 | 99,900 | 3,06,900 | |
| 28 Jun | 670.25 | 22.35 | - | 4,77,900 | 23,400 | 2,07,000 | |
| 27 Jun | 660.65 | 26.8 | - | 3,35,700 | 75,600 | 1,83,600 | |
| 26 Jun | 657.05 | 31.35 | - | 90,000 | 39,600 | 1,08,000 | |
| 25 Jun | 648.80 | 33.65 | - | 78,300 | 56,700 | 68,400 | |
| 24 Jun | 657.75 | 29.1 | - | 4,500 | 0 | 11,700 | |
| 21 Jun | 657.45 | 26.85 | - | 9,900 | 8,100 | 11,700 | |
| 20 Jun | 659.15 | 26.15 | - | 5,400 | 1,800 | 3,600 | |
| 19 Jun | 666.80 | 23.90 | - | 2,700 | 1,800 | 1,800 | |
| 18 Jun | 674.10 | 65.45 | - | 0 | 0 | 0 | |
| 14 Jun | 677.20 | 65.45 | - | 0 | 0 | 0 | |
| 13 Jun | 664.50 | 65.45 | - | 0 | 0 | 0 | |
| 12 Jun | 668.70 | 65.45 | - | 0 | 0 | 0 | |
| 11 Jun | 639.75 | 65.45 | - | 0 | 0 | 0 | |
| 10 Jun | 640.35 | 65.45 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 65.45 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 65.45 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 65.45 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 65.45 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 65.45 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 670 expiring on 25JUL2024
Delta for 670 PE is -
Historical price for 670 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 12.5, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by -170100 which decreased total open position to 629100
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 423000 which increased total open position to 799200
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 11.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 45900 which increased total open position to 376200
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 12.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 333900
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 99900 which increased total open position to 306900
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 22.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 207000
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 26.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 75600 which increased total open position to 183600
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 31.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 39600 which increased total open position to 108000
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 33.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 56700 which increased total open position to 68400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 29.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11700
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 26.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 11700
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 26.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 3600
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 23.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 65.45, 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 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 65.45, 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 65.45, 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 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 65.45, 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 65.45, 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 65.45, 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 65.45, 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 65.45, 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 65.45, 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 65.45, 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 65.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0