AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
21 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 670 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 484.15 | 0.1 | -0.10 | - | 12 | -8 | 44 | |||
| 20 Nov | 549.55 | 0.2 | 0.00 | - | 61 | -26 | 68 | |||
| 19 Nov | 549.55 | 0.2 | 0.00 | - | 61 | -10 | 68 | |||
| 18 Nov | 550.55 | 0.2 | 0.00 | 51.51 | 18 | 5 | 82 | |||
| 14 Nov | 544.50 | 0.2 | -0.05 | 45.26 | 17 | -1 | 86 | |||
| 13 Nov | 545.35 | 0.25 | -0.15 | 44.83 | 11 | -8 | 87 | |||
| 12 Nov | 556.60 | 0.4 | 0.00 | 42.45 | 8 | -1 | 94 | |||
| 11 Nov | 560.40 | 0.4 | -0.10 | 39.07 | 133 | 44 | 92 | |||
| 8 Nov | 564.90 | 0.5 | -0.05 | 36.32 | 260 | 6 | 48 | |||
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| 7 Nov | 570.70 | 0.55 | -0.10 | 34.00 | 324 | 10 | 41 | |||
| 6 Nov | 582.65 | 0.65 | 0.15 | 30.23 | 15 | 6 | 32 | |||
| 5 Nov | 572.00 | 0.5 | -0.30 | 31.38 | 2 | -1 | 27 | |||
| 4 Nov | 571.40 | 0.8 | -0.50 | 33.78 | 19 | -1 | 28 | |||
| 1 Nov | 582.45 | 1.3 | 0.20 | 31.42 | 1 | 0 | 29 | |||
| 31 Oct | 580.55 | 1.1 | -0.15 | - | 138 | 19 | 29 | |||
| 30 Oct | 579.70 | 1.25 | 0.40 | - | 7 | 2 | 9 | |||
| 29 Oct | 575.00 | 0.85 | -2.95 | - | 4 | 2 | 6 | |||
| 28 Oct | 569.40 | 3.8 | 2.00 | - | 3 | 4 | 4 | |||
| 25 Oct | 552.70 | 1.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 558.90 | 1.8 | -0.20 | - | 2 | -1 | 2 | |||
| 23 Oct | 555.85 | 2 | -0.85 | - | 1 | 0 | 2 | |||
| 22 Oct | 558.50 | 2.85 | 0.00 | - | 0 | 2 | 0 | |||
| 21 Oct | 571.90 | 2.85 | -26.75 | - | 142 | 3 | 3 | |||
| 16 Oct | 589.05 | 29.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 590.35 | 29.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 585.20 | 29.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 617.45 | 29.6 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 670 expiring on 28NOV2024
Delta for 670 CE is -
Historical price for 670 CE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 44
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 68
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 68
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 51.51, the open interest changed by 5 which increased total open position to 82
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.26, the open interest changed by -1 which decreased total open position to 86
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 44.83, the open interest changed by -8 which decreased total open position to 87
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 42.45, the open interest changed by -1 which decreased total open position to 94
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 39.07, the open interest changed by 44 which increased total open position to 92
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 36.32, the open interest changed by 6 which increased total open position to 48
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 34.00, the open interest changed by 10 which increased total open position to 41
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 30.23, the open interest changed by 6 which increased total open position to 32
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 31.38, the open interest changed by -1 which decreased total open position to 27
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 33.78, the open interest changed by -1 which decreased total open position to 28
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 31.42, the open interest changed by 0 which decreased total open position to 29
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 1.1, which was -0.15 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 1.25, which was 0.40 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 0.85, which was -2.95 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 3.8, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 1.8, 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 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 1.8, which was -0.20 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, which was -0.85 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 2.85, 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 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 2.85, which was -26.75 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 29.6, 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 29.6, 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 29.6, 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 29.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 484.15 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 549.55 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 549.55 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 550.55 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 544.50 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 545.35 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 556.60 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 560.40 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 564.90 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 570.70 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 582.65 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 572.00 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 571.40 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 582.45 | 90 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 580.55 | 90 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 579.70 | 90 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 575.00 | 90 | -14.00 | - | 2 | 0 | 2 |
| 28 Oct | 569.40 | 104 | 37.95 | - | 2 | 1 | 1 |
| 25 Oct | 552.70 | 66.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 558.90 | 66.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 555.85 | 66.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 558.50 | 66.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 571.90 | 66.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 66.05 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 590.35 | 66.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 585.20 | 66.05 | 66.05 | - | 0 | 0 | 0 |
| 3 Oct | 617.45 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 670 expiring on 28NOV2024
Delta for 670 PE is 0.00
Historical price for 670 PE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 90, 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 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 90, 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 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 90, 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 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 90, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 90, 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 90, 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 90, 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 90, 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 90, 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 90, 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 90, 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 90, 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 90, 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 90, 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 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 90, 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 90, 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 90, which was -14.00 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 104, which was 37.95 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 66.05, 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 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 66.05, 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 66.05, 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 66.05, 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 66.05, 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 66.05, 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 66.05, 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 66.05, which was 66.05 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
