AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
18 May 2024 01:30 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
|
|
||||||||||
| 18 May | 619.00 | 2.25 | -0.55 | - | 27,000 | -6,300 | 6,57,000 | |||
| 17 May | 620.70 | 2.80 | - | 5,25,600 | -24,300 | 6,64,200 | ||||
| 16 May | 615.40 | 3.00 | - | 4,17,600 | -68,400 | 6,88,500 | ||||
| 15 May | 613.25 | 3.55 | - | 4,11,300 | -16,200 | 7,57,800 | ||||
| 14 May | 610.20 | 4.10 | - | 13,74,300 | 95,400 | 7,73,100 | ||||
| 13 May | 588.20 | 1.85 | - | 2,56,500 | -3,600 | 6,77,700 | ||||
| 10 May | 581.80 | 1.40 | - | 1,13,400 | -16,200 | 6,81,300 | ||||
| 9 May | 574.30 | 1.65 | - | 3,12,300 | 72,900 | 6,72,300 | ||||
| 8 May | 594.55 | 2.65 | - | 1,35,900 | -12,600 | 5,99,400 | ||||
| 7 May | 593.95 | 3.00 | - | 5,99,400 | 44,100 | 6,12,900 | ||||
| 6 May | 607.45 | 4.05 | - | 5,48,100 | -63,900 | 5,68,800 | ||||
| 3 May | 622.45 | 6.20 | - | 6,80,400 | 6,33,600 | 6,33,600 | ||||
| 2 May | 625.70 | 7.20 | - | 13,41,000 | 1,81,800 | 6,22,800 | ||||
| 30 Apr | 619.90 | 8.75 | - | 9,20,700 | 46,800 | 4,42,800 | ||||
| 29 Apr | 629.65 | 12.25 | - | 5,56,200 | -21,600 | 3,96,000 | ||||
| 26 Apr | 632.35 | 13.55 | - | 6,72,300 | 90,000 | 4,17,600 | ||||
| 25 Apr | 638.35 | 17.45 | - | 6,73,200 | 1,42,200 | 3,20,400 | ||||
| 24 Apr | 644.45 | 19.95 | - | 6,04,800 | 61,200 | 1,78,200 | ||||
| 23 Apr | 636.55 | 15.25 | - | 3,67,200 | 93,600 | 1,17,000 | ||||
| 22 Apr | 616.30 | 9.10 | - | 1,800 | 9,000 | 23,400 | ||||
| 19 Apr | 609.65 | 9.00 | - | 21,600 | 12,600 | 14,400 | ||||
| 18 Apr | 615.25 | 11.95 | - | 1,800 | 0 | 0 | ||||
| 16 Apr | 617.55 | 31.05 | - | 0 | 0 | 0 | ||||
| 15 Apr | 606.85 | 31.05 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 670 expiring on 30MAY2024
Delta for 670 CE is -
Historical price for 670 CE is as follows
On 18 May AMBUJACEM was trading at 619.00. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -6300 which decreased total open position to 657000
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -24300 which decreased total open position to 664200
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -68400 which decreased total open position to 688500
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -16200 which decreased total open position to 757800
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 95400 which increased total open position to 773100
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 677700
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -16200 which decreased total open position to 681300
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 72900 which increased total open position to 672300
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -12600 which decreased total open position to 599400
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 44100 which increased total open position to 612900
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -63900 which decreased total open position to 568800
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 6.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 633600 which increased total open position to 633600
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 181800 which increased total open position to 622800
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 46800 which increased total open position to 442800
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 12.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -21600 which decreased total open position to 396000
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 13.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 417600
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 17.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 142200 which increased total open position to 320400
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 61200 which increased total open position to 178200
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 93600 which increased total open position to 117000
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 9.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 23400
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 14400
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 11.95, 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 31.05, 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 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 31.05, 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 |
| 18 May | 619.00 | 56.75 | 0.00 | - | 0 | -900 | 0 |
| 17 May | 620.70 | 56.75 | - | 1,800 | 1,11,600 | 1,11,600 | |
| 16 May | 615.40 | 59.10 | - | 0 | -900 | 0 | |
| 15 May | 613.25 | 59.10 | - | 2,700 | -1,800 | 1,10,700 | |
| 14 May | 610.20 | 59.65 | - | 16,200 | -4,500 | 1,12,500 | |
| 13 May | 588.20 | 85.35 | - | 5,400 | 0 | 1,17,000 | |
| 10 May | 581.80 | 87.05 | - | 4,500 | -2,700 | 1,18,800 | |
| 9 May | 574.30 | 74.50 | - | 0 | 0 | 0 | |
| 8 May | 594.55 | 74.50 | - | 9,000 | 0 | 1,21,500 | |
| 7 May | 593.95 | 75.15 | - | 27,900 | -10,800 | 1,23,300 | |
| 6 May | 607.45 | 64.10 | - | 27,900 | 9,000 | 1,34,100 | |
| 3 May | 622.45 | 49.95 | - | 23,400 | 1,24,200 | 1,24,200 | |
| 2 May | 625.70 | 45.65 | - | 35,100 | -900 | 1,12,500 | |
| 30 Apr | 619.90 | 57.30 | - | 2,700 | 900 | 1,12,500 | |
| 29 Apr | 629.65 | 48.00 | - | 5,400 | 900 | 1,11,600 | |
| 26 Apr | 632.35 | 45.25 | - | 63,000 | 15,300 | 1,10,700 | |
| 25 Apr | 638.35 | 43.05 | - | 1,11,600 | 90,000 | 95,400 | |
| 24 Apr | 644.45 | 38.80 | - | 5,400 | 1,800 | 1,800 | |
| 23 Apr | 636.55 | 56.00 | - | 0 | 0 | 0 | |
| 22 Apr | 616.30 | 56.00 | - | 0 | 0 | 0 | |
| 19 Apr | 609.65 | 56.00 | - | 0 | 0 | 0 | |
| 18 Apr | 615.25 | 56.00 | - | 0 | 1,800 | 0 | |
| 16 Apr | 617.55 | 56.00 | - | 1,800 | 0 | 0 | |
| 15 Apr | 606.85 | 82.95 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 670 expiring on 30MAY2024
Delta for 670 PE is -
Historical price for 670 PE is as follows
On 18 May AMBUJACEM was trading at 619.00. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 0
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 56.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 111600 which increased total open position to 111600
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 59.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 0
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 59.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 110700
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 59.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 112500
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 85.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117000
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 87.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 118800
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 74.50, 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 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 74.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121500
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 75.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -10800 which decreased total open position to 123300
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 64.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 134100
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 49.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 124200 which increased total open position to 124200
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 45.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 112500
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 57.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 112500
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 48.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 111600
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 45.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 15300 which increased total open position to 110700
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 43.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 95400
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 38.80, 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 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 56.00, 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 56.00, 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 56.00, 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 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 0
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 56.00, 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 82.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0