AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 680 CE | ||||||||||
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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 | |||
23 Jan | 548.80 | 0.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
21 Jan | 531.75 | 0.2 | 0.10 | - | 1 | 0 | 80 | |||
16 Jan | 540.15 | 0.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
14 Jan | 515.35 | 0.1 | 0.00 | - | 11 | -7 | 84 | |||
13 Jan | 493.20 | 0.1 | 0.05 | - | 16 | 0 | 107 | |||
10 Jan | 511.25 | 0.05 | -0.05 | 42.96 | 31 | 0 | 80 | |||
9 Jan | 525.25 | 0.1 | 0.00 | 41.25 | 2 | 0 | 80 | |||
7 Jan | 535.75 | 0.1 | -0.05 | 36.68 | 29 | 0 | 67 | |||
6 Jan | 529.90 | 0.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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3 Jan | 548.70 | 0.15 | 0.00 | 32.12 | 1 | 0 | 66 | |||
2 Jan | 549.85 | 0.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
1 Jan | 538.60 | 0.15 | 0.00 | 33.08 | 3 | 0 | 0 | |||
31 Dec | 535.80 | 0.15 | -0.05 | 33.47 | 9 | 0 | 66 | |||
30 Dec | 544.60 | 0.2 | 0.05 | 31.29 | 31 | 1 | 67 | |||
26 Dec | 548.80 | 0.15 | -0.05 | 27.52 | 43 | 26 | 64 | |||
24 Dec | 543.10 | 0.2 | -0.05 | 29.38 | 11 | 9 | 36 | |||
23 Dec | 550.65 | 0.25 | -0.30 | 27.72 | 11 | 9 | 26 | |||
20 Dec | 548.80 | 0.55 | 0.55 | 30.05 | 19 | 14 | 17 | |||
6 Nov | 582.65 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 680 expiring on 30JAN2025
Delta for 680 CE is 0.00
Historical price for 680 CE is as follows
On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 0.2, 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 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 0.1, 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 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 84
On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107
On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 42.96, the open interest changed by 0 which decreased total open position to 80
On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 41.25, the open interest changed by 0 which decreased total open position to 80
On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.68, the open interest changed by 0 which decreased total open position to 67
On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 32.12, the open interest changed by 0 which decreased total open position to 66
On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 0.15, 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 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 33.08, the open interest changed by 0 which decreased total open position to 0
On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 66
On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 31.29, the open interest changed by 1 which increased total open position to 67
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 27.52, the open interest changed by 26 which increased total open position to 64
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.38, the open interest changed by 9 which increased total open position to 36
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 27.72, the open interest changed by 9 which increased total open position to 26
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 0.55, which was 0.55 higher than the previous day. The implied volatity was 30.05, the open interest changed by 14 which increased total open position to 17
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
AMBUJACEM 30JAN2025 680 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
23 Jan | 548.80 | 135.35 | -6.15 | - | 2 | -1 | 150 |
21 Jan | 531.75 | 141.5 | -0.50 | - | 2 | 0 | 153 |
16 Jan | 540.15 | 142 | -3.00 | - | 1 | 0 | 154 |
14 Jan | 515.35 | 145 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Jan | 493.20 | 145 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Jan | 511.25 | 145 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Jan | 525.25 | 145 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 535.75 | 145 | 0.00 | 0.00 | 0 | -2 | 0 |
6 Jan | 529.90 | 145 | 16.00 | - | 2 | 0 | 156 |
3 Jan | 548.70 | 129 | 1.00 | 48.82 | 2 | 1 | 155 |
2 Jan | 549.85 | 128 | -6.00 | 52.50 | 1 | 0 | 155 |
1 Jan | 538.60 | 134 | -4.00 | - | 1 | 0 | 154 |
31 Dec | 535.80 | 138 | 13.00 | - | 1 | 0 | 155 |
30 Dec | 544.60 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Dec | 548.80 | 125 | -5.00 | 39.38 | 42 | 40 | 153 |
24 Dec | 543.10 | 130 | 5.00 | - | 23 | 21 | 111 |
23 Dec | 550.65 | 125 | 8.00 | 44.40 | 29 | 28 | 89 |
20 Dec | 548.80 | 117 | 117.00 | - | 58 | 57 | 60 |
6 Nov | 582.65 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 680 expiring on 30JAN2025
Delta for 680 PE is -
Historical price for 680 PE is as follows
On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 135.35, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 150
On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 141.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 153
On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 142, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 145, 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 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 145, 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 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 145, 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 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 145, 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 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 145, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 145, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156
On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 129, which was 1.00 higher than the previous day. The implied volatity was 48.82, the open interest changed by 1 which increased total open position to 155
On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 128, which was -6.00 lower than the previous day. The implied volatity was 52.50, the open interest changed by 0 which decreased total open position to 155
On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 134, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 138, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 155
On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 125, 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 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 125, which was -5.00 lower than the previous day. The implied volatity was 39.38, the open interest changed by 40 which increased total open position to 153
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 130, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 111
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 125, which was 8.00 higher than the previous day. The implied volatity was 44.40, the open interest changed by 28 which increased total open position to 89
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 117, which was 117.00 higher than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 60
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0