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[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

548.8 12.15 (2.26%)

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Historical option data for AMBUJACEM

23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 680 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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