AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
04 Jul 2024 11:40 AM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 680.35 | 22.35 | -8.80 | - | 10,44,900 | 95,400 | 5,59,800 | |||
| 3 Jul | 692.70 | 31.15 | - | 2,33,100 | -20,700 | 4,64,400 | ||||
| 2 Jul | 692.35 | 32.2 | - | 7,26,300 | -30,600 | 4,84,200 | ||||
| 1 Jul | 695.00 | 33.6 | - | 34,75,800 | -3,20,400 | 5,14,800 | ||||
| 28 Jun | 670.25 | 19.9 | - | 20,62,800 | -17,100 | 8,35,200 | ||||
| 27 Jun | 660.65 | 19.7 | - | 34,11,000 | 2,64,600 | 8,52,300 | ||||
| 26 Jun | 657.05 | 18.05 | - | 16,14,600 | -1,39,500 | 5,85,900 | ||||
|
|
||||||||||
| 25 Jun | 648.80 | 14.75 | - | 10,09,800 | 4,07,700 | 7,25,400 | ||||
| 24 Jun | 657.75 | 20.5 | - | 3,48,300 | 1,71,900 | 3,16,800 | ||||
| 21 Jun | 657.45 | 19.20 | - | 71,100 | 27,900 | 1,46,700 | ||||
| 20 Jun | 659.15 | 21.50 | - | 53,100 | 18,000 | 1,17,900 | ||||
| 19 Jun | 666.80 | 23.85 | - | 80,100 | 10,800 | 99,900 | ||||
| 18 Jun | 674.10 | 27.55 | - | 81,900 | 24,300 | 88,200 | ||||
| 14 Jun | 677.20 | 29.55 | - | 1,39,500 | 36,900 | 63,900 | ||||
| 13 Jun | 664.50 | 24.40 | - | 59,400 | 23,400 | 27,000 | ||||
| 12 Jun | 668.70 | 27.40 | - | 7,200 | 3,600 | 3,600 | ||||
| 11 Jun | 639.75 | 40.10 | - | 0 | 0 | 0 | ||||
| 10 Jun | 640.35 | 40.10 | - | 0 | 0 | 0 | ||||
| 7 Jun | 621.30 | 40.10 | - | 0 | 0 | 0 | ||||
| 6 Jun | 610.05 | 40.10 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 40.10 | - | 0 | 0 | 0 | ||||
| 4 Jun | 556.60 | 40.10 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 40.10 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 680 expiring on 25JUL2024
Delta for 680 CE is -
Historical price for 680 CE is as follows
On 4 Jul AMBUJACEM was trading at 680.35. The strike last trading price was 22.35, which was -8.80 lower than the previous day. The implied volatity was -, the open interest changed by 95400 which increased total open position to 559800
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 31.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -20700 which decreased total open position to 464400
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 32.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -30600 which decreased total open position to 484200
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 33.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -320400 which decreased total open position to 514800
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 19.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -17100 which decreased total open position to 835200
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 19.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 264600 which increased total open position to 852300
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -139500 which decreased total open position to 585900
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 407700 which increased total open position to 725400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 171900 which increased total open position to 316800
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 27900 which increased total open position to 146700
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 21.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 117900
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 23.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 99900
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 27.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 24300 which increased total open position to 88200
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 29.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 36900 which increased total open position to 63900
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 24.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 27000
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 27.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 3600
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 40.10, 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 40.10, 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 40.10, 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 40.10, 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 40.10, 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 40.10, 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 40.10, 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 |
| 4 Jul | 680.35 | 20.25 | 5.10 | - | 11,61,900 | -1,800 | 6,23,700 |
| 3 Jul | 692.70 | 15.15 | - | 4,28,400 | 33,300 | 6,25,500 | |
| 2 Jul | 692.35 | 16.25 | - | 12,75,300 | -1,17,900 | 5,93,100 | |
| 1 Jul | 695.00 | 16.3 | - | 17,87,400 | 4,13,100 | 7,11,000 | |
| 28 Jun | 670.25 | 27.75 | - | 1,76,400 | -5,400 | 2,97,900 | |
| 27 Jun | 660.65 | 33.4 | - | 90,000 | 52,200 | 3,03,300 | |
| 26 Jun | 657.05 | 37.85 | - | 61,200 | 32,400 | 2,51,100 | |
| 25 Jun | 648.80 | 40.75 | - | 1,35,900 | 35,100 | 2,18,700 | |
| 24 Jun | 657.75 | 35.2 | - | 91,800 | 76,500 | 1,83,600 | |
| 21 Jun | 657.45 | 33.20 | - | 7,200 | 2,700 | 1,07,100 | |
| 20 Jun | 659.15 | 36.50 | - | 3,600 | 900 | 1,01,700 | |
| 19 Jun | 666.80 | 36.00 | - | 18,000 | 3,600 | 1,00,800 | |
| 18 Jun | 674.10 | 28.20 | - | 94,500 | 71,100 | 97,200 | |
| 14 Jun | 677.20 | 29.25 | - | 35,100 | 19,800 | 26,100 | |
| 13 Jun | 664.50 | 33.00 | - | 10,800 | 3,600 | 5,400 | |
| 12 Jun | 668.70 | 32.50 | - | 1,800 | 900 | 900 | |
| 11 Jun | 639.75 | 69.50 | - | 0 | 0 | 0 | |
| 10 Jun | 640.35 | 69.50 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 69.50 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 69.50 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 69.50 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 69.50 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 69.50 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 680 expiring on 25JUL2024
Delta for 680 PE is -
Historical price for 680 PE is as follows
On 4 Jul AMBUJACEM was trading at 680.35. The strike last trading price was 20.25, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 623700
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 15.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 33300 which increased total open position to 625500
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -117900 which decreased total open position to 593100
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 16.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 413100 which increased total open position to 711000
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 27.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 297900
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 33.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 52200 which increased total open position to 303300
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 37.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 32400 which increased total open position to 251100
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 40.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 35100 which increased total open position to 218700
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 35.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 76500 which increased total open position to 183600
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 33.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 107100
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 101700
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 100800
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 28.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 71100 which increased total open position to 97200
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 29.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 19800 which increased total open position to 26100
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 5400
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 32.50, 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 69.50, 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 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 69.50, 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 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 69.50, 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 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 69.50, 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 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 69.50, 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 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 69.50, 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 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 69.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0