AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
| AMBUJACEM 26DEC2024 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 575.30 | 0.35 | 0.05 | 40.10 | 16 | -4 | 204 | |||
| 11 Dec | 578.45 | 0.3 | 0.00 | 37.44 | 16 | 5 | 208 | |||
| 10 Dec | 573.50 | 0.3 | -0.10 | 37.61 | 13 | -2 | 203 | |||
| 9 Dec | 571.30 | 0.4 | 0.05 | 39.05 | 15 | -3 | 206 | |||
| 6 Dec | 565.30 | 0.35 | -0.10 | 36.37 | 108 | -30 | 209 | |||
| 5 Dec | 571.10 | 0.45 | 0.10 | 35.05 | 41 | 20 | 238 | |||
| 4 Dec | 564.70 | 0.35 | -0.10 | 34.92 | 40 | 11 | 218 | |||
| 3 Dec | 566.55 | 0.45 | 0.10 | 35.36 | 128 | 5 | 207 | |||
| 2 Dec | 538.80 | 0.35 | 0.00 | 41.02 | 28 | 3 | 202 | |||
| 29 Nov | 531.50 | 0.35 | 0.25 | 39.79 | 317 | 98 | 203 | |||
| 28 Nov | 513.00 | 0.1 | -0.15 | 38.31 | 53 | 33 | 104 | |||
| 27 Nov | 515.00 | 0.25 | 0.05 | 41.34 | 93 | 18 | 71 | |||
| 26 Nov | 493.70 | 0.2 | 0.00 | 45.27 | 27 | 12 | 53 | |||
| 25 Nov | 504.95 | 0.2 | -0.15 | 41.73 | 49 | 36 | 41 | |||
| 22 Nov | 499.85 | 0.35 | -0.60 | 43.88 | 1 | 0 | 5 | |||
| 21 Nov | 484.15 | 0.95 | 0.35 | - | 3 | 0 | 3 | |||
| 20 Nov | 549.55 | 0.6 | 0.00 | 32.72 | 4 | 0 | 3 | |||
| 19 Nov | 549.55 | 0.6 | -35.65 | 32.72 | 4 | 0 | 3 | |||
| 31 Oct | 580.55 | 36.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 589.05 | 36.25 | 36.25 | - | 0 | 0 | 0 | |||
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| 15 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 588.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 585.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 585.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 607.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 606.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 610.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 617.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 632.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 632.55 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 680 expiring on 26DEC2024
Delta for 680 CE is 0.02
Historical price for 680 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 40.10, the open interest changed by -4 which decreased total open position to 204
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 37.44, the open interest changed by 5 which increased total open position to 208
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 37.61, the open interest changed by -2 which decreased total open position to 203
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 39.05, the open interest changed by -3 which decreased total open position to 206
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 36.37, the open interest changed by -30 which decreased total open position to 209
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 35.05, the open interest changed by 20 which increased total open position to 238
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 34.92, the open interest changed by 11 which increased total open position to 218
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 35.36, the open interest changed by 5 which increased total open position to 207
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 41.02, the open interest changed by 3 which increased total open position to 202
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 0.35, which was 0.25 higher than the previous day. The implied volatity was 39.79, the open interest changed by 98 which increased total open position to 203
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 38.31, the open interest changed by 33 which increased total open position to 104
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 41.34, the open interest changed by 18 which increased total open position to 71
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 45.27, the open interest changed by 12 which increased total open position to 53
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 41.73, the open interest changed by 36 which increased total open position to 41
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 0.35, which was -0.60 lower than the previous day. The implied volatity was 43.88, the open interest changed by 0 which decreased total open position to 5
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 3
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.6, which was -35.65 lower than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 3
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 36.25, 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 36.25, which was 36.25 higher 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 0, 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 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, 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 0, 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 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 0, 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 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 0, 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 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, 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 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, 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 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 0, 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 0, 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 1 Oct AMBUJACEM was trading at 632.45. The strike last trading price was 0, 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 Sept AMBUJACEM was trading at 632.55. 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
| AMBUJACEM 26DEC2024 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 12 Dec | 575.30 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 578.45 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 573.50 | 105 | 0.00 | 0.00 | 0 | -17 | 0 |
| 9 Dec | 571.30 | 105 | -6.00 | - | 20 | -4 | 178 |
| 6 Dec | 565.30 | 111 | 5.00 | 42.55 | 1 | 0 | 183 |
| 5 Dec | 571.10 | 106 | -7.00 | 44.50 | 6 | -3 | 182 |
| 4 Dec | 564.70 | 113 | 2.00 | 47.30 | 1 | 0 | 186 |
| 3 Dec | 566.55 | 111 | -50.00 | 35.61 | 14 | -3 | 195 |
| 2 Dec | 538.80 | 161 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 531.50 | 161 | 0.00 | 0.00 | 0 | 58 | 0 |
| 28 Nov | 513.00 | 161 | 8.00 | - | 58 | 57 | 197 |
| 27 Nov | 515.00 | 153 | -26.00 | - | 43 | 40 | 137 |
| 26 Nov | 493.70 | 179 | 13.00 | - | 23 | 1 | 75 |
| 25 Nov | 504.95 | 166 | 38.00 | - | 71 | 50 | 53 |
| 22 Nov | 499.85 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 484.15 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 549.55 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 549.55 | 128 | 128.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 580.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 588.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 585.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 585.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 607.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 606.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 610.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 617.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 632.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 632.55 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 680 expiring on 26DEC2024
Delta for 680 PE is 0.00
Historical price for 680 PE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 105, 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 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 105, 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 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 105, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 178
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 111, which was 5.00 higher than the previous day. The implied volatity was 42.55, the open interest changed by 0 which decreased total open position to 183
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 106, which was -7.00 lower than the previous day. The implied volatity was 44.50, the open interest changed by -3 which decreased total open position to 182
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 113, which was 2.00 higher than the previous day. The implied volatity was 47.30, the open interest changed by 0 which decreased total open position to 186
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 111, which was -50.00 lower than the previous day. The implied volatity was 35.61, the open interest changed by -3 which decreased total open position to 195
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 161, 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 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 161, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 58 which increased total open position to 0
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 161, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 197
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 153, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 137
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 179, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 75
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 166, which was 38.00 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 53
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 128, 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 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 128, 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 128, 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 128, which was 128.00 higher 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 0, 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 0, 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 0, 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 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, 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 0, 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 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 0, 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 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 0, 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 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, 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 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, 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 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 0, 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 0, 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 1 Oct AMBUJACEM was trading at 632.45. The strike last trading price was 0, 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 Sept AMBUJACEM was trading at 632.55. 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
