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

484.15 -65.39 (-11.90%)

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Historical option data for AMBUJACEM

21 Nov 2024 04:10 PM IST
AMBUJACEM 28NOV2024 680 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 484.15 0.1 -0.05 - 4 -3 111
20 Nov 549.55 0.15 0.00 - 3 -2 116
19 Nov 549.55 0.15 0.00 - 3 0 116
18 Nov 550.55 0.15 0.00 - 2 0 116
14 Nov 544.50 0.15 0.00 46.40 10 0 117
13 Nov 545.35 0.15 -0.15 44.62 37 -2 117
12 Nov 556.60 0.3 0.10 43.47 5 0 119
11 Nov 560.40 0.2 -0.05 37.97 17 2 119
8 Nov 564.90 0.25 -0.10 35.17 3 0 117
7 Nov 570.70 0.35 -0.05 34.14 3 0 118
6 Nov 582.65 0.4 -0.15 30.36 21 -1 117
5 Nov 572.00 0.55 -0.10 34.42 91 2 118
4 Nov 571.40 0.65 -0.10 35.07 26 0 116
1 Nov 582.45 0.75 -0.05 30.63 2 0 116
31 Oct 580.55 0.8 0.15 - 568 20 116
30 Oct 579.70 0.65 0.15 - 199 16 96
29 Oct 575.00 0.5 -1.00 - 115 70 78
28 Oct 569.40 1.5 0.00 - 0 0 0
25 Oct 552.70 1.5 0.00 - 0 0 0
24 Oct 558.90 1.5 -0.85 - 1 0 8
23 Oct 555.85 2.35 0.00 - 0 0 0
22 Oct 558.50 2.35 0.00 - 0 8 0
21 Oct 571.90 2.35 -30.95 - 232 8 8
16 Oct 589.05 33.3 0.00 - 0 0 0
15 Oct 590.35 33.3 0.00 - 0 0 0
11 Oct 585.20 33.3 0.00 - 0 0 0
3 Oct 617.45 33.3 0.00 - 0 0 0
26 Sept 625.15 33.3 0.00 - 0 0 0
25 Sept 616.05 33.3 0.00 - 0 0 0
24 Sept 618.30 33.3 0.00 - 0 0 0
23 Sept 622.05 33.3 0.00 - 0 0 0
20 Sept 616.55 33.3 33.30 - 0 0 0
19 Sept 608.40 0 0.00 - 0 0 0
18 Sept 620.10 0 0.00 - 0 0 0
17 Sept 623.00 0 0.00 - 0 0 0
16 Sept 627.30 0 0.00 - 0 0 0
13 Sept 629.60 0 0.00 - 0 0 0
12 Sept 628.15 0 0.00 - 0 0 0
11 Sept 623.00 0 0.00 - 0 0 0
10 Sept 627.05 0 0.00 - 0 0 0
9 Sept 630.15 0 0.00 - 0 0 0
6 Sept 623.25 0 0.00 - 0 0 0
5 Sept 631.85 0 0.00 - 0 0 0
4 Sept 627.10 0 0.00 - 0 0 0
3 Sept 617.80 0 0.00 - 0 0 0
2 Sept 620.40 0 - 0 0 0


For Ambuja Cements Ltd - strike price 680 expiring on 28NOV2024

Delta for 680 CE is -

Historical price for 680 CE is as follows

On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 111


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 116


On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116


On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116


On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 46.40, the open interest changed by 0 which decreased total open position to 117


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 44.62, the open interest changed by -2 which decreased total open position to 117


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 43.47, the open interest changed by 0 which decreased total open position to 119


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 37.97, the open interest changed by 2 which increased total open position to 119


On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 35.17, the open interest changed by 0 which decreased total open position to 117


On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.14, the open interest changed by 0 which decreased total open position to 118


On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.36, the open interest changed by -1 which decreased total open position to 117


On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 34.42, the open interest changed by 2 which increased total open position to 118


On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 116


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 30.63, the open interest changed by 0 which decreased total open position to 116


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 0.5, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 1.5, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 1.5, 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 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 2.35, 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 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 2.35, 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 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 2.35, which was -30.95 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 33.3, 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 33.3, 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 33.3, 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 33.3, 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 26 Sept AMBUJACEM was trading at 625.15. The strike last trading price was 33.3, 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 25 Sept AMBUJACEM was trading at 616.05. The strike last trading price was 33.3, 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 24 Sept AMBUJACEM was trading at 618.30. The strike last trading price was 33.3, 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 23 Sept AMBUJACEM was trading at 622.05. The strike last trading price was 33.3, 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 20 Sept AMBUJACEM was trading at 616.55. The strike last trading price was 33.3, which was 33.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept AMBUJACEM was trading at 608.40. 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 18 Sept AMBUJACEM was trading at 620.10. 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 17 Sept AMBUJACEM was trading at 623.00. 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 Sept AMBUJACEM was trading at 627.30. 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 13 Sept AMBUJACEM was trading at 629.60. 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 12 Sept AMBUJACEM was trading at 628.15. 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 Sept AMBUJACEM was trading at 623.00. 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 Sept AMBUJACEM was trading at 627.05. 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 9 Sept AMBUJACEM was trading at 630.15. 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 6 Sept AMBUJACEM was trading at 623.25. 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 5 Sept AMBUJACEM was trading at 631.85. 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 Sept AMBUJACEM was trading at 627.10. 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 Sept AMBUJACEM was trading at 617.80. 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 2 Sept AMBUJACEM was trading at 620.40. 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 28NOV2024 680 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 484.15 220 100.00 - 3 0 103
20 Nov 549.55 120 0.00 - 3 -3 104
19 Nov 549.55 120 -10.00 - 3 -2 104
18 Nov 550.55 130 -5.00 - 10 -6 109
14 Nov 544.50 135 0.00 0.00 0 -3 0
13 Nov 545.35 135 41.50 - 3 0 118
12 Nov 556.60 93.5 0.00 0.00 0 0 0
11 Nov 560.40 93.5 0.00 0.00 0 0 0
8 Nov 564.90 93.5 0.00 0.00 0 0 0
7 Nov 570.70 93.5 0.00 0.00 0 0 0
6 Nov 582.65 93.5 0.00 0.00 0 0 0
5 Nov 572.00 93.5 0.00 0.00 0 0 0
4 Nov 571.40 93.5 0.00 0.00 0 0 0
1 Nov 582.45 93.5 0.00 0.00 0 20 0
31 Oct 580.55 93.5 -0.50 - 20 19 117
30 Oct 579.70 94 -7.50 - 6 0 92
29 Oct 575.00 101.5 11.50 - 79 77 90
28 Oct 569.40 90 0.00 - 0 0 0
25 Oct 552.70 90 0.00 - 0 0 0
24 Oct 558.90 90 0.00 - 0 0 0
23 Oct 555.85 90 0.00 - 0 0 0
22 Oct 558.50 90 0.00 - 0 0 0
21 Oct 571.90 90 0.00 - 0 0 0
16 Oct 589.05 90 -1.00 - 8 7 12
15 Oct 590.35 91 0.00 - 0 0 0
11 Oct 585.20 91 91.00 - 9 7 7
3 Oct 617.45 0 0.00 - 0 0 0
26 Sept 625.15 0 0.00 - 0 0 0
25 Sept 616.05 0 0.00 - 0 0 0
24 Sept 618.30 0 0.00 - 0 0 0
23 Sept 622.05 0 0.00 - 0 0 0
20 Sept 616.55 0 0.00 - 0 0 0
19 Sept 608.40 0 0.00 - 0 0 0
18 Sept 620.10 0 0.00 - 0 0 0
17 Sept 623.00 0 0.00 - 0 0 0
16 Sept 627.30 0 0.00 - 0 0 0
13 Sept 629.60 0 0.00 - 0 0 0
12 Sept 628.15 0 0.00 - 0 0 0
11 Sept 623.00 0 0.00 - 0 0 0
10 Sept 627.05 0 0.00 - 0 0 0
9 Sept 630.15 0 0.00 - 0 0 0
6 Sept 623.25 0 0.00 - 0 0 0
5 Sept 631.85 0 0.00 - 0 0 0
4 Sept 627.10 0 0.00 - 0 0 0
3 Sept 617.80 0 0.00 - 0 0 0
2 Sept 620.40 0 - 0 0 0


For Ambuja Cements Ltd - strike price 680 expiring on 28NOV2024

Delta for 680 PE is -

Historical price for 680 PE is as follows

On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 220, which was 100.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 103


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 104


On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 120, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 104


On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 130, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 109


On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 135, which was 41.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 93.5, 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 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 93.5, 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 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 93.5, 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 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 93.5, 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 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 93.5, 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 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 93.5, 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 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 93.5, 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 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 93.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 93.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 94, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 101.5, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 90, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 90, 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 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 90, 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 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 90, 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 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 90, 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 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 90, 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 90, which was -1.00 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 91, 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 91, which was 91.00 higher 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 26 Sept AMBUJACEM was trading at 625.15. 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 25 Sept AMBUJACEM was trading at 616.05. 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 24 Sept AMBUJACEM was trading at 618.30. 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 23 Sept AMBUJACEM was trading at 622.05. 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 20 Sept AMBUJACEM was trading at 616.55. 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 19 Sept AMBUJACEM was trading at 608.40. 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 18 Sept AMBUJACEM was trading at 620.10. 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 17 Sept AMBUJACEM was trading at 623.00. 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 Sept AMBUJACEM was trading at 627.30. 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 13 Sept AMBUJACEM was trading at 629.60. 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 12 Sept AMBUJACEM was trading at 628.15. 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 Sept AMBUJACEM was trading at 623.00. 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 Sept AMBUJACEM was trading at 627.05. 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 9 Sept AMBUJACEM was trading at 630.15. 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 6 Sept AMBUJACEM was trading at 623.25. 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 5 Sept AMBUJACEM was trading at 631.85. 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 Sept AMBUJACEM was trading at 627.10. 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 Sept AMBUJACEM was trading at 617.80. 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 2 Sept AMBUJACEM was trading at 620.40. 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