AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 18.4 | 0.25 | - | 17,32,500 | -48,600 | 5,40,000 | |||
| 4 Jul | 682.10 | 18.15 | - | 20,67,300 | 2,30,400 | 5,88,600 | ||||
| 3 Jul | 692.70 | 25.65 | - | 6,42,600 | -11,700 | 3,58,200 | ||||
| 2 Jul | 692.35 | 26.75 | - | 13,08,600 | 2,700 | 3,69,900 | ||||
| 1 Jul | 695.00 | 28.95 | - | 29,18,700 | 1,23,300 | 3,67,200 | ||||
| 28 Jun | 670.25 | 16.35 | - | 5,77,800 | 900 | 2,43,900 | ||||
| 27 Jun | 660.65 | 16.15 | - | 9,80,100 | 1,20,600 | 2,43,000 | ||||
| 26 Jun | 657.05 | 15 | - | 2,27,700 | -12,600 | 1,21,500 | ||||
| 25 Jun | 648.80 | 11.95 | - | 1,80,900 | 80,100 | 1,34,100 | ||||
| 24 Jun | 657.75 | 17.2 | - | 58,500 | 22,500 | 49,500 | ||||
| 21 Jun | 657.45 | 16.25 | - | 36,900 | 19,800 | 26,100 | ||||
| 20 Jun | 659.15 | 16.85 | - | 9,000 | 7,200 | 7,200 | ||||
| 19 Jun | 666.80 | 26.35 | - | 0 | 900 | 0 | ||||
| 18 Jun | 674.10 | 26.35 | - | 900 | 0 | 0 | ||||
| 14 Jun | 677.20 | 16.70 | - | 0 | 0 | 0 | ||||
| 13 Jun | 664.50 | 16.70 | - | 0 | 0 | 0 | ||||
| 12 Jun | 668.70 | 16.70 | - | 0 | 0 | 0 | ||||
| 11 Jun | 639.75 | 16.70 | - | 0 | 0 | 0 | ||||
| 10 Jun | 640.35 | 16.70 | - | 0 | 0 | 0 | ||||
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| 7 Jun | 621.30 | 16.70 | - | 0 | 0 | 0 | ||||
| 6 Jun | 610.05 | 16.70 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 16.70 | - | 0 | 0 | 0 | ||||
| 4 Jun | 556.60 | 16.70 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 16.70 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 690 expiring on 25JUL2024
Delta for 690 CE is -
Historical price for 690 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 18.4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -48600 which decreased total open position to 540000
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 18.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 230400 which increased total open position to 588600
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 25.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -11700 which decreased total open position to 358200
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 26.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 369900
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 28.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 123300 which increased total open position to 367200
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 243900
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 120600 which increased total open position to 243000
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by -12600 which decreased total open position to 121500
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 11.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 80100 which increased total open position to 134100
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 17.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 49500
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 16.25, 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 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 7200
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 26.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 0
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 26.35, 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 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 16.70, 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 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 16.70, 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 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 16.70, 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 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 16.70, 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 16.70, 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 16.70, 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 16.70, 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 16.70, 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 16.70, 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 16.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 21.65 | -3.80 | - | 5,22,000 | 10,800 | 4,35,600 |
| 4 Jul | 682.10 | 25.45 | - | 8,22,600 | -900 | 4,24,800 | |
| 3 Jul | 692.70 | 19.6 | - | 3,27,600 | 8,100 | 4,25,700 | |
| 2 Jul | 692.35 | 21.05 | - | 11,56,500 | 1,12,500 | 4,18,500 | |
| 1 Jul | 695.00 | 21 | - | 10,03,500 | 2,91,600 | 3,06,000 | |
| 28 Jun | 670.25 | 34.3 | - | 28,800 | 8,100 | 14,400 | |
| 27 Jun | 660.65 | 40.15 | - | 8,100 | 6,300 | 6,300 | |
| 26 Jun | 657.05 | 79.9 | - | 0 | 0 | 0 | |
| 25 Jun | 648.80 | 79.9 | - | 0 | 0 | 0 | |
| 24 Jun | 657.75 | 79.9 | - | 0 | 0 | 0 | |
| 21 Jun | 657.45 | 79.90 | - | 0 | 0 | 0 | |
| 20 Jun | 659.15 | 79.90 | - | 0 | 0 | 0 | |
| 19 Jun | 666.80 | 79.90 | - | 0 | 0 | 0 | |
| 18 Jun | 674.10 | 79.90 | - | 0 | 0 | 0 | |
| 14 Jun | 677.20 | 79.90 | - | 0 | 0 | 0 | |
| 13 Jun | 664.50 | 79.90 | - | 0 | 0 | 0 | |
| 12 Jun | 668.70 | 79.90 | - | 0 | 0 | 0 | |
| 11 Jun | 639.75 | 79.90 | - | 0 | 0 | 0 | |
| 10 Jun | 640.35 | 79.90 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 79.90 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 79.90 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 79.90 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 79.90 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 79.90 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 690 expiring on 25JUL2024
Delta for 690 PE is -
Historical price for 690 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 21.65, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 435600
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 25.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 424800
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 19.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 425700
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 21.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 112500 which increased total open position to 418500
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 291600 which increased total open position to 306000
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 34.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 14400
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 40.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 6300
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 79.9, 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 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 79.9, 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 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 79.9, 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 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 79.90, 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 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 79.90, 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 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 79.90, 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 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 79.90, 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 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 79.90, 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 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 79.90, 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 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 79.90, 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 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 79.90, 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 79.90, 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 79.90, 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 79.90, 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 79.90, 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 79.90, 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 79.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0