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 | 14.5 | 0.25 | - | 22,17,600 | 1,12,500 | 21,57,300 | |||
| 4 Jul | 682.10 | 14.25 | - | 31,93,200 | 2,52,900 | 20,44,800 | ||||
| 3 Jul | 692.70 | 21 | - | 18,95,400 | 9,900 | 17,91,900 | ||||
| 2 Jul | 692.35 | 21.9 | - | 80,64,900 | -1,58,400 | 17,89,200 | ||||
| 1 Jul | 695.00 | 24.05 | - | 1,15,76,700 | 3,33,900 | 19,47,600 | ||||
| 28 Jun | 670.25 | 13.3 | - | 26,26,200 | 2,13,300 | 16,13,700 | ||||
| 27 Jun | 660.65 | 13 | - | 43,92,900 | 6,05,700 | 14,00,400 | ||||
| 26 Jun | 657.05 | 12.1 | - | 21,89,700 | 2,40,300 | 7,94,700 | ||||
| 25 Jun | 648.80 | 9.8 | - | 7,55,100 | 1,55,700 | 5,54,400 | ||||
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| 24 Jun | 657.75 | 14.2 | - | 5,54,400 | 90,000 | 3,99,600 | ||||
| 21 Jun | 657.45 | 13.50 | - | 2,52,900 | 79,200 | 3,05,100 | ||||
| 20 Jun | 659.15 | 15.45 | - | 98,100 | 26,100 | 2,25,900 | ||||
| 19 Jun | 666.80 | 16.50 | - | 1,22,400 | 18,000 | 1,99,800 | ||||
| 18 Jun | 674.10 | 19.65 | - | 87,300 | 900 | 1,82,700 | ||||
| 14 Jun | 677.20 | 22.00 | - | 2,72,700 | 53,100 | 1,81,800 | ||||
| 13 Jun | 664.50 | 17.10 | - | 2,16,900 | 64,800 | 1,27,800 | ||||
| 12 Jun | 668.70 | 19.00 | - | 74,700 | 25,200 | 62,100 | ||||
| 11 Jun | 639.75 | 10.80 | - | 23,400 | 9,000 | 37,800 | ||||
| 10 Jun | 640.35 | 12.50 | - | 17,100 | 9,000 | 28,800 | ||||
| 7 Jun | 621.30 | 11.25 | - | 21,600 | 14,400 | 19,800 | ||||
| 6 Jun | 610.05 | 15.00 | - | 900 | 0 | 5,400 | ||||
| 5 Jun | 598.90 | 10.00 | - | 900 | 0 | 5,400 | ||||
| 4 Jun | 556.60 | 15.00 | - | 1,800 | 0 | 5,400 | ||||
| 3 Jun | 670.80 | 33.50 | - | 8,100 | 5,400 | 5,400 | ||||
For AMBUJA CEMENTS LTD - strike price 700 expiring on 25JUL2024
Delta for 700 CE is -
Historical price for 700 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 14.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 112500 which increased total open position to 2157300
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 252900 which increased total open position to 2044800
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 1791900
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 21.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -158400 which decreased total open position to 1789200
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 333900 which increased total open position to 1947600
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 13.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 213300 which increased total open position to 1613700
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 605700 which increased total open position to 1400400
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 240300 which increased total open position to 794700
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 155700 which increased total open position to 554400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 14.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 399600
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 79200 which increased total open position to 305100
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 26100 which increased total open position to 225900
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 16.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 199800
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 19.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 182700
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 53100 which increased total open position to 181800
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 17.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 64800 which increased total open position to 127800
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25200 which increased total open position to 62100
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 37800
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 28800
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 19800
On 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 33.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 5400
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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 | 28.75 | -2.95 | - | 1,50,300 | -26,100 | 7,59,600 |
| 4 Jul | 682.10 | 31.7 | - | 5,33,700 | 47,700 | 7,85,700 | |
| 3 Jul | 692.70 | 24.9 | - | 2,46,600 | 6,300 | 7,38,000 | |
| 2 Jul | 692.35 | 26.8 | - | 14,79,600 | 1,61,100 | 7,31,700 | |
| 1 Jul | 695.00 | 26.1 | - | 11,62,800 | 2,23,200 | 5,70,600 | |
| 28 Jun | 670.25 | 41.15 | - | 64,800 | -7,200 | 3,47,400 | |
| 27 Jun | 660.65 | 47.05 | - | 2,25,000 | 1,42,200 | 3,54,600 | |
| 26 Jun | 657.05 | 50 | - | 77,400 | 44,100 | 2,11,500 | |
| 25 Jun | 648.80 | 58.2 | - | 97,200 | 67,500 | 1,67,400 | |
| 24 Jun | 657.75 | 48.45 | - | 22,500 | 16,200 | 99,000 | |
| 21 Jun | 657.45 | 51.00 | - | 2,700 | 0 | 80,100 | |
| 20 Jun | 659.15 | 49.75 | - | 18,900 | 10,800 | 76,500 | |
| 19 Jun | 666.80 | 45.00 | - | 7,200 | 2,700 | 65,700 | |
| 18 Jun | 674.10 | 41.05 | - | 20,700 | 14,400 | 63,000 | |
| 14 Jun | 677.20 | 39.65 | - | 12,600 | 7,200 | 48,600 | |
| 13 Jun | 664.50 | 45.00 | - | 42,300 | 23,400 | 24,300 | |
| 12 Jun | 668.70 | 44.00 | - | 900 | 0 | 0 | |
| 11 Jun | 639.75 | 82.30 | - | 0 | 0 | 0 | |
| 10 Jun | 640.35 | 82.30 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 82.30 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 82.30 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 82.30 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 82.30 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 82.30 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 700 expiring on 25JUL2024
Delta for 700 PE is -
Historical price for 700 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 28.75, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by -26100 which decreased total open position to 759600
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 31.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 47700 which increased total open position to 785700
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 24.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 738000
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 26.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 161100 which increased total open position to 731700
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 26.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 223200 which increased total open position to 570600
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 41.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -7200 which decreased total open position to 347400
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 47.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 142200 which increased total open position to 354600
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 50, which was lower than the previous day. The implied volatity was -, the open interest changed by 44100 which increased total open position to 211500
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 58.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 167400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 48.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 16200 which increased total open position to 99000
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 51.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80100
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 49.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 76500
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 65700
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 41.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 63000
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 39.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 48600
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 24300
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 44.00, 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 82.30, 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 82.30, 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 82.30, 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 82.30, 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 82.30, 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 82.30, 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 82.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0