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 | 8.6 | 0.00 | - | 6,81,300 | -38,700 | 6,12,000 | |||
| 4 Jul | 682.10 | 8.6 | - | 12,93,300 | -7,200 | 6,50,700 | ||||
| 3 Jul | 692.70 | 13.55 | - | 7,56,000 | -44,100 | 6,57,900 | ||||
| 2 Jul | 692.35 | 14.7 | - | 31,23,900 | 33,300 | 7,01,100 | ||||
| 1 Jul | 695.00 | 15.55 | - | 31,70,700 | 2,51,100 | 6,67,800 | ||||
| 28 Jun | 670.25 | 8.4 | - | 4,52,700 | 1,03,500 | 4,16,700 | ||||
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| 27 Jun | 660.65 | 9.75 | - | 6,73,200 | 2,05,200 | 3,13,200 | ||||
| 26 Jun | 657.05 | 8.15 | - | 2,16,000 | 40,500 | 1,08,900 | ||||
| 25 Jun | 648.80 | 6.25 | - | 85,500 | 36,000 | 68,400 | ||||
| 24 Jun | 657.75 | 9 | - | 5,400 | 900 | 30,600 | ||||
| 21 Jun | 657.45 | 9.00 | - | 9,900 | 0 | 28,800 | ||||
| 20 Jun | 659.15 | 10.60 | - | 18,000 | 27,000 | 27,000 | ||||
| 19 Jun | 666.80 | 13.75 | - | 0 | 1,800 | 0 | ||||
| 18 Jun | 674.10 | 13.75 | - | 6,300 | 2,700 | 16,200 | ||||
| 14 Jun | 677.20 | 15.30 | - | 16,200 | -900 | 13,500 | ||||
| 13 Jun | 664.50 | 14.00 | - | 15,300 | 10,800 | 11,700 | ||||
For AMBUJA CEMENTS LTD - strike price 720 expiring on 25JUL2024
Delta for 720 CE is -
Historical price for 720 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -38700 which decreased total open position to 612000
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -7200 which decreased total open position to 650700
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 13.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -44100 which decreased total open position to 657900
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 33300 which increased total open position to 701100
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 251100 which increased total open position to 667800
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 103500 which increased total open position to 416700
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 205200 which increased total open position to 313200
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 40500 which increased total open position to 108900
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 68400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 30600
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28800
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 10.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 27000
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 0
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 16200
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 13500
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 11700
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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 | 42.45 | 0.00 | - | 0 | -1,800 | 0 |
| 4 Jul | 682.10 | 42.45 | - | 22,500 | -1,800 | 96,300 | |
| 3 Jul | 692.70 | 36.85 | - | 13,500 | -900 | 98,100 | |
| 2 Jul | 692.35 | 39.6 | - | 1,02,600 | -14,400 | 1,00,800 | |
| 1 Jul | 695.00 | 38.35 | - | 1,44,900 | 1,15,200 | 1,15,200 | |
| 28 Jun | 670.25 | 62.6 | - | 0 | 68,400 | 0 | |
| 27 Jun | 660.65 | 62.6 | - | 69,300 | 68,400 | 82,800 | |
| 26 Jun | 657.05 | 76.4 | - | 0 | 900 | 0 | |
| 25 Jun | 648.80 | 76.4 | - | 15,300 | 900 | 1,800 | |
| 24 Jun | 657.75 | 68.55 | - | 900 | 0 | 0 | |
| 21 Jun | 657.45 | 96.10 | - | 0 | 0 | 0 | |
| 20 Jun | 659.15 | 96.10 | - | 0 | 0 | 0 | |
| 19 Jun | 666.80 | 96.10 | - | 0 | 0 | 0 | |
| 18 Jun | 674.10 | 96.10 | - | 0 | 0 | 0 | |
| 14 Jun | 677.20 | 96.10 | - | 0 | 0 | 0 | |
| 13 Jun | 664.50 | 96.10 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 720 expiring on 25JUL2024
Delta for 720 PE is -
Historical price for 720 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 42.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 0
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 42.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 96300
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 36.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 98100
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 39.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -14400 which decreased total open position to 100800
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 38.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 115200 which increased total open position to 115200
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 62.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 68400 which increased total open position to 0
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 62.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 68400 which increased total open position to 82800
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 76.4, 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 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 76.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1800
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 68.55, 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 96.10, 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 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 96.10, 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 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 96.10, 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 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 96.10, 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 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 96.10, 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 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 96.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0