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 | 6.6 | -0.10 | - | 2,49,300 | 24,300 | 3,06,000 | |||
| 4 Jul | 682.10 | 6.7 | - | 4,21,200 | -9,000 | 2,81,700 | ||||
| 3 Jul | 692.70 | 10.7 | - | 3,72,600 | -22,500 | 2,90,700 | ||||
| 2 Jul | 692.35 | 11.65 | - | 14,34,600 | 96,300 | 3,15,000 | ||||
| 1 Jul | 695.00 | 12 | - | 10,22,400 | 1,19,700 | 2,18,700 | ||||
| 28 Jun | 670.25 | 6.6 | - | 2,01,600 | 39,600 | 99,000 | ||||
| 27 Jun | 660.65 | 7.55 | - | 1,59,300 | 43,200 | 59,400 | ||||
| 26 Jun | 657.05 | 6.5 | - | 25,200 | 17,100 | 17,100 | ||||
| 25 Jun | 648.80 | 14.2 | - | 0 | 0 | 0 | ||||
| 24 Jun | 657.75 | 14.2 | - | 0 | 0 | 0 | ||||
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| 21 Jun | 657.45 | 14.20 | - | 0 | 0 | 0 | ||||
| 20 Jun | 659.15 | 14.20 | - | 0 | 900 | 0 | ||||
| 19 Jun | 666.80 | 14.20 | - | 0 | 900 | 0 | ||||
| 18 Jun | 674.10 | 14.20 | - | 900 | 0 | 1,800 | ||||
| 14 Jun | 677.20 | 14.20 | - | 3,600 | 1,800 | 1,800 | ||||
| 13 Jun | 664.50 | 9.15 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 730 expiring on 25JUL2024
Delta for 730 CE is -
Historical price for 730 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 6.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 24300 which increased total open position to 306000
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 281700
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 10.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -22500 which decreased total open position to 290700
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 96300 which increased total open position to 315000
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 119700 which increased total open position to 218700
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 39600 which increased total open position to 99000
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 43200 which increased total open position to 59400
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 17100 which increased total open position to 17100
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 14.2, 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 14.2, 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 14.20, 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 14.20, 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 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 14.20, 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 14.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 14.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 9.15, 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 | 49.55 | -3.50 | - | 1,800 | -900 | 56,700 |
| 4 Jul | 682.10 | 53.05 | - | 11,700 | 2,700 | 57,600 | |
| 3 Jul | 692.70 | 44.4 | - | 2,700 | 1,800 | 54,900 | |
| 2 Jul | 692.35 | 54.85 | - | 27,900 | 9,000 | 53,100 | |
| 1 Jul | 695.00 | 44.6 | - | 22,500 | 6,300 | 44,100 | |
| 28 Jun | 670.25 | 64.35 | - | 9,000 | 900 | 37,800 | |
| 27 Jun | 660.65 | 78.25 | - | 39,600 | 36,900 | 36,900 | |
| 26 Jun | 657.05 | 111.85 | - | 0 | 0 | 0 | |
| 25 Jun | 648.80 | 111.85 | - | 0 | 0 | 0 | |
| 24 Jun | 657.75 | 111.85 | - | 0 | 0 | 0 | |
| 21 Jun | 657.45 | 111.85 | - | 0 | 0 | 0 | |
| 20 Jun | 659.15 | 111.85 | - | 0 | 0 | 0 | |
| 19 Jun | 666.80 | 111.85 | - | 0 | 0 | 0 | |
| 18 Jun | 674.10 | 111.85 | - | 0 | 0 | 0 | |
| 14 Jun | 677.20 | 111.85 | - | 0 | 0 | 0 | |
| 13 Jun | 664.50 | 111.85 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 730 expiring on 25JUL2024
Delta for 730 PE is -
Historical price for 730 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 49.55, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 56700
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 53.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 57600
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 44.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 54900
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 54.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 53100
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 44.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 44100
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 64.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 37800
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 78.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 36900 which increased total open position to 36900
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 111.85, 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 111.85, 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 111.85, 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 111.85, 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 111.85, 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 111.85, 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 111.85, 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 111.85, 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 111.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0