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 | 5.15 | 0.00 | - | 2,48,400 | -9,900 | 4,54,500 | |||
| 4 Jul | 682.10 | 5.15 | - | 5,57,100 | 50,400 | 4,64,400 | ||||
| 3 Jul | 692.70 | 8.25 | - | 2,46,600 | 9,000 | 4,14,000 | ||||
| 2 Jul | 692.35 | 9.3 | - | 18,00,000 | 1,82,700 | 4,05,900 | ||||
| 1 Jul | 695.00 | 10.5 | - | 10,65,600 | 91,800 | 2,23,200 | ||||
| 28 Jun | 670.25 | 5.25 | - | 2,00,700 | 46,800 | 1,31,400 | ||||
| 27 Jun | 660.65 | 6.6 | - | 1,18,800 | 38,700 | 84,600 | ||||
| 26 Jun | 657.05 | 5.5 | - | 73,800 | 44,100 | 45,900 | ||||
| 25 Jun | 648.80 | 4.95 | - | 4,500 | 1,800 | 1,800 | ||||
| 24 Jun | 657.75 | 5.4 | - | 1,800 | 900 | 900 | ||||
| 21 Jun | 657.45 | 22.50 | - | 0 | 0 | 0 | ||||
| 20 Jun | 659.15 | 22.50 | - | 0 | 0 | 0 | ||||
| 19 Jun | 666.80 | 22.50 | - | 0 | 0 | 0 | ||||
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| 18 Jun | 674.10 | 22.50 | - | 0 | 0 | 0 | ||||
| 14 Jun | 677.20 | 22.50 | - | 0 | 0 | 0 | ||||
| 13 Jun | 664.50 | 22.50 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 740 expiring on 25JUL2024
Delta for 740 CE is -
Historical price for 740 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9900 which decreased total open position to 454500
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50400 which increased total open position to 464400
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 414000
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 182700 which increased total open position to 405900
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 91800 which increased total open position to 223200
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 46800 which increased total open position to 131400
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 38700 which increased total open position to 84600
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 44100 which increased total open position to 45900
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 4.95, 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 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 22.50, 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 22.50, 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 22.50, 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 22.50, 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 22.50, 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 22.50, 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 | 58.15 | 0.00 | - | 0 | 6,300 | 0 |
| 4 Jul | 682.10 | 58.15 | - | 5,400 | 6,300 | 16,200 | |
| 3 Jul | 692.70 | 49.3 | - | 3,600 | 0 | 9,900 | |
| 2 Jul | 692.35 | 54.5 | - | 3,600 | 0 | 9,900 | |
| 1 Jul | 695.00 | 51.5 | - | 13,500 | 6,300 | 9,900 | |
| 28 Jun | 670.25 | 68.9 | - | 900 | 900 | 3,600 | |
| 27 Jun | 660.65 | 87 | - | 3,600 | 2,700 | 2,700 | |
| 26 Jun | 657.05 | 110.8 | - | 0 | 0 | 0 | |
| 25 Jun | 648.80 | 110.8 | - | 0 | 0 | 0 | |
| 24 Jun | 657.75 | 110.8 | - | 0 | 0 | 0 | |
| 21 Jun | 657.45 | 110.80 | - | 0 | 0 | 0 | |
| 20 Jun | 659.15 | 110.80 | - | 0 | 0 | 0 | |
| 19 Jun | 666.80 | 110.80 | - | 0 | 0 | 0 | |
| 18 Jun | 674.10 | 110.80 | - | 0 | 0 | 0 | |
| 14 Jun | 677.20 | 110.80 | - | 0 | 0 | 0 | |
| 13 Jun | 664.50 | 110.80 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 740 expiring on 25JUL2024
Delta for 740 PE is -
Historical price for 740 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 58.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 0
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 58.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 16200
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 49.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 54.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 51.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 9900
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 68.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 3600
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 87, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 2700
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 110.8, 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 110.8, 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 110.8, 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 110.80, 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 110.80, 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 110.80, 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 110.80, 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 110.80, 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 110.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0