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 | 4 | -0.15 | - | 5,42,700 | -12,600 | 7,47,900 | |||
| 4 Jul | 682.10 | 4.15 | - | 9,02,700 | 1,01,700 | 7,60,500 | ||||
| 3 Jul | 692.70 | 6.6 | - | 5,56,200 | -15,300 | 6,58,800 | ||||
| 2 Jul | 692.35 | 7.35 | - | 29,87,100 | 1,45,800 | 7,00,200 | ||||
| 1 Jul | 695.00 | 8.45 | - | 52,39,800 | 2,76,300 | 5,54,400 | ||||
| 28 Jun | 670.25 | 4.1 | - | 6,60,600 | 52,200 | 2,78,100 | ||||
| 27 Jun | 660.65 | 5.2 | - | 6,46,200 | -2,700 | 2,25,900 | ||||
| 26 Jun | 657.05 | 4.5 | - | 5,27,400 | 77,400 | 2,27,700 | ||||
| 25 Jun | 648.80 | 3.4 | - | 1,13,400 | 45,900 | 1,50,300 | ||||
| 24 Jun | 657.75 | 4.75 | - | 33,300 | 17,100 | 1,03,500 | ||||
| 21 Jun | 657.45 | 5.40 | - | 13,500 | 9,900 | 85,500 | ||||
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| 20 Jun | 659.15 | 5.85 | - | 30,600 | 23,400 | 76,500 | ||||
| 19 Jun | 666.80 | 7.00 | - | 23,400 | 10,800 | 53,100 | ||||
| 18 Jun | 674.10 | 8.05 | - | 36,000 | 17,100 | 43,200 | ||||
| 14 Jun | 677.20 | 9.80 | - | 45,000 | 20,700 | 26,100 | ||||
| 13 Jun | 664.50 | 8.00 | - | 7,200 | 3,600 | 4,500 | ||||
For AMBUJA CEMENTS LTD - strike price 750 expiring on 25JUL2024
Delta for 750 CE is -
Historical price for 750 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -12600 which decreased total open position to 747900
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 101700 which increased total open position to 760500
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -15300 which decreased total open position to 658800
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 145800 which increased total open position to 700200
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 276300 which increased total open position to 554400
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 52200 which increased total open position to 278100
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 225900
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 77400 which increased total open position to 227700
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 45900 which increased total open position to 150300
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 17100 which increased total open position to 103500
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 5.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 85500
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 76500
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 53100
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 17100 which increased total open position to 43200
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 9.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 26100
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 4500
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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 | 66.5 | -1.80 | - | 900 | -900 | 45,900 |
| 4 Jul | 682.10 | 68.3 | - | 3,600 | 2,700 | 46,800 | |
| 3 Jul | 692.70 | 63.65 | - | 900 | 0 | 44,100 | |
| 2 Jul | 692.35 | 62.4 | - | 37,800 | 17,100 | 45,000 | |
| 1 Jul | 695.00 | 58.9 | - | 37,800 | 1,800 | 27,900 | |
| 28 Jun | 670.25 | 81.95 | - | 16,200 | 1,800 | 26,100 | |
| 27 Jun | 660.65 | 89.25 | - | 12,600 | 1,800 | 24,300 | |
| 26 Jun | 657.05 | 91.85 | - | 9,000 | 8,100 | 22,500 | |
| 25 Jun | 648.80 | 99.45 | - | 14,400 | 13,500 | 14,400 | |
| 24 Jun | 657.75 | 93.5 | - | 900 | 0 | 0 | |
| 21 Jun | 657.45 | 129.15 | - | 0 | 0 | 0 | |
| 20 Jun | 659.15 | 129.15 | - | 0 | 0 | 0 | |
| 19 Jun | 666.80 | 129.15 | - | 0 | 0 | 0 | |
| 18 Jun | 674.10 | 129.15 | - | 0 | 0 | 0 | |
| 14 Jun | 677.20 | 129.15 | - | 0 | 0 | 0 | |
| 13 Jun | 664.50 | 129.15 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 750 expiring on 25JUL2024
Delta for 750 PE is -
Historical price for 750 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 66.5, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 45900
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 68.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 46800
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 63.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44100
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 62.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 17100 which increased total open position to 45000
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 58.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 27900
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 81.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 26100
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 89.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 24300
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 91.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 22500
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 99.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 14400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 93.5, 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 129.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 129.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 129.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 129.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 129.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 129.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0