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 | 3 | -0.25 | - | 2,20,500 | 13,500 | 4,23,000 | |||
| 4 Jul | 682.10 | 3.25 | - | 4,96,800 | -5,400 | 4,09,500 | ||||
| 3 Jul | 692.70 | 5.3 | - | 3,12,300 | 9,000 | 4,14,900 | ||||
| 2 Jul | 692.35 | 5.8 | - | 8,82,000 | 1,23,300 | 4,05,900 | ||||
| 1 Jul | 695.00 | 6.65 | - | 10,57,500 | 1,75,500 | 2,82,600 | ||||
| 28 Jun | 670.25 | 3.25 | - | 1,57,500 | 20,700 | 1,07,100 | ||||
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| 27 Jun | 660.65 | 4.5 | - | 2,35,800 | 15,300 | 86,400 | ||||
| 26 Jun | 657.05 | 3.45 | - | 1,92,600 | 42,300 | 70,200 | ||||
| 25 Jun | 648.80 | 2.7 | - | 9,900 | 900 | 27,900 | ||||
| 24 Jun | 657.75 | 3.5 | - | 3,600 | 2,700 | 26,100 | ||||
| 21 Jun | 657.45 | 7.00 | - | 0 | 0 | 0 | ||||
| 19 Jun | 666.80 | 7.00 | - | 9,000 | 5,400 | 22,500 | ||||
| 18 Jun | 674.10 | 6.55 | - | 18,900 | 14,400 | 14,400 | ||||
For AMBUJA CEMENTS LTD - strike price 760 expiring on 25JUL2024
Delta for 760 CE is -
Historical price for 760 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 423000
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 409500
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 414900
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 123300 which increased total open position to 405900
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 175500 which increased total open position to 282600
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 107100
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 15300 which increased total open position to 86400
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 42300 which increased total open position to 70200
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 27900
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 26100
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 7.00, 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 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 5400 which increased total open position to 22500
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 14400
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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 | 78 | 10.40 | - | 1,800 | 38,700 | 38,700 |
| 4 Jul | 682.10 | 67.6 | - | 0 | 1,800 | 0 | |
| 3 Jul | 692.70 | 67.6 | - | 2,700 | 1,800 | 37,800 | |
| 2 Jul | 692.35 | 74.35 | - | 43,200 | 30,600 | 35,100 | |
| 1 Jul | 695.00 | 63.4 | - | 20,700 | -900 | 4,500 | |
| 28 Jun | 670.25 | 93.75 | - | 900 | 2,700 | 5,400 | |
| 27 Jun | 660.65 | 105.3 | - | 5,400 | 2,700 | 2,700 | |
| 26 Jun | 657.05 | 126.3 | - | 0 | 0 | 0 | |
| 25 Jun | 648.80 | 126.3 | - | 0 | 0 | 0 | |
| 24 Jun | 657.75 | 126.3 | - | 0 | 0 | 0 | |
| 21 Jun | 657.45 | 126.30 | - | 0 | 0 | 0 | |
| 19 Jun | 666.80 | 126.30 | - | 0 | 0 | 0 | |
| 18 Jun | 674.10 | 126.30 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 760 expiring on 25JUL2024
Delta for 760 PE is -
Historical price for 760 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 78, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by 38700 which increased total open position to 38700
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 67.6, 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 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 67.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 37800
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 74.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 30600 which increased total open position to 35100
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 63.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 4500
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 93.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 5400
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 105.3, 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 126.3, 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 126.3, 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 126.3, 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 126.30, 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 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 126.30, 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 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 126.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0