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 | 2 | -0.10 | - | 2,28,600 | 29,700 | 5,30,100 | |||
| 4 Jul | 682.10 | 2.1 | - | 3,74,400 | -10,800 | 5,00,400 | ||||
| 3 Jul | 692.70 | 3.2 | - | 3,64,500 | -24,300 | 5,11,200 | ||||
| 2 Jul | 692.35 | 3.75 | - | 18,04,500 | 65,700 | 5,35,500 | ||||
| 1 Jul | 695.00 | 4.3 | - | 19,96,200 | 2,04,300 | 4,69,800 | ||||
| 28 Jun | 670.25 | 2.1 | - | 3,78,000 | 1,33,200 | 2,65,500 | ||||
| 27 Jun | 660.65 | 3.4 | - | 2,38,500 | 45,900 | 1,32,300 | ||||
| 26 Jun | 657.05 | 2.2 | - | 1,53,900 | 81,900 | 87,300 | ||||
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| 25 Jun | 648.80 | 1.85 | - | 2,700 | 1,800 | 5,400 | ||||
| 24 Jun | 657.75 | 2.95 | - | 1,800 | 900 | 2,700 | ||||
| 21 Jun | 657.45 | 4.00 | - | 900 | 0 | 900 | ||||
For AMBUJA CEMENTS LTD - strike price 780 expiring on 25JUL2024
Delta for 780 CE is -
Historical price for 780 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 29700 which increased total open position to 530100
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -10800 which decreased total open position to 500400
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -24300 which decreased total open position to 511200
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 65700 which increased total open position to 535500
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 204300 which increased total open position to 469800
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 133200 which increased total open position to 265500
On 27 Jun AMBUJACEM was trading at 660.65. 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 132300
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 81900 which increased total open position to 87300
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 5400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 2700
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
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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 | 103.25 | 0.00 | - | 0 | 3,600 | 0 |
| 4 Jul | 682.10 | 103.25 | - | 3,600 | 3,600 | 3,600 | |
| 3 Jul | 692.70 | 79 | - | 0 | 3,600 | 0 | |
| 2 Jul | 692.35 | 79 | - | 7,200 | 1,800 | 1,800 | |
| 1 Jul | 695.00 | 142.4 | - | 0 | 0 | 0 | |
| 28 Jun | 670.25 | 142.4 | - | 0 | 0 | 0 | |
| 27 Jun | 660.65 | 142.4 | - | 0 | 0 | 0 | |
| 26 Jun | 657.05 | 142.4 | - | 0 | 0 | 0 | |
| 25 Jun | 648.80 | 142.4 | - | 0 | 0 | 0 | |
| 24 Jun | 657.75 | 142.4 | - | 0 | 0 | 0 | |
| 21 Jun | 657.45 | 142.40 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 780 expiring on 25JUL2024
Delta for 780 PE is -
Historical price for 780 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 103.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 0
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 103.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 3600
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 79, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 0
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 79, 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 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 142.4, 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 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 142.4, 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 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 142.4, 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 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 142.4, 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 142.4, 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 142.4, 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 142.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0