AMBUJACEM
AMBUJA CEMENTS LTD
622.45
-3.25 (-0.52%)
Option Chain for AMBUJACEM
03 May 2024 04:15 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
| 0 | 0 | 0 | - | 144.00 | 500 | 0.55 | - | 26,100 | 55,800 | 55,800 |
| 0 | 0 | 0 | - | 0.00 | 510 | 0.00 | - | 0 | 0 | 0 |
| 0 | -900 | 0 | - | 100.50 | 520 | 0.80 | - | 21,600 | 14,400 | 14,400 |
| 0 | 0 | 0 | - | 0.00 | 530 | 16.30 | - | 0 | 0 | 0 |
|
|
||||||||||
| 0 | 0 | 0 | - | 99.85 | 540 | 1.10 | - | 47,700 | 1,54,800 | 1,54,800 |
| 0 | 1,800 | 0 | - | 84.00 | 550 | 1.40 | - | 2,36,700 | 13,88,700 | 13,88,700 |
| 0 | 2,700 | 0 | - | 68.70 | 560 | 1.75 | - | 2,15,100 | 2,10,600 | 2,10,600 |
| 0 | 900 | 0 | - | 61.70 | 570 | 2.10 | - | 2,33,100 | 2,00,700 | 2,00,700 |
| 70,200 | 70,200 | 9,900 | - | 50.35 | 580 | 3.40 | - | 5,97,600 | 11,83,500 | 11,83,500 |
| 44,100 | 44,100 | 1,800 | - | 44.75 | 590 | 4.80 | - | 5,76,000 | 7,86,600 | 7,86,600 |
| 7,01,100 | 7,01,100 | 1,53,000 | - | 35.00 | 600 | 7.25 | - | 12,86,100 | 18,28,800 | 18,28,800 |
| 1,86,300 | 1,86,300 | 1,40,400 | - | 28.55 | 610 | 10.70 | - | 6,36,300 | 5,23,800 | 5,23,800 |
| 5,73,300 | 5,73,300 | 14,32,800 | - | 22.00 | 620 | 15.00 | - | 12,82,500 | 14,20,200 | 14,20,200 |
| 14,40,900 | 14,40,900 | 38,72,700 | - | 17.40 | 630 | 20.10 | - | 10,25,100 | 5,67,900 | 5,67,900 |
| 15,37,200 | 15,37,200 | 22,44,600 | - | 13.40 | 640 | 27.00 | - | 2,60,100 | 3,97,800 | 3,97,800 |
| 20,60,100 | 20,60,100 | 24,67,800 | - | 10.50 | 650 | 31.75 | - | 1,13,400 | 3,61,800 | 3,61,800 |
| 6,62,400 | 6,62,400 | 12,40,200 | - | 8.00 | 660 | 42.95 | - | 51,300 | 2,19,600 | 2,19,600 |
| 6,33,600 | 6,33,600 | 6,80,400 | - | 6.20 | 670 | 49.95 | - | 23,400 | 1,24,200 | 1,24,200 |
| 5,19,300 | 5,19,300 | 7,94,700 | - | 4.55 | 680 | 57.70 | - | 2,700 | 53,100 | 53,100 |
| 2,17,800 | 2,17,800 | 2,54,700 | - | 3.75 | 690 | 68.70 | - | 26,100 | 58,500 | 58,500 |
| 15,94,800 | 15,94,800 | 9,61,200 | - | 2.65 | 700 | 78.00 | - | 5,400 | 1,68,300 | 1,68,300 |
| 0 | 0 | 0 | - | 0.00 | 710 | 0.00 | - | 0 | 0 | 0 |
| 3,78,900 | 3,78,900 | 3,06,900 | - | 1.65 | 720 | 119.70 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 0.00 | 730 | 0.00 | - | 0 | 0 | 0 |
| 6,55,200 | 6,55,200 | 3,79,800 | - | 1.10 | 740 | 135.70 | - | 0 | 0 | 0 |
| 1,12,75,200 | 97,19,100 | |||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.