AMBUJACEM
AMBUJA CEMENTS LTD
612.35
10.85 (1.80%)
Option Chain for AMBUJACEM
28 Mar 2024 03:52 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 | 3,600 | 0 | - | 109.90 | 500 | 1.40 | - | 39,600 | 9,000 | 54,000 |
0 | 0 | 0 | - | 112.00 | 505 | 5.45 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 80.30 | 510 | 4.30 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 103.65 | 515 | 6.95 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 76.00 | 520 | 2.85 | - | 0 | 19,800 | 0 |
0 | 0 | 0 | - | 95.55 | 525 | 2.30 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 75.00 | 530 | 3.15 | - | 3,29,400 | 86,400 | 5,52,600 |
0 | 0 | 0 | - | 87.75 | 535 | 10.85 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 57.40 | 540 | 4.25 | - | 99,000 | 16,200 | 3,29,400 |
0 | 0 | 0 | - | 80.35 | 545 | 13.30 | - | 0 | 0 | 0 |
18,000 | 1,800 | 55,800 | - | 73.00 | 550 | 5.50 | - | 6,06,600 | 55,800 | 8,89,200 |
0 | 0 | 0 | - | 73.25 | 555 | 6.25 | - | 0 | 0 | 0 |
0 | 10,800 | 0 | - | 56.00 | 560 | 7.10 | - | 73,800 | 43,200 | 1,98,000 |
0 | 0 | 0 | - | 66.50 | 565 | 19.30 | - | 0 | 0 | 0 |
21,600 | 0 | 1,800 | - | 55.00 | 570 | 10.30 | - | 1,29,600 | 27,000 | 1,65,600 |
0 | 0 | 0 | - | 36.90 | 575 | 9.90 | - | 23,400 | -7,200 | 5,400 |
9,00,000 | -37,800 | 1,15,200 | - | 48.00 | 580 | 10.75 | - | 3,09,600 | 73,800 | 4,50,000 |
0 | 1,800 | 0 | - | 37.45 | 585 | 12.10 | - | 30,600 | -5,400 | 16,200 |
3,25,800 | -9,000 | 50,400 | - | 41.00 | 590 | 14.75 | - | 1,78,200 | 36,000 | 1,90,800 |
0 | 0 | 0 | - | 35.30 | 595 | 14.65 | - | 25,200 | 9,000 | 18,000 |
36,79,200 | 4,64,400 | 23,97,600 | - | 34.40 | 600 | 16.30 | - | 8,80,200 | 1,89,000 | 24,04,800 |
36,000 | -10,800 | 1,00,800 | - | 29.00 | 605 | 21.00 | - | 97,200 | 3,600 | 37,800 |
3,47,400 | 36,000 | 18,59,400 | - | 29.20 | 610 | 20.75 | - | 3,81,600 | 88,200 | 2,03,400 |
1,08,000 | 50,400 | 4,75,200 | - | 25.90 | 615 | 25.00 | - | 1,22,400 | 55,800 | 79,200 |
8,87,400 | 3,33,000 | 24,08,400 | - | 23.30 | 620 | 27.25 | - | 1,33,200 | 75,600 | 1,33,200 |
|
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45,000 | 3,600 | 72,000 | - | 20.70 | 625 | 34.00 | - | 0 | 0 | 0 |
3,38,400 | 1,40,400 | 7,52,400 | - | 18.00 | 630 | 39.00 | - | 0 | 0 | 0 |
9,000 | 5,400 | 12,600 | - | 18.00 | 635 | 52.60 | - | 0 | 0 | 0 |
3,88,800 | 14,400 | 5,32,800 | - | 15.25 | 640 | 52.00 | - | 0 | 0 | 0 |
14,400 | -7,200 | 34,200 | - | 14.30 | 645 | 58.85 | - | 0 | 0 | 0 |
12,65,400 | 5,65,200 | 38,17,800 | - | 12.55 | 650 | 43.20 | - | 23,400 | 3,600 | 23,400 |
0 | 0 | 0 | - | 23.75 | 655 | 65.50 | - | 0 | 0 | 0 |
5,77,800 | 4,37,400 | 8,73,000 | - | 10.45 | 660 | 61.00 | - | 0 | 0 | 0 |
0 | 1,800 | 0 | - | 9.15 | 665 | 72.45 | - | 0 | 0 | 0 |
1,63,800 | 52,200 | 1,67,400 | - | 8.05 | 670 | 114.55 | - | 0 | 0 | 0 |
3,600 | 1,800 | 7,200 | - | 8.60 | 675 | 79.70 | - | 0 | 0 | 0 |
1,67,400 | 27,000 | 1,31,400 | - | 6.50 | 680 | 71.00 | - | 0 | 1,800 | 0 |
0 | 0 | 0 | - | 0.00 | 685 | 0.00 | - | 0 | 0 | 0 |
7,200 | 5,400 | 10,800 | - | 5.45 | 690 | 130.75 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 695 | 0.00 | - | 0 | 0 | 0 |
5,07,600 | 2,98,800 | 12,42,000 | - | 4.40 | 700 | 88.50 | - | 1,800 | 0 | 43,200 |
98,11,800 | 57,94,200 |
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.