AMBUJACEM
AMBUJA CEMENTS LTD
682.15
-10.55 (-1.52%)
Option Chain for AMBUJACEM
04 Jul 2024 12:30 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 9,000 | 9,000 | 900 | 179.15 | 13.15 | 500 | -0.10 | 0.4 | 57,600 | 0 | 71,100 |
| 0 | 0 | 0 | 118.8 | 0.00 | 510 | 0.00 | 3.95 | 0 | 0 | 0 |
| 0 | 0 | 0 | 136.05 | 0.00 | 520 | 0.00 | 8.3 | 0 | 0 | 0 |
| 0 | 0 | 0 | 101.7 | 0.00 | 530 | 0.00 | 6.65 | 0 | 0 | 0 |
| 0 | 0 | 0 | 120.1 | 0.00 | 540 | 0.10 | 0.65 | 900 | -900 | 12,600 |
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| 0 | 0 | 0 | 85.75 | 0.00 | 550 | 0.00 | 0.8 | 2,07,900 | 11,700 | 13,39,200 |
| 0 | 0 | 0 | 145 | 0.00 | 560 | -0.30 | 0.6 | 26,100 | -3,600 | 87,300 |
| 0 | 0 | 0 | 71.2 | 0.00 | 570 | 0.00 | 15.7 | 0 | 0 | 0 |
| 0 | 0 | 0 | 82 | 0.00 | 580 | -0.10 | 0.9 | 47,700 | -3,600 | 1,83,600 |
| 0 | 0 | 0 | 73.5 | 0.00 | 590 | 0.10 | 1.1 | 76,500 | -15,300 | 91,800 |
| 56,700 | -29,700 | 900 | 77.7 | -14.30 | 600 | 0.20 | 1.55 | 5,89,500 | -46,800 | 7,30,800 |
| 9,000 | 9,000 | 1,800 | 70.75 | -4.25 | 610 | 0.35 | 2.1 | 2,59,200 | 26,100 | 1,90,800 |
| 48,600 | 48,600 | 1,800 | 62.05 | -14.40 | 620 | 0.55 | 2.85 | 4,14,900 | 23,400 | 8,64,900 |
| 93,600 | 2,700 | 8,100 | 54.4 | -15.20 | 630 | 1.05 | 4.25 | 3,70,800 | -27,900 | 2,56,500 |
| 81,000 | -8,100 | 40,500 | 50.1 | -9.95 | 640 | 1.65 | 6 | 7,82,100 | 1,80,000 | 7,83,000 |
| 2,32,200 | 25,200 | 94,500 | 41.85 | -10.15 | 650 | 2.15 | 8.35 | 10,12,500 | 44,100 | 5,43,600 |
| 2,84,400 | -1,800 | 87,300 | 35.55 | -8.75 | 660 | 2.70 | 11.2 | 6,58,800 | 1,800 | 4,45,500 |
| 3,86,100 | 31,500 | 2,89,800 | 29.1 | -8.05 | 670 | 3.20 | 14.7 | 12,78,000 | 4,31,100 | 8,07,300 |
| 5,43,600 | 79,200 | 12,75,300 | 24 | -7.15 | 680 | 4.10 | 19.25 | 12,21,300 | -9,900 | 6,15,600 |
| 5,46,300 | 1,88,100 | 15,52,500 | 19.2 | -6.45 | 690 | 4.80 | 24.4 | 6,44,400 | 4,500 | 4,30,200 |
| 20,03,400 | 2,11,500 | 23,69,700 | 15.2 | -5.80 | 700 | 5.35 | 30.25 | 4,78,800 | 60,300 | 7,98,300 |
| 6,39,900 | 96,300 | 8,86,500 | 11.8 | -5.00 | 710 | 8.25 | 38.6 | 34,200 | 1,800 | 89,100 |
| 6,95,700 | 37,800 | 9,39,600 | 9.05 | -4.50 | 720 | 7.65 | 44.5 | 16,200 | -900 | 97,200 |
| 2,83,500 | -7,200 | 3,18,600 | 7.05 | -3.65 | 730 | 12.70 | 57.1 | 9,000 | 900 | 55,800 |
| 4,19,400 | 5,400 | 3,41,100 | 5.2 | -3.05 | 740 | 15.10 | 64.4 | 3,600 | 4,500 | 14,400 |
| 7,12,800 | 54,000 | 6,33,600 | 4.15 | -2.45 | 750 | 0.00 | 63.65 | 0 | 0 | 0 |
| 4,41,000 | 26,100 | 3,27,600 | 3.2 | -2.10 | 760 | 0.00 | 67.6 | 0 | 1,800 | 0 |
| 76,500 | 4,500 | 81,000 | 2.5 | -1.45 | 770 | 0.00 | 147.05 | 0 | 0 | 0 |
| 4,97,700 | -13,500 | 3,35,700 | 2.15 | -1.05 | 780 | 24.25 | 103.25 | 3,600 | 3,600 | 3,600 |
| 0 | 0 | 0 | 0 | 0.00 | 790 | 0.00 | 0 | 0 | 0 | 0 |
| 5,00,400 | 99,900 | 2,95,200 | 1.55 | -0.65 | 800 | 0.00 | 159.15 | 0 | 0 | 0 |
| 85,60,800 | 85,12,200 | |||||||||
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.