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Related Pages for AMBUJACEM
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AMBUJACEM
Ambuja Cements Ltd
578.45 4.95 (0.86%)

Option Chain for AMBUJACEM

11 Dec 2024 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 900
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 183.75 0.00 380 -0.10 0.15 - 5 0 28 -
0.00 0 0 0 0.00 185.60 0.00 390 -0.10 0.15 - 2 0 10 -
0.00 0 0 0 0.00 232.95 0.00 400 0.10 0.40 - 9 -8 491 -
0.00 0 0 0 0.00 175.50 0.00 410 0.00 0.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 178.45 0.00 420 -0.05 0.30 - 15 -9 241 -
0.00 0 0 0 0.00 156.25 0.00 430 -0.15 0.45 - 6 0 55 -
- 0 0 0 - 195.00 0.00 440 -0.15 0.30 - 4 0 356 -
0.00 0 0 0 0.00 119.00 0.00 450 -0.20 0.45 - 58 -15 498 -
0.00 0 0 0 0.00 68.75 0.00 460 -0.25 0.50 - 11 -4 194 -
0.00 0 0 0 0.00 97.00 0.00 470 -0.30 0.60 53.89 18 1 247 -0.02
0.00 0 0 0 0.00 92.00 0.00 480 -0.35 0.55 48.54 39 11 352 -0.02
0.00 0 0 0 0.00 77.80 0.00 490 -0.45 0.70 45.91 42 -21 278 -0.03
- 291 -7 12 - 78.50 1.15 500 -0.40 0.95 43.75 354 -36 809 -0.04
0.00 0 2 0 0.00 65.65 0.00 510 -0.55 1.20 40.91 144 27 436 -0.06
0.92 504 -24 26 39.15 60.95 3.50 520 -0.80 1.45 37.55 259 3 844 -0.07
1.00 445 22 36 16.85 49.30 0.55 530 -1.00 1.95 35.01 531 20 626 -0.10
0.90 515 -2 18 28.30 41.00 1.00 540 -1.20 2.65 32.44 625 60 750 -0.13
0.82 970 -129 371 28.68 32.65 2.15 550 -1.60 3.70 29.99 1,257 -65 861 -0.19
0.75 565 -21 237 26.13 24.10 1.40 560 -1.85 5.45 28.10 1,104 67 779 -0.26
0.64 737 -153 1,415 25.01 16.90 1.15 570 -2.30 8.10 26.46 1,305 -11 801 -0.37
0.50 1,364 32 5,446 24.44 11.15 0.75 580 -2.55 12.50 26.21 1,202 93 596 -0.50
0.37 931 257 4,125 24.28 6.95 0.50 590 -2.50 18.10 25.80 271 79 210 -0.62
0.25 2,161 434 5,306 24.87 4.30 0.45 600 -1.90 25.30 26.35 142 1 1,119 -0.73
0.17 422 26 1,460 25.73 2.65 0.30 610 0.00 36.45 0.00 0 -1 0 0.00
0.11 386 38 1,076 26.76 1.65 0.10 620 -3.30 42.40 28.44 29 19 167 -0.87
0.07 654 87 604 27.91 1.05 0.05 630 -3.40 51.00 25.42 4 -2 407 -0.94
0.05 319 20 342 29.68 0.75 0.10 640 -2.80 60.70 26.66 2 0 73 -0.96
0.00 0 0 0 0.00 0.00 0.00 650 0.00 0.00 0.00 0 0 0 0.00
0.03 202 12 74 32.94 0.40 -0.05 660 -3.00 79.00 - 2 0 171 -
0.00 0 0 0 0.00 0.00 0.00 670 0.00 0.00 0.00 0 0 0 0.00
0.02 208 5 16 37.44 0.30 0.00 680 0.00 105.00 0.00 0 0 0 0.00
10,674 11,399
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.