[--[65.84.65.76]--]
AMBUJACEM
AMBUJA CEMENTS LTD

609.65 -5.60 (-0.91%)

Option Chain for AMBUJACEM

19 Apr 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
12,600 0 3,600 - 109.75 500 0.15 - 10,800 -3,600 90,000
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
1,800 0 1,800 - 90.00 520 0.35 - 21,600 -7,200 70,200
0 0 0 - 95.55 525 0.30 - 16,200 7,200 14,400
0 0 0 - 75.00 530 0.35 - 1,94,400 -1,800 4,71,600
0 0 0 - 87.75 535 2.40 - 0 0 0
0 0 0 - 57.40 540 0.55 - 1,67,400 0 4,91,400
0 0 0 - 80.35 545 1.50 - 0 0 0
14,400 -1,800 7,200 - 59.50 550 0.65 - 4,78,800 -1,09,800 8,26,200
0 0 0 - 73.25 555 1.05 - 0 0 0
0 1,800 0 - 53.85 560 0.75 - 5,81,400 -1,76,400 2,05,200
0 0 0 - 66.50 565 1.30 - 27,000 -9,000 23,400
0 0 0 - 43.80 570 1.15 - 5,38,200 -82,800 2,82,600
3,600 0 3,600 - 36.75 575 1.45 - 64,800 9,000 48,600
1,13,400 -88,200 1,33,200 - 31.50 580 2.10 - 9,14,400 -1,02,600 5,70,600
28,800 0 1,800 - 27.40 585 2.30 - 3,45,600 19,800 1,17,000
86,400 12,600 46,800 - 23.25 590 3.25 - 12,51,000 39,600 4,44,600
19,800 -1,800 12,600 - 19.35 595 4.10 - 4,95,000 5,400 1,87,200
8,10,000 -50,400 7,27,200 - 14.95 600 5.50 - 24,76,800 -68,400 23,54,400
1,24,200 14,400 1,76,400 - 11.85 605 7.30 - 5,67,000 -3,600 2,32,200
6,76,800 16,200 17,44,200 - 9.30 610 10.05 - 17,47,800 -59,400 11,05,200
3,24,000 9,000 11,57,400 - 6.95 615 12.60 - 5,41,800 -37,800 2,23,200
8,08,200 14,400 19,24,200 - 5.45 620 16.35 - 3,87,000 -43,200 4,64,400
5,27,400 25,200 7,81,200 - 4.45 625 19.10 - 1,20,600 -28,800 1,92,600
20,39,400 -1,11,600 29,39,400 - 3.35 630 23.15 - 1,94,400 -68,400 12,58,200
3,88,800 -61,200 4,87,800 - 2.65 635 52.60 - 0 0 0
20,95,200 -14,400 16,20,000 - 1.95 640 33.70 - 36,000 -5,400 1,83,600
2,43,000 37,800 2,55,600 - 1.60 645 58.85 - 0 0 0
22,21,200 -90,000 13,37,400 - 1.30 650 39.20 - 32,400 -5,400 93,600
97,200 -52,200 84,600 - 1.00 655 65.50 - 0 0 0
10,18,800 -63,000 5,47,200 - 0.75 660 49.45 - 5,400 0 66,600
2,79,000 -9,000 1,27,800 - 0.70 665 72.45 - 0 0 0
4,46,400 -54,000 1,87,200 - 0.55 670 58.25 - 0 -3,600 0
63,000 3,600 21,600 - 0.55 675 79.70 - 0 0 0
4,26,600 -77,400 1,99,800 - 0.45 680 65.00 - 0 0 0
0 0 0 - 0.00 685 0.00 - 0 0 0
2,41,200 -34,200 1,18,800 - 0.35 690 130.75 - 0 0 0
0 0 0 - 0.00 695 0.00 - 0 0 0
13,82,400 -1,51,200 7,86,600 - 0.30 700 88.00 - 0 0 0
0 0 0 - 0.00 705 0.00 - 0 0 0
0 0 0 - 0.00 710 0.00 - 0 0 0
0 0 0 - 0.00 715 0.00 - 0 0 0
3,33,000 3,600 54,000 - 0.20 720 156.30 - 0 0 0
0 0 0 - 0.00 725 0.00 - 0 0 0
0 0 0 - 0.00 730 0.00 - 0 0 0
0 0 0 - 0.00 735 0.00 - 0 0 0
2,01,600 -19,800 34,200 - 0.20 740 173.95 - 0 0 0
1,50,28,200 1,00,17,000
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.