AMBUJACEM
Ambuja Cements Ltd
544.65
-0.70 (-0.13%)
Option Chain for AMBUJACEM
14 Nov 2024 09:20 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 900 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 131.80 | 0.00 | 500 | 0.15 | 1.50 | 32.96 | 35 | 13 | 194 | -0.09 |
| - | 0 | 0 | 0 | - | 126.95 | 0.00 | 510 | 0.10 | 2.15 | 29.98 | 23 | 3 | 127 | -0.13 |
| 0.00 | 0 | 0 | 0 | 0.00 | 46.70 | 0.00 | 520 | 0.35 | 3.40 | 28.51 | 35 | 1 | 202 | -0.20 |
| 0.00 | 0 | 0 | 0 | 0.00 | 22.25 | 0.00 | 530 | 0.45 | 5.45 | 26.26 | 62 | 9 | 265 | -0.30 |
| 0.58 | 98 | 6 | 72 | 23.55 | 12.50 | -2.15 | 540 | 1.05 | 9.00 | 26.19 | 57 | 20 | 242 | -0.42 |
| 0.42 | 517 | 26 | 139 | 23.79 | 7.60 | -1.40 | 550 | 1.75 | 14.15 | 25.68 | 36 | 1 | 573 | -0.57 |
| 0.28 | 724 | 19 | 83 | 23.94 | 4.40 | -1.00 | 560 | 1.95 | 19.80 | 24.55 | 15 | -3 | 289 | -0.70 |
| 0.18 | 909 | 14 | 79 | 25.36 | 2.60 | -0.60 | 570 | 0.90 | 26.75 | 18.90 | 9 | 2 | 602 | -0.89 |
| 0.12 | 1,752 | -3 | 80 | 26.86 | 1.65 | -0.45 | 580 | 0.00 | 34.65 | 0.00 | 0 | -28 | 0 | 0.00 |
| 0.08 | 1,036 | 17 | 83 | 29.00 | 1.15 | -0.20 | 590 | 0.00 | 43.60 | 0.00 | 0 | -16 | 0 | 0.00 |
| 0.06 | 2,194 | 8 | 27 | 31.25 | 0.90 | -0.15 | 600 | 0.00 | 54.70 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.05 | 477 | 0 | 2 | 33.92 | 0.70 | -0.05 | 610 | 0.00 | 57.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -32 | 0 | 0.00 | 0.70 | 0.00 | 620 | 0.00 | 53.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -28 | 0 | 0.00 | 0.40 | 0.00 | 630 | 0.00 | 67.90 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.00 | 0 | -14 | 0 | 0.00 | 0.30 | 0.00 | 640 | 0.00 | 77.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -14 | 0 | 0.00 | 0.20 | 0.00 | 650 | 0.00 | 93.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | -5 | 0 | 0.00 | 0.30 | 0.00 | 660 | 0.00 | 78.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -8 | 0 | 0.00 | 0.25 | 0.00 | 670 | 0.00 | 90.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 117 | 0 | 9 | 44.38 | 0.10 | -0.05 | 680 | 0.00 | 135.00 | 0.00 | 0 | -3 | 0 | 0.00 |
| 7,824 | 2,494 | |||||||||||||
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.
