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Related Pages for AMBUJACEM
[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd
484.15 -65.39 (-11.90%)

Option Chain for AMBUJACEM

21 Nov 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 0 0 - 0.00 0.00 390 0.00 2.10 - 1,682 219 219 -
- 0 0 0 - 220.65 0.00 400 0.00 2.95 - 3,246 605 605 -
- 0 0 0 - 0.00 0.00 410 0.00 4.05 - 423 65 65 -
- 0 0 0 - 195.00 0.00 420 0.00 5.10 - 4,912 545 545 -
- 0 0 0 - 185.60 0.00 430 0.00 6.85 96.71 1,651 171 171 -0.18
0.78 33 33 82 90.64 48.95 0.00 440 0.00 8.80 94.12 8,280 743 743 -0.23
0.75 35 35 41 78.67 39.25 0.00 450 0.00 11.05 90.88 5,317 489 489 -0.28
0.68 63 63 562 76.51 32.00 0.00 460 0.00 13.70 87.28 14,469 2,625 2,626 -0.33
0.61 79 79 678 69.58 24.20 0.00 470 0.00 16.60 82.49 2,998 312 312 -0.40
0.53 594 594 6,596 73.59 19.95 -128.25 480 19.25 19.90 76.87 10,420 1,655 1,699 -0.47
0.44 238 238 4,182 68.10 14.05 -130.50 490 22.70 23.50 69.59 4,602 514 531 -0.56
0.34 2,004 2,004 13,070 62.69 9.10 -122.70 500 28.10 29.15 66.79 9,327 920 1,134 -0.65
0.25 430 429 2,580 60.24 5.85 -30.70 510 34.95 36.35 67.00 1,100 -63 149 -0.72
0.19 920 901 5,682 60.20 3.90 -25.40 520 40.85 42.95 60.46 1,266 -48 195 -0.81
0.12 502 480 3,661 58.56 2.30 -19.65 530 48.10 51.40 59.41 907 -115 269 -0.87
0.09 660 397 3,176 60.30 1.60 -13.40 540 58.65 64.30 - 686 -93 235 -
0.06 1,389 699 5,174 60.57 1.00 -8.50 550 59.90 69.20 47.42 809 -176 610 -0.98
- 956 247 2,693 - 0.85 -4.40 560 63.40 78.50 - 316 -21 378 -
- 917 -74 1,391 - 0.65 -2.15 570 67.60 91.25 - 149 -43 517 -
- 1,782 -222 2,596 - 0.45 -1.20 580 66.90 99.50 - 231 -95 666 -
- 962 -74 887 - 0.40 -0.70 590 59.05 100.60 - 68 -16 485 -
- 1,862 -342 2,416 - 0.20 -0.60 600 71.65 123.35 - 172 -78 388 -
- 356 -38 201 - 0.30 -0.30 610 68.05 126.65 - 4 -1 361 -
- 463 -58 333 - 0.10 -0.35 620 75.05 128.65 - 16 -11 67 -
- 366 -3 55 - 0.15 -0.15 630 70.00 150.00 - 27 -25 437 -
- 88 -7 37 - 0.10 -0.20 640 76.00 153.05 - 7 -5 53 -
- 604 -56 315 - 0.05 -0.05 650 74.55 167.55 - 6 -1 432 -
- 186 -35 44 - 0.15 0.05 660 91.50 169.50 - 16 -9 162 -
- 44 -8 12 - 0.10 -0.10 670 0.00 90.00 0.00 0 0 0 0.00
- 111 -3 4 - 0.10 -0.05 680 100.00 220.00 - 3 0 103 -
0.00 0 0 0 0.00 0.30 0.00 690 0.00 79.65 0.00 0 0 0 0.00
- 71 0 3 - 0.05 -0.05 700 0.00 154.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 710 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.50 0.00 720 0.00 117.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 730 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 740 0.00 151.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 750 0.00 0.00 0.00 0 0 0 0.00
- 1 0 1 - 0.85 0.70 760 0.00 0.00 0.00 0 0 0 0.00
15,716 14,646
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.