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Related Pages for AMBUJACEM
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AMBUJACEM
Ambuja Cements Ltd
547.95 -0.84 (-0.15%)

Option Chain for AMBUJACEM

27 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 0 0 - 152.15 0.00 440 0.00 0.65 39.60 1 0 22 -0.02
0.00 0 0 0 0.00 0.00 0.00 445 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 79.60 0.00 450 0.00 10.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 169.35 0.00 455 0.00 406.30 0.00 0 0 0 0.00
- 0 0 0 - 134.80 0.00 460 -0.25 1.00 35.74 23 11 21 -0.04
0.00 0 0 0 0.00 156.95 0.00 465 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 65.45 0.00 470 -15.25 1.35 34.38 2 0 0 -0.05
0.00 0 0 0 0.00 0.00 0.00 475 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 88.35 0.00 480 -0.35 1.75 32.71 61 24 85 -0.07
0.00 0 0 0 0.00 0.00 0.00 485 0.00 433.50 0.00 0 0 0 0.00
- 0 0 0 - 53.00 0.00 490 -0.30 2.40 31.48 45 37 58 -0.09
- 0 0 0 - 65.45 0.00 495 0.00 2.70 30.53 13 11 11 -0.11
0.88 23 13 16 29.18 56.05 -0.95 500 0.10 3.20 30.03 416 8 257 -0.12
- 0 0 0 - 58.00 0.00 505 0.00 3.75 29.44 77 49 49 -0.14
- 0 0 0 - 42.20 0.00 510 -0.10 4.25 28.53 198 119 149 -0.16
- 0 0 0 - 51.00 0.00 515 0.00 4.95 27.89 56 34 34 -0.19
0.80 15 0 3 25.40 38.20 1.20 520 0.20 5.85 27.43 283 7 110 -0.21
0.80 8 8 12 22.01 32.75 0.00 525 0.00 6.75 26.72 30 15 15 -0.24
0.75 17 2 7 21.88 28.95 -1.10 530 0.45 7.95 26.29 105 53 148 -0.28
0.71 3 3 15 21.81 25.40 0.00 535 0.00 9.35 25.92 58 26 26 -0.32
0.66 131 9 103 21.43 21.90 -1.70 540 1.45 11.10 25.79 258 25 292 -0.36
0.61 20 20 48 21.85 19.15 0.00 545 0.00 12.70 25.10 81 36 36 -0.40
0.55 662 134 692 21.68 16.30 -1.90 550 1.05 15.25 25.53 811 165 725 -0.45
0.50 45 45 93 21.49 13.70 0.00 555 0.00 17.55 25.23 93 38 38 -0.50
0.44 434 158 578 21.27 11.35 -1.60 560 2.15 20.25 25.18 201 90 261 -0.54
0.39 33 33 65 21.64 9.65 0.00 565 0.00 21.65 22.78 3 0 0 -0.60
0.34 337 98 353 21.63 7.95 -0.60 570 1.20 26.35 25.13 45 20 207 -0.63
0.29 14 14 25 21.38 6.35 0.00 575 0.00 28.65 23.32 6 5 5 -0.69
0.25 528 2 328 21.53 5.20 -0.85 580 2.05 33.20 24.95 13 6 250 -0.72
0.21 2 2 3 21.72 4.25 0.00 585 0.00 49.10 - 0 0 0 -
0.18 349 91 371 21.55 3.30 -0.65 590 0.00 39.50 0.00 0 53 0 0.00
0.15 24 24 35 21.97 2.75 0.00 595 0.00 56.15 - 0 0 0 -
0.12 1,697 100 924 21.97 2.15 -0.30 600 0.95 48.95 24.35 85 19 1,188 -0.85
0.10 0 0 1 22.09 1.70 0.00 605 0.00 63.60 - 0 0 0 -
0.09 114 21 53 22.65 1.45 -0.50 610 0.00 57.00 0.00 0 2 0 0.00
0.00 0 0 0 0.00 0.00 0.00 615 0.00 0.00 0.00 0 0 0 0.00
0.06 257 127 215 23.16 0.95 -0.40 620 0.00 69.00 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 625 0.00 0.00 0.00 0 0 0 0.00
0.04 392 15 44 24.20 0.70 -0.05 630 0.00 76.50 0.00 0 296 0 0.00
0.00 0 0 0 0.00 0.00 0.00 635 0.00 0.00 0.00 0 0 0 0.00
0.02 117 2 11 23.62 0.35 -0.10 640 0.00 87.00 0.00 0 18 0 0.00
0.00 0 0 0 0.00 0.00 0.00 645 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 650 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 655 0.00 0.00 0.00 0 0 0 0.00
0.02 79 0 20 26.59 0.25 0.05 660 0.00 104.00 0.00 0 16 0 0.00
5,301 3,987
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.