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Related Pages for AMBUJACEM
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AMBUJACEM
Ambuja Cements Ltd
548.8 5.70 (1.05%)

Option Chain for AMBUJACEM

26 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 -0.15 0.65 39.44 11 -2 23 -0.02
0.00 0 0 0 0.00 79.60 0.00 450 0.00 10.95 0.00 0 0 0 0.00
- 0 0 0 - 134.80 0.00 460 -0.50 1.25 37.31 4 0 9 -0.05
- 0 0 0 - 65.45 0.00 470 0.00 16.60 14.62 0 0 0 -0.00
0.00 0 0 0 0.00 88.35 0.00 480 -0.85 2.10 34.24 87 23 62 -0.08
- 0 0 0 - 53.00 0.00 490 -1.15 2.70 32.62 28 2 21 -0.10
0.90 9 0 7 27.15 57.00 5.00 500 -1.70 3.10 29.89 274 -9 249 -0.12
- 0 0 0 - 42.20 0.00 510 -1.85 4.35 29.00 50 5 30 -0.16
0.00 0 -6 0 0.00 37.00 0.00 520 -2.35 5.65 27.34 96 4 102 -0.21
0.77 15 14 29 21.28 30.05 2.35 530 -2.90 7.50 25.92 96 18 96 -0.27
0.67 122 69 191 22.10 23.60 2.05 540 -4.85 9.65 24.04 679 155 264 -0.34
0.57 528 368 854 22.83 18.20 1.95 550 -4.10 14.20 24.69 889 241 560 -0.44
0.46 275 185 763 22.23 12.95 1.35 560 -6.00 18.10 22.96 123 89 171 -0.53
0.36 238 120 532 21.35 8.55 0.40 570 -5.20 25.15 24.53 97 25 188 -0.62
0.27 530 307 937 21.99 6.05 0.75 580 -5.45 31.15 23.10 238 232 244 -0.72
0.20 256 150 406 22.00 3.95 0.20 590 -1.75 39.50 24.41 54 5 8 -0.78
0.13 1,597 888 2,222 21.91 2.45 -0.05 600 -6.50 48.00 25.10 1,055 1,030 1,169 -0.83
0.10 93 49 82 23.51 1.95 -0.45 610 -0.50 57.00 26.11 2 1 5 -0.87
0.08 130 49 112 24.15 1.35 0.05 620 -2.50 69.00 34.62 1 0 59 -0.84
0.05 377 311 706 23.71 0.75 -0.15 630 -3.25 76.50 26.08 301 296 392 -0.94
0.03 115 17 41 23.81 0.45 -0.05 640 -3.60 87.00 35.82 18 17 91 -0.89
0.00 0 0 0 0.00 0.00 0.00 650 0.00 0.00 0.00 0 0 0 0.00
0.01 78 15 18 24.88 0.20 -0.05 660 -6.00 104.00 26.31 18 15 168 -0.98
0.00 0 0 0 0.00 0.00 0.00 670 0.00 0.00 0.00 0 0 0 0.00
0.01 64 26 43 27.52 0.15 -0.05 680 -5.00 125.00 39.38 42 40 153 -0.95
4,427 4,064
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.