INDIACEM
THE INDIA CEMENTS LIMITED
Historical option data for INDIACEM
05 Jul 2024 04:12 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 5 Jul | 284.60 | 40 | 0.00 | - | 0 | -14,500 | 0 | |||
| 4 Jul | 285.80 | 40 | - | 2,900 | -14,500 | 4,43,700 | ||||
| 3 Jul | 287.65 | 40 | - | 14,500 | 0 | 4,58,200 | ||||
| 2 Jul | 284.45 | 40 | - | 2,900 | -2,900 | 4,61,100 | ||||
| 1 Jul | 283.00 | 40 | - | 49,300 | -46,400 | 4,64,000 | ||||
| 28 Jun | 293.57 | 48.3 | - | 4,06,000 | -66,700 | 5,10,400 | ||||
| 27 Jun | 293.23 | 42.45 | - | 13,42,700 | -6,98,900 | 5,77,100 | ||||
| 26 Jun | 262.62 | 21.65 | - | 1,98,04,100 | 5,56,800 | 12,64,400 | ||||
| 25 Jun | 229.38 | 6 | - | 6,78,600 | 1,62,400 | 7,07,600 | ||||
| 24 Jun | 234.52 | 7.55 | - | 11,97,700 | 58,000 | 5,48,100 | ||||
| 21 Jun | 231.69 | 5.85 | - | 11,13,600 | 4,81,400 | 4,81,400 | ||||
For THE INDIA CEMENTS LIMITED - strike price 250 expiring on 25JUL2024
Delta for 250 CE is -
Historical price for 250 CE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -14500 which decreased total open position to 0
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by -14500 which decreased total open position to 443700
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 458200
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 461100
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by -46400 which decreased total open position to 464000
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 48.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -66700 which decreased total open position to 510400
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 42.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -698900 which decreased total open position to 577100
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 556800 which increased total open position to 1264400
On 25 Jun INDIACEM was trading at 229.38. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 162400 which increased total open position to 707600
On 24 Jun INDIACEM was trading at 234.52. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 58000 which increased total open position to 548100
On 21 Jun INDIACEM was trading at 231.69. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 481400 which increased total open position to 481400
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 284.60 | 0.45 | -0.55 | - | 43,500 | -55,100 | 15,02,200 |
| 4 Jul | 285.80 | 1 | - | 81,200 | -66,700 | 15,57,300 | |
| 3 Jul | 287.65 | 0.95 | - | 23,200 | -20,300 | 16,24,000 | |
| 2 Jul | 284.45 | 1.25 | - | 37,700 | -40,600 | 16,47,200 | |
| 1 Jul | 283.00 | 1.8 | - | 1,56,600 | -1,53,700 | 16,87,800 | |
| 28 Jun | 293.57 | 2 | - | 55,79,600 | 5,19,100 | 18,41,500 | |
| 27 Jun | 293.23 | 2.75 | - | 11,36,800 | -1,59,500 | 13,22,400 | |
| 26 Jun | 262.62 | 8.15 | - | 78,93,800 | 14,44,200 | 14,87,700 | |
| 25 Jun | 229.38 | 25.05 | - | 34,800 | 17,400 | 43,500 | |
| 24 Jun | 234.52 | 20.7 | - | 20,300 | 14,500 | 20,300 | |
| 21 Jun | 231.69 | 22.00 | - | 5,800 | 2,900 | 2,900 | |
For THE INDIA CEMENTS LIMITED - strike price 250 expiring on 25JUL2024
Delta for 250 PE is -
Historical price for 250 PE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 0.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -55100 which decreased total open position to 1502200
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by -66700 which decreased total open position to 1557300
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -20300 which decreased total open position to 1624000
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -40600 which decreased total open position to 1647200
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -153700 which decreased total open position to 1687800
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 519100 which increased total open position to 1841500
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -159500 which decreased total open position to 1322400
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1444200 which increased total open position to 1487700
On 25 Jun INDIACEM was trading at 229.38. The strike last trading price was 25.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 17400 which increased total open position to 43500
On 24 Jun INDIACEM was trading at 234.52. The strike last trading price was 20.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 14500 which increased total open position to 20300
On 21 Jun INDIACEM was trading at 231.69. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 2900