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 | |||
| 5 Jul | 284.60 | 40 | 6.05 | - | 5,800 | -8,700 | 7,33,700 | |||
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| 4 Jul | 285.80 | 33.95 | - | 11,600 | -8,700 | 7,42,400 | ||||
| 3 Jul | 287.65 | 32 | - | 17,400 | -14,500 | 7,51,100 | ||||
| 2 Jul | 284.45 | 36 | - | 0 | -14,500 | 0 | ||||
| 1 Jul | 283.00 | 36 | - | 14,500 | -14,500 | 7,68,500 | ||||
| 28 Jun | 293.57 | 39 | - | 12,20,900 | -2,72,600 | 7,83,000 | ||||
| 27 Jun | 293.23 | 36 | - | 19,80,700 | -13,36,900 | 10,55,600 | ||||
| 26 Jun | 262.62 | 16.2 | - | 2,49,08,100 | 21,37,300 | 24,15,700 | ||||
| 25 Jun | 229.38 | 3.8 | - | 1,62,400 | 20,300 | 2,78,400 | ||||
| 24 Jun | 234.52 | 4.9 | - | 4,52,400 | 1,21,800 | 2,58,100 | ||||
| 21 Jun | 231.69 | 3.80 | - | 1,97,200 | 1,24,700 | 1,24,700 | ||||
For THE INDIA CEMENTS LIMITED - strike price 260 expiring on 25JUL2024
Delta for 260 CE is -
Historical price for 260 CE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 40, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by -8700 which decreased total open position to 733700
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 33.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -8700 which decreased total open position to 742400
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by -14500 which decreased total open position to 751100
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by -14500 which decreased total open position to 0
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by -14500 which decreased total open position to 768500
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 39, which was lower than the previous day. The implied volatity was -, the open interest changed by -272600 which decreased total open position to 783000
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by -1336900 which decreased total open position to 1055600
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2137300 which increased total open position to 2415700
On 25 Jun INDIACEM was trading at 229.38. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 20300 which increased total open position to 278400
On 24 Jun INDIACEM was trading at 234.52. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 121800 which increased total open position to 258100
On 21 Jun INDIACEM was trading at 231.69. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 124700 which increased total open position to 124700
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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 | 1.5 | -1.05 | - | 20,300 | -20,300 | 15,89,200 |
| 4 Jul | 285.80 | 2.55 | - | 81,200 | -81,200 | 16,09,500 | |
| 3 Jul | 287.65 | 2.5 | - | 46,400 | -43,500 | 16,90,700 | |
| 2 Jul | 284.45 | 3 | - | 84,100 | -81,200 | 17,42,900 | |
| 1 Jul | 283.00 | 3.25 | - | 1,97,200 | -1,91,400 | 18,24,100 | |
| 28 Jun | 293.57 | 2.9 | - | 63,24,900 | 6,81,500 | 20,15,500 | |
| 27 Jun | 293.23 | 5.45 | - | 7,25,000 | -1,74,000 | 13,34,000 | |
| 26 Jun | 262.62 | 12.8 | - | 70,29,600 | 15,05,100 | 15,10,900 | |
| 25 Jun | 229.38 | 32 | - | 14,500 | 0 | 5,800 | |
| 24 Jun | 234.52 | 27.95 | - | 5,800 | 2,900 | 2,900 | |
| 21 Jun | 231.69 | 40.55 | - | 0 | 0 | 0 | |
For THE INDIA CEMENTS LIMITED - strike price 260 expiring on 25JUL2024
Delta for 260 PE is -
Historical price for 260 PE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 1.5, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -20300 which decreased total open position to 1589200
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -81200 which decreased total open position to 1609500
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -43500 which decreased total open position to 1690700
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by -81200 which decreased total open position to 1742900
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -191400 which decreased total open position to 1824100
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 681500 which increased total open position to 2015500
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -174000 which decreased total open position to 1334000
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 12.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1505100 which increased total open position to 1510900
On 25 Jun INDIACEM was trading at 229.38. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5800
On 24 Jun INDIACEM was trading at 234.52. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 2900
On 21 Jun INDIACEM was trading at 231.69. The strike last trading price was 40.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0