INDIACEM
THE INDIA CEMENTS LIMITED
Historical option data for INDIACEM
05 Jul 2024 04:12 PM IST
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 | 31 | 6.00 | - | 2,900 | -2,900 | 5,48,100 | |||
4 Jul | 285.80 | 25 | - | 8,700 | -8,700 | 5,51,000 | ||||
3 Jul | 287.65 | 28 | - | 2,900 | 0 | 5,59,700 | ||||
2 Jul | 284.45 | 30 | - | 2,900 | -2,900 | 5,62,600 | ||||
1 Jul | 283.00 | 32 | - | 23,200 | -20,300 | 5,65,500 | ||||
28 Jun | 293.57 | 32.7 | - | 5,56,800 | -1,39,200 | 5,85,800 | ||||
27 Jun | 293.23 | 30.6 | - | 10,09,200 | -3,82,800 | 7,25,000 | ||||
26 Jun | 262.62 | 13.8 | - | 1,12,20,100 | 10,84,600 | 11,22,300 | ||||
25 Jun | 229.38 | 3.2 | - | 20,300 | 8,700 | 37,700 | ||||
24 Jun | 234.52 | 3.9 | - | 29,000 | 23,200 | 26,100 |
For THE INDIA CEMENTS LIMITED - strike price 265 expiring on 25JUL2024
Delta for 265 CE is -
Historical price for 265 CE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 31, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 548100
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by -8700 which decreased total open position to 551000
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 28, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 559700
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 562600
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by -20300 which decreased total open position to 565500
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 32.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -139200 which decreased total open position to 585800
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 30.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -382800 which decreased total open position to 725000
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1084600 which increased total open position to 1122300
On 25 Jun INDIACEM was trading at 229.38. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 8700 which increased total open position to 37700
On 24 Jun INDIACEM was trading at 234.52. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 23200 which increased total open position to 26100
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 284.60 | 3.25 | 0.00 | - | 0 | -14,500 | 0 |
4 Jul | 285.80 | 3.25 | - | 17,400 | -14,500 | 2,26,200 | |
3 Jul | 287.65 | 2.8 | - | 11,600 | -5,800 | 2,40,700 | |
2 Jul | 284.45 | 4.85 | - | 2,900 | -2,900 | 2,49,400 | |
1 Jul | 283.00 | 5.05 | - | 17,400 | -11,600 | 2,52,300 | |
28 Jun | 293.57 | 3.75 | - | 6,23,500 | 72,500 | 2,63,900 | |
27 Jun | 293.23 | 9.7 | - | 1,24,700 | -20,300 | 1,91,400 | |
26 Jun | 262.62 | 15.5 | - | 8,61,300 | 2,11,700 | 2,11,700 | |
25 Jun | 229.38 | 44.2 | - | 0 | 0 | 0 | |
24 Jun | 234.52 | 44.2 | - | 0 | 0 | 0 |
For THE INDIA CEMENTS LIMITED - strike price 265 expiring on 25JUL2024
Delta for 265 PE is -
Historical price for 265 PE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 3.25, 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 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -14500 which decreased total open position to 226200
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 240700
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 249400
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -11600 which decreased total open position to 252300
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 72500 which increased total open position to 263900
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -20300 which decreased total open position to 191400
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 211700 which increased total open position to 211700
On 25 Jun INDIACEM was trading at 229.38. The strike last trading price was 44.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun INDIACEM was trading at 234.52. The strike last trading price was 44.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0