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 | 24 | 0.00 | - | 2,900 | 4,87,200 | 4,87,200 | |||
| 4 Jul | 285.80 | 24 | - | 0 | -8,700 | 0 | ||||
| 3 Jul | 287.65 | 24 | - | 0 | -8,700 | 0 | ||||
| 2 Jul | 284.45 | 24 | - | 8,700 | -2,900 | 4,95,900 | ||||
| 1 Jul | 283.00 | 24.15 | - | 5,800 | -5,800 | 4,98,800 | ||||
| 28 Jun | 293.57 | 30.9 | - | 17,05,200 | -1,16,000 | 5,04,600 | ||||
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| 27 Jun | 293.23 | 30.5 | - | 7,39,500 | -4,87,200 | 6,20,600 | ||||
| 26 Jun | 262.62 | 12.35 | - | 75,11,000 | 11,10,700 | 11,10,700 | ||||
For THE INDIA CEMENTS LIMITED - strike price 270 expiring on 25JUL2024
Delta for 270 CE is -
Historical price for 270 CE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 487200 which increased total open position to 487200
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 24, which was lower than the previous day. The implied volatity was -, the open interest changed by -8700 which decreased total open position to 0
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 24, which was lower than the previous day. The implied volatity was -, the open interest changed by -8700 which decreased total open position to 0
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 24, which was lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 495900
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 24.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 498800
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 30.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -116000 which decreased total open position to 504600
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -487200 which decreased total open position to 620600
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1110700 which increased total open position to 1110700
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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 | 3.55 | -0.95 | - | 17,400 | -11,600 | 5,94,500 |
| 4 Jul | 285.80 | 4.5 | - | 8,700 | -8,700 | 6,06,100 | |
| 3 Jul | 287.65 | 3.6 | - | 23,200 | -20,300 | 6,14,800 | |
| 2 Jul | 284.45 | 5.4 | - | 14,500 | -17,400 | 6,38,000 | |
| 1 Jul | 283.00 | 5.55 | - | 1,42,100 | -1,45,000 | 6,55,400 | |
| 28 Jun | 293.57 | 4.2 | - | 32,94,400 | 6,20,600 | 8,00,400 | |
| 27 Jun | 293.23 | 8 | - | 5,800 | -2,900 | 1,79,800 | |
| 26 Jun | 262.62 | 18.3 | - | 2,29,100 | 1,82,700 | 1,82,700 | |
For THE INDIA CEMENTS LIMITED - strike price 270 expiring on 25JUL2024
Delta for 270 PE is -
Historical price for 270 PE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 3.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -11600 which decreased total open position to 594500
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -8700 which decreased total open position to 606100
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -20300 which decreased total open position to 614800
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -17400 which decreased total open position to 638000
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -145000 which decreased total open position to 655400
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 620600 which increased total open position to 800400
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 179800
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 182700 which increased total open position to 182700