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 | 9.15 | 1.95 | - | 2,900 | -5,800 | 4,75,600 | |||
| 4 Jul | 285.80 | 7.2 | - | 5,800 | -2,900 | 4,81,400 | ||||
| 3 Jul | 287.65 | 10.2 | - | 31,900 | -29,000 | 4,84,300 | ||||
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| 2 Jul | 284.45 | 9.45 | - | 11,600 | -17,400 | 5,16,200 | ||||
| 1 Jul | 283.00 | 9 | - | 63,800 | -46,400 | 5,33,600 | ||||
| 28 Jun | 293.57 | 13.75 | - | 22,56,200 | 5,80,000 | 5,80,000 | ||||
| 27 Jun | 293.23 | 0.5 | - | 0 | 0 | 0 | ||||
| 26 Jun | 262.62 | 0.5 | - | 0 | 0 | 0 | ||||
For THE INDIA CEMENTS LIMITED - strike price 295 expiring on 25JUL2024
Delta for 295 CE is -
Historical price for 295 CE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 9.15, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 475600
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 481400
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -29000 which decreased total open position to 484300
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -17400 which decreased total open position to 516200
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by -46400 which decreased total open position to 533600
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 580000 which increased total open position to 580000
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 0.5, 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 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 15 | 0.00 | - | 0 | -5,800 | 0 |
| 4 Jul | 285.80 | 15 | - | 0 | -5,800 | 0 | |
| 3 Jul | 287.65 | 15 | - | 8,700 | -5,800 | 1,18,900 | |
| 2 Jul | 284.45 | 15.15 | - | 5,800 | -8,700 | 1,27,600 | |
| 1 Jul | 283.00 | 14.4 | - | 55,100 | -40,600 | 1,36,300 | |
| 28 Jun | 293.57 | 12.2 | - | 16,29,800 | 1,76,900 | 1,76,900 | |
| 27 Jun | 293.23 | 87.35 | - | 0 | 0 | 0 | |
| 26 Jun | 262.62 | 0 | - | 0 | 0 | 0 | |
For THE INDIA CEMENTS LIMITED - strike price 295 expiring on 25JUL2024
Delta for 295 PE is -
Historical price for 295 PE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 0
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 0
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 118900
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 15.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -8700 which decreased total open position to 127600
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -40600 which decreased total open position to 136300
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 12.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 176900 which increased total open position to 176900
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 87.35, 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 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0