INDIACEM
THE INDIA CEMENTS LIMITED
Historical option data for INDIACEM
05 Jul 2024 04:12 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 284.60 | 6.5 | -2.50 | - | 8,700 | -8,700 | 44,63,100 | |||
|
|
||||||||||
| 4 Jul | 285.80 | 9 | - | 1,30,500 | -1,30,500 | 44,71,800 | ||||
| 3 Jul | 287.65 | 7.85 | - | 1,30,500 | -1,24,700 | 46,02,300 | ||||
| 2 Jul | 284.45 | 7.65 | - | 1,42,100 | -1,30,500 | 47,29,900 | ||||
| 1 Jul | 283.00 | 8.05 | - | 3,24,800 | -3,10,300 | 48,60,400 | ||||
| 28 Jun | 293.57 | 11.6 | - | 3,50,29,100 | 47,12,500 | 51,70,700 | ||||
| 27 Jun | 293.23 | 13.5 | - | 6,55,400 | -1,47,900 | 4,58,200 | ||||
| 26 Jun | 262.62 | 4.75 | - | 11,71,600 | 5,97,400 | 5,97,400 | ||||
For THE INDIA CEMENTS LIMITED - strike price 300 expiring on 25JUL2024
Delta for 300 CE is -
Historical price for 300 CE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 6.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -8700 which decreased total open position to 4463100
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by -130500 which decreased total open position to 4471800
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -124700 which decreased total open position to 4602300
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -130500 which decreased total open position to 4729900
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -310300 which decreased total open position to 4860400
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4712500 which increased total open position to 5170700
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 13.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -147900 which decreased total open position to 458200
On 26 Jun INDIACEM was trading at 262.62. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 597400 which increased total open position to 597400
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 284.60 | 12.6 | 0.00 | - | 0 | -5,800 | 0 |
| 4 Jul | 285.80 | 12.6 | - | 5,800 | -5,800 | 16,64,600 | |
| 3 Jul | 287.65 | 12.6 | - | 8,700 | -5,800 | 16,70,400 | |
| 2 Jul | 284.45 | 16.25 | - | 17,400 | -14,500 | 16,79,100 | |
| 1 Jul | 283.00 | 14 | - | 72,500 | -66,700 | 16,93,600 | |
| 28 Jun | 293.57 | 14.4 | - | 71,31,100 | 17,60,300 | 17,60,300 | |
| 27 Jun | 293.23 | 81.95 | - | 0 | 0 | 0 | |
| 26 Jun | 262.62 | 0 | - | 0 | 0 | 0 | |
For THE INDIA CEMENTS LIMITED - strike price 300 expiring on 25JUL2024
Delta for 300 PE is -
Historical price for 300 PE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 12.6, 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 12.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 1664600
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 12.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 1670400
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -14500 which decreased total open position to 1679100
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 14, which was lower than the previous day. The implied volatity was -, the open interest changed by -66700 which decreased total open position to 1693600
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1760300 which increased total open position to 1760300
On 27 Jun INDIACEM was trading at 293.23. The strike last trading price was 81.95, 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