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 | 3 | 0.00 | - | 2,900 | -2,900 | 9,19,300 | |||
| 4 Jul | 285.80 | 3 | - | 23,200 | -23,200 | 9,22,200 | ||||
| 3 Jul | 287.65 | 2.45 | - | 58,000 | -55,100 | 9,45,400 | ||||
| 2 Jul | 284.45 | 2.95 | - | 4,14,700 | -4,11,800 | 10,06,300 | ||||
| 1 Jul | 283.00 | 3.85 | - | 1,36,300 | -1,27,600 | 14,18,100 | ||||
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| 28 Jun | 293.57 | 5.7 | - | 1,42,10,000 | 15,45,700 | 15,45,700 | ||||
For THE INDIA CEMENTS LIMITED - strike price 320 expiring on 25JUL2024
Delta for 320 CE is -
Historical price for 320 CE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 919300
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by -23200 which decreased total open position to 922200
On 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -55100 which decreased total open position to 945400
On 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -411800 which decreased total open position to 1006300
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -127600 which decreased total open position to 1418100
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1545700 which increased total open position to 1545700
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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 | 30.5 | 0.00 | - | 2,900 | 3,01,600 | 3,01,600 |
| 4 Jul | 285.80 | 30.5 | - | 0 | 0 | 0 | |
| 3 Jul | 287.65 | 30.5 | - | 0 | 0 | 0 | |
| 2 Jul | 284.45 | 30.5 | - | 0 | 3,04,500 | 0 | |
| 1 Jul | 283.00 | 30.5 | - | 0 | 3,04,500 | 0 | |
| 28 Jun | 293.57 | 30.5 | - | 4,23,400 | 3,04,500 | 3,04,500 | |
For THE INDIA CEMENTS LIMITED - strike price 320 expiring on 25JUL2024
Delta for 320 PE is -
Historical price for 320 PE is as follows
On 5 Jul INDIACEM was trading at 284.60. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 301600 which increased total open position to 301600
On 4 Jul INDIACEM was trading at 285.80. The strike last trading price was 30.5, 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 3 Jul INDIACEM was trading at 287.65. The strike last trading price was 30.5, 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 2 Jul INDIACEM was trading at 284.45. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 304500 which increased total open position to 0
On 1 Jul INDIACEM was trading at 283.00. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 304500 which increased total open position to 0
On 28 Jun INDIACEM was trading at 293.57. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 304500 which increased total open position to 304500