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Futures & Options Analysis of Ambuja Cements (AMBUJACEM)

Futures & Options of Ambuja Cements Ltd.

Near Expiry date30/07/2020 Lot Size 3000
Stock Close Price 198.45Trade Date 13/07/2020
Futures Summary
Closing Price199.15 Premium/Discount 0.700
Previous Close 197.85 Change % 0.657
Futures OI 18255.00 K Change % -1.66
Futures Contracts 2711.00 Change % -4.88
Call Summary
Max Traded Strike Price200.00 Contracts 883.00
Cumulative Call OI3897.00 K % Change 7.53
Put Summary
Max Traded Strike Price190.00 Contracts 129.00
Cumulative Put OI1422.00 K % Change 0.211

Put Call Ratio - 30/07/2020

Put Open Interest1422.00 K
Call Open Interest3897.00 K
PCR Open Interest0.365
PCR OI ReadingStrong Bullish
Put Contracts Traded269.00
Call Contracts Traded2390.00
PCR Volume0.113
PCR Vol ReadingStrong Bullish
Put Call Ratio AMBUJACEM ...

Pivot Point support & Resistance of Future Price

Expiry date Current Price Future Price Pivot Point Support1 Support 2 Support 3 Resistance 1 Resistance 2 Resistance 3 Traded Lots
30-Jul-20 198.45 199.15 198.03 195.72 192.28 189.97 201.47 203.78 207.22 2711
27-Aug-20 198.45 199.75 198.62 197.13 194.52 193.03 201.23 202.72 205.33 35
24-Sep-20 198.45 199.25 199.25 199.25 199.25 199.25 199.25 199.25 199.25 2

Snapshot of Future Trades of Ambuja Cements Ltd.

Expiry date/
Lot Size
Premium/
Discount
Close/
Previous Close
Price Change/
In %
Open Interest/
Previous OI
OI Change/
OI Change %
Contracts/
Previous
Contract Change/
In %
Turn Over/
Previous day (in lacs)
30/07/2020 /
3000
0.700 199.15 /
197.85
1.30 /
0.657
18255.00 K /
18564.00 K
-309000.00 /
-1.66
2711 /
2850
-139.0 /
-4.88
16108.79 /
17130.20
27/08/2020 /
3000
1.30 199.75 /
198.15
1.60 /
0.807
150.00 K /
129.00 K
21000.00 /
16.28
35 /
27
8.0 /
29.63
208.37 /
162.19
24/09/2020 /
3000
0.800 199.25 /
188.45
10.80 /
5.73
6000.00 /
0
6000.00 /
2 /
0
2.0 /
11.95 /
0


Detailed Option Chain with Implied Vol And Greeks

Snapshot Call Option of Ambuja Cements Ltd.

Expiry date 30/07/2020 27/08/2020 24/09/2020
Lot Size 3000 3000 3000
Max Traded Strike Price/
Contracts
200.00 /
883
0 /
0
0 /
0
Previous Day Max Traded Strike Price/
Contracts
205.00 /
471
220.00 /
1
0 /
0
Total Call Contracts/
Previous
2390 /
1732
0 /
2
0 /
0
Contract Change/
In %
658.00/
37.99
-2.00/
-100.00
NA
Total Call Open Interest/
Previous
3897000 /
3624000
0 /
45000
0 /
0
OI Change/
In %
273000.00/
7.53
-45000.00/
-100.00
NA
Turn Over/
Previous day
15112.00 /
11083.00
15112.00 /
11083.00
15112.00 /
11083.00

Snapshot Put Option of Ambuja Cements Ltd.

Expiry date 30/07/2020 27/08/2020 24/09/2020
Lot Size 3000 3000 3000
Max Traded Strike Price/
Contracts
190.00 /
129
0 /
0
0 /
0
Previous Day Max Traded Strike Price/
Contracts
200.00 /
114
0 /
0
0 /
0
Total Put Contracts/
Previous
269 /
437
0 /
0
0 /
0
Contract Change/
In %
-168.00/
-38.44
NA NA
Total Put Open Interest/
Previous
1422000 /
1419000
0 /
0
0 /
0
OI Change/
In %
3000.00/
0.211
NA NA
Turn Over/
Previous day
1573.00 /
2597.00
1573.00 /
2597.00
1573.00 /
2597.00

Call Option chain of Ambuja Cements Ltd. for Expiry Date 30/07/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
185.00 13.70 /13.70 /13.70 13.70 -3.30/ -19.41 % 30.00 K/ 0.000 1/NA 6.00
190.00 12.20 /13.35 /9.70 13.35 1.30/ 10.79 % 270.00 K/ -6000.000 13/ 116.67 % 79.00
192.50 10.05 /11.15 /8.45 11.15 -0.200/ -1.76 % 15.00 K/ -3000.000 5/ 66.67 % 30.00
195.00 9.30 /10.90 /7.20 10.25 0.750/ 7.89 % 114.00 K/ 0.000 48/ 41.18 % 293.00
197.50 8.05 /9.45 /6.15 9.10 0.250/ 2.82 % 36.00 K/ 3000.00 23/ 130.00 % 142.00
200.00 7.55 /8.40 /5.15 7.80 0.450/ 6.12 % 771.00 K/ 45000.00 883/ 101.60 % 5488.00
202.50 5.85 /7.25 /4.45 6.65 0.300/ 4.72 % 60.00 K/ 9000.00 32/ 6.67 % 200.00
205.00 5.70 /6.30 /3.70 5.75 0.350/ 6.48 % 957.00 K/ 36000.00 639/ 35.67 % 4030.00
207.50 3.15 /4.70 /3.15 4.70 -0.050/ -1.05 % 27.00 K/ 3000.00 7/ 600.00 % 44.00
210.00 3.90 /4.55 /2.55 4.15 0.200/ 5.06 % 705.00 K/ 99000.00 518/ 10.21 % 3323.00
212.50 3.40 /3.40 /2.30 3.40 0.100/ 3.03 % 57.00 K/ -6000.000 8/ -65.22 % 52.00
215.00 2.80 /3.25 /1.70 2.90 0.100/ 3.57 % 150.00 K/ 3000.00 52/ -13.33 % 340.00
220.00 1.95 /2.20 /1.15 2.05 0.100/ 5.13 % 315.00 K/ 18000.00 100/ -13.04 % 666.00
225.00 1.35 /1.60 /0.750 1.50 0.200/ 15.38 % 153.00 K/ -3000.000 29/ -6.45 % 197.00
230.00 0.800 /1.05 /0.600 0.850 NA 222.00 K/ 15000.00 28/ -33.33 % 194.00
235.00 0.500 /0.750 /0.500 0.750 -0.150/ -16.67 % 12.00 K/ 9000.00 3/ 200.00 % 21.00
240.00 0.400 /0.400 /0.400 0.400 NA 3000.00/ 0.000 1/NA 7.00

Put Option chain of Ambuja Cements Ltd. for Expiry Date 30/07/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
170.00 0.400 /0.900 /0.400 0.800 -0.100/ -11.11 % 177.00 K/ -3000.000 5/ -68.75 % 26.00
175.00 0.900 /0.900 /0.900 0.900 -1.50/ -62.50 % 12.00 K/ 0.000 1/NA 5.00
177.50 1.50 /1.50 /1.35 1.35 -0.250/ -15.62 % 15.00 K/ 3000.00 2/ 100.00 % 11.00
180.00 2.30 /2.30 /1.60 1.75 -0.450/ -20.45 % 324.00 K/ 9000.00 31/ -6.06 % 169.00
185.00 3.20 /3.35 /2.55 2.70 -0.800/ -22.86 % 171.00 K/ -9000.000 20/ -42.86 % 113.00
190.00 5.00 /5.10 /3.80 4.20 -0.850/ -16.83 % 333.00 K/ -24000.000 129/ 27.72 % 752.00
192.50 5.65 /6.15 /4.80 5.15 -0.950/ -15.57 % 36.00 K/ 3000.00 17/ 142.86 % 101.00
195.00 6.60 /7.50 /5.90 6.10 -0.950/ -13.48 % 141.00 K/ 3000.00 24/ -78.76 % 145.00
197.50 8.00 /8.95 /7.00 7.30 -1.05/ -12.57 % 24.00 K/ 6000.00 7/ -41.67 % 43.00
200.00 9.70 /10.05 /8.20 8.50 -1.05/ -10.99 % 159.00 K/ 15000.00 26/ -77.19 % 163.00
202.50 10.90 /11.60 /9.60 9.60 -0.450/ -4.48 % 12.00 K/ -3000.000 3/ 50.00 % 19.00
205.00 12.65 /12.65 /11.40 11.80 -0.600/ -4.84 % 18.00 K/ 3000.00 4/ 100.00 % 26.00


Call Option chain of Ambuja Cements Ltd. for Expiry Date 27/08/2020 was not traded on trading date 2020-07-13 00:00:00.0
Put Option chain of Ambuja Cements Ltd. for Expiry Date 27/08/2020 was not traded on trading date 2020-07-13 00:00:00.0
Call Option chain of Ambuja Cements Ltd. for Expiry Date 24/09/2020 was not traded on trading date 2020-07-13 00:00:00.0
Put Option chain of Ambuja Cements Ltd. for Expiry Date 24/09/2020 was not traded on trading date 2020-07-13 00:00:00.0

( Intraday Analysis is on Real Time Data (Updated every 5 Mins). All Other analysis is based on End of Trade day's Value. Expected time of update is between 5 to 5.30 PM exchange time Zone)


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