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[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

549.9 1.20 (0.22%)

Option Chain for AMBUJACEM

28 Apr 2025 11:15 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 900

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 59.50 0.00 440 0.50 1.25 46.49 7 0 2 -0.04
- 0 0 0 - 107.75 0.00 445 0.00 1.80 0.00 0 9 0 0.00
- 0 0 0 - 53.70 0.00 450 0.05 1.90 0.00 0 23 0 0.00
- 0 0 0 - 99.25 0.00 455 0.00 1.90 0.00 0 1 0 0.00
- 0 0 0 - 48.25 0.00 460 -0.50 1.80 42.57 9 -1 38 -0.06
- 0 0 0 - 91.05 0.00 465 0.00 2.60 0.00 0 15 0 0.00
- 0 0 0 - 43.25 0.00 470 -0.55 2.45 41.64 17 -2 38 -0.08
- 0 0 0 - 83.15 0.00 475 0.00 3.40 0.00 0 29 0 0.00
0.00 0 0 0 0.00 104.60 0.00 480 -0.75 3.10 40.01 22 6 59 -0.10
- 0 0 0 - 75.65 0.00 485 0.00 11.80 11.53 0 0 0 -0.00
- 0 0 0 - 34.35 0.00 490 -0.75 4.20 39.22 5 3 90 -0.13
- 0 0 0 - 68.55 0.00 495 -1.00 4.70 38.14 10 9 25 -0.14
0.87 22 0 5 33.55 58.10 0.00 500 -1.20 5.50 38.14 164 17 276 -0.16
- 0 0 0 - 61.80 0.00 505 0.00 7.20 0.00 0 9 0 0.00
0.82 4 0 4 33.58 50.00 -14.00 510 -1.45 7.25 37.29 52 -4 77 -0.20
- 0 0 0 - 55.50 0.00 515 -0.90 8.50 37.02 26 -5 6 -0.23
0.77 23 2 11 32.24 41.80 0.90 520 -1.40 9.70 36.94 132 -28 156 -0.26
0.73 12 0 2 32.00 37.65 1.35 525 -1.50 10.95 36.12 21 0 67 -0.29
0.70 21 3 12 32.58 35.00 0.95 530 -1.60 12.60 36.40 138 49 126 -0.31
0.66 4 0 2 31.92 31.00 -1.40 535 -1.95 14.20 35.65 13 4 63 -0.35
0.63 33 2 12 32.66 28.80 1.05 540 -2.30 15.95 35.60 146 20 189 -0.38
0.59 19 0 12 33.38 26.05 0.75 545 -2.25 18.25 35.43 20 3 89 -0.42
0.56 308 38 275 32.11 22.95 0.05 550 -2.00 20.70 35.59 217 -1 644 -0.45
0.51 43 -7 48 32.40 20.35 0.10 555 -2.85 22.60 34.61 23 3 69 -0.49
0.48 574 64 268 31.89 18.05 -0.10 560 -3.00 24.85 34.41 120 9 280 -0.52
0.44 51 13 45 32.85 16.30 0.35 565 0.25 31.15 0.00 0 12 0 0.00
0.40 380 -3 141 31.87 13.85 -0.40 570 -2.15 31.25 34.60 18 3 234 -0.59
0.36 192 10 51 32.08 12.20 -0.20 575 -3.05 34.30 34.45 2 0 130 -0.62
0.33 1,330 -3 251 31.97 10.55 -0.25 580 -0.15 40.60 0.00 0 -14 0 0.00
0.30 280 5 24 32.17 9.30 -0.25 585 0.00 44.45 0.00 0 5 0 0.00
0.27 327 22 75 32.03 7.95 0.00 590 -3.55 45.00 34.67 1 0 140 -0.72
0.24 38 -2 12 31.78 6.75 -0.05 595 0.00 27.00 0.00 0 0 0 0.00
0.21 1,173 56 270 31.77 5.75 -0.10 600 -1.30 52.80 34.92 6 -4 722 -0.77
0.17 32 -1 4 30.65 4.45 -0.50 605 3.45 59.45 40.52 5 0 19 -0.75
0.16 303 -9 55 31.49 4.05 -0.20 610 0.00 49.75 0.00 0 1 0 0.00
0.00 0 61 0 0.00 3.45 0.00 615 0.00 79.60 - 0 0 0 -
0.12 805 18 68 31.28 2.80 -0.20 620 0.00 71.00 0.00 0 -3 0 0.00
0.00 0 62 0 0.00 2.55 0.00 625 0.00 87.35 - 0 0 0 -
0.09 813 33 102 31.32 1.95 -0.05 630 0.70 58.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 635 0.00 0.00 0.00 0 0 0 0.00
0.06 371 2 19 30.65 1.20 -0.30 640 0.00 71.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 645 0.00 0.00 0.00 0 0 0 0.00
0.05 225 3 45 31.67 0.95 -0.15 650 0.00 75.45 0.00 0 0 0 0.00
7,383 3,539
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.