AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
02 Apr 2026 03:55 PM IST
| AMBUJACEM 28-Apr-2026 (26d) 425 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.44
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 418.45 | 13.05 | -1.2 | 34.52 | 197 | -11 | 255 | |||||||||
| 1 Apr | 420.35 | 15 | 6.55 | 32.63 | 279 | 40 | 269 | |||||||||
| 30 Mar | 401.25 | 8.3 | -4.35 | 35.67 | 209 | 97 | 229 | |||||||||
| 27 Mar | 408.85 | 12.6 | -4.8 | 37.29 | 74 | 19 | 132 | |||||||||
| 25 Mar | 421.80 | 17.05 | 4.8 | 31.63 | 213 | 103 | 112 | |||||||||
| 24 Mar | 407.55 | 12.25 | -5.75 | 33.13 | 14 | 2 | 8 | |||||||||
| 23 Mar | 395.35 | 18 | -4.45 | - | 0 | 0 | 6 | |||||||||
| 20 Mar | 420.55 | 18 | -4.45 | 32.06 | 7 | 2 | 3 | |||||||||
| 19 Mar | 419.95 | 22.45 | -73.65 | 39 | 1 | 0 | 0 | |||||||||
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| 18 Mar | 441.25 | 96.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 434.20 | 96.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 429.00 | 96.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 425.35 | 96.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 446.45 | 96.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 457.80 | 96.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 462.10 | 96.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 451.95 | 96.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 425 expiring on 28APR2026
Delta for 425 CE is 0.47
Historical price for 425 CE is as follows
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 13.05, which was -1.2 lower than the previous day. The implied volatity was 34.52, the open interest changed by -11 which decreased total open position to 255
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 15, which was 6.55 higher than the previous day. The implied volatity was 32.63, the open interest changed by 40 which increased total open position to 269
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 8.3, which was -4.35 lower than the previous day. The implied volatity was 35.67, the open interest changed by 97 which increased total open position to 229
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 12.6, which was -4.8 lower than the previous day. The implied volatity was 37.29, the open interest changed by 19 which increased total open position to 132
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 17.05, which was 4.8 higher than the previous day. The implied volatity was 31.63, the open interest changed by 103 which increased total open position to 112
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 12.25, which was -5.75 lower than the previous day. The implied volatity was 33.13, the open interest changed by 2 which increased total open position to 8
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 18, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 18, which was -4.45 lower than the previous day. The implied volatity was 32.06, the open interest changed by 2 which increased total open position to 3
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 22.45, which was -73.65 lower than the previous day. The implied volatity was 39, the open interest changed by 0 which decreased total open position to 0
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 96.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 28-Apr-2026 (26d) 425 PE | |||||||
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Delta: -0.53
Vega: 0.44
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 418.45 | 19.6 | 2.4 | 38.06 | 101 | -16 | 143 |
| 1 Apr | 420.35 | 17.2 | -13.3 | 37.73 | 293 | 40 | 158 |
| 30 Mar | 401.25 | 30.25 | 6.35 | 39.69 | 72 | 54 | 117 |
| 27 Mar | 408.85 | 23.9 | 6.65 | 34.22 | 5 | -1 | 63 |
| 25 Mar | 421.80 | 17.2 | -11.9 | 35.03 | 84 | 51 | 64 |
| 24 Mar | 407.55 | 29.1 | 11.55 | - | 0 | 0 | 13 |
| 23 Mar | 395.35 | 29.1 | 11.55 | 28.42 | 2 | -1 | 13 |
| 20 Mar | 420.55 | 17.55 | -0.05 | - | 0 | 0 | 14 |
| 19 Mar | 419.95 | 17.55 | -0.05 | 32.93 | 1 | 0 | 13 |
| 18 Mar | 441.25 | 18 | 2.25 | - | 0 | 0 | 13 |
| 17 Mar | 434.20 | 18 | 2.25 | - | 9 | 0 | 13 |
| 16 Mar | 429.00 | 18 | 2.25 | 37.5 | 9 | 6 | 12 |
| 13 Mar | 425.35 | 15.75 | 10.75 | 30.26 | 7 | 4 | 6 |
| 12 Mar | 446.45 | 5 | 3.25 | - | 0 | 0 | 0 |
| 11 Mar | 457.80 | 5 | 3.25 | - | 0 | 0 | 2 |
| 10 Mar | 462.10 | 5 | 3.25 | 30.23 | 2 | 0 | 0 |
| 9 Mar | 451.95 | 1.75 | 0 | 5.97 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 425 expiring on 28APR2026
Delta for 425 PE is -0.53
Historical price for 425 PE is as follows
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 19.6, which was 2.4 higher than the previous day. The implied volatity was 38.06, the open interest changed by -16 which decreased total open position to 143
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 17.2, which was -13.3 lower than the previous day. The implied volatity was 37.73, the open interest changed by 40 which increased total open position to 158
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 30.25, which was 6.35 higher than the previous day. The implied volatity was 39.69, the open interest changed by 54 which increased total open position to 117
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 23.9, which was 6.65 higher than the previous day. The implied volatity was 34.22, the open interest changed by -1 which decreased total open position to 63
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 17.2, which was -11.9 lower than the previous day. The implied volatity was 35.03, the open interest changed by 51 which increased total open position to 64
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 29.1, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 29.1, which was 11.55 higher than the previous day. The implied volatity was 28.42, the open interest changed by -1 which decreased total open position to 13
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 17.55, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 17.55, which was -0.05 lower than the previous day. The implied volatity was 32.93, the open interest changed by 0 which decreased total open position to 13
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 18, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 18, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 18, which was 2.25 higher than the previous day. The implied volatity was 37.5, the open interest changed by 6 which increased total open position to 12
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 15.75, which was 10.75 higher than the previous day. The implied volatity was 30.26, the open interest changed by 4 which increased total open position to 6
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 5, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 5, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 5, which was 3.25 higher than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 0
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
