AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
30 Mar 2026 04:10 PM IST
| AMBUJACEM 28-Apr-2026 (28d) 430 CE | ||||||||||||||||
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Delta: 0.29
Vega: 0.39
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 401.25 | 7.1 | -3.55 | 36.09 | 418 | 43 | 447 | |||||||||
| 27 Mar | 408.85 | 10.75 | -4.35 | 37.04 | 298 | 117 | 400 | |||||||||
| 25 Mar | 421.80 | 15 | 5 | 32.2 | 531 | 86 | 282 | |||||||||
| 24 Mar | 407.55 | 10.4 | 1.65 | 33 | 156 | 44 | 196 | |||||||||
| 23 Mar | 395.35 | 8.95 | -6.4 | 38.8 | 167 | 17 | 151 | |||||||||
| 20 Mar | 420.55 | 15.4 | -0.2 | 31.51 | 83 | 8 | 134 | |||||||||
| 19 Mar | 419.95 | 16.3 | -10.7 | 32.11 | 208 | 113 | 125 | |||||||||
| 18 Mar | 441.25 | 27 | 2.7 | 31.11 | 3 | 0 | 12 | |||||||||
| 17 Mar | 434.20 | 24 | 0.8 | 33.69 | 59 | -3 | 12 | |||||||||
| 16 Mar | 429.00 | 23.3 | -0.3 | 37.27 | 12 | 7 | 11 | |||||||||
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| 13 Mar | 425.35 | 23.6 | -11.4 | 39.33 | 2 | 0 | 0 | |||||||||
| 12 Mar | 446.45 | 35 | -13 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 457.80 | 35 | -13 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 462.10 | 35 | -13 | - | 2 | 0 | 2 | |||||||||
| 9 Mar | 451.95 | 35 | -13 | 27.45 | 2 | 0 | 2 | |||||||||
| 6 Mar | 466.75 | 48 | -63.3 | - | 0 | 0 | 2 | |||||||||
| 5 Mar | 480.00 | 48 | -63.3 | 12.19 | 2 | 1 | 1 | |||||||||
For Ambuja Cements Ltd - strike price 430 expiring on 28APR2026
Delta for 430 CE is 0.29
Historical price for 430 CE is as follows
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 7.1, which was -3.55 lower than the previous day. The implied volatity was 36.09, the open interest changed by 43 which increased total open position to 447
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 10.75, which was -4.35 lower than the previous day. The implied volatity was 37.04, the open interest changed by 117 which increased total open position to 400
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 15, which was 5 higher than the previous day. The implied volatity was 32.2, the open interest changed by 86 which increased total open position to 282
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 10.4, which was 1.65 higher than the previous day. The implied volatity was 33, the open interest changed by 44 which increased total open position to 196
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 8.95, which was -6.4 lower than the previous day. The implied volatity was 38.8, the open interest changed by 17 which increased total open position to 151
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 15.4, which was -0.2 lower than the previous day. The implied volatity was 31.51, the open interest changed by 8 which increased total open position to 134
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 16.3, which was -10.7 lower than the previous day. The implied volatity was 32.11, the open interest changed by 113 which increased total open position to 125
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 27, which was 2.7 higher than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 12
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 24, which was 0.8 higher than the previous day. The implied volatity was 33.69, the open interest changed by -3 which decreased total open position to 12
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 23.3, which was -0.3 lower than the previous day. The implied volatity was 37.27, the open interest changed by 7 which increased total open position to 11
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 23.6, which was -11.4 lower than the previous day. The implied volatity was 39.33, 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 35, which was -13 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 35, which was -13 lower 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 35, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 35, which was -13 lower than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 2
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 48, which was -63.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 48, which was -63.3 lower than the previous day. The implied volatity was 12.19, the open interest changed by 1 which increased total open position to 1
| AMBUJACEM 28-Apr-2026 (28d) 430 PE | |||||||
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Delta: -0.69
Vega: 0.4
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 401.25 | 33.6 | 4.45 | 39.28 | 73 | 44 | 233 |
| 27 Mar | 408.85 | 29.15 | 9.6 | 38.57 | 94 | 54 | 190 |
| 25 Mar | 421.80 | 19.7 | -7.3 | 34.8 | 96 | 68 | 135 |
| 24 Mar | 407.55 | 27 | -12.5 | 35.28 | 44 | 15 | 67 |
| 23 Mar | 395.35 | 39.3 | 21.3 | 43.43 | 18 | -1 | 53 |
| 20 Mar | 420.55 | 18 | -3.85 | 28.72 | 8 | 0 | 55 |
| 19 Mar | 419.95 | 21.85 | 10.9 | 35.95 | 94 | 45 | 65 |
| 18 Mar | 441.25 | 10.95 | -4.25 | 30.66 | 15 | 13 | 21 |
| 17 Mar | 434.20 | 15.5 | -2.35 | 33.38 | 12 | 5 | 8 |
| 16 Mar | 429.00 | 17.85 | 15.4 | 33.12 | 3 | 0 | 0 |
| 13 Mar | 425.35 | 2.45 | 0 | 0.16 | 0 | 0 | 0 |
| 12 Mar | 446.45 | 2.45 | 0 | 5.01 | 0 | 0 | 0 |
| 11 Mar | 457.80 | 2.45 | 0 | 6.1 | 0 | 0 | 0 |
| 10 Mar | 462.10 | 2.45 | 0 | 6.8 | 0 | 0 | 0 |
| 9 Mar | 451.95 | 2.45 | 0 | 5.1 | 0 | 0 | 0 |
| 6 Mar | 466.75 | 2.45 | 0 | 7.15 | 0 | 0 | 0 |
| 5 Mar | 480.00 | 2.45 | 0 | 9.03 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 430 expiring on 28APR2026
Delta for 430 PE is -0.69
Historical price for 430 PE is as follows
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 33.6, which was 4.45 higher than the previous day. The implied volatity was 39.28, the open interest changed by 44 which increased total open position to 233
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 29.15, which was 9.6 higher than the previous day. The implied volatity was 38.57, the open interest changed by 54 which increased total open position to 190
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 19.7, which was -7.3 lower than the previous day. The implied volatity was 34.8, the open interest changed by 68 which increased total open position to 135
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 27, which was -12.5 lower than the previous day. The implied volatity was 35.28, the open interest changed by 15 which increased total open position to 67
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 39.3, which was 21.3 higher than the previous day. The implied volatity was 43.43, the open interest changed by -1 which decreased total open position to 53
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 18, which was -3.85 lower than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 55
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 21.85, which was 10.9 higher than the previous day. The implied volatity was 35.95, the open interest changed by 45 which increased total open position to 65
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 10.95, which was -4.25 lower than the previous day. The implied volatity was 30.66, the open interest changed by 13 which increased total open position to 21
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 15.5, which was -2.35 lower than the previous day. The implied volatity was 33.38, the open interest changed by 5 which increased total open position to 8
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 17.85, which was 15.4 higher than the previous day. The implied volatity was 33.12, 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 2.45, which was 0 lower than the previous day. The implied volatity was 0.16, 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 2.45, which was 0 lower than the previous day. The implied volatity was 5.01, 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 2.45, which was 0 lower than the previous day. The implied volatity was 6.1, 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 2.45, which was 0 lower than the previous day. The implied volatity was 6.8, 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 2.45, which was 0 lower than the previous day. The implied volatity was 5.1, the open interest changed by 0 which decreased total open position to 0
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0
