Historical option data for AMBUJACEM
22 Jun 2026 01:17 PM IST
| AMBUJACEM 28-Jul-2026 (36d) 430 CE | ||||||||||||||||
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Delta: 0.5
Vega: 0.01
Theta: -0.26
Gamma: 0.00915
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 426.00 | 16.5 | 0.5 (3.13%) | 32.43 | 96 | 69 | 212 | |||||||||
| 19 Jun | 423.95 | 15.65 | -3.35 (-17.63%) | 30.47 | 112 | 61 | 144 | |||||||||
| 18 Jun | 430.00 | 21 | 4 (23.53%) | 32.12 | 50 | 1 | 82 | |||||||||
| 17 Jun | 426.45 | 17 | 0 (0.00%) | 30.66 | 90 | 70 | 80 | |||||||||
| 16 Jun | 426.05 | 16.3 | -2.7 (-14.21%) | 30.08 | 4 | 2 | 9 | |||||||||
| 15 Jun | 428.85 | 18.8 | -1.2 (-6.00%) | 30.26 | 6 | 4 | 5 | |||||||||
| 12 Jun | 423.10 | 20 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 406.05 | 20 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 409.80 | 20 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 416.00 | 20 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 415.30 | 20 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 417.55 | 20 | 0 (0.00%) | 30.4 | 1 | 0 | 1 | |||||||||
| 4 Jun | 426.35 | 20 | -32 (-61.54%) | 30.4 | 1 | 0 | 0 | |||||||||
| 11 May | 436.20 | 0 | 0 | - | 0 | 8.75 | 8.75 | |||||||||
| 7 May | 450.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 446.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 433.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 445.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 430 expiring on 28JUL2026
Delta for 430 CE is 0.5
Historical price for 430 CE is as follows
On 22 Jun AMBUJACEM was trading at 426.00. The strike last trading price was 16.5, which was 0.5 higher than the previous day. The implied volatity was 32.43, the open interest changed by 69 which increased total open position to 212
On 19 Jun AMBUJACEM was trading at 423.95. The strike last trading price was 15.65, which was -3.35 lower than the previous day. The implied volatity was 30.47, the open interest changed by 61 which increased total open position to 144
On 18 Jun AMBUJACEM was trading at 430.00. The strike last trading price was 21, which was 4 higher than the previous day. The implied volatity was 32.12, the open interest changed by 1 which increased total open position to 82
On 17 Jun AMBUJACEM was trading at 426.45. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 30.66, the open interest changed by 70 which increased total open position to 80
On 16 Jun AMBUJACEM was trading at 426.05. The strike last trading price was 16.3, which was -2.7 lower than the previous day. The implied volatity was 30.08, the open interest changed by 2 which increased total open position to 9
On 15 Jun AMBUJACEM was trading at 428.85. The strike last trading price was 18.8, which was -1.2 lower than the previous day. The implied volatity was 30.26, the open interest changed by 4 which increased total open position to 5
On 12 Jun AMBUJACEM was trading at 423.10. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun AMBUJACEM was trading at 406.05. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun AMBUJACEM was trading at 409.80. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 30.4, the open interest changed by 0 which decreased total open position to 1
On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 20, which was -32 lower than the previous day. The implied volatity was 30.4, the open interest changed by 0 which decreased total open position to 0
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 0, 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 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 0, 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 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 0, 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 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 0, 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-Jul-2026 (36d) 430 PE | |||||||
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Delta: -0.51
Vega: 0.01
Theta: -0.18
Gamma: 0.01009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 426.00 | 17.15 | -0.5 (-2.83%) | 29.45 | 74 | 46 | 62 |
| 19 Jun | 423.95 | 17.6 | 2.6 (17.33%) | 28.55 | 15 | 7 | 14 |
| 18 Jun | 430.00 | 15 | 0.7 (4.90%) | 26.25 | 2 | 0 | 7 |
| 17 Jun | 426.45 | 14.3 | 14.3 | - | 5 | 0 | 7 |
| 16 Jun | 426.05 | 14.3 | 14.3 (-40.91%) | 27.31 | 5 | 0 | 7 |
| 15 Jun | 428.85 | 14.3 | -9.9 (-40.91%) | 27.31 | 5 | 3 | 7 |
| 12 Jun | 423.10 | 24.2 | 24.2 | - | 5 | 0 | 4 |
| 11 Jun | 406.05 | 24.2 | 24.2 | - | 5 | 0 | 4 |
| 10 Jun | 409.80 | 24.2 | 24.2 (30.81%) | 30.25 | 5 | 0 | 4 |
| 9 Jun | 416.00 | 24.2 | 5.7 (30.81%) | 30.25 | 5 | -1 | 3 |
| 8 Jun | 415.30 | 18.5 | 18.5 | - | 5 | 0 | 4 |
| 5 Jun | 417.55 | 18.5 | 18.5 (7.56%) | 28.52 | 5 | 0 | 4 |
| 4 Jun | 426.35 | 18.5 | 1.3 (7.56%) | 28.52 | 5 | 4 | 4 |
| 11 May | 436.20 | 0 | 0 | - | 0 | 8.75 | 8.75 |
| 7 May | 450.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 446.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 433.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 445.30 | 0 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 430 expiring on 28JUL2026
Delta for 430 PE is -0.51
Historical price for 430 PE is as follows
On 22 Jun AMBUJACEM was trading at 426.00. The strike last trading price was 17.15, which was -0.5 lower than the previous day. The implied volatity was 29.45, the open interest changed by 46 which increased total open position to 62
On 19 Jun AMBUJACEM was trading at 423.95. The strike last trading price was 17.6, which was 2.6 higher than the previous day. The implied volatity was 28.55, the open interest changed by 7 which increased total open position to 14
On 18 Jun AMBUJACEM was trading at 430.00. The strike last trading price was 15, which was 0.7 higher than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 7
On 17 Jun AMBUJACEM was trading at 426.45. The strike last trading price was 14.3, which was 14.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Jun AMBUJACEM was trading at 426.05. The strike last trading price was 14.3, which was 14.3 higher than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 7
On 15 Jun AMBUJACEM was trading at 428.85. The strike last trading price was 14.3, which was -9.9 lower than the previous day. The implied volatity was 27.31, the open interest changed by 3 which increased total open position to 7
On 12 Jun AMBUJACEM was trading at 423.10. The strike last trading price was 24.2, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun AMBUJACEM was trading at 406.05. The strike last trading price was 24.2, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun AMBUJACEM was trading at 409.80. The strike last trading price was 24.2, which was 24.2 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 4
On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 24.2, which was 5.7 higher than the previous day. The implied volatity was 30.25, the open interest changed by -1 which decreased total open position to 3
On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 18.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 18.5, which was 18.5 higher than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 4
On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 18.5, which was 1.3 higher than the previous day. The implied volatity was 28.52, the open interest changed by 4 which increased total open position to 4
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 0, 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 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 0, 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 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 0, 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 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 0, 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
