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Historical option data for AMBUJACEM

24 Jun 2026 04:10 PM IST
AMBUJACEM 30-Jun-2026 (6d) 435 CE
Delta: 0.32
Vega: 0
Theta: -0.45
Gamma: 0.02382
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 426.85 3.15 1.15 (57.50%) 26.84 1,663 -144 304
23 Jun 414.85 1.55 -3.45 (-69.00%) 30.95 1,077 66 449
22 Jun 428.00 4.75 0.75 (18.75%) 29.78 937 12 385
19 Jun 423.95 4.4 -2.6 (-37.14%) 27.68 1,324 104 373
18 Jun 430.00 8.4 2.4 (40.00%) 28.79 746 31 268
17 Jun 426.45 5.8 -0.2 (-3.33%) 28.07 478 -48 237
16 Jun 426.05 5.6 -2.4 (-30.00%) 27.83 456 35 287
15 Jun 428.85 7.2 1.2 (20.00%) 29.33 634 -13 252
12 Jun 423.10 6.4 4.4 (220.00%) 27.61 1,103 -163 266
11 Jun 406.05 2.4 -1.6 (-40.00%) 29.42 477 149 428
10 Jun 409.80 3.7 -1.3 (-26.00%) 30.85 212 26 279
9 Jun 416.00 5.3 0.3 (6.00%) 29.94 133 -7 256
8 Jun 415.30 5.05 -2.95 (-36.88%) 31.93 334 -7 261
5 Jun 417.55 7.5 -3.5 (-31.82%) 30.69 394 42 272
4 Jun 426.35 10.6 -1.4 (-11.67%) 29.75 236 -11 233
3 Jun 426.95 11.65 -5.35 (-31.47%) 31.52 694 150 245
2 Jun 439.35 16.6 1.6 (10.67%) 26.94 284 -1 97
1 Jun 434.90 14.85 -8.15 (-35.43%) 28.54 91 23 97
29 May 447.85 22.4 -7.6 (-25.33%) 25.79 42 35 74
27 May 459.75 29.9 4.9 (19.60%) 23.67 43 20 39
26 May 449.70 25 5 (25.00%) 26.95 22 3 20
25 May 441.95 20.5 2.5 (13.89%) 27.28 7 1 17
22 May 436.35 17.45 0.45 (2.65%) 27.19 40 -13 16
21 May 436.45 17.3 -0.7 (-3.89%) 26.44 33 28 30
20 May 430.25 18 0 (0.00%) 30.78 0 0 2
19 May 431.70 18 1 (5.88%) 30.78 2 0 1
18 May 430.15 16.75 -26.25 (-61.05%) 29.65 2 0 0
15 May 433.75 0 -42.95 (-100.00%) - 0 0 0
14 May 443.90 0 -42.95 (-100.00%) 0 0 0 0
13 May 438.40 0 -42.95 (-100.00%) 0 0 0 0
12 May 426.95 0 -42.95 (-100.00%) 0 0 0 0
11 May 436.20 0 -42.95 (-100.00%) 0 0 0 0
8 May 444.30 0 0 - 0 0 0
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
30 Apr 444.20 0 0 - 0 0 0
29 Apr 454.60 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 435 expiring on 30JUN2026

Delta for 435 CE is 0.32

Historical price for 435 CE is as follows

On 24 Jun AMBUJACEM was trading at 426.85. The strike last trading price was 3.15, which was 1.15 higher than the previous day. The implied volatity was 26.84, the open interest changed by -144 which decreased total open position to 304


On 23 Jun AMBUJACEM was trading at 414.85. The strike last trading price was 1.55, which was -3.45 lower than the previous day. The implied volatity was 30.95, the open interest changed by 66 which increased total open position to 449


On 22 Jun AMBUJACEM was trading at 428.00. The strike last trading price was 4.75, which was 0.75 higher than the previous day. The implied volatity was 29.78, the open interest changed by 12 which increased total open position to 385


On 19 Jun AMBUJACEM was trading at 423.95. The strike last trading price was 4.4, which was -2.6 lower than the previous day. The implied volatity was 27.68, the open interest changed by 104 which increased total open position to 373


On 18 Jun AMBUJACEM was trading at 430.00. The strike last trading price was 8.4, which was 2.4 higher than the previous day. The implied volatity was 28.79, the open interest changed by 31 which increased total open position to 268


On 17 Jun AMBUJACEM was trading at 426.45. The strike last trading price was 5.8, which was -0.2 lower than the previous day. The implied volatity was 28.07, the open interest changed by -48 which decreased total open position to 237


On 16 Jun AMBUJACEM was trading at 426.05. The strike last trading price was 5.6, which was -2.4 lower than the previous day. The implied volatity was 27.83, the open interest changed by 35 which increased total open position to 287


On 15 Jun AMBUJACEM was trading at 428.85. The strike last trading price was 7.2, which was 1.2 higher than the previous day. The implied volatity was 29.33, the open interest changed by -13 which decreased total open position to 252


On 12 Jun AMBUJACEM was trading at 423.10. The strike last trading price was 6.4, which was 4.4 higher than the previous day. The implied volatity was 27.61, the open interest changed by -163 which decreased total open position to 266


On 11 Jun AMBUJACEM was trading at 406.05. The strike last trading price was 2.4, which was -1.6 lower than the previous day. The implied volatity was 29.42, the open interest changed by 149 which increased total open position to 428


On 10 Jun AMBUJACEM was trading at 409.80. The strike last trading price was 3.7, which was -1.3 lower than the previous day. The implied volatity was 30.85, the open interest changed by 26 which increased total open position to 279


On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 29.94, the open interest changed by -7 which decreased total open position to 256


On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 5.05, which was -2.95 lower than the previous day. The implied volatity was 31.93, the open interest changed by -7 which decreased total open position to 261


On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 7.5, which was -3.5 lower than the previous day. The implied volatity was 30.69, the open interest changed by 42 which increased total open position to 272


On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 10.6, which was -1.4 lower than the previous day. The implied volatity was 29.75, the open interest changed by -11 which decreased total open position to 233


On 3 Jun AMBUJACEM was trading at 426.95. The strike last trading price was 11.65, which was -5.35 lower than the previous day. The implied volatity was 31.52, the open interest changed by 150 which increased total open position to 245


On 2 Jun AMBUJACEM was trading at 439.35. The strike last trading price was 16.6, which was 1.6 higher than the previous day. The implied volatity was 26.94, the open interest changed by -1 which decreased total open position to 97


On 1 Jun AMBUJACEM was trading at 434.90. The strike last trading price was 14.85, which was -8.15 lower than the previous day. The implied volatity was 28.54, the open interest changed by 23 which increased total open position to 97


On 29 May AMBUJACEM was trading at 447.85. The strike last trading price was 22.4, which was -7.6 lower than the previous day. The implied volatity was 25.79, the open interest changed by 35 which increased total open position to 74


On 27 May AMBUJACEM was trading at 459.75. The strike last trading price was 29.9, which was 4.9 higher than the previous day. The implied volatity was 23.67, the open interest changed by 20 which increased total open position to 39


On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 25, which was 5 higher than the previous day. The implied volatity was 26.95, the open interest changed by 3 which increased total open position to 20


On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 20.5, which was 2.5 higher than the previous day. The implied volatity was 27.28, the open interest changed by 1 which increased total open position to 17


On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 17.45, which was 0.45 higher than the previous day. The implied volatity was 27.19, the open interest changed by -13 which decreased total open position to 16


On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 17.3, which was -0.7 lower than the previous day. The implied volatity was 26.44, the open interest changed by 28 which increased total open position to 30


On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 2


On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 18, which was 1 higher than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 1


On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 16.75, which was -26.25 lower than the previous day. The implied volatity was 29.65, the open interest changed by 0 which decreased total open position to 0


On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 0, which was -42.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 0, which was -42.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 0, which was -42.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 0, which was -42.95 lower than the previous day. The implied volatity was 0, 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 -42.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May AMBUJACEM was trading at 444.30. 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


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


On 30 Apr AMBUJACEM was trading at 444.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr AMBUJACEM was trading at 454.60. 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 30-Jun-2026 (6d) 435 PE
Delta: -0.69
Vega: 0
Theta: -0.34
Gamma: 0.02558
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 426.85 9.85 -12.05 (-55.02%) 24.42 177 -37 174
23 Jun 414.85 22.15 10.95 (97.77%) 38.54 182 -59 216
22 Jun 428.00 11.1 -2.8 (-20.14%) 27.28 195 -46 275
19 Jun 423.95 13.1 3.8 (40.86%) 24.36 138 18 322
18 Jun 430.00 8.7 -3.5 (-28.69%) 24.88 92 7 303
17 Jun 426.45 12.85 0 (0.00%) 24.2 68 -4 295
16 Jun 426.05 13.5 2 (17.39%) 24.1 150 15 298
15 Jun 428.85 12.35 -3.25 (-20.83%) 24.76 308 41 283
12 Jun 423.10 16.05 -14.35 (-47.20%) 26.2 64 -11 242
11 Jun 406.05 30.4 6.5 (27.20%) 31.15 10 -6 254
10 Jun 409.80 23.9 1.05 (4.60%) 31.42 17 -6 257
9 Jun 416.00 22.85 -5.6 (-19.68%) 30.83 6 0 264
8 Jun 415.30 28.45 5.2 (22.37%) 35.79 36 8 264
5 Jun 417.55 23.4 6 (34.48%) 31.18 47 -11 255
4 Jun 426.35 17.3 0.3 (1.76%) 29.69 144 9 269
3 Jun 426.95 17.35 7.2 (70.94%) 29.21 340 82 260
2 Jun 439.35 10.05 -3 (-22.99%) 26.94 102 9 178
1 Jun 434.90 13.45 5.6 (71.34%) 28.75 110 1 172
29 May 447.85 8.55 3.3 (62.86%) 28.54 160 78 170
27 May 459.75 5.25 -2.1 (-28.57%) 27.13 119 33 92
26 May 449.70 7.65 -3 (-28.17%) 26.87 79 -12 59
25 May 441.95 10.6 -2.9 (-21.48%) 27 53 22 69
22 May 436.35 13.5 -0.6 (-4.26%) 27.24 28 11 47
21 May 436.45 14.1 -6.8 (-32.54%) 28.1 41 35 36
20 May 430.25 20.9 20.9 - 0 0 1
19 May 431.70 20.9 20.9 (40.74%) 33.84 0 0 1
18 May 430.15 20.9 6.05 (40.74%) 33.84 1 1 1
15 May 433.75 0 -14.85 (-100.00%) - 0 0 0
14 May 443.90 0 -14.85 (-100.00%) 0 0 0 0
13 May 438.40 0 -14.85 (-100.00%) 0 0 0 0
12 May 426.95 0 -14.85 (-100.00%) 0 0 0 0
11 May 436.20 0 -14.85 (-100.00%) 0 0 0 0
8 May 444.30 0 0 - 0 0 0
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
30 Apr 444.20 0 0 - 0 0 0
29 Apr 454.60 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 435 expiring on 30JUN2026

Delta for 435 PE is -0.69

Historical price for 435 PE is as follows

On 24 Jun AMBUJACEM was trading at 426.85. The strike last trading price was 9.85, which was -12.05 lower than the previous day. The implied volatity was 24.42, the open interest changed by -37 which decreased total open position to 174


On 23 Jun AMBUJACEM was trading at 414.85. The strike last trading price was 22.15, which was 10.95 higher than the previous day. The implied volatity was 38.54, the open interest changed by -59 which decreased total open position to 216


On 22 Jun AMBUJACEM was trading at 428.00. The strike last trading price was 11.1, which was -2.8 lower than the previous day. The implied volatity was 27.28, the open interest changed by -46 which decreased total open position to 275


On 19 Jun AMBUJACEM was trading at 423.95. The strike last trading price was 13.1, which was 3.8 higher than the previous day. The implied volatity was 24.36, the open interest changed by 18 which increased total open position to 322


On 18 Jun AMBUJACEM was trading at 430.00. The strike last trading price was 8.7, which was -3.5 lower than the previous day. The implied volatity was 24.88, the open interest changed by 7 which increased total open position to 303


On 17 Jun AMBUJACEM was trading at 426.45. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was 24.2, the open interest changed by -4 which decreased total open position to 295


On 16 Jun AMBUJACEM was trading at 426.05. The strike last trading price was 13.5, which was 2 higher than the previous day. The implied volatity was 24.1, the open interest changed by 15 which increased total open position to 298


On 15 Jun AMBUJACEM was trading at 428.85. The strike last trading price was 12.35, which was -3.25 lower than the previous day. The implied volatity was 24.76, the open interest changed by 41 which increased total open position to 283


On 12 Jun AMBUJACEM was trading at 423.10. The strike last trading price was 16.05, which was -14.35 lower than the previous day. The implied volatity was 26.2, the open interest changed by -11 which decreased total open position to 242


On 11 Jun AMBUJACEM was trading at 406.05. The strike last trading price was 30.4, which was 6.5 higher than the previous day. The implied volatity was 31.15, the open interest changed by -6 which decreased total open position to 254


On 10 Jun AMBUJACEM was trading at 409.80. The strike last trading price was 23.9, which was 1.05 higher than the previous day. The implied volatity was 31.42, the open interest changed by -6 which decreased total open position to 257


On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 22.85, which was -5.6 lower than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 264


On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 28.45, which was 5.2 higher than the previous day. The implied volatity was 35.79, the open interest changed by 8 which increased total open position to 264


On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 23.4, which was 6 higher than the previous day. The implied volatity was 31.18, the open interest changed by -11 which decreased total open position to 255


On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 17.3, which was 0.3 higher than the previous day. The implied volatity was 29.69, the open interest changed by 9 which increased total open position to 269


On 3 Jun AMBUJACEM was trading at 426.95. The strike last trading price was 17.35, which was 7.2 higher than the previous day. The implied volatity was 29.21, the open interest changed by 82 which increased total open position to 260


On 2 Jun AMBUJACEM was trading at 439.35. The strike last trading price was 10.05, which was -3 lower than the previous day. The implied volatity was 26.94, the open interest changed by 9 which increased total open position to 178


On 1 Jun AMBUJACEM was trading at 434.90. The strike last trading price was 13.45, which was 5.6 higher than the previous day. The implied volatity was 28.75, the open interest changed by 1 which increased total open position to 172


On 29 May AMBUJACEM was trading at 447.85. The strike last trading price was 8.55, which was 3.3 higher than the previous day. The implied volatity was 28.54, the open interest changed by 78 which increased total open position to 170


On 27 May AMBUJACEM was trading at 459.75. The strike last trading price was 5.25, which was -2.1 lower than the previous day. The implied volatity was 27.13, the open interest changed by 33 which increased total open position to 92


On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 7.65, which was -3 lower than the previous day. The implied volatity was 26.87, the open interest changed by -12 which decreased total open position to 59


On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 10.6, which was -2.9 lower than the previous day. The implied volatity was 27, the open interest changed by 22 which increased total open position to 69


On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 13.5, which was -0.6 lower than the previous day. The implied volatity was 27.24, the open interest changed by 11 which increased total open position to 47


On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 14.1, which was -6.8 lower than the previous day. The implied volatity was 28.1, the open interest changed by 35 which increased total open position to 36


On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 20.9, which was 20.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 20.9, which was 20.9 higher than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 1


On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 20.9, which was 6.05 higher than the previous day. The implied volatity was 33.84, the open interest changed by 1 which increased total open position to 1


On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 0, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 0, which was -14.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 0, which was -14.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 0, which was -14.85 lower than the previous day. The implied volatity was 0, 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 -14.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May AMBUJACEM was trading at 444.30. 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


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


On 30 Apr AMBUJACEM was trading at 444.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr AMBUJACEM was trading at 454.60. 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