Historical option data for AMBUJACEM
10 Jun 2026 10:20 AM IST
| AMBUJACEM 30-Jun-2026 (20d) 440 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0
Theta: -0.23
Gamma: 0.00973
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 413.80 | 3.6 | -0.4 (-10.00%) | 30.75 | 115 | 22 | 1,208 | |||||||||
| 9 Jun | 416.00 | 4.15 | 0.15 (3.75%) | 30.38 | 1,064 | -191 | 1,185 | |||||||||
| 8 Jun | 415.30 | 4.15 | -1.85 (-30.83%) | 32.59 | 1,125 | 46 | 1,391 | |||||||||
| 5 Jun | 417.55 | 6.25 | -2.75 (-30.56%) | 31.23 | 2,204 | 474 | 1,345 | |||||||||
| 4 Jun | 426.35 | 8.8 | -1.2 (-12.00%) | 30.04 | 1,462 | -59 | 871 | |||||||||
| 3 Jun | 426.95 | 9.85 | -4.15 (-29.64%) | 31.52 | 1,464 | 306 | 931 | |||||||||
| 2 Jun | 439.35 | 14.05 | 2.05 (17.08%) | 28.78 | 929 | 11 | 626 | |||||||||
| 1 Jun | 434.90 | 12.1 | -7.9 (-39.50%) | 27.55 | 640 | 59 | 615 | |||||||||
| 29 May | 447.85 | 19.65 | -7.35 (-27.22%) | 23.7 | 131 | -26 | 557 | |||||||||
| 27 May | 459.75 | 28 | 6 (27.27%) | 24.7 | 398 | -44 | 584 | |||||||||
| 26 May | 449.70 | 21.5 | 3.5 (19.44%) | 25.84 | 842 | 165 | 628 | |||||||||
| 25 May | 441.95 | 17.7 | 2.7 (18.00%) | 26.9 | 807 | 103 | 463 | |||||||||
| 22 May | 436.35 | 14.7 | -0.3 (-2.00%) | 25.58 | 551 | 122 | 361 | |||||||||
| 21 May | 436.45 | 15.2 | 2.2 (16.92%) | 26.33 | 351 | 144 | 239 | |||||||||
| 20 May | 430.25 | 13.4 | -1.6 (-10.67%) | 28.84 | 68 | 29 | 97 | |||||||||
| 19 May | 431.70 | 14.8 | -0.2 (-1.33%) | 30.71 | 54 | 16 | 68 | |||||||||
| 18 May | 430.15 | 15.5 | -2.5 (-13.89%) | 31.61 | 41 | 17 | 51 | |||||||||
| 15 May | 433.75 | 17.15 | -6.05 (-26.08%) | 30.84 | 6 | 2 | 33 | |||||||||
| 14 May | 443.90 | 23.2 | 2.75 (13.45%) | 31 | 7 | -1 | 30 | |||||||||
| 13 May | 438.40 | 20.45 | 5.15 (33.66%) | 0 | 5 | -1 | 32 | |||||||||
| 12 May | 426.95 | 15.3 | -4.4 (-22.34%) | 0 | 4 | 1 | 32 | |||||||||
| 11 May | 436.20 | 19.25 | -8.45 (-30.51%) | 0 | 14 | 8 | 32 | |||||||||
| 8 May | 444.30 | 27.7 | 0 (0.00%) | 30.57 | 0 | 0 | 24 | |||||||||
| 7 May | 450.65 | 27.7 | 0.45 (1.65%) | 30.57 | 7 | 2 | 24 | |||||||||
| 6 May | 446.90 | 27.2 | 6.95 (34.32%) | 31.69 | 51 | 11 | 24 | |||||||||
| 5 May | 433.10 | 20.25 | 4.15 (25.78%) | 31.39 | 20 | 13 | 13 | |||||||||
| 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 | |||||||||
| 13 Apr | 441.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 445.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 434.05 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 446.75 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 420.45 | 0 | 0 (0.00%) | 1.54 | 0 | 0 | 0 | |||||||||
| 6 Apr | 430.05 | 0 | 0 (0.00%) | 0.48 | 0 | 0 | 0 | |||||||||
| 2 Apr | 418.45 | 0 | 0 (0.00%) | 1.56 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 440 expiring on 30JUN2026
Delta for 440 CE is 0.22
Historical price for 440 CE is as follows
On 10 Jun AMBUJACEM was trading at 413.80. The strike last trading price was 3.6, which was -0.4 lower than the previous day. The implied volatity was 30.75, the open interest changed by 22 which increased total open position to 1208
On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 30.38, the open interest changed by -191 which decreased total open position to 1185
On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 4.15, which was -1.85 lower than the previous day. The implied volatity was 32.59, the open interest changed by 46 which increased total open position to 1391
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 6.25, which was -2.75 lower than the previous day. The implied volatity was 31.23, the open interest changed by 474 which increased total open position to 1345
On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 8.8, which was -1.2 lower than the previous day. The implied volatity was 30.04, the open interest changed by -59 which decreased total open position to 871
On 3 Jun AMBUJACEM was trading at 426.95. The strike last trading price was 9.85, which was -4.15 lower than the previous day. The implied volatity was 31.52, the open interest changed by 306 which increased total open position to 931
On 2 Jun AMBUJACEM was trading at 439.35. The strike last trading price was 14.05, which was 2.05 higher than the previous day. The implied volatity was 28.78, the open interest changed by 11 which increased total open position to 626
On 1 Jun AMBUJACEM was trading at 434.90. The strike last trading price was 12.1, which was -7.9 lower than the previous day. The implied volatity was 27.55, the open interest changed by 59 which increased total open position to 615
On 29 May AMBUJACEM was trading at 447.85. The strike last trading price was 19.65, which was -7.35 lower than the previous day. The implied volatity was 23.7, the open interest changed by -26 which decreased total open position to 557
On 27 May AMBUJACEM was trading at 459.75. The strike last trading price was 28, which was 6 higher than the previous day. The implied volatity was 24.7, the open interest changed by -44 which decreased total open position to 584
On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 21.5, which was 3.5 higher than the previous day. The implied volatity was 25.84, the open interest changed by 165 which increased total open position to 628
On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 17.7, which was 2.7 higher than the previous day. The implied volatity was 26.9, the open interest changed by 103 which increased total open position to 463
On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 14.7, which was -0.3 lower than the previous day. The implied volatity was 25.58, the open interest changed by 122 which increased total open position to 361
On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 15.2, which was 2.2 higher than the previous day. The implied volatity was 26.33, the open interest changed by 144 which increased total open position to 239
On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 13.4, which was -1.6 lower than the previous day. The implied volatity was 28.84, the open interest changed by 29 which increased total open position to 97
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 14.8, which was -0.2 lower than the previous day. The implied volatity was 30.71, the open interest changed by 16 which increased total open position to 68
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 15.5, which was -2.5 lower than the previous day. The implied volatity was 31.61, the open interest changed by 17 which increased total open position to 51
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 17.15, which was -6.05 lower than the previous day. The implied volatity was 30.84, the open interest changed by 2 which increased total open position to 33
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 23.2, which was 2.75 higher than the previous day. The implied volatity was 31, the open interest changed by -1 which decreased total open position to 30
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 20.45, which was 5.15 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 32
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 15.3, which was -4.4 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 32
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 19.25, which was -8.45 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 32
On 8 May AMBUJACEM was trading at 444.30. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 30.57, the open interest changed by 0 which decreased total open position to 24
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 27.7, which was 0.45 higher than the previous day. The implied volatity was 30.57, the open interest changed by 2 which increased total open position to 24
On 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 27.2, which was 6.95 higher than the previous day. The implied volatity was 31.69, the open interest changed by 11 which increased total open position to 24
On 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 20.25, which was 4.15 higher than the previous day. The implied volatity was 31.39, the open interest changed by 13 which increased total open position to 13
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
On 13 Apr AMBUJACEM was trading at 441.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr AMBUJACEM was trading at 445.20. 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 9 Apr AMBUJACEM was trading at 434.05. 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 8 Apr AMBUJACEM was trading at 446.75. 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 Apr AMBUJACEM was trading at 420.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 6 Apr AMBUJACEM was trading at 430.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30-Jun-2026 (20d) 440 PE | |||||||
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Delta: -0.76
Vega: 0
Theta: -0.2
Gamma: 0.00945
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 413.80 | 29.8 | 2.65 (9.76%) | 33.29 | 5 | 0 | 577 |
| 9 Jun | 416.00 | 27.7 | -2.45 (-8.13%) | 31.06 | 41 | -13 | 577 |
| 8 Jun | 415.30 | 30.6 | 4.45 (17.02%) | 37.05 | 40 | -1 | 587 |
| 5 Jun | 417.55 | 26.15 | 5.5 (26.63%) | 30.9 | 56 | 10 | 588 |
| 4 Jun | 426.35 | 20.4 | 0.3 (1.49%) | 29.57 | 81 | 7 | 578 |
| 3 Jun | 426.95 | 20.3 | 7.9 (63.71%) | 29.31 | 407 | 22 | 573 |
| 2 Jun | 439.35 | 12.4 | -3.2 (-20.51%) | 26.96 | 249 | 1 | 551 |
| 1 Jun | 434.90 | 15.25 | 5.4 (54.82%) | 27.64 | 354 | -13 | 553 |
| 29 May | 447.85 | 9.85 | 3.5 (55.12%) | 28.79 | 358 | 22 | 580 |
| 27 May | 459.75 | 6 | -3.25 (-35.14%) | 26.83 | 623 | 44 | 560 |
| 26 May | 449.70 | 9.3 | -3.7 (-28.46%) | 26.88 | 530 | 140 | 515 |
| 25 May | 441.95 | 12.8 | -3.35 (-20.74%) | 27.63 | 265 | 118 | 374 |
| 22 May | 436.35 | 16.2 | -0.8 (-4.71%) | 28.38 | 221 | 124 | 257 |
| 21 May | 436.45 | 17.2 | -3.45 (-16.71%) | 29.26 | 91 | 56 | 132 |
| 20 May | 430.25 | 20.6 | -0.2 (-0.96%) | 28.91 | 36 | 30 | 75 |
| 19 May | 431.70 | 20.8 | -1.75 (-7.76%) | 32.28 | 13 | 8 | 45 |
| 18 May | 430.15 | 22.5 | 0.2 (0.90%) | 32.72 | 12 | 8 | 38 |
| 15 May | 433.75 | 22 | 2.6 (13.40%) | 32.93 | 25 | 15 | 27 |
| 14 May | 443.90 | 19.4 | -4.75 (-19.67%) | 36.78 | 4 | 2 | 12 |
| 13 May | 438.40 | 24.15 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 12 May | 426.95 | 24.15 | 3.15 (15.00%) | 0 | 1 | 0 | 9 |
| 11 May | 436.20 | 21 | 4.4 (26.51%) | 0 | 4 | 2 | 7 |
| 8 May | 444.30 | 16.6 | -0.4 (-2.35%) | 32.07 | 3 | 2 | 5 |
| 7 May | 450.65 | 17 | 17 (-27.81%) | 32.02 | 0 | 0 | 3 |
| 6 May | 446.90 | 17 | -6.55 (-27.81%) | 32.02 | 2 | 0 | 3 |
| 5 May | 433.10 | 23.55 | 7.6 (47.65%) | 32.05 | 2 | 0 | 2 |
| 4 May | 445.30 | 15.95 | -4 (-20.05%) | 32.91 | 1 | 0 | 1 |
| 30 Apr | 444.20 | 19.95 | -27.05 (-57.55%) | 33.05 | 1 | 0 | 0 |
| 29 Apr | 454.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 441.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 445.20 | 0 | 0 (0.00%) | 0.94 | 0 | 0 | 0 |
| 9 Apr | 434.05 | 0 | 0 (0.00%) | 0.89 | 0 | 0 | 0 |
| 8 Apr | 446.75 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 420.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 430.05 | 0 | 0 (0.00%) | 0.17 | 0 | 0 | 0 |
| 2 Apr | 418.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 440 expiring on 30JUN2026
Delta for 440 PE is -0.76
Historical price for 440 PE is as follows
On 10 Jun AMBUJACEM was trading at 413.80. The strike last trading price was 29.8, which was 2.65 higher than the previous day. The implied volatity was 33.29, the open interest changed by 0 which decreased total open position to 577
On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 27.7, which was -2.45 lower than the previous day. The implied volatity was 31.06, the open interest changed by -13 which decreased total open position to 577
On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 30.6, which was 4.45 higher than the previous day. The implied volatity was 37.05, the open interest changed by -1 which decreased total open position to 587
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 26.15, which was 5.5 higher than the previous day. The implied volatity was 30.9, the open interest changed by 10 which increased total open position to 588
On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 20.4, which was 0.3 higher than the previous day. The implied volatity was 29.57, the open interest changed by 7 which increased total open position to 578
On 3 Jun AMBUJACEM was trading at 426.95. The strike last trading price was 20.3, which was 7.9 higher than the previous day. The implied volatity was 29.31, the open interest changed by 22 which increased total open position to 573
On 2 Jun AMBUJACEM was trading at 439.35. The strike last trading price was 12.4, which was -3.2 lower than the previous day. The implied volatity was 26.96, the open interest changed by 1 which increased total open position to 551
On 1 Jun AMBUJACEM was trading at 434.90. The strike last trading price was 15.25, which was 5.4 higher than the previous day. The implied volatity was 27.64, the open interest changed by -13 which decreased total open position to 553
On 29 May AMBUJACEM was trading at 447.85. The strike last trading price was 9.85, which was 3.5 higher than the previous day. The implied volatity was 28.79, the open interest changed by 22 which increased total open position to 580
On 27 May AMBUJACEM was trading at 459.75. The strike last trading price was 6, which was -3.25 lower than the previous day. The implied volatity was 26.83, the open interest changed by 44 which increased total open position to 560
On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 9.3, which was -3.7 lower than the previous day. The implied volatity was 26.88, the open interest changed by 140 which increased total open position to 515
On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 12.8, which was -3.35 lower than the previous day. The implied volatity was 27.63, the open interest changed by 118 which increased total open position to 374
On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 16.2, which was -0.8 lower than the previous day. The implied volatity was 28.38, the open interest changed by 124 which increased total open position to 257
On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 17.2, which was -3.45 lower than the previous day. The implied volatity was 29.26, the open interest changed by 56 which increased total open position to 132
On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 20.6, which was -0.2 lower than the previous day. The implied volatity was 28.91, the open interest changed by 30 which increased total open position to 75
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 20.8, which was -1.75 lower than the previous day. The implied volatity was 32.28, the open interest changed by 8 which increased total open position to 45
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 22.5, which was 0.2 higher than the previous day. The implied volatity was 32.72, the open interest changed by 8 which increased total open position to 38
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 22, which was 2.6 higher than the previous day. The implied volatity was 32.93, the open interest changed by 15 which increased total open position to 27
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 19.4, which was -4.75 lower than the previous day. The implied volatity was 36.78, the open interest changed by 2 which increased total open position to 12
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 24.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 24.15, which was 3.15 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 9
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 21, which was 4.4 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 7
On 8 May AMBUJACEM was trading at 444.30. The strike last trading price was 16.6, which was -0.4 lower than the previous day. The implied volatity was 32.07, the open interest changed by 2 which increased total open position to 5
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 3
On 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 17, which was -6.55 lower than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 3
On 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 23.55, which was 7.6 higher than the previous day. The implied volatity was 32.05, the open interest changed by 0 which decreased total open position to 2
On 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 15.95, which was -4 lower than the previous day. The implied volatity was 32.91, the open interest changed by 0 which decreased total open position to 1
On 30 Apr AMBUJACEM was trading at 444.20. The strike last trading price was 19.95, which was -27.05 lower than the previous day. The implied volatity was 33.05, 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
On 13 Apr AMBUJACEM was trading at 441.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr AMBUJACEM was trading at 445.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 9 Apr AMBUJACEM was trading at 434.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 8 Apr AMBUJACEM was trading at 446.75. 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 Apr AMBUJACEM was trading at 420.45. 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 Apr AMBUJACEM was trading at 430.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 2 Apr AMBUJACEM was trading at 418.45. 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
