AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
09 Apr 2026 09:30 AM IST
| AMBUJACEM 28-Apr-2026 (19d) 440 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.4
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 440.50 | 15.65 | -3.5 | 35.3 | 395 | 102 | 412 | |||||||||
| 8 Apr | 446.75 | 19.55 | 10.8 | 33.2 | 2,832 | -101 | 310 | |||||||||
| 7 Apr | 420.45 | 8.8 | -3.4 | 38.1 | 1,185 | 39 | 410 | |||||||||
| 6 Apr | 430.05 | 12 | 4.05 | 36.27 | 658 | 32 | 366 | |||||||||
| 2 Apr | 418.45 | 7.35 | -0.7 | 33.62 | 433 | 38 | 334 | |||||||||
| 1 Apr | 420.35 | 8.4 | 3.6 | 31.37 | 394 | 45 | 296 | |||||||||
| 30 Mar | 401.25 | 4.9 | -2.75 | 36.13 | 269 | -34 | 251 | |||||||||
| 27 Mar | 408.85 | 7.7 | -3.05 | 36.68 | 167 | 89 | 286 | |||||||||
| 25 Mar | 421.80 | 10.95 | 3.7 | 32.07 | 340 | 19 | 196 | |||||||||
| 24 Mar | 407.55 | 7.55 | 1.05 | 33.27 | 93 | 17 | 180 | |||||||||
| 23 Mar | 395.35 | 6.55 | -4.95 | 38.64 | 128 | 29 | 164 | |||||||||
| 20 Mar | 420.55 | 11.45 | -0.5 | 31.49 | 72 | 13 | 135 | |||||||||
| 19 Mar | 419.95 | 12.4 | -8.8 | 32.33 | 150 | 95 | 123 | |||||||||
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| 18 Mar | 441.25 | 21.2 | 3.4 | 30.9 | 29 | 15 | 28 | |||||||||
| 17 Mar | 434.20 | 17.95 | 0.65 | - | 8 | 0 | 13 | |||||||||
| 16 Mar | 429.00 | 17.95 | 0.65 | 35.91 | 8 | -1 | 11 | |||||||||
| 13 Mar | 425.35 | 17.3 | -9.7 | 36.05 | 13 | 7 | 11 | |||||||||
| 12 Mar | 446.45 | 27 | -7.5 | 32.77 | 2 | 1 | 3 | |||||||||
| 11 Mar | 457.80 | 34.5 | -9.1 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 462.10 | 34.5 | -9.1 | - | 1 | 0 | 2 | |||||||||
| 9 Mar | 451.95 | 34.5 | -9.1 | 37.48 | 1 | 0 | 1 | |||||||||
| 6 Mar | 466.75 | 43.6 | -58.8 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 480.00 | 43.6 | -58.8 | 18.57 | 1 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 440 expiring on 28APR2026
Delta for 440 CE is 0.55
Historical price for 440 CE is as follows
On 9 Apr AMBUJACEM was trading at 440.50. The strike last trading price was 15.65, which was -3.5 lower than the previous day. The implied volatity was 35.3, the open interest changed by 102 which increased total open position to 412
On 8 Apr AMBUJACEM was trading at 446.75. The strike last trading price was 19.55, which was 10.8 higher than the previous day. The implied volatity was 33.2, the open interest changed by -101 which decreased total open position to 310
On 7 Apr AMBUJACEM was trading at 420.45. The strike last trading price was 8.8, which was -3.4 lower than the previous day. The implied volatity was 38.1, the open interest changed by 39 which increased total open position to 410
On 6 Apr AMBUJACEM was trading at 430.05. The strike last trading price was 12, which was 4.05 higher than the previous day. The implied volatity was 36.27, the open interest changed by 32 which increased total open position to 366
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 7.35, which was -0.7 lower than the previous day. The implied volatity was 33.62, the open interest changed by 38 which increased total open position to 334
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 8.4, which was 3.6 higher than the previous day. The implied volatity was 31.37, the open interest changed by 45 which increased total open position to 296
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 4.9, which was -2.75 lower than the previous day. The implied volatity was 36.13, the open interest changed by -34 which decreased total open position to 251
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 7.7, which was -3.05 lower than the previous day. The implied volatity was 36.68, the open interest changed by 89 which increased total open position to 286
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 10.95, which was 3.7 higher than the previous day. The implied volatity was 32.07, the open interest changed by 19 which increased total open position to 196
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 7.55, which was 1.05 higher than the previous day. The implied volatity was 33.27, the open interest changed by 17 which increased total open position to 180
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 6.55, which was -4.95 lower than the previous day. The implied volatity was 38.64, the open interest changed by 29 which increased total open position to 164
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 11.45, which was -0.5 lower than the previous day. The implied volatity was 31.49, the open interest changed by 13 which increased total open position to 135
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 12.4, which was -8.8 lower than the previous day. The implied volatity was 32.33, the open interest changed by 95 which increased total open position to 123
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 21.2, which was 3.4 higher than the previous day. The implied volatity was 30.9, the open interest changed by 15 which increased total open position to 28
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 17.95, which was 0.65 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 17.95, which was 0.65 higher than the previous day. The implied volatity was 35.91, the open interest changed by -1 which decreased total open position to 11
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 17.3, which was -9.7 lower than the previous day. The implied volatity was 36.05, the open interest changed by 7 which increased total open position to 11
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 27, which was -7.5 lower than the previous day. The implied volatity was 32.77, the open interest changed by 1 which increased total open position to 3
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 34.5, which was -9.1 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 34.5, which was -9.1 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 34.5, which was -9.1 lower than the previous day. The implied volatity was 37.48, the open interest changed by 0 which decreased total open position to 1
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 43.6, which was -58.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 43.6, which was -58.8 lower than the previous day. The implied volatity was 18.57, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 28-Apr-2026 (19d) 440 PE | |||||||
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Delta: -0.45
Vega: 0.4
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 440.50 | 14.2 | 3.05 | 38.93 | 165 | 3 | 201 |
| 8 Apr | 446.75 | 10.95 | -14.7 | 37.75 | 1,173 | 92 | 195 |
| 7 Apr | 420.45 | 25.25 | 5.1 | 38.3 | 66 | 8 | 103 |
| 6 Apr | 430.05 | 20.5 | -6.95 | 39.01 | 110 | -8 | 94 |
| 2 Apr | 418.45 | 28.3 | 2.35 | 36.3 | 33 | 0 | 103 |
| 1 Apr | 420.35 | 25.15 | -16.3 | 35.96 | 190 | -49 | 104 |
| 30 Mar | 401.25 | 40.35 | 7.35 | 36.97 | 75 | -49 | 153 |
| 27 Mar | 408.85 | 33 | 7.3 | 30.93 | 8 | 3 | 201 |
| 25 Mar | 421.80 | 25.95 | -7.1 | 35.54 | 108 | 100 | 195 |
| 24 Mar | 407.55 | 33.05 | -6.55 | 33.49 | 6 | -1 | 95 |
| 23 Mar | 395.35 | 39.6 | 13.6 | 22.83 | 2 | 0 | 97 |
| 20 Mar | 420.55 | 26 | 4 | 32.48 | 4 | -3 | 96 |
| 19 Mar | 419.95 | 22 | 8 | 25.42 | 1 | 0 | 99 |
| 18 Mar | 441.25 | 14 | -6 | 28.68 | 5 | 4 | 99 |
| 17 Mar | 434.20 | 20 | -5.25 | 32.71 | 2 | 0 | 95 |
| 16 Mar | 429.00 | 25.35 | 1.35 | 36.85 | 96 | 82 | 92 |
| 13 Mar | 425.35 | 24 | 9.15 | 30.61 | 10 | 3 | 9 |
| 12 Mar | 446.45 | 14.85 | 11.45 | 32 | 9 | 6 | 6 |
| 11 Mar | 457.80 | 3.4 | 0 | 4.06 | 0 | 0 | 0 |
| 10 Mar | 462.10 | 3.4 | 0 | 5.35 | 0 | 0 | 0 |
| 9 Mar | 451.95 | 3.4 | 0 | 3.3 | 0 | 0 | 0 |
| 6 Mar | 466.75 | 3.4 | 0 | 5.53 | 0 | 0 | 0 |
| 5 Mar | 480.00 | 3.4 | 0 | 7.6 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 440 expiring on 28APR2026
Delta for 440 PE is -0.45
Historical price for 440 PE is as follows
On 9 Apr AMBUJACEM was trading at 440.50. The strike last trading price was 14.2, which was 3.05 higher than the previous day. The implied volatity was 38.93, the open interest changed by 3 which increased total open position to 201
On 8 Apr AMBUJACEM was trading at 446.75. The strike last trading price was 10.95, which was -14.7 lower than the previous day. The implied volatity was 37.75, the open interest changed by 92 which increased total open position to 195
On 7 Apr AMBUJACEM was trading at 420.45. The strike last trading price was 25.25, which was 5.1 higher than the previous day. The implied volatity was 38.3, the open interest changed by 8 which increased total open position to 103
On 6 Apr AMBUJACEM was trading at 430.05. The strike last trading price was 20.5, which was -6.95 lower than the previous day. The implied volatity was 39.01, the open interest changed by -8 which decreased total open position to 94
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 28.3, which was 2.35 higher than the previous day. The implied volatity was 36.3, the open interest changed by 0 which decreased total open position to 103
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 25.15, which was -16.3 lower than the previous day. The implied volatity was 35.96, the open interest changed by -49 which decreased total open position to 104
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 40.35, which was 7.35 higher than the previous day. The implied volatity was 36.97, the open interest changed by -49 which decreased total open position to 153
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 33, which was 7.3 higher than the previous day. The implied volatity was 30.93, the open interest changed by 3 which increased total open position to 201
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 25.95, which was -7.1 lower than the previous day. The implied volatity was 35.54, the open interest changed by 100 which increased total open position to 195
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 33.05, which was -6.55 lower than the previous day. The implied volatity was 33.49, the open interest changed by -1 which decreased total open position to 95
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 39.6, which was 13.6 higher than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 97
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 26, which was 4 higher than the previous day. The implied volatity was 32.48, the open interest changed by -3 which decreased total open position to 96
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 22, which was 8 higher than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 99
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was 28.68, the open interest changed by 4 which increased total open position to 99
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 20, which was -5.25 lower than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 95
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 25.35, which was 1.35 higher than the previous day. The implied volatity was 36.85, the open interest changed by 82 which increased total open position to 92
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 24, which was 9.15 higher than the previous day. The implied volatity was 30.61, the open interest changed by 3 which increased total open position to 9
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 14.85, which was 11.45 higher than the previous day. The implied volatity was 32, the open interest changed by 6 which increased total open position to 6
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 4.06, 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 3.4, which was 0 lower than the previous day. The implied volatity was 5.35, 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 3.4, which was 0 lower than the previous day. The implied volatity was 3.3, 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 3.4, which was 0 lower than the previous day. The implied volatity was 5.53, 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 3.4, which was 0 lower than the previous day. The implied volatity was 7.6, the open interest changed by 0 which decreased total open position to 0
