Historical option data for AMBUJACEM
22 Jun 2026 02:29 PM IST
| AMBUJACEM 28-Jul-2026 (36d) 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.01
Theta: -0.26
Gamma: 0.00894
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 427.30 | 13 | 1 (8.33%) | 32.55 | 91 | 20 | 252 | |||||||||
| 19 Jun | 423.95 | 12.25 | -2.75 (-18.33%) | 31.7 | 44 | 8 | 232 | |||||||||
| 18 Jun | 430.00 | 15.65 | 2.65 (20.38%) | 31.12 | 248 | 153 | 224 | |||||||||
| 17 Jun | 426.45 | 13.3 | 1.3 (10.83%) | 30.75 | 75 | 26 | 71 | |||||||||
| 16 Jun | 426.05 | 12.25 | -1.75 (-12.50%) | 29.81 | 9 | 4 | 43 | |||||||||
| 15 Jun | 428.85 | 14 | 2 (16.67%) | 30.09 | 31 | 21 | 37 | |||||||||
| 12 Jun | 423.10 | 13 | 6 (85.71%) | 30.68 | 24 | -1 | 12 | |||||||||
| 11 Jun | 406.05 | 7.4 | -0.6 (-7.50%) | 30.53 | 7 | 5 | 13 | |||||||||
| 10 Jun | 409.80 | 8.4 | -5.6 (-40.00%) | 30.78 | 10 | 6 | 8 | |||||||||
| 9 Jun | 416.00 | 14 | 0 (0.00%) | 33.11 | 1 | 0 | 2 | |||||||||
| 8 Jun | 415.30 | 14 | 2 (16.67%) | 33.11 | 1 | 1 | 2 | |||||||||
| 5 Jun | 417.55 | 12.3 | -33.7 (-73.26%) | 30.92 | 1 | 1 | 1 | |||||||||
| 11 May | 436.20 | 0 | 0 | - | 0 | 8.75 | 8.75 | |||||||||
| 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 | |||||||||
For Ambuja Cements Ltd - strike price 440 expiring on 28JUL2026
Delta for 440 CE is 0.43
Historical price for 440 CE is as follows
On 22 Jun AMBUJACEM was trading at 427.30. The strike last trading price was 13, which was 1 higher than the previous day. The implied volatity was 32.55, the open interest changed by 20 which increased total open position to 252
On 19 Jun AMBUJACEM was trading at 423.95. The strike last trading price was 12.25, which was -2.75 lower than the previous day. The implied volatity was 31.7, the open interest changed by 8 which increased total open position to 232
On 18 Jun AMBUJACEM was trading at 430.00. The strike last trading price was 15.65, which was 2.65 higher than the previous day. The implied volatity was 31.12, the open interest changed by 153 which increased total open position to 224
On 17 Jun AMBUJACEM was trading at 426.45. The strike last trading price was 13.3, which was 1.3 higher than the previous day. The implied volatity was 30.75, the open interest changed by 26 which increased total open position to 71
On 16 Jun AMBUJACEM was trading at 426.05. The strike last trading price was 12.25, which was -1.75 lower than the previous day. The implied volatity was 29.81, the open interest changed by 4 which increased total open position to 43
On 15 Jun AMBUJACEM was trading at 428.85. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 30.09, the open interest changed by 21 which increased total open position to 37
On 12 Jun AMBUJACEM was trading at 423.10. The strike last trading price was 13, which was 6 higher than the previous day. The implied volatity was 30.68, the open interest changed by -1 which decreased total open position to 12
On 11 Jun AMBUJACEM was trading at 406.05. The strike last trading price was 7.4, which was -0.6 lower than the previous day. The implied volatity was 30.53, the open interest changed by 5 which increased total open position to 13
On 10 Jun AMBUJACEM was trading at 409.80. The strike last trading price was 8.4, which was -5.6 lower than the previous day. The implied volatity was 30.78, the open interest changed by 6 which increased total open position to 8
On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 2
On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 33.11, the open interest changed by 1 which increased total open position to 2
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 12.3, which was -33.7 lower than the previous day. The implied volatity was 30.92, the open interest changed by 1 which increased total open position to 1
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 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
| AMBUJACEM 28-Jul-2026 (36d) 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.01
Theta: -0.17
Gamma: 0.00996
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 427.30 | 21.9 | -3.25 (-12.92%) | 28.93 | 48 | 36 | 125 |
| 19 Jun | 423.95 | 25.15 | 5.85 (30.31%) | 31.57 | 2 | 0 | 88 |
| 18 Jun | 430.00 | 18.75 | -2.25 (-10.71%) | 28.18 | 58 | 50 | 88 |
| 17 Jun | 426.45 | 21 | -0.5 (-2.33%) | 27.35 | 37 | 35 | 37 |
| 16 Jun | 426.05 | 21.5 | -16 (-42.67%) | 25.33 | 1 | 1 | 2 |
| 15 Jun | 428.85 | 37.5 | 37.5 | - | 1 | 0 | 1 |
| 12 Jun | 423.10 | 37.5 | 37.5 (78.57%) | 30.53 | 1 | 0 | 1 |
| 11 Jun | 406.05 | 37.5 | 16.5 (78.57%) | 30.53 | 1 | 1 | 1 |
| 10 Jun | 409.80 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 416.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 415.30 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 417.55 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 436.20 | 0 | 0 | - | 0 | 8.75 | 8.75 |
| 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 |
For Ambuja Cements Ltd - strike price 440 expiring on 28JUL2026
Delta for 440 PE is -0.59
Historical price for 440 PE is as follows
On 22 Jun AMBUJACEM was trading at 427.30. The strike last trading price was 21.9, which was -3.25 lower than the previous day. The implied volatity was 28.93, the open interest changed by 36 which increased total open position to 125
On 19 Jun AMBUJACEM was trading at 423.95. The strike last trading price was 25.15, which was 5.85 higher than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 88
On 18 Jun AMBUJACEM was trading at 430.00. The strike last trading price was 18.75, which was -2.25 lower than the previous day. The implied volatity was 28.18, the open interest changed by 50 which increased total open position to 88
On 17 Jun AMBUJACEM was trading at 426.45. The strike last trading price was 21, which was -0.5 lower than the previous day. The implied volatity was 27.35, the open interest changed by 35 which increased total open position to 37
On 16 Jun AMBUJACEM was trading at 426.05. The strike last trading price was 21.5, which was -16 lower than the previous day. The implied volatity was 25.33, the open interest changed by 1 which increased total open position to 2
On 15 Jun AMBUJACEM was trading at 428.85. The strike last trading price was 37.5, which was 37.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun AMBUJACEM was trading at 423.10. The strike last trading price was 37.5, which was 37.5 higher than the previous day. The implied volatity was 30.53, 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 37.5, which was 16.5 higher than the previous day. The implied volatity was 30.53, the open interest changed by 1 which increased total open position to 1
On 10 Jun AMBUJACEM was trading at 409.80. 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 Jun AMBUJACEM was trading at 416.00. 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 Jun AMBUJACEM was trading at 415.30. 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 5 Jun AMBUJACEM was trading at 417.55. 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 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 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
