AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
15 Apr 2026 04:11 PM IST
| AMBUJACEM 28-Apr-2026 (12d) 445 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0
Theta: -0.47
Gamma: 0.01202
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 454.00 | 17.4 | 4.399999999999999 | 36.42 | 570 | -47 | 193 | |||||||||
| 13 Apr | 441.00 | 12.95 | -2.5 | 39.84 | 386 | 6 | 240 | |||||||||
| 10 Apr | 445.20 | 15.85 | 5.949999999999999 | 36.99 | 592 | 48 | 237 | |||||||||
| 9 Apr | 434.05 | 9.5 | -6.75 | 34.66 | 640 | 62 | 168 | |||||||||
| 8 Apr | 446.75 | 16.8 | 9.55 | 33.47 | 1,092 | 28 | 106 | |||||||||
| 7 Apr | 420.45 | 7.25 | -2.7 | 37.93 | 163 | 20 | 80 | |||||||||
| 6 Apr | 430.05 | 9.9 | 3.25 | 35.78 | 108 | 20 | 61 | |||||||||
| 2 Apr | 418.45 | 6.6 | 0 | 35.14 | 46 | -1 | 41 | |||||||||
| 1 Apr | 420.35 | 6.8 | 2.7 | 31.15 | 99 | 18 | 41 | |||||||||
| 30 Mar | 401.25 | 4.05 | -2.05 | 36.2 | 63 | -8 | 23 | |||||||||
| 27 Mar | 408.85 | 6.3 | -2.8 | 36.13 | 20 | 6 | 30 | |||||||||
| 25 Mar | 421.80 | 9.1 | 3.1 | 31.69 | 12 | 1 | 24 | |||||||||
| 24 Mar | 407.55 | 6.1 | -7.45 | 32.7 | 35 | 21 | 23 | |||||||||
| 23 Mar | 395.35 | 13.55 | -26.15 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 420.55 | 13.55 | -26.15 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 419.95 | 13.55 | -26.15 | - | 0 | 0 | 2 | |||||||||
| 18 Mar | 441.25 | 13.55 | -26.15 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 434.20 | 13.55 | -26.15 | - | 2 | 0 | 2 | |||||||||
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| 16 Mar | 429.00 | 13.55 | -26.15 | 31.76 | 2 | 0 | 1 | |||||||||
| 13 Mar | 425.35 | 39.7 | -38.6 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 446.45 | 39.7 | -38.6 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 457.80 | 39.7 | -38.6 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 462.10 | 39.7 | -38.6 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 451.95 | 39.7 | -38.6 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 466.75 | 39.7 | -38.6 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 480.00 | 39.7 | -38.6 | 16.68 | 1 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 445 expiring on 28APR2026
Delta for 445 CE is 0.63
Historical price for 445 CE is as follows
On 15 Apr AMBUJACEM was trading at 454.00. The strike last trading price was 17.4, which was 4.399999999999999 higher than the previous day. The implied volatity was 36.42, the open interest changed by -47 which decreased total open position to 193
On 13 Apr AMBUJACEM was trading at 441.00. The strike last trading price was 12.95, which was -2.5 lower than the previous day. The implied volatity was 39.84, the open interest changed by 6 which increased total open position to 240
On 10 Apr AMBUJACEM was trading at 445.20. The strike last trading price was 15.85, which was 5.949999999999999 higher than the previous day. The implied volatity was 36.99, the open interest changed by 48 which increased total open position to 237
On 9 Apr AMBUJACEM was trading at 434.05. The strike last trading price was 9.5, which was -6.75 lower than the previous day. The implied volatity was 34.66, the open interest changed by 62 which increased total open position to 168
On 8 Apr AMBUJACEM was trading at 446.75. The strike last trading price was 16.8, which was 9.55 higher than the previous day. The implied volatity was 33.47, the open interest changed by 28 which increased total open position to 106
On 7 Apr AMBUJACEM was trading at 420.45. The strike last trading price was 7.25, which was -2.7 lower than the previous day. The implied volatity was 37.93, the open interest changed by 20 which increased total open position to 80
On 6 Apr AMBUJACEM was trading at 430.05. The strike last trading price was 9.9, which was 3.25 higher than the previous day. The implied volatity was 35.78, the open interest changed by 20 which increased total open position to 61
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 35.14, the open interest changed by -1 which decreased total open position to 41
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 6.8, which was 2.7 higher than the previous day. The implied volatity was 31.15, the open interest changed by 18 which increased total open position to 41
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 4.05, which was -2.05 lower than the previous day. The implied volatity was 36.2, the open interest changed by -8 which decreased total open position to 23
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 6.3, which was -2.8 lower than the previous day. The implied volatity was 36.13, the open interest changed by 6 which increased total open position to 30
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 9.1, which was 3.1 higher than the previous day. The implied volatity was 31.69, the open interest changed by 1 which increased total open position to 24
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 6.1, which was -7.45 lower than the previous day. The implied volatity was 32.7, the open interest changed by 21 which increased total open position to 23
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 13.55, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 13.55, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 13.55, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 13.55, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 13.55, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 13.55, which was -26.15 lower than the previous day. The implied volatity was 31.76, the open interest changed by 0 which decreased total open position to 1
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 39.7, which was -38.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 39.7, which was -38.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 39.7, which was -38.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 39.7, which was -38.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 39.7, which was -38.6 lower than the previous day. The implied volatity was -, 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 39.7, which was -38.6 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 39.7, which was -38.6 lower than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 28-Apr-2026 (12d) 445 PE | |||||||
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Delta: -0.37
Vega: 0
Theta: -0.41
Gamma: 0.01176
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 454.00 | 8.4 | -7 | 36.94 | 437 | 18 | 180 |
| 13 Apr | 441.00 | 15.35 | 1.9000000000000004 | 38.26 | 217 | -21 | 162 |
| 10 Apr | 445.20 | 12.45 | -7.900000000000002 | 34.03 | 203 | -2 | 182 |
| 9 Apr | 434.05 | 21.3 | 8.05 | 40.14 | 300 | 14 | 180 |
| 8 Apr | 446.75 | 13.1 | -15.65 | 37.69 | 971 | 163 | 166 |
| 7 Apr | 420.45 | 28.75 | -10.75 | - | 0 | 0 | 3 |
| 6 Apr | 430.05 | 28.75 | -10.75 | - | 0 | 0 | 3 |
| 2 Apr | 418.45 | 28.75 | -10.75 | - | 0 | 0 | 3 |
| 1 Apr | 420.35 | 28.75 | -10.75 | - | 0 | 0 | 3 |
| 30 Mar | 401.25 | 28.75 | -10.75 | - | 0 | 0 | 3 |
| 27 Mar | 408.85 | 28.75 | -10.75 | - | 0 | 0 | 3 |
| 25 Mar | 421.80 | 28.75 | -10.75 | 34.65 | 1 | 0 | 2 |
| 24 Mar | 407.55 | 39.5 | 35.75 | 39.82 | 2 | 0 | 0 |
| 23 Mar | 395.35 | 3.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 420.55 | 3.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 419.95 | 3.75 | 0 | 0.23 | 0 | 0 | 0 |
| 18 Mar | 441.25 | 3.75 | 0 | 0.25 | 0 | 0 | 0 |
| 17 Mar | 434.20 | 3.75 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 429.00 | 3.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 425.35 | 3.75 | 0 | 0.13 | 0 | 0 | 0 |
| 12 Mar | 446.45 | 3.75 | 0 | 1.32 | 0 | 0 | 0 |
| 11 Mar | 457.80 | 3.75 | 0 | 3.16 | 0 | 0 | 0 |
| 10 Mar | 462.10 | 3.75 | 0 | 4.55 | 0 | 0 | 0 |
| 9 Mar | 451.95 | 3.75 | 0 | 2.43 | 0 | 0 | 0 |
| 6 Mar | 466.75 | 3.75 | 0 | 4.76 | 0 | 0 | 0 |
| 5 Mar | 480.00 | 3.75 | 0 | 6.83 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 445 expiring on 28APR2026
Delta for 445 PE is -0.37
Historical price for 445 PE is as follows
On 15 Apr AMBUJACEM was trading at 454.00. The strike last trading price was 8.4, which was -7 lower than the previous day. The implied volatity was 36.94, the open interest changed by 18 which increased total open position to 180
On 13 Apr AMBUJACEM was trading at 441.00. The strike last trading price was 15.35, which was 1.9000000000000004 higher than the previous day. The implied volatity was 38.26, the open interest changed by -21 which decreased total open position to 162
On 10 Apr AMBUJACEM was trading at 445.20. The strike last trading price was 12.45, which was -7.900000000000002 lower than the previous day. The implied volatity was 34.03, the open interest changed by -2 which decreased total open position to 182
On 9 Apr AMBUJACEM was trading at 434.05. The strike last trading price was 21.3, which was 8.05 higher than the previous day. The implied volatity was 40.14, the open interest changed by 14 which increased total open position to 180
On 8 Apr AMBUJACEM was trading at 446.75. The strike last trading price was 13.1, which was -15.65 lower than the previous day. The implied volatity was 37.69, the open interest changed by 163 which increased total open position to 166
On 7 Apr AMBUJACEM was trading at 420.45. The strike last trading price was 28.75, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Apr AMBUJACEM was trading at 430.05. The strike last trading price was 28.75, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 28.75, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 28.75, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 28.75, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 28.75, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 28.75, which was -10.75 lower than the previous day. The implied volatity was 34.65, the open interest changed by 0 which decreased total open position to 2
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 39.5, which was 35.75 higher than the previous day. The implied volatity was 39.82, the open interest changed by 0 which decreased total open position to 0
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 3.75, 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 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 3.75, 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 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 3.75, 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 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 3.75, 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 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 3.16, 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 3.75, which was 0 lower than the previous day. The implied volatity was 4.55, 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 3.75, which was 0 lower than the previous day. The implied volatity was 2.43, 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 3.75, which was 0 lower than the previous day. The implied volatity was 4.76, 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 3.75, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
