Historical option data for AMBUJACEM
20 May 2026 04:10 PM IST
| AMBUJACEM 26-May-2026 (5d) 445 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0
Theta: -0.42
Gamma: 0.01717
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 430.25 | 2.1 | -0.9 (-30.00%) | 30.25 | 645 | 12 | 733 | |||||||||
| 19 May | 431.70 | 3 | -1 (-25.00%) | 32.35 | 478 | 10 | 721 | |||||||||
| 18 May | 430.15 | 3.4 | -2.6 (-43.33%) | 33.33 | 774 | 55 | 711 | |||||||||
| 15 May | 433.75 | 5.55 | -4.6 (-45.32%) | 32.17 | 1,165 | 33 | 659 | |||||||||
| 14 May | 443.90 | 10.55 | 2.7 (34.39%) | 32.82 | 1,109 | 23 | 627 | |||||||||
| 13 May | 438.40 | 7.8 | 2.85 (57.58%) | 0 | 697 | 25 | 605 | |||||||||
| 12 May | 426.95 | 5.5 | -3.2 (-36.78%) | 34.18 | 989 | 23 | 581 | |||||||||
| 11 May | 436.20 | 8.6 | -5.3 (-38.13%) | 0 | 876 | 7 | 558 | |||||||||
| 8 May | 444.30 | 13.55 | -3.55 (-20.76%) | 33.99 | 692 | 2 | 555 | |||||||||
| 7 May | 450.65 | 17.75 | 1.4 (8.56%) | 32.39 | 1,185 | -11 | 556 | |||||||||
| 6 May | 446.90 | 16.45 | 6.8 (70.47%) | 36.66 | 2,864 | 111 | 568 | |||||||||
| 5 May | 433.10 | 9.9 | -7.05 (-41.59%) | 33.61 | 2,495 | 175 | 455 | |||||||||
| 4 May | 445.30 | 16.2 | -2.35 (-12.67%) | 35.72 | 3,200 | 191 | 280 | |||||||||
| 30 Apr | 444.20 | 18.9 | -9.15 (-32.62%) | 39.03 | 241 | 76 | 87 | |||||||||
| 29 Apr | 454.60 | 28.05 | 0 (0.00%) | 39.11 | 0 | 0 | 11 | |||||||||
| 28 Apr | 458.80 | 28.05 | -7.55 (-21.21%) | 39.11 | 3 | -1 | 10 | |||||||||
| 27 Apr | 460.50 | 35.6 | 10.4 (41.27%) | 45 | 3 | 1 | 10 | |||||||||
| 24 Apr | 451.20 | 24.95 | -5.95 (-19.26%) | 38.86 | 15 | 7 | 9 | |||||||||
| 23 Apr | 450.40 | 30.9 | 0.4 (1.31%) | 34.71 | 0 | 0 | 2 | |||||||||
| 22 Apr | 460.90 | 30.9 | 0 (0.00%) | 34.71 | 1 | 0 | 1 | |||||||||
| 21 Apr | 456.25 | 30.9 | 3.5 (12.77%) | 44.47 | 0 | 0 | 1 | |||||||||
| 20 Apr | 454.90 | 30.9 | 22.3 (259.30%) | 44.47 | 1 | 0 | 0 | |||||||||
| 17 Apr | 459.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 458.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 454.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 441.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 445.20 | 0 | 0 (0.00%) | 0.37 | 0 | 0 | 0 | |||||||||
| 9 Apr | 434.05 | 8.6 | 0 (0.00%) | 1.25 | 0 | 0 | 0 | |||||||||
| 8 Apr | 446.75 | 8.6 | 0 (0.00%) | 0.01 | 0 | 0 | 0 | |||||||||
| 7 Apr | 420.45 | 8.6 | 0 (0.00%) | 3.48 | 0 | 0 | 0 | |||||||||
| 6 Apr | 430.05 | 8.6 | 0 (0.00%) | 1.72 | 0 | 0 | 0 | |||||||||
| 2 Apr | 418.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 420.35 | 0 | 0 (0.00%) | 3.29 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 445 expiring on 26MAY2026
Delta for 445 CE is 0.22
Historical price for 445 CE is as follows
On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 30.25, the open interest changed by 12 which increased total open position to 733
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 32.35, the open interest changed by 10 which increased total open position to 721
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 3.4, which was -2.6 lower than the previous day. The implied volatity was 33.33, the open interest changed by 55 which increased total open position to 711
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 5.55, which was -4.6 lower than the previous day. The implied volatity was 32.17, the open interest changed by 33 which increased total open position to 659
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 10.55, which was 2.7 higher than the previous day. The implied volatity was 32.82, the open interest changed by 23 which increased total open position to 627
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 7.8, which was 2.85 higher than the previous day. The implied volatity was 0, the open interest changed by 25 which increased total open position to 605
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 5.5, which was -3.2 lower than the previous day. The implied volatity was 34.18, the open interest changed by 23 which increased total open position to 581
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 8.6, which was -5.3 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 558
On 8 May AMBUJACEM was trading at 444.30. The strike last trading price was 13.55, which was -3.55 lower than the previous day. The implied volatity was 33.99, the open interest changed by 2 which increased total open position to 555
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 17.75, which was 1.4 higher than the previous day. The implied volatity was 32.39, the open interest changed by -11 which decreased total open position to 556
On 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 16.45, which was 6.8 higher than the previous day. The implied volatity was 36.66, the open interest changed by 111 which increased total open position to 568
On 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 9.9, which was -7.05 lower than the previous day. The implied volatity was 33.61, the open interest changed by 175 which increased total open position to 455
On 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 16.2, which was -2.35 lower than the previous day. The implied volatity was 35.72, the open interest changed by 191 which increased total open position to 280
On 30 Apr AMBUJACEM was trading at 444.20. The strike last trading price was 18.9, which was -9.15 lower than the previous day. The implied volatity was 39.03, the open interest changed by 76 which increased total open position to 87
On 29 Apr AMBUJACEM was trading at 454.60. The strike last trading price was 28.05, which was 0 lower than the previous day. The implied volatity was 39.11, the open interest changed by 0 which decreased total open position to 11
On 28 Apr AMBUJACEM was trading at 458.80. The strike last trading price was 28.05, which was -7.55 lower than the previous day. The implied volatity was 39.11, the open interest changed by -1 which decreased total open position to 10
On 27 Apr AMBUJACEM was trading at 460.50. The strike last trading price was 35.6, which was 10.4 higher than the previous day. The implied volatity was 45, the open interest changed by 1 which increased total open position to 10
On 24 Apr AMBUJACEM was trading at 451.20. The strike last trading price was 24.95, which was -5.95 lower than the previous day. The implied volatity was 38.86, the open interest changed by 7 which increased total open position to 9
On 23 Apr AMBUJACEM was trading at 450.40. The strike last trading price was 30.9, which was 0.4 higher than the previous day. The implied volatity was 34.71, the open interest changed by 0 which decreased total open position to 2
On 22 Apr AMBUJACEM was trading at 460.90. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was 34.71, the open interest changed by 0 which decreased total open position to 1
On 21 Apr AMBUJACEM was trading at 456.25. The strike last trading price was 30.9, which was 3.5 higher than the previous day. The implied volatity was 44.47, the open interest changed by 0 which decreased total open position to 1
On 20 Apr AMBUJACEM was trading at 454.90. The strike last trading price was 30.9, which was 22.3 higher than the previous day. The implied volatity was 44.47, the open interest changed by 0 which decreased total open position to 0
On 17 Apr AMBUJACEM was trading at 459.00. 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 16 Apr AMBUJACEM was trading at 458.05. 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 15 Apr AMBUJACEM was trading at 454.00. 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 13 Apr AMBUJACEM was trading at 441.00. 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 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 0.37, 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 8.6, which was 0 lower than the previous day. The implied volatity was 1.25, 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 8.6, which was 0 lower than the previous day. The implied volatity was 0.01, 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 8.6, which was 0 lower than the previous day. The implied volatity was 3.48, 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 8.6, which was 0 lower than the previous day. The implied volatity was 1.72, 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
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 26-May-2026 (5d) 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0
Theta: -0.29
Gamma: 0.0172
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 430.25 | 16 | 1.15 (7.74%) | 27.84 | 8 | -1 | 280 |
| 19 May | 431.70 | 14.85 | -2.9 (-16.34%) | 32.6 | 64 | 5 | 282 |
| 18 May | 430.15 | 18.45 | 2.65 (16.77%) | 36.37 | 95 | -2 | 277 |
| 15 May | 433.75 | 17 | 6.65 (64.25%) | 32.03 | 300 | 8 | 278 |
| 14 May | 443.90 | 10.2 | -3.75 (-26.88%) | 30.91 | 246 | -8 | 270 |
| 13 May | 438.40 | 14.3 | -8.45 (-37.14%) | 0 | 50 | -8 | 279 |
| 12 May | 426.95 | 21.25 | 4.8 (29.18%) | 0 | 141 | -25 | 289 |
| 11 May | 436.20 | 16.2 | 3.45 (27.06%) | 0 | 298 | -5 | 314 |
| 8 May | 444.30 | 13.1 | 3.75 (40.11%) | 33.18 | 535 | -42 | 320 |
| 7 May | 450.65 | 9.15 | -2.85 (-23.75%) | 31.17 | 1,042 | 2 | 362 |
| 6 May | 446.90 | 11.8 | -7.15 (-37.73%) | 30.7 | 787 | 74 | 360 |
| 5 May | 433.10 | 18.6 | 4.55 (32.38%) | 31.22 | 1,326 | 38 | 285 |
| 4 May | 445.30 | 14.3 | -1.9 (-11.73%) | 33.83 | 2,856 | 210 | 249 |
| 30 Apr | 444.20 | 16.15 | 3.95 (32.38%) | 34.78 | 274 | 65 | 104 |
| 29 Apr | 454.60 | 12 | 0.45 (3.90%) | 34.77 | 48 | 9 | 42 |
| 28 Apr | 458.80 | 11.55 | -1.25 (-9.77%) | 36.53 | 11 | 2 | 32 |
| 27 Apr | 460.50 | 12.8 | -2.05 (-13.80%) | 39.92 | 67 | 7 | 30 |
| 24 Apr | 451.20 | 14.85 | -32.6 (-68.70%) | 35.47 | 38 | 23 | 23 |
| 23 Apr | 450.40 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 460.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 456.25 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 454.90 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 459.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 458.05 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 454.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 441.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 445.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 434.05 | 47.45 | 0 (0.00%) | 0.4 | 0 | 0 | 0 |
| 8 Apr | 446.75 | 47.45 | 0 (0.00%) | 1.69 | 0 | 0 | 0 |
| 7 Apr | 420.45 | 47.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 430.05 | 47.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 418.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 420.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 445 expiring on 26MAY2026
Delta for 445 PE is -0.81
Historical price for 445 PE is as follows
On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 16, which was 1.15 higher than the previous day. The implied volatity was 27.84, the open interest changed by -1 which decreased total open position to 280
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 14.85, which was -2.9 lower than the previous day. The implied volatity was 32.6, the open interest changed by 5 which increased total open position to 282
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 18.45, which was 2.65 higher than the previous day. The implied volatity was 36.37, the open interest changed by -2 which decreased total open position to 277
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 17, which was 6.65 higher than the previous day. The implied volatity was 32.03, the open interest changed by 8 which increased total open position to 278
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 10.2, which was -3.75 lower than the previous day. The implied volatity was 30.91, the open interest changed by -8 which decreased total open position to 270
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 14.3, which was -8.45 lower than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 279
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 21.25, which was 4.8 higher than the previous day. The implied volatity was 0, the open interest changed by -25 which decreased total open position to 289
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 16.2, which was 3.45 higher than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 314
On 8 May AMBUJACEM was trading at 444.30. The strike last trading price was 13.1, which was 3.75 higher than the previous day. The implied volatity was 33.18, the open interest changed by -42 which decreased total open position to 320
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 9.15, which was -2.85 lower than the previous day. The implied volatity was 31.17, the open interest changed by 2 which increased total open position to 362
On 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 11.8, which was -7.15 lower than the previous day. The implied volatity was 30.7, the open interest changed by 74 which increased total open position to 360
On 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 18.6, which was 4.55 higher than the previous day. The implied volatity was 31.22, the open interest changed by 38 which increased total open position to 285
On 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 14.3, which was -1.9 lower than the previous day. The implied volatity was 33.83, the open interest changed by 210 which increased total open position to 249
On 30 Apr AMBUJACEM was trading at 444.20. The strike last trading price was 16.15, which was 3.95 higher than the previous day. The implied volatity was 34.78, the open interest changed by 65 which increased total open position to 104
On 29 Apr AMBUJACEM was trading at 454.60. The strike last trading price was 12, which was 0.45 higher than the previous day. The implied volatity was 34.77, the open interest changed by 9 which increased total open position to 42
On 28 Apr AMBUJACEM was trading at 458.80. The strike last trading price was 11.55, which was -1.25 lower than the previous day. The implied volatity was 36.53, the open interest changed by 2 which increased total open position to 32
On 27 Apr AMBUJACEM was trading at 460.50. The strike last trading price was 12.8, which was -2.05 lower than the previous day. The implied volatity was 39.92, the open interest changed by 7 which increased total open position to 30
On 24 Apr AMBUJACEM was trading at 451.20. The strike last trading price was 14.85, which was -32.6 lower than the previous day. The implied volatity was 35.47, the open interest changed by 23 which increased total open position to 23
On 23 Apr AMBUJACEM was trading at 450.40. 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 22 Apr AMBUJACEM was trading at 460.90. 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 21 Apr AMBUJACEM was trading at 456.25. 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 20 Apr AMBUJACEM was trading at 454.90. 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 17 Apr AMBUJACEM was trading at 459.00. 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 16 Apr AMBUJACEM was trading at 458.05. 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 15 Apr AMBUJACEM was trading at 454.00. 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 13 Apr AMBUJACEM was trading at 441.00. 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 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 47.45, which was 0 lower than the previous day. The implied volatity was 0.4, 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 47.45, which was 0 lower than the previous day. The implied volatity was 1.69, 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 47.45, 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 47.45, 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 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
On 1 Apr AMBUJACEM was trading at 420.35. 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
