Historical option data for AMBUJACEM
08 Jun 2026 12:39 PM IST
| AMBUJACEM 30-Jun-2026 (22d) 445 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0
Theta: -0.25
Gamma: 0.00923
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 416.80 | 4.5 | -0.5 (-10.00%) | 32.37 | 89 | 13 | 335 | |||||||||
| 5 Jun | 417.55 | 5.25 | -1.75 (-25.00%) | 32.08 | 241 | 49 | 324 | |||||||||
| 4 Jun | 426.35 | 7.4 | -0.6 (-7.50%) | 30.51 | 119 | -10 | 276 | |||||||||
| 3 Jun | 426.95 | 8.5 | -3.5 (-29.17%) | 32.38 | 363 | 81 | 287 | |||||||||
| 2 Jun | 439.35 | 12 | 2 (20.00%) | 27.85 | 146 | 5 | 206 | |||||||||
| 1 Jun | 434.90 | 10.3 | -7.7 (-42.78%) | 28.15 | 310 | 40 | 200 | |||||||||
| 29 May | 447.85 | 17.75 | -6.25 (-26.04%) | 28.37 | 184 | 10 | 162 | |||||||||
| 27 May | 459.75 | 24.5 | 6.5 (36.11%) | 24.57 | 203 | 3 | 153 | |||||||||
| 26 May | 449.70 | 18.3 | 3.3 (22.00%) | 25.85 | 401 | 91 | 150 | |||||||||
| 25 May | 441.95 | 15.35 | 2.35 (18.08%) | 27.26 | 132 | 52 | 53 | |||||||||
| 22 May | 436.35 | 13.45 | -0.55 (-3.93%) | 29.31 | 1 | 0 | 0 | |||||||||
| 21 May | 436.45 | 13.7 | -23.3 (-62.97%) | 27.66 | 2 | 1 | 1 | |||||||||
| 20 May | 430.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 431.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 430.15 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 433.75 | 0 | -36.95 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 443.90 | 0 | -36.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 438.40 | 0 | -36.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 426.95 | 0 | -36.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 436.20 | 0 | -36.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 444.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 450.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 446.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 29 Apr | 454.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 445 expiring on 30JUN2026
Delta for 445 CE is 0.24
Historical price for 445 CE is as follows
On 8 Jun AMBUJACEM was trading at 416.80. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 32.37, the open interest changed by 13 which increased total open position to 335
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 5.25, which was -1.75 lower than the previous day. The implied volatity was 32.08, the open interest changed by 49 which increased total open position to 324
On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 7.4, which was -0.6 lower than the previous day. The implied volatity was 30.51, the open interest changed by -10 which decreased total open position to 276
On 3 Jun AMBUJACEM was trading at 426.95. The strike last trading price was 8.5, which was -3.5 lower than the previous day. The implied volatity was 32.38, the open interest changed by 81 which increased total open position to 287
On 2 Jun AMBUJACEM was trading at 439.35. The strike last trading price was 12, which was 2 higher than the previous day. The implied volatity was 27.85, the open interest changed by 5 which increased total open position to 206
On 1 Jun AMBUJACEM was trading at 434.90. The strike last trading price was 10.3, which was -7.7 lower than the previous day. The implied volatity was 28.15, the open interest changed by 40 which increased total open position to 200
On 29 May AMBUJACEM was trading at 447.85. The strike last trading price was 17.75, which was -6.25 lower than the previous day. The implied volatity was 28.37, the open interest changed by 10 which increased total open position to 162
On 27 May AMBUJACEM was trading at 459.75. The strike last trading price was 24.5, which was 6.5 higher than the previous day. The implied volatity was 24.57, the open interest changed by 3 which increased total open position to 153
On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 18.3, which was 3.3 higher than the previous day. The implied volatity was 25.85, the open interest changed by 91 which increased total open position to 150
On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 15.35, which was 2.35 higher than the previous day. The implied volatity was 27.26, the open interest changed by 52 which increased total open position to 53
On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 13.45, which was -0.55 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 0
On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 13.7, which was -23.3 lower than the previous day. The implied volatity was 27.66, the open interest changed by 1 which increased total open position to 1
On 20 May AMBUJACEM was trading at 430.25. 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 19 May AMBUJACEM was trading at 431.70. 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 18 May AMBUJACEM was trading at 430.15. 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 May AMBUJACEM was trading at 433.75. The strike last trading price was 0, which was -36.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 0, which was -36.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 0, which was -36.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 0, which was -36.95 lower than the previous day. The implied volatity was 0, 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 -36.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May AMBUJACEM was trading at 444.30. 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 7 May AMBUJACEM was trading at 450.65. 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 May AMBUJACEM was trading at 446.90. 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 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
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
| AMBUJACEM 30-Jun-2026 (22d) 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 416.80 | 30.65 | 30.65 | - | 44 | 0 | 527 |
| 5 Jun | 417.55 | 30.65 | 7.4 (31.83%) | 31.42 | 44 | 8 | 526 |
| 4 Jun | 426.35 | 23.25 | 23.25 (60.75%) | 29.42 | 102 | 0 | 518 |
| 3 Jun | 426.95 | 23.55 | 8.9 (60.75%) | 29.42 | 102 | 7 | 519 |
| 2 Jun | 439.35 | 14.65 | -4.05 (-21.66%) | 26.36 | 47 | -3 | 512 |
| 1 Jun | 434.90 | 18.8 | 7 (59.32%) | 28.77 | 371 | -12 | 516 |
| 29 May | 447.85 | 11.05 | 3.15 (39.87%) | 25.49 | 198 | -25 | 528 |
| 27 May | 459.75 | 7.45 | -3.55 (-32.27%) | 26.7 | 445 | -2 | 554 |
| 26 May | 449.70 | 11.1 | -4.2 (-27.45%) | 26.71 | 832 | 519 | 560 |
| 25 May | 441.95 | 15.15 | -2.1 (-12.17%) | 27.19 | 41 | 28 | 40 |
| 22 May | 436.35 | 17.25 | -3.2 (-15.65%) | 27.6 | 1 | 0 | 12 |
| 21 May | 436.45 | 20.45 | 0 (0.00%) | - | 13 | 0 | 12 |
| 20 May | 430.25 | 20.45 | 0 (0.00%) | - | 13 | 0 | 12 |
| 19 May | 431.70 | 20.45 | 0 (0.00%) | - | 13 | 0 | 12 |
| 18 May | 430.15 | 20.45 | 0 (0.00%) | - | 13 | 0 | 12 |
| 15 May | 433.75 | 20.45 | 0 (0.00%) | - | 0 | 0 | 12 |
| 14 May | 443.90 | 20.45 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 13 May | 438.40 | 20.45 | 1.7 (9.07%) | 28.34 | 13 | 9 | 9 |
| 12 May | 426.95 | 0 | -18.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 436.20 | 0 | -18.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 444.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 450.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 446.90 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 29 Apr | 454.60 | 0 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 445 expiring on 30JUN2026
Delta for 445 PE is -
Historical price for 445 PE is as follows
On 8 Jun AMBUJACEM was trading at 416.80. The strike last trading price was 30.65, which was 30.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 527
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 30.65, which was 7.4 higher than the previous day. The implied volatity was 31.42, the open interest changed by 8 which increased total open position to 526
On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 23.25, which was 23.25 higher than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 518
On 3 Jun AMBUJACEM was trading at 426.95. The strike last trading price was 23.55, which was 8.9 higher than the previous day. The implied volatity was 29.42, the open interest changed by 7 which increased total open position to 519
On 2 Jun AMBUJACEM was trading at 439.35. The strike last trading price was 14.65, which was -4.05 lower than the previous day. The implied volatity was 26.36, the open interest changed by -3 which decreased total open position to 512
On 1 Jun AMBUJACEM was trading at 434.90. The strike last trading price was 18.8, which was 7 higher than the previous day. The implied volatity was 28.77, the open interest changed by -12 which decreased total open position to 516
On 29 May AMBUJACEM was trading at 447.85. The strike last trading price was 11.05, which was 3.15 higher than the previous day. The implied volatity was 25.49, the open interest changed by -25 which decreased total open position to 528
On 27 May AMBUJACEM was trading at 459.75. The strike last trading price was 7.45, which was -3.55 lower than the previous day. The implied volatity was 26.7, the open interest changed by -2 which decreased total open position to 554
On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 11.1, which was -4.2 lower than the previous day. The implied volatity was 26.71, the open interest changed by 519 which increased total open position to 560
On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 15.15, which was -2.1 lower than the previous day. The implied volatity was 27.19, the open interest changed by 28 which increased total open position to 40
On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 17.25, which was -3.2 lower than the previous day. The implied volatity was 27.6, the open interest changed by 0 which decreased total open position to 12
On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 20.45, 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 12
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 20.45, which was 1.7 higher than the previous day. The implied volatity was 28.34, the open interest changed by 9 which increased total open position to 9
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 0, which was -18.75 lower than the previous day. The implied volatity was 0, 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 -18.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May AMBUJACEM was trading at 444.30. 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 7 May AMBUJACEM was trading at 450.65. 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 May AMBUJACEM was trading at 446.90. 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 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
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
