AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
16 Apr 2026 04:11 PM IST
| AMBUJACEM 28-Apr-2026 (11d) 450 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0
Theta: -0.5
Gamma: 0.01216
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 458.05 | 17.25 | 2.3499999999999996 | 36.99 | 1,021 | -26 | 769 | |||||||||
| 15 Apr | 454.00 | 14.45 | 3.6999999999999993 | 36.07 | 2,308 | -175 | 819 | |||||||||
| 13 Apr | 441.00 | 10.7 | -2.200000000000001 | 39.94 | 1,347 | 112 | 992 | |||||||||
| 10 Apr | 445.20 | 13.1 | 4.5 | 36.1 | 2,078 | -112 | 905 | |||||||||
| 9 Apr | 434.05 | 8.2 | -5.6 | 35.83 | 2,431 | 212 | 1,020 | |||||||||
| 8 Apr | 446.75 | 14.15 | 8.25 | 33.3 | 4,207 | 55 | 828 | |||||||||
| 7 Apr | 420.45 | 6 | -2.4 | 38.03 | 750 | 132 | 772 | |||||||||
| 6 Apr | 430.05 | 8.15 | 3 | 35.55 | 863 | -68 | 640 | |||||||||
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| 2 Apr | 418.45 | 4.7 | -0.75 | 33 | 615 | 87 | 708 | |||||||||
| 1 Apr | 420.35 | 5.5 | 2.2 | 31.11 | 1,058 | 96 | 599 | |||||||||
| 30 Mar | 401.25 | 3.35 | -2.05 | 36.35 | 658 | 125 | 504 | |||||||||
| 27 Mar | 408.85 | 5.35 | -2.25 | 36.32 | 309 | 25 | 379 | |||||||||
| 25 Mar | 421.80 | 7.6 | 2.45 | 31.59 | 488 | 53 | 354 | |||||||||
| 24 Mar | 407.55 | 5.3 | 0.55 | 33.32 | 401 | 55 | 298 | |||||||||
| 23 Mar | 395.35 | 4.65 | -3.55 | 38.34 | 264 | 73 | 241 | |||||||||
| 20 Mar | 420.55 | 8.4 | -0.3 | 31.65 | 60 | 21 | 167 | |||||||||
| 19 Mar | 419.95 | 9.25 | -6.15 | 32.5 | 93 | 8 | 144 | |||||||||
| 18 Mar | 441.25 | 15.5 | 1.6 | 29.41 | 78 | 15 | 132 | |||||||||
| 17 Mar | 434.20 | 13.85 | -0.15 | 32.04 | 74 | 56 | 117 | |||||||||
| 16 Mar | 429.00 | 13.9 | 0.35 | 35.55 | 38 | 15 | 61 | |||||||||
| 13 Mar | 425.35 | 13.3 | -7.7 | 35.44 | 39 | 27 | 44 | |||||||||
| 12 Mar | 446.45 | 21 | -9.8 | 31.53 | 13 | 12 | 16 | |||||||||
| 11 Mar | 457.80 | 30.8 | 5.8 | 35.44 | 2 | 0 | 4 | |||||||||
| 10 Mar | 462.10 | 25 | 1.95 | 21.19 | 1 | 0 | 4 | |||||||||
| 9 Mar | 451.95 | 23.05 | -11.45 | 28.48 | 4 | 1 | 2 | |||||||||
| 6 Mar | 466.75 | 34.5 | -10.5 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 480.00 | 34.5 | -10.5 | 12.44 | 3 | 1 | 3 | |||||||||
| 4 Mar | 476.15 | 45 | -48.8 | - | 2 | 0 | 2 | |||||||||
| 2 Mar | 490.75 | 45 | -48.8 | 11.46 | 2 | 1 | 1 | |||||||||
| 3 Feb | 528.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 510.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 497.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 450 expiring on 28APR2026
Delta for 450 CE is 0.63
Historical price for 450 CE is as follows
On 16 Apr AMBUJACEM was trading at 458.05. The strike last trading price was 17.25, which was 2.3499999999999996 higher than the previous day. The implied volatity was 36.99, the open interest changed by -26 which decreased total open position to 769
On 15 Apr AMBUJACEM was trading at 454.00. The strike last trading price was 14.45, which was 3.6999999999999993 higher than the previous day. The implied volatity was 36.07, the open interest changed by -175 which decreased total open position to 819
On 13 Apr AMBUJACEM was trading at 441.00. The strike last trading price was 10.7, which was -2.200000000000001 lower than the previous day. The implied volatity was 39.94, the open interest changed by 112 which increased total open position to 992
On 10 Apr AMBUJACEM was trading at 445.20. The strike last trading price was 13.1, which was 4.5 higher than the previous day. The implied volatity was 36.1, the open interest changed by -112 which decreased total open position to 905
On 9 Apr AMBUJACEM was trading at 434.05. The strike last trading price was 8.2, which was -5.6 lower than the previous day. The implied volatity was 35.83, the open interest changed by 212 which increased total open position to 1020
On 8 Apr AMBUJACEM was trading at 446.75. The strike last trading price was 14.15, which was 8.25 higher than the previous day. The implied volatity was 33.3, the open interest changed by 55 which increased total open position to 828
On 7 Apr AMBUJACEM was trading at 420.45. The strike last trading price was 6, which was -2.4 lower than the previous day. The implied volatity was 38.03, the open interest changed by 132 which increased total open position to 772
On 6 Apr AMBUJACEM was trading at 430.05. The strike last trading price was 8.15, which was 3 higher than the previous day. The implied volatity was 35.55, the open interest changed by -68 which decreased total open position to 640
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 4.7, which was -0.75 lower than the previous day. The implied volatity was 33, the open interest changed by 87 which increased total open position to 708
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 5.5, which was 2.2 higher than the previous day. The implied volatity was 31.11, the open interest changed by 96 which increased total open position to 599
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 3.35, which was -2.05 lower than the previous day. The implied volatity was 36.35, the open interest changed by 125 which increased total open position to 504
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 5.35, which was -2.25 lower than the previous day. The implied volatity was 36.32, the open interest changed by 25 which increased total open position to 379
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 7.6, which was 2.45 higher than the previous day. The implied volatity was 31.59, the open interest changed by 53 which increased total open position to 354
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 5.3, which was 0.55 higher than the previous day. The implied volatity was 33.32, the open interest changed by 55 which increased total open position to 298
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 4.65, which was -3.55 lower than the previous day. The implied volatity was 38.34, the open interest changed by 73 which increased total open position to 241
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 8.4, which was -0.3 lower than the previous day. The implied volatity was 31.65, the open interest changed by 21 which increased total open position to 167
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 9.25, which was -6.15 lower than the previous day. The implied volatity was 32.5, the open interest changed by 8 which increased total open position to 144
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 15.5, which was 1.6 higher than the previous day. The implied volatity was 29.41, the open interest changed by 15 which increased total open position to 132
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 13.85, which was -0.15 lower than the previous day. The implied volatity was 32.04, the open interest changed by 56 which increased total open position to 117
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 13.9, which was 0.35 higher than the previous day. The implied volatity was 35.55, the open interest changed by 15 which increased total open position to 61
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 13.3, which was -7.7 lower than the previous day. The implied volatity was 35.44, the open interest changed by 27 which increased total open position to 44
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 21, which was -9.8 lower than the previous day. The implied volatity was 31.53, the open interest changed by 12 which increased total open position to 16
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 30.8, which was 5.8 higher than the previous day. The implied volatity was 35.44, the open interest changed by 0 which decreased total open position to 4
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 25, which was 1.95 higher than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 4
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 23.05, which was -11.45 lower than the previous day. The implied volatity was 28.48, the open interest changed by 1 which increased total open position to 2
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 34.5, which was -10.5 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 34.5, which was -10.5 lower than the previous day. The implied volatity was 12.44, the open interest changed by 1 which increased total open position to 3
On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 45, which was -48.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 45, which was -48.8 lower than the previous day. The implied volatity was 11.46, the open interest changed by 1 which increased total open position to 1
On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb AMBUJACEM was trading at 510.50. 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 Feb AMBUJACEM was trading at 497.35. 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
| AMBUJACEM 28-Apr-2026 (11d) 450 PE | |||||||
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Delta: -0.36
Vega: 0
Theta: -0.39
Gamma: 0.0132
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 458.05 | 7.35 | -2.75 | 33.79 | 957 | -42 | 522 |
| 15 Apr | 454.00 | 10.55 | -7.699999999999999 | 36.9 | 1,146 | -20 | 563 |
| 13 Apr | 441.00 | 18.3 | 2.4000000000000004 | 37.64 | 247 | 40 | 583 |
| 10 Apr | 445.20 | 14.75 | -9.350000000000001 | 33.32 | 444 | 103 | 547 |
| 9 Apr | 434.05 | 24.5 | 8.8 | 40.23 | 352 | 40 | 446 |
| 8 Apr | 446.75 | 15.45 | -17.15 | 37.51 | 1,567 | 172 | 406 |
| 7 Apr | 420.45 | 32.2 | 6.25 | 37.67 | 35 | 3 | 232 |
| 6 Apr | 430.05 | 26.65 | -7.3 | 38.63 | 70 | 19 | 228 |
| 2 Apr | 418.45 | 35.55 | 2.45 | 36.02 | 52 | 1 | 211 |
| 1 Apr | 420.35 | 32.65 | -17.35 | 37.43 | 283 | -63 | 210 |
| 30 Mar | 401.25 | 49.25 | 5.6 | 39.17 | 185 | 156 | 274 |
| 27 Mar | 408.85 | 43.4 | 11.65 | 37.77 | 29 | 3 | 118 |
| 25 Mar | 421.80 | 32 | -9.4 | 34.26 | 44 | 29 | 116 |
| 24 Mar | 407.55 | 41.4 | -14.5 | 35.35 | 10 | 0 | 87 |
| 23 Mar | 395.35 | 55.3 | 24.8 | 45.47 | 19 | -7 | 88 |
| 20 Mar | 420.55 | 30.5 | -0.85 | 27.86 | 7 | -4 | 96 |
| 19 Mar | 419.95 | 31.35 | 11.2 | 30.31 | 4 | -1 | 101 |
| 18 Mar | 441.25 | 20 | -7 | 30.31 | 15 | -2 | 101 |
| 17 Mar | 434.20 | 27 | -4.4 | 34.98 | 4 | 0 | 104 |
| 16 Mar | 429.00 | 31.4 | -1.4 | 36.9 | 16 | 13 | 102 |
| 13 Mar | 425.35 | 32.75 | 13.45 | 34.81 | 69 | 45 | 87 |
| 12 Mar | 446.45 | 19.3 | 11.2 | 31.7 | 39 | 25 | 42 |
| 11 Mar | 457.80 | 8.1 | -2.9 | 21.48 | 1 | 0 | 16 |
| 10 Mar | 462.10 | 11 | -7.85 | 28.29 | 14 | 7 | 15 |
| 9 Mar | 451.95 | 18.85 | 8.85 | 34.19 | 5 | 3 | 8 |
| 6 Mar | 466.75 | 10 | 0.7 | 27.77 | 5 | 3 | 4 |
| 5 Mar | 480.00 | 9.3 | 4.65 | 32.71 | 1 | 0 | 0 |
| 4 Mar | 476.15 | 4.65 | 0 | 5.51 | 0 | 0 | 0 |
| 2 Mar | 490.75 | 4.65 | 0 | 7.41 | 0 | 0 | 0 |
| 3 Feb | 528.25 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 510.50 | 0 | 0 | 7.35 | 0 | 0 | 0 |
| 1 Feb | 497.35 | 0 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 450 expiring on 28APR2026
Delta for 450 PE is -0.36
Historical price for 450 PE is as follows
On 16 Apr AMBUJACEM was trading at 458.05. The strike last trading price was 7.35, which was -2.75 lower than the previous day. The implied volatity was 33.79, the open interest changed by -42 which decreased total open position to 522
On 15 Apr AMBUJACEM was trading at 454.00. The strike last trading price was 10.55, which was -7.699999999999999 lower than the previous day. The implied volatity was 36.9, the open interest changed by -20 which decreased total open position to 563
On 13 Apr AMBUJACEM was trading at 441.00. The strike last trading price was 18.3, which was 2.4000000000000004 higher than the previous day. The implied volatity was 37.64, the open interest changed by 40 which increased total open position to 583
On 10 Apr AMBUJACEM was trading at 445.20. The strike last trading price was 14.75, which was -9.350000000000001 lower than the previous day. The implied volatity was 33.32, the open interest changed by 103 which increased total open position to 547
On 9 Apr AMBUJACEM was trading at 434.05. The strike last trading price was 24.5, which was 8.8 higher than the previous day. The implied volatity was 40.23, the open interest changed by 40 which increased total open position to 446
On 8 Apr AMBUJACEM was trading at 446.75. The strike last trading price was 15.45, which was -17.15 lower than the previous day. The implied volatity was 37.51, the open interest changed by 172 which increased total open position to 406
On 7 Apr AMBUJACEM was trading at 420.45. The strike last trading price was 32.2, which was 6.25 higher than the previous day. The implied volatity was 37.67, the open interest changed by 3 which increased total open position to 232
On 6 Apr AMBUJACEM was trading at 430.05. The strike last trading price was 26.65, which was -7.3 lower than the previous day. The implied volatity was 38.63, the open interest changed by 19 which increased total open position to 228
On 2 Apr AMBUJACEM was trading at 418.45. The strike last trading price was 35.55, which was 2.45 higher than the previous day. The implied volatity was 36.02, the open interest changed by 1 which increased total open position to 211
On 1 Apr AMBUJACEM was trading at 420.35. The strike last trading price was 32.65, which was -17.35 lower than the previous day. The implied volatity was 37.43, the open interest changed by -63 which decreased total open position to 210
On 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 49.25, which was 5.6 higher than the previous day. The implied volatity was 39.17, the open interest changed by 156 which increased total open position to 274
On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 43.4, which was 11.65 higher than the previous day. The implied volatity was 37.77, the open interest changed by 3 which increased total open position to 118
On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 32, which was -9.4 lower than the previous day. The implied volatity was 34.26, the open interest changed by 29 which increased total open position to 116
On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 41.4, which was -14.5 lower than the previous day. The implied volatity was 35.35, the open interest changed by 0 which decreased total open position to 87
On 23 Mar AMBUJACEM was trading at 395.35. The strike last trading price was 55.3, which was 24.8 higher than the previous day. The implied volatity was 45.47, the open interest changed by -7 which decreased total open position to 88
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 30.5, which was -0.85 lower than the previous day. The implied volatity was 27.86, the open interest changed by -4 which decreased total open position to 96
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 31.35, which was 11.2 higher than the previous day. The implied volatity was 30.31, the open interest changed by -1 which decreased total open position to 101
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 20, which was -7 lower than the previous day. The implied volatity was 30.31, the open interest changed by -2 which decreased total open position to 101
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 27, which was -4.4 lower than the previous day. The implied volatity was 34.98, the open interest changed by 0 which decreased total open position to 104
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 31.4, which was -1.4 lower than the previous day. The implied volatity was 36.9, the open interest changed by 13 which increased total open position to 102
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 32.75, which was 13.45 higher than the previous day. The implied volatity was 34.81, the open interest changed by 45 which increased total open position to 87
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 19.3, which was 11.2 higher than the previous day. The implied volatity was 31.7, the open interest changed by 25 which increased total open position to 42
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 8.1, which was -2.9 lower than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 16
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 11, which was -7.85 lower than the previous day. The implied volatity was 28.29, the open interest changed by 7 which increased total open position to 15
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 18.85, which was 8.85 higher than the previous day. The implied volatity was 34.19, the open interest changed by 3 which increased total open position to 8
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 10, which was 0.7 higher than the previous day. The implied volatity was 27.77, the open interest changed by 3 which increased total open position to 4
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 9.3, which was 4.65 higher than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 0
On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.35, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AMBUJACEM was trading at 497.35. 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
