Historical option data for AMBUJACEM
24 Jun 2026 04:10 PM IST
| AMBUJACEM 30-Jun-2026 (5d) 450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0
Theta: -0.32
Gamma: 0.01119
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 426.85 | 1.15 | 0.15 (15.00%) | 32.99 | 4,102 | -1,020 | 3,592 | |||||||||
| 23 Jun | 414.85 | 0.9 | -1.1 (-55.00%) | 39.42 | 2,203 | 286 | 4,611 | |||||||||
| 22 Jun | 428.00 | 1.9 | -0.1 (-5.00%) | 33.57 | 1,486 | 94 | 4,335 | |||||||||
| 19 Jun | 423.95 | 1.85 | -1.15 (-38.33%) | 31.16 | 1,915 | 581 | 4,242 | |||||||||
| 18 Jun | 430.00 | 3.65 | 1.65 (82.50%) | 30.91 | 1,784 | 119 | 3,662 | |||||||||
| 17 Jun | 426.45 | 2.45 | -0.55 (-18.33%) | 30.12 | 1,407 | 349 | 3,532 | |||||||||
| 16 Jun | 426.05 | 2.45 | -0.55 (-18.33%) | 29.82 | 1,289 | 628 | 3,183 | |||||||||
| 15 Jun | 428.85 | 3.15 | 0.15 (5.00%) | 29.59 | 1,382 | -5 | 2,558 | |||||||||
| 12 Jun | 423.10 | 2.7 | 1.7 (170.00%) | 28.01 | 1,990 | -668 | 2,564 | |||||||||
| 11 Jun | 406.05 | 1.25 | -0.75 (-37.50%) | 31.73 | 1,052 | 352 | 3,233 | |||||||||
| 10 Jun | 409.80 | 2.1 | -0.9 (-30.00%) | 33.47 | 560 | 158 | 2,879 | |||||||||
| 9 Jun | 416.00 | 2.8 | -0.2 (-6.67%) | 32.05 | 1,131 | 245 | 2,722 | |||||||||
| 8 Jun | 415.30 | 2.85 | -1.15 (-28.75%) | 34.02 | 1,293 | -7 | 2,497 | |||||||||
| 5 Jun | 417.55 | 4.3 | -1.7 (-28.33%) | 32.23 | 1,417 | 269 | 2,505 | |||||||||
| 4 Jun | 426.35 | 6 | -1 (-14.29%) | 30.52 | 1,192 | -121 | 2,237 | |||||||||
| 3 Jun | 426.95 | 6.95 | -3.05 (-30.50%) | 32.12 | 2,353 | 786 | 2,357 | |||||||||
| 2 Jun | 439.35 | 9.9 | 0.9 (10.00%) | 29.04 | 1,216 | 125 | 1,572 | |||||||||
| 1 Jun | 434.90 | 8.3 | -6.7 (-44.67%) | 27.78 | 1,928 | 295 | 1,446 | |||||||||
| 29 May | 447.85 | 15 | -6 (-28.57%) | 27.05 | 974 | 26 | 1,152 | |||||||||
| 27 May | 459.75 | 21 | 5 (31.25%) | 24.5 | 1,799 | -125 | 1,126 | |||||||||
| 26 May | 449.70 | 15.95 | 2.95 (22.69%) | 26.05 | 3,797 | 383 | 1,247 | |||||||||
| 25 May | 441.95 | 12.8 | 1.8 (16.36%) | 26.79 | 1,170 | 295 | 862 | |||||||||
| 22 May | 436.35 | 10.75 | -0.25 (-2.27%) | 26.18 | 438 | 175 | 565 | |||||||||
| 21 May | 436.45 | 11 | 1 (10.00%) | 26.73 | 437 | 112 | 389 | |||||||||
| 20 May | 430.25 | 9.95 | -2.05 (-17.08%) | 28.42 | 247 | 97 | 277 | |||||||||
| 19 May | 431.70 | 11.4 | -0.6 (-5.00%) | 30.44 | 128 | 49 | 179 | |||||||||
| 18 May | 430.15 | 12 | -2 (-14.29%) | 31.4 | 82 | 44 | 130 | |||||||||
| 15 May | 433.75 | 14 | -4.8 (-25.53%) | 31.78 | 36 | 19 | 84 | |||||||||
| 14 May | 443.90 | 18.8 | 2.85 (17.87%) | 31.77 | 23 | 1 | 65 | |||||||||
| 13 May | 438.40 | 15.6 | 4.05 (35.06%) | 0 | 73 | 6 | 64 | |||||||||
| 12 May | 426.95 | 11.7 | -3.8 (-24.52%) | 0 | 47 | 15 | 57 | |||||||||
| 11 May | 436.20 | 15.45 | -4.8 (-23.70%) | 0 | 20 | 5 | 42 | |||||||||
| 8 May | 444.30 | 20 | -3 (-13.04%) | 31.51 | 44 | -5 | 36 | |||||||||
| 7 May | 450.65 | 23 | 0.7 (3.14%) | 28.83 | 33 | 6 | 42 | |||||||||
| 6 May | 446.90 | 22.05 | 6.35 (40.45%) | 31.19 | 50 | -8 | 37 | |||||||||
| 5 May | 433.10 | 15.7 | -6.9 (-30.53%) | 31.59 | 35 | 33 | 44 | |||||||||
| 4 May | 445.30 | 21.5 | 8.15 (61.05%) | 31.63 | 12 | 10 | 10 | |||||||||
| 30 Apr | 444.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 454.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 458.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 460.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 451.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 450.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 460.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 456.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 454.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 459.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 458.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 454.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 441.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 445.20 | 13.35 | 0 (0.00%) | 0.6 | 0 | 0 | 0 | |||||||||
| 9 Apr | 434.05 | 13.35 | 0 (0.00%) | 0.73 | 0 | 0 | 0 | |||||||||
| 8 Apr | 446.75 | 13.35 | 0 (0.00%) | 0.06 | 0 | 0 | 0 | |||||||||
| 7 Apr | 420.45 | 0 | 0 (0.00%) | 2.95 | 0 | 0 | 0 | |||||||||
| 6 Apr | 430.05 | 0 | 0 (0.00%) | 1.31 | 0 | 0 | 0 | |||||||||
| 2 Apr | 418.45 | 0 | 0 (0.00%) | 2.93 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 450 expiring on 30JUN2026
Delta for 450 CE is 0.13
Historical price for 450 CE is as follows
On 24 Jun AMBUJACEM was trading at 426.85. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 32.99, the open interest changed by -1020 which decreased total open position to 3592
On 23 Jun AMBUJACEM was trading at 414.85. The strike last trading price was 0.9, which was -1.1 lower than the previous day. The implied volatity was 39.42, the open interest changed by 286 which increased total open position to 4611
On 22 Jun AMBUJACEM was trading at 428.00. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 33.57, the open interest changed by 94 which increased total open position to 4335
On 19 Jun AMBUJACEM was trading at 423.95. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 31.16, the open interest changed by 581 which increased total open position to 4242
On 18 Jun AMBUJACEM was trading at 430.00. The strike last trading price was 3.65, which was 1.65 higher than the previous day. The implied volatity was 30.91, the open interest changed by 119 which increased total open position to 3662
On 17 Jun AMBUJACEM was trading at 426.45. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 30.12, the open interest changed by 349 which increased total open position to 3532
On 16 Jun AMBUJACEM was trading at 426.05. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 29.82, the open interest changed by 628 which increased total open position to 3183
On 15 Jun AMBUJACEM was trading at 428.85. The strike last trading price was 3.15, which was 0.15 higher than the previous day. The implied volatity was 29.59, the open interest changed by -5 which decreased total open position to 2558
On 12 Jun AMBUJACEM was trading at 423.10. The strike last trading price was 2.7, which was 1.7 higher than the previous day. The implied volatity was 28.01, the open interest changed by -668 which decreased total open position to 2564
On 11 Jun AMBUJACEM was trading at 406.05. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 31.73, the open interest changed by 352 which increased total open position to 3233
On 10 Jun AMBUJACEM was trading at 409.80. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 33.47, the open interest changed by 158 which increased total open position to 2879
On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 32.05, the open interest changed by 245 which increased total open position to 2722
On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 34.02, the open interest changed by -7 which decreased total open position to 2497
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 4.3, which was -1.7 lower than the previous day. The implied volatity was 32.23, the open interest changed by 269 which increased total open position to 2505
On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 30.52, the open interest changed by -121 which decreased total open position to 2237
On 3 Jun AMBUJACEM was trading at 426.95. The strike last trading price was 6.95, which was -3.05 lower than the previous day. The implied volatity was 32.12, the open interest changed by 786 which increased total open position to 2357
On 2 Jun AMBUJACEM was trading at 439.35. The strike last trading price was 9.9, which was 0.9 higher than the previous day. The implied volatity was 29.04, the open interest changed by 125 which increased total open position to 1572
On 1 Jun AMBUJACEM was trading at 434.90. The strike last trading price was 8.3, which was -6.7 lower than the previous day. The implied volatity was 27.78, the open interest changed by 295 which increased total open position to 1446
On 29 May AMBUJACEM was trading at 447.85. The strike last trading price was 15, which was -6 lower than the previous day. The implied volatity was 27.05, the open interest changed by 26 which increased total open position to 1152
On 27 May AMBUJACEM was trading at 459.75. The strike last trading price was 21, which was 5 higher than the previous day. The implied volatity was 24.5, the open interest changed by -125 which decreased total open position to 1126
On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 15.95, which was 2.95 higher than the previous day. The implied volatity was 26.05, the open interest changed by 383 which increased total open position to 1247
On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 12.8, which was 1.8 higher than the previous day. The implied volatity was 26.79, the open interest changed by 295 which increased total open position to 862
On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 10.75, which was -0.25 lower than the previous day. The implied volatity was 26.18, the open interest changed by 175 which increased total open position to 565
On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 11, which was 1 higher than the previous day. The implied volatity was 26.73, the open interest changed by 112 which increased total open position to 389
On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 9.95, which was -2.05 lower than the previous day. The implied volatity was 28.42, the open interest changed by 97 which increased total open position to 277
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 11.4, which was -0.6 lower than the previous day. The implied volatity was 30.44, the open interest changed by 49 which increased total open position to 179
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 31.4, the open interest changed by 44 which increased total open position to 130
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 14, which was -4.8 lower than the previous day. The implied volatity was 31.78, the open interest changed by 19 which increased total open position to 84
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 18.8, which was 2.85 higher than the previous day. The implied volatity was 31.77, the open interest changed by 1 which increased total open position to 65
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 15.6, which was 4.05 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 64
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 11.7, which was -3.8 lower than the previous day. The implied volatity was 0, the open interest changed by 15 which increased total open position to 57
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 15.45, which was -4.8 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 42
On 8 May AMBUJACEM was trading at 444.30. The strike last trading price was 20, which was -3 lower than the previous day. The implied volatity was 31.51, the open interest changed by -5 which decreased total open position to 36
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 23, which was 0.7 higher than the previous day. The implied volatity was 28.83, the open interest changed by 6 which increased total open position to 42
On 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 22.05, which was 6.35 higher than the previous day. The implied volatity was 31.19, the open interest changed by -8 which decreased total open position to 37
On 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 15.7, which was -6.9 lower than the previous day. The implied volatity was 31.59, the open interest changed by 33 which increased total open position to 44
On 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 21.5, which was 8.15 higher than the previous day. The implied volatity was 31.63, the open interest changed by 10 which increased total open position to 10
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
On 28 Apr AMBUJACEM was trading at 458.80. 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 27 Apr AMBUJACEM was trading at 460.50. 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 24 Apr AMBUJACEM was trading at 451.20. 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 23 Apr AMBUJACEM was trading at 450.40. 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 22 Apr AMBUJACEM was trading at 460.90. 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 21 Apr AMBUJACEM was trading at 456.25. 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 20 Apr AMBUJACEM was trading at 454.90. 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 17 Apr AMBUJACEM was trading at 459.00. 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 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 -, 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 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 13.35, which was 0 lower than the previous day. The implied volatity was 0.6, 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 13.35, which was 0 lower than the previous day. The implied volatity was 0.73, 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 13.35, which was 0 lower than the previous day. The implied volatity was 0.06, 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 0, which was 0 lower than the previous day. The implied volatity was 2.95, 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 0, which was 0 lower than the previous day. The implied volatity was 1.31, 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 2.93, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30-Jun-2026 (5d) 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0
Theta: -0.13
Gamma: 0.01002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 426.85 | 22.6 | -12.85 (-36.25%) | 27.25 | 224 | -217 | 614 |
| 23 Jun | 414.85 | 36.65 | 14.25 (63.62%) | 46.62 | 17 | -14 | 833 |
| 22 Jun | 428.00 | 22.4 | -3.85 (-14.67%) | 28.26 | 38 | -11 | 830 |
| 19 Jun | 423.95 | 25.85 | 6.95 (36.77%) | 27.39 | 9 | 3 | 841 |
| 18 Jun | 430.00 | 17.9 | -5.95 (-24.95%) | 24.3 | 36 | 0 | 844 |
| 17 Jun | 426.45 | 23.85 | 23.85 (9.91%) | 22.43 | 2 | 0 | 844 |
| 16 Jun | 426.05 | 23.85 | 2.15 (9.91%) | 22.43 | 2 | 0 | 844 |
| 15 Jun | 428.85 | 22.4 | -4.5 (-16.73%) | 24.86 | 77 | -37 | 843 |
| 12 Jun | 423.10 | 27.15 | -18.85 (-40.98%) | 26.35 | 96 | -50 | 880 |
| 11 Jun | 406.05 | 46 | 3.25 (7.60%) | 39.27 | 2 | -1 | 930 |
| 10 Jun | 409.80 | 42.7 | 7.6 (21.65%) | 40.27 | 6 | -1 | 930 |
| 9 Jun | 416.00 | 35.1 | -5.55 (-13.65%) | 32.26 | 8 | -6 | 932 |
| 8 Jun | 415.30 | 41.15 | 6.25 (17.91%) | 38.23 | 25 | 6 | 938 |
| 5 Jun | 417.55 | 35.05 | 7.1 (25.40%) | 31.92 | 31 | -8 | 931 |
| 4 Jun | 426.35 | 28.1 | 0.6 (2.18%) | 31.08 | 34 | 6 | 939 |
| 3 Jun | 426.95 | 27.65 | 9.35 (51.09%) | 30.39 | 34 | -7 | 931 |
| 2 Jun | 439.35 | 17.95 | -3.5 (-16.32%) | 26.87 | 103 | -14 | 956 |
| 1 Jun | 434.90 | 22.4 | 8.2 (57.75%) | 28.85 | 244 | 6 | 969 |
| 29 May | 447.85 | 13.75 | 4 (41.03%) | 28.03 | 738 | -149 | 964 |
| 27 May | 459.75 | 9.1 | -4.4 (-32.59%) | 26.5 | 989 | 138 | 1,115 |
| 26 May | 449.70 | 13.65 | -4.3 (-23.96%) | 26.93 | 1,243 | 283 | 977 |
| 25 May | 441.95 | 17.85 | -3.95 (-18.12%) | 27.52 | 421 | 180 | 692 |
| 22 May | 436.35 | 21.65 | -0.9 (-3.99%) | 27.24 | 224 | 91 | 512 |
| 21 May | 436.45 | 22.7 | -4.35 (-16.08%) | 28.42 | 137 | 54 | 418 |
| 20 May | 430.25 | 27.3 | -0.45 (-1.62%) | 30.87 | 324 | 299 | 365 |
| 19 May | 431.70 | 27.75 | -0.25 (-0.89%) | 32.07 | 5 | 4 | 65 |
| 18 May | 430.15 | 28 | 28 (-0.54%) | - | 0 | 0 | 61 |
| 15 May | 433.75 | 27.85 | 0.3 (1.09%) | 31.92 | 65 | 48 | 58 |
| 14 May | 443.90 | 27.55 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 13 May | 438.40 | 27.55 | 1.05 (3.96%) | 0 | 2 | -1 | 10 |
| 12 May | 426.95 | 26.5 | -2.15 (-7.50%) | 0 | 1 | -1 | 11 |
| 11 May | 436.20 | 28.65 | 7.55 (35.78%) | 0 | 7 | 0 | 12 |
| 8 May | 444.30 | 21.1 | 21.1 (-4.09%) | 30.54 | 0 | 0 | 12 |
| 7 May | 450.65 | 21.1 | -0.9 (-4.09%) | 30.54 | 2 | 1 | 12 |
| 6 May | 446.90 | 22 | -7 (-24.14%) | 32.33 | 2 | 0 | 11 |
| 5 May | 433.10 | 29 | 5 (20.83%) | 31.66 | 3 | 1 | 9 |
| 4 May | 445.30 | 24 | 3.5 (17.07%) | 33.25 | 6 | 2 | 8 |
| 30 Apr | 444.20 | 20.5 | 0 (0.00%) | 33.61 | 0 | 0 | 6 |
| 29 Apr | 454.60 | 20.5 | -33.55 (-62.07%) | 33.61 | 6 | 5 | 5 |
| 28 Apr | 458.80 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 460.50 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 451.20 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 450.40 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 460.90 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 456.25 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 454.90 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 459.00 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 458.05 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 454.00 | - | - | - | 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 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 446.75 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 420.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 430.05 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 418.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 450 expiring on 30JUN2026
Delta for 450 PE is -0.92
Historical price for 450 PE is as follows
On 24 Jun AMBUJACEM was trading at 426.85. The strike last trading price was 22.6, which was -12.85 lower than the previous day. The implied volatity was 27.25, the open interest changed by -217 which decreased total open position to 614
On 23 Jun AMBUJACEM was trading at 414.85. The strike last trading price was 36.65, which was 14.25 higher than the previous day. The implied volatity was 46.62, the open interest changed by -14 which decreased total open position to 833
On 22 Jun AMBUJACEM was trading at 428.00. The strike last trading price was 22.4, which was -3.85 lower than the previous day. The implied volatity was 28.26, the open interest changed by -11 which decreased total open position to 830
On 19 Jun AMBUJACEM was trading at 423.95. The strike last trading price was 25.85, which was 6.95 higher than the previous day. The implied volatity was 27.39, the open interest changed by 3 which increased total open position to 841
On 18 Jun AMBUJACEM was trading at 430.00. The strike last trading price was 17.9, which was -5.95 lower than the previous day. The implied volatity was 24.3, the open interest changed by 0 which decreased total open position to 844
On 17 Jun AMBUJACEM was trading at 426.45. The strike last trading price was 23.85, which was 23.85 higher than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 844
On 16 Jun AMBUJACEM was trading at 426.05. The strike last trading price was 23.85, which was 2.15 higher than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 844
On 15 Jun AMBUJACEM was trading at 428.85. The strike last trading price was 22.4, which was -4.5 lower than the previous day. The implied volatity was 24.86, the open interest changed by -37 which decreased total open position to 843
On 12 Jun AMBUJACEM was trading at 423.10. The strike last trading price was 27.15, which was -18.85 lower than the previous day. The implied volatity was 26.35, the open interest changed by -50 which decreased total open position to 880
On 11 Jun AMBUJACEM was trading at 406.05. The strike last trading price was 46, which was 3.25 higher than the previous day. The implied volatity was 39.27, the open interest changed by -1 which decreased total open position to 930
On 10 Jun AMBUJACEM was trading at 409.80. The strike last trading price was 42.7, which was 7.6 higher than the previous day. The implied volatity was 40.27, the open interest changed by -1 which decreased total open position to 930
On 9 Jun AMBUJACEM was trading at 416.00. The strike last trading price was 35.1, which was -5.55 lower than the previous day. The implied volatity was 32.26, the open interest changed by -6 which decreased total open position to 932
On 8 Jun AMBUJACEM was trading at 415.30. The strike last trading price was 41.15, which was 6.25 higher than the previous day. The implied volatity was 38.23, the open interest changed by 6 which increased total open position to 938
On 5 Jun AMBUJACEM was trading at 417.55. The strike last trading price was 35.05, which was 7.1 higher than the previous day. The implied volatity was 31.92, the open interest changed by -8 which decreased total open position to 931
On 4 Jun AMBUJACEM was trading at 426.35. The strike last trading price was 28.1, which was 0.6 higher than the previous day. The implied volatity was 31.08, the open interest changed by 6 which increased total open position to 939
On 3 Jun AMBUJACEM was trading at 426.95. The strike last trading price was 27.65, which was 9.35 higher than the previous day. The implied volatity was 30.39, the open interest changed by -7 which decreased total open position to 931
On 2 Jun AMBUJACEM was trading at 439.35. The strike last trading price was 17.95, which was -3.5 lower than the previous day. The implied volatity was 26.87, the open interest changed by -14 which decreased total open position to 956
On 1 Jun AMBUJACEM was trading at 434.90. The strike last trading price was 22.4, which was 8.2 higher than the previous day. The implied volatity was 28.85, the open interest changed by 6 which increased total open position to 969
On 29 May AMBUJACEM was trading at 447.85. The strike last trading price was 13.75, which was 4 higher than the previous day. The implied volatity was 28.03, the open interest changed by -149 which decreased total open position to 964
On 27 May AMBUJACEM was trading at 459.75. The strike last trading price was 9.1, which was -4.4 lower than the previous day. The implied volatity was 26.5, the open interest changed by 138 which increased total open position to 1115
On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 13.65, which was -4.3 lower than the previous day. The implied volatity was 26.93, the open interest changed by 283 which increased total open position to 977
On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 17.85, which was -3.95 lower than the previous day. The implied volatity was 27.52, the open interest changed by 180 which increased total open position to 692
On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 21.65, which was -0.9 lower than the previous day. The implied volatity was 27.24, the open interest changed by 91 which increased total open position to 512
On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 22.7, which was -4.35 lower than the previous day. The implied volatity was 28.42, the open interest changed by 54 which increased total open position to 418
On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 27.3, which was -0.45 lower than the previous day. The implied volatity was 30.87, the open interest changed by 299 which increased total open position to 365
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 27.75, which was -0.25 lower than the previous day. The implied volatity was 32.07, the open interest changed by 4 which increased total open position to 65
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 28, which was 28 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 27.85, which was 0.3 higher than the previous day. The implied volatity was 31.92, the open interest changed by 48 which increased total open position to 58
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 27.55, 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 10
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 27.55, which was 1.05 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 10
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 26.5, which was -2.15 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 11
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 28.65, which was 7.55 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 8 May AMBUJACEM was trading at 444.30. The strike last trading price was 21.1, which was 21.1 higher than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 12
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 21.1, which was -0.9 lower than the previous day. The implied volatity was 30.54, the open interest changed by 1 which increased total open position to 12
On 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 22, which was -7 lower than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 11
On 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 29, which was 5 higher than the previous day. The implied volatity was 31.66, the open interest changed by 1 which increased total open position to 9
On 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 24, which was 3.5 higher than the previous day. The implied volatity was 33.25, the open interest changed by 2 which increased total open position to 8
On 30 Apr AMBUJACEM was trading at 444.20. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 33.61, the open interest changed by 0 which decreased total open position to 6
On 29 Apr AMBUJACEM was trading at 454.60. The strike last trading price was 20.5, which was -33.55 lower than the previous day. The implied volatity was 33.61, the open interest changed by 5 which increased total open position to 5
On 28 Apr AMBUJACEM was trading at 458.80. 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 27 Apr AMBUJACEM was trading at 460.50. 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 24 Apr AMBUJACEM was trading at 451.20. 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 23 Apr AMBUJACEM was trading at 450.40. 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 22 Apr AMBUJACEM was trading at 460.90. 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 21 Apr AMBUJACEM was trading at 456.25. 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 20 Apr AMBUJACEM was trading at 454.90. 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 17 Apr AMBUJACEM was trading at 459.00. 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 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 -, 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 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 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 Apr AMBUJACEM was trading at 446.75. 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 Apr AMBUJACEM was trading at 420.45. 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 6 Apr AMBUJACEM was trading at 430.05. 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 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
