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Historical option data for AMBUJACEM

03 Jun 2026 04:10 PM IST
AMBUJACEM 30-Jun-2026 (27d) 450 CE
Delta: 0.3
Vega: 0
Theta: -0.26
Gamma: 0.00933
Date Close Ltp Change IV Volume OI Chg OI
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 0.3

Historical price for 450 CE is as follows

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 (27d) 450 PE
Delta: -0.71
Vega: 0
Theta: -0.18
Gamma: 0.00968
Date Close Ltp Change IV Volume OI Chg OI
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 -0.71

Historical price for 450 PE is as follows

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