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AMBUJACEM

Ambuja Cements Ltd
444.2 -10.40 (-2.29%)
L: 440.1 H: 450.2

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Historical option data for AMBUJACEM

30 Apr 2026 04:10 PM IST
AMBUJACEM 26-May-2026 (25d) 460 CE
Delta: 0.4
Vega: 0
Theta: -0.36
Gamma: 0.00851
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 444.20 12.15 -3.8499999999999996 38.04 900 131 1,971
29 Apr 454.60 16 -4.050000000000001 34.85 1,333 94 1,841
28 Apr 458.80 20.65 -3.150000000000002 39.07 1,204 511 1,750
27 Apr 460.50 24.05 6.650000000000002 42.27 3,249 709 1,215
24 Apr 451.20 17.5 2.1999999999999993 39.02 521 121 503
23 Apr 450.40 15.2 -5.850000000000001 34.41 452 138 382
22 Apr 460.90 20.75 2.3999999999999986 34.53 485 104 244
21 Apr 456.25 18.5 0.75 33.78 154 65 138
20 Apr 454.90 17.55 -2.6999999999999993 34.34 36 13 71
17 Apr 459.00 20.7 -0.5500000000000007 32.57 40 25 48
16 Apr 458.05 20.5 1.25 34.22 29 15 21
15 Apr 454.00 19 -52.25 34.4 7 5 5
13 Apr 441.00 0 0 - 0 0 0
10 Apr 445.20 0 0 3.11 0 0 0
9 Apr 434.05 71.25 0 4 0 0 0
8 Apr 446.75 71.25 0 1.14 0 0 0
7 Apr 420.45 71.25 0 6.01 0 0 0
6 Apr 430.05 - - - 0 0 0
2 Apr 418.45 - - - 0 0 0
1 Apr 420.35 - - - 0 0 0
30 Mar 401.25 71.25 0 7.45 0 0 0
27 Mar 408.85 71.25 0 6.61 0 0 0
25 Mar 421.80 71.25 0 4.39 0 0 0
24 Mar 407.55 71.25 0 - 0 0 0
23 Mar 395.35 0 0 - 0 0 0
20 Mar 420.55 0 0 4.79 0 0 0
19 Mar 419.95 0 0 5.05 0 0 0
18 Mar 441.25 0 0 1.46 0 0 0
17 Mar 434.20 0 0 2.6 0 0 0
16 Mar 429.00 0 0 3.68 0 0 0
13 Mar 425.35 0 0 3.92 0 0 0
12 Mar 446.45 0 0 0.64 0 0 0
11 Mar 457.80 0 0 - 0 0 0
10 Mar 462.10 0 0 - 0 0 0
9 Mar 451.95 0 0 0.22 0 0 0
6 Mar 466.75 0 0 - 0 0 0
5 Mar 480.00 0 0 - 0 0 0
4 Mar 476.15 0 0 - 0 0 0
2 Mar 490.75 0 0 - 0 0 0
27 Feb 500.40 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 460 expiring on 26MAY2026

Delta for 460 CE is 0.4

Historical price for 460 CE is as follows

On 30 Apr AMBUJACEM was trading at 444.20. The strike last trading price was 12.15, which was -3.8499999999999996 lower than the previous day. The implied volatity was 38.04, the open interest changed by 131 which increased total open position to 1971


On 29 Apr AMBUJACEM was trading at 454.60. The strike last trading price was 16, which was -4.050000000000001 lower than the previous day. The implied volatity was 34.85, the open interest changed by 94 which increased total open position to 1841


On 28 Apr AMBUJACEM was trading at 458.80. The strike last trading price was 20.65, which was -3.150000000000002 lower than the previous day. The implied volatity was 39.07, the open interest changed by 511 which increased total open position to 1750


On 27 Apr AMBUJACEM was trading at 460.50. The strike last trading price was 24.05, which was 6.650000000000002 higher than the previous day. The implied volatity was 42.27, the open interest changed by 709 which increased total open position to 1215


On 24 Apr AMBUJACEM was trading at 451.20. The strike last trading price was 17.5, which was 2.1999999999999993 higher than the previous day. The implied volatity was 39.02, the open interest changed by 121 which increased total open position to 503


On 23 Apr AMBUJACEM was trading at 450.40. The strike last trading price was 15.2, which was -5.850000000000001 lower than the previous day. The implied volatity was 34.41, the open interest changed by 138 which increased total open position to 382


On 22 Apr AMBUJACEM was trading at 460.90. The strike last trading price was 20.75, which was 2.3999999999999986 higher than the previous day. The implied volatity was 34.53, the open interest changed by 104 which increased total open position to 244


On 21 Apr AMBUJACEM was trading at 456.25. The strike last trading price was 18.5, which was 0.75 higher than the previous day. The implied volatity was 33.78, the open interest changed by 65 which increased total open position to 138


On 20 Apr AMBUJACEM was trading at 454.90. The strike last trading price was 17.55, which was -2.6999999999999993 lower than the previous day. The implied volatity was 34.34, the open interest changed by 13 which increased total open position to 71


On 17 Apr AMBUJACEM was trading at 459.00. The strike last trading price was 20.7, which was -0.5500000000000007 lower than the previous day. The implied volatity was 32.57, the open interest changed by 25 which increased total open position to 48


On 16 Apr AMBUJACEM was trading at 458.05. The strike last trading price was 20.5, which was 1.25 higher than the previous day. The implied volatity was 34.22, the open interest changed by 15 which increased total open position to 21


On 15 Apr AMBUJACEM was trading at 454.00. The strike last trading price was 19, which was -52.25 lower than the previous day. The implied volatity was 34.4, the open interest changed by 5 which increased total open position to 5


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 3.11, 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 71.25, which was 0 lower than the previous day. The implied volatity was 4, the open interest changed by 0 which decreased total open position to 0


On 8 Apr AMBUJACEM was trading at 446.75. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 1.14, 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 71.25, which was 0 lower than the previous day. The implied volatity was 6.01, 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 -, 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 Apr AMBUJACEM was trading at 418.45. 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 1 Apr AMBUJACEM was trading at 420.35. 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 30 Mar AMBUJACEM was trading at 401.25. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0


On 27 Mar AMBUJACEM was trading at 408.85. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 6.61, the open interest changed by 0 which decreased total open position to 0


On 25 Mar AMBUJACEM was trading at 421.80. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 24 Mar AMBUJACEM was trading at 407.55. The strike last trading price was 71.25, 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 23 Mar AMBUJACEM was trading at 395.35. 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


On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0


On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0


On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.6, the open interest changed by 0 which decreased total open position to 0


On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0


On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0


On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 11 Mar AMBUJACEM was trading at 457.80. 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 Mar AMBUJACEM was trading at 462.10. 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 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 6 Mar AMBUJACEM was trading at 466.75. 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 5 Mar AMBUJACEM was trading at 480.00. 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 4 Mar AMBUJACEM was trading at 476.15. 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 2 Mar AMBUJACEM was trading at 490.75. 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 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 26-May-2026 (25d) 460 PE
Delta: -0.62
Vega: 0
Theta: -0.25
Gamma: 0.00932
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 444.20 24.7 5.399999999999999 34.34 113 -3 1,066
29 Apr 454.60 19.25 1.6999999999999993 34.92 687 121 1,067
28 Apr 458.80 17.5 -1.6000000000000014 35.93 245 32 946
27 Apr 460.50 18.75 -4.100000000000001 39.81 1,292 669 924
24 Apr 451.20 23.3 0.6999999999999993 36.3 108 80 254
23 Apr 450.40 22.65 6.649999999999999 33.41 129 79 175
22 Apr 460.90 16.15 -2.200000000000003 31.29 117 81 94
21 Apr 456.25 18.35 -0.6499999999999986 31.28 14 8 13
20 Apr 454.90 19 0.05000000000000071 32.3 3 1 4
17 Apr 459.00 18.95 -1.0500000000000007 33.11 3 1 3
16 Apr 458.05 20 20 29.23 0 0 2
15 Apr 454.00 20 10.8 29.23 2 0 0
13 Apr 441.00 0 0 - 0 0 0
10 Apr 445.20 0 0 - 0 0 0
9 Apr 434.05 9.2 0 - 0 0 0
8 Apr 446.75 9.2 0 0.14 0 0 0
7 Apr 420.45 9.2 0 - 0 0 0
6 Apr 430.05 - - - 0 0 0
2 Apr 418.45 - - - 0 0 0
1 Apr 420.35 - - - 0 0 0
30 Mar 401.25 0 0 - 0 0 0
27 Mar 408.85 0 0 - 0 0 0
25 Mar 421.80 0 0 - 0 0 0
24 Mar 407.55 0 0 - 0 0 0
23 Mar 395.35 0 0 - 0 0 0
20 Mar 420.55 0 0 - 0 0 0
19 Mar 419.95 0 0 - 0 0 0
18 Mar 441.25 0 0 - 0 0 0
17 Mar 434.20 0 0 - 0 0 0
16 Mar 429.00 0 0 - 0 0 0
13 Mar 425.35 0 0 - 0 0 0
12 Mar 446.45 0 0 0.35 0 0 0
11 Mar 457.80 0 0 1.31 0 0 0
10 Mar 462.10 0 0 1.64 0 0 0
9 Mar 451.95 0 0 0.31 0 0 0
6 Mar 466.75 0 0 2.58 0 0 0
5 Mar 480.00 0 0 3.84 0 0 0
4 Mar 476.15 0 0 3.34 0 0 0
2 Mar 490.75 0 0 4.92 0 0 0
27 Feb 500.40 0 0 6.08 0 0 0


For Ambuja Cements Ltd - strike price 460 expiring on 26MAY2026

Delta for 460 PE is -0.62

Historical price for 460 PE is as follows

On 30 Apr AMBUJACEM was trading at 444.20. The strike last trading price was 24.7, which was 5.399999999999999 higher than the previous day. The implied volatity was 34.34, the open interest changed by -3 which decreased total open position to 1066


On 29 Apr AMBUJACEM was trading at 454.60. The strike last trading price was 19.25, which was 1.6999999999999993 higher than the previous day. The implied volatity was 34.92, the open interest changed by 121 which increased total open position to 1067


On 28 Apr AMBUJACEM was trading at 458.80. The strike last trading price was 17.5, which was -1.6000000000000014 lower than the previous day. The implied volatity was 35.93, the open interest changed by 32 which increased total open position to 946


On 27 Apr AMBUJACEM was trading at 460.50. The strike last trading price was 18.75, which was -4.100000000000001 lower than the previous day. The implied volatity was 39.81, the open interest changed by 669 which increased total open position to 924


On 24 Apr AMBUJACEM was trading at 451.20. The strike last trading price was 23.3, which was 0.6999999999999993 higher than the previous day. The implied volatity was 36.3, the open interest changed by 80 which increased total open position to 254


On 23 Apr AMBUJACEM was trading at 450.40. The strike last trading price was 22.65, which was 6.649999999999999 higher than the previous day. The implied volatity was 33.41, the open interest changed by 79 which increased total open position to 175


On 22 Apr AMBUJACEM was trading at 460.90. The strike last trading price was 16.15, which was -2.200000000000003 lower than the previous day. The implied volatity was 31.29, the open interest changed by 81 which increased total open position to 94


On 21 Apr AMBUJACEM was trading at 456.25. The strike last trading price was 18.35, which was -0.6499999999999986 lower than the previous day. The implied volatity was 31.28, the open interest changed by 8 which increased total open position to 13


On 20 Apr AMBUJACEM was trading at 454.90. The strike last trading price was 19, which was 0.05000000000000071 higher than the previous day. The implied volatity was 32.3, the open interest changed by 1 which increased total open position to 4


On 17 Apr AMBUJACEM was trading at 459.00. The strike last trading price was 18.95, which was -1.0500000000000007 lower than the previous day. The implied volatity was 33.11, the open interest changed by 1 which increased total open position to 3


On 16 Apr AMBUJACEM was trading at 458.05. The strike last trading price was 20, which was 20 higher than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 2


On 15 Apr AMBUJACEM was trading at 454.00. The strike last trading price was 20, which was 10.8 higher than the previous day. The implied volatity was 29.23, 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 9.2, 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 9.2, which was 0 lower than the previous day. The implied volatity was 0.14, 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 9.2, 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 -, 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 Apr AMBUJACEM was trading at 418.45. 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 1 Apr AMBUJACEM was trading at 420.35. 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 30 Mar AMBUJACEM was trading at 401.25. 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 27 Mar AMBUJACEM was trading at 408.85. 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 25 Mar AMBUJACEM was trading at 421.80. 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 24 Mar AMBUJACEM was trading at 407.55. 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 23 Mar AMBUJACEM was trading at 395.35. 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


On 20 Mar AMBUJACEM was trading at 420.55. 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 Mar AMBUJACEM was trading at 419.95. 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 Mar AMBUJACEM was trading at 441.25. 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 17 Mar AMBUJACEM was trading at 434.20. 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 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar AMBUJACEM was trading at 425.35. 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


On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 11 Mar AMBUJACEM was trading at 457.80. 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 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0


On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0


On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.84, 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 0, which was 0 lower than the previous day. The implied volatity was 3.34, 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 0, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0


On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0