Historical option data for AMBUJACEM
26 May 2026 04:10 PM IST
| AMBUJACEM 30-Jun-2026 (34d) 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.01
Theta: -0.22
Gamma: 0.01108
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 449.70 | 11 | 2 (22.22%) | 25.37 | 2,304 | 252 | 638 | |||||||||
| 25 May | 441.95 | 9.1 | 1.1 (13.75%) | 27.01 | 476 | 155 | 381 | |||||||||
| 22 May | 436.35 | 7.5 | -0.5 (-6.25%) | 26.32 | 117 | 31 | 226 | |||||||||
| 21 May | 436.45 | 7.7 | 0.7 (10.00%) | 26.52 | 208 | -1 | 195 | |||||||||
| 20 May | 430.25 | 7.15 | -1.85 (-20.56%) | 29.27 | 180 | 53 | 195 | |||||||||
| 19 May | 431.70 | 8.45 | -0.55 (-6.11%) | 31.28 | 99 | 31 | 142 | |||||||||
| 18 May | 430.15 | 8.8 | -2.2 (-20.00%) | 31.79 | 82 | 7 | 111 | |||||||||
| 15 May | 433.75 | 10.4 | -3.8 (-26.76%) | 32.26 | 79 | 37 | 103 | |||||||||
| 14 May | 443.90 | 14.1 | 2.45 (21.03%) | 30.71 | 49 | 30 | 66 | |||||||||
| 13 May | 438.40 | 11.75 | 2.85 (32.02%) | 0 | 31 | 9 | 35 | |||||||||
| 12 May | 426.95 | 9 | -3 (-25.00%) | 0 | 23 | 8 | 25 | |||||||||
| 11 May | 436.20 | 12 | -4.1 (-25.47%) | 0 | 40 | 13 | 27 | |||||||||
| 8 May | 444.30 | 16.1 | -1.95 (-10.80%) | 31.25 | 11 | -1 | 14 | |||||||||
| 7 May | 450.65 | 18.05 | 0 (0.00%) | 29.51 | 1 | 0 | 14 | |||||||||
| 6 May | 446.90 | 18.05 | 6.15 (51.68%) | 31.8 | 26 | -1 | 13 | |||||||||
| 5 May | 433.10 | 12 | -4.55 (-27.49%) | 31.08 | 17 | 12 | 14 | |||||||||
| 4 May | 445.30 | 16.55 | 5.55 (50.45%) | 30.63 | 4 | 3 | 3 | |||||||||
| 29 Apr | 454.60 | - | - | - | 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 | 0 | 0 | |||||||||
| 13 Apr | 441.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 445.20 | 11 | 0 (0.00%) | 1.98 | 0 | 0 | 0 | |||||||||
| 9 Apr | 434.05 | 11 | 0 (0.00%) | 2.09 | 0 | 0 | 0 | |||||||||
| 8 Apr | 446.75 | 11 | 0 (0.00%) | 1.32 | 0 | 0 | 0 | |||||||||
| 7 Apr | 420.45 | 0 | 0 (0.00%) | 3.97 | 0 | 0 | 0 | |||||||||
| 6 Apr | 430.05 | 0 | 0 (0.00%) | 2.68 | 0 | 0 | 0 | |||||||||
| 2 Apr | 418.45 | 0 | 0 (0.00%) | 3.91 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 460 expiring on 30JUN2026
Delta for 460 CE is 0.44
Historical price for 460 CE is as follows
On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 11, which was 2 higher than the previous day. The implied volatity was 25.37, the open interest changed by 252 which increased total open position to 638
On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 9.1, which was 1.1 higher than the previous day. The implied volatity was 27.01, the open interest changed by 155 which increased total open position to 381
On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 7.5, which was -0.5 lower than the previous day. The implied volatity was 26.32, the open interest changed by 31 which increased total open position to 226
On 21 May AMBUJACEM was trading at 436.45. The strike last trading price was 7.7, which was 0.7 higher than the previous day. The implied volatity was 26.52, the open interest changed by -1 which decreased total open position to 195
On 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 7.15, which was -1.85 lower than the previous day. The implied volatity was 29.27, the open interest changed by 53 which increased total open position to 195
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 8.45, which was -0.55 lower than the previous day. The implied volatity was 31.28, the open interest changed by 31 which increased total open position to 142
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 8.8, which was -2.2 lower than the previous day. The implied volatity was 31.79, the open interest changed by 7 which increased total open position to 111
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 10.4, which was -3.8 lower than the previous day. The implied volatity was 32.26, the open interest changed by 37 which increased total open position to 103
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 14.1, which was 2.45 higher than the previous day. The implied volatity was 30.71, the open interest changed by 30 which increased total open position to 66
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 11.75, which was 2.85 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 35
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 9, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 25
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 27
On 8 May AMBUJACEM was trading at 444.30. The strike last trading price was 16.1, which was -1.95 lower than the previous day. The implied volatity was 31.25, the open interest changed by -1 which decreased total open position to 14
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 14
On 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 18.05, which was 6.15 higher than the previous day. The implied volatity was 31.8, the open interest changed by -1 which decreased total open position to 13
On 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 12, which was -4.55 lower than the previous day. The implied volatity was 31.08, the open interest changed by 12 which increased total open position to 14
On 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 16.55, which was 5.55 higher than the previous day. The implied volatity was 30.63, the open interest changed by 3 which increased total open position to 3
On 29 Apr AMBUJACEM was trading at 454.60. 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 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 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 Apr AMBUJACEM was trading at 441.00. 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 10 Apr AMBUJACEM was trading at 445.20. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 1.98, 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 11, which was 0 lower than the previous day. The implied volatity was 2.09, 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 11, which was 0 lower than the previous day. The implied volatity was 1.32, 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 3.97, 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 2.68, 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 3.91, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30-Jun-2026 (34d) 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.01
Theta: -0.17
Gamma: 0.01056
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 449.70 | 18.65 | -5.35 (-22.29%) | 26.67 | 231 | 155 | 248 |
| 25 May | 441.95 | 24 | -4.1 (-14.59%) | 26.2 | 128 | 87 | 92 |
| 22 May | 436.35 | 28.1 | -33.4 (-54.31%) | 24.6 | 6 | 5 | 5 |
| 21 May | 436.45 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 430.25 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 431.70 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 430.15 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 433.75 | 0 | -61.5 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 443.90 | 0 | -61.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 438.40 | 0 | -61.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 426.95 | 0 | -61.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 436.20 | 0 | -61.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 444.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 450.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 446.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 433.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 445.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 454.60 | - | - | - | 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 | 0 | 0 |
| 13 Apr | 441.00 | - | - | - | 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 460 expiring on 30JUN2026
Delta for 460 PE is -0.55
Historical price for 460 PE is as follows
On 26 May AMBUJACEM was trading at 449.70. The strike last trading price was 18.65, which was -5.35 lower than the previous day. The implied volatity was 26.67, the open interest changed by 155 which increased total open position to 248
On 25 May AMBUJACEM was trading at 441.95. The strike last trading price was 24, which was -4.1 lower than the previous day. The implied volatity was 26.2, the open interest changed by 87 which increased total open position to 92
On 22 May AMBUJACEM was trading at 436.35. The strike last trading price was 28.1, which was -33.4 lower than the previous day. The implied volatity was 24.6, the open interest changed by 5 which increased total open position to 5
On 21 May AMBUJACEM was trading at 436.45. 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 20 May AMBUJACEM was trading at 430.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May AMBUJACEM was trading at 431.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May AMBUJACEM was trading at 430.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May AMBUJACEM was trading at 433.75. The strike last trading price was 0, which was -61.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May AMBUJACEM was trading at 443.90. The strike last trading price was 0, which was -61.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May AMBUJACEM was trading at 438.40. The strike last trading price was 0, which was -61.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May AMBUJACEM was trading at 426.95. The strike last trading price was 0, which was -61.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May AMBUJACEM was trading at 436.20. The strike last trading price was 0, which was -61.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May AMBUJACEM was trading at 444.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May AMBUJACEM was trading at 450.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May AMBUJACEM was trading at 446.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May AMBUJACEM was trading at 433.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May AMBUJACEM was trading at 445.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr AMBUJACEM was trading at 454.60. 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 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 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 Apr AMBUJACEM was trading at 441.00. 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 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
