AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
29 Apr 2026 10:08 AM IST
| AMBUJACEM 26-May-2026 (27d) 465 CE | ||||||||||||||||
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Delta: 0.5
Vega: 0.01
Theta: -0.37
Gamma: 0.00837
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 460.85 | 17.9 | 0.4499999999999993 | 37.67 | 103 | 21 | 272 | |||||||||
| 28 Apr | 458.80 | 18.3 | -2.8999999999999986 | 38.61 | 376 | 66 | 254 | |||||||||
| 27 Apr | 460.50 | 21.45 | 6.199999999999999 | 41.94 | 899 | 174 | 185 | |||||||||
| 24 Apr | 451.20 | 15.25 | 10.3 | 37.65 | 12 | 8 | 8 | |||||||||
| 23 Apr | 450.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 460.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 456.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 454.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 459.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 458.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 454.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Apr | 441.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 445.20 | 0 | 0 | 4.02 | 0 | 0 | 0 | |||||||||
| 9 Apr | 434.05 | 4.95 | 0 | 4.86 | 0 | 0 | 0 | |||||||||
| 8 Apr | 446.75 | 4.95 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
| 7 Apr | 420.45 | 4.95 | 0 | 6.8 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 465 expiring on 26MAY2026
Delta for 465 CE is 0.5
Historical price for 465 CE is as follows
On 29 Apr AMBUJACEM was trading at 460.85. The strike last trading price was 17.9, which was 0.4499999999999993 higher than the previous day. The implied volatity was 37.67, the open interest changed by 21 which increased total open position to 272
On 28 Apr AMBUJACEM was trading at 458.80. The strike last trading price was 18.3, which was -2.8999999999999986 lower than the previous day. The implied volatity was 38.61, the open interest changed by 66 which increased total open position to 254
On 27 Apr AMBUJACEM was trading at 460.50. The strike last trading price was 21.45, which was 6.199999999999999 higher than the previous day. The implied volatity was 41.94, the open interest changed by 174 which increased total open position to 185
On 24 Apr AMBUJACEM was trading at 451.20. The strike last trading price was 15.25, which was 10.3 higher than the previous day. The implied volatity was 37.65, the open interest changed by 8 which increased total open position to 8
On 23 Apr AMBUJACEM was trading at 450.40. 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
On 22 Apr AMBUJACEM was trading at 460.90. 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 21 Apr AMBUJACEM was trading at 456.25. 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 20 Apr AMBUJACEM was trading at 454.90. 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 17 Apr AMBUJACEM was trading at 459.00. 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 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 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 4.02, 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 4.95, which was 0 lower than the previous day. The implied volatity was 4.86, 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 4.95, which was 0 lower than the previous day. The implied volatity was 2.06, 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 4.95, which was 0 lower than the previous day. The implied volatity was 6.8, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 26-May-2026 (27d) 465 PE | |||||||
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Delta: -0.5
Vega: 0.01
Theta: -0.28
Gamma: 0.00883
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 460.85 | 19.05 | -1.3999999999999986 | 35.64 | 23 | 8 | 233 |
| 28 Apr | 458.80 | 19.45 | -1.9000000000000021 | 34.61 | 326 | 61 | 224 |
| 27 Apr | 460.50 | 21.2 | 0.9499999999999993 | 39.64 | 377 | 163 | 163 |
| 24 Apr | 451.20 | 20.25 | 20.25 | - | 0 | 0 | 0 |
| 23 Apr | 450.40 | 20.25 | 20.25 | - | 0 | 0 | 0 |
| 22 Apr | 460.90 | 20.25 | 20.25 | - | 0 | 0 | 0 |
| 21 Apr | 456.25 | 20.25 | 20.25 | - | 0 | 0 | 0 |
| 20 Apr | 454.90 | 20.25 | 20.25 | - | 0 | 0 | 0 |
| 17 Apr | 459.00 | 20.25 | 20.25 | 29.69 | 0 | 0 | 0 |
| 16 Apr | 458.05 | 20.25 | -43.3 | 29.69 | 2 | 0 | 0 |
| 15 Apr | 454.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 441.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 445.20 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 434.05 | 63.55 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 446.75 | 63.55 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 420.45 | 63.55 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 465 expiring on 26MAY2026
Delta for 465 PE is -0.5
Historical price for 465 PE is as follows
On 29 Apr AMBUJACEM was trading at 460.85. The strike last trading price was 19.05, which was -1.3999999999999986 lower than the previous day. The implied volatity was 35.64, the open interest changed by 8 which increased total open position to 233
On 28 Apr AMBUJACEM was trading at 458.80. The strike last trading price was 19.45, which was -1.9000000000000021 lower than the previous day. The implied volatity was 34.61, the open interest changed by 61 which increased total open position to 224
On 27 Apr AMBUJACEM was trading at 460.50. The strike last trading price was 21.2, which was 0.9499999999999993 higher than the previous day. The implied volatity was 39.64, the open interest changed by 163 which increased total open position to 163
On 24 Apr AMBUJACEM was trading at 451.20. The strike last trading price was 20.25, which was 20.25 higher 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 20.25, which was 20.25 higher 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 20.25, which was 20.25 higher 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 20.25, which was 20.25 higher 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 20.25, which was 20.25 higher 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 20.25, which was 20.25 higher than the previous day. The implied volatity was 29.69, 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 20.25, which was -43.3 lower than the previous day. The implied volatity was 29.69, 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 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 63.55, 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 63.55, 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 63.55, 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
