AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
19 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 470 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 539.65 | 80.85 | -5.15 | - | 0 | 0 | 4 | |||||||||
| 18 Dec | 535.80 | 80.85 | -5.15 | - | 0 | 0 | 4 | |||||||||
| 17 Dec | 541.30 | 80.85 | -5.15 | - | 0 | 0 | 4 | |||||||||
| 16 Dec | 548.70 | 80.85 | -5.15 | 38.71 | 1 | 0 | 5 | |||||||||
| 15 Dec | 553.45 | 86 | 24 | 33.46 | 1 | 0 | 4 | |||||||||
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| 12 Dec | 548.15 | 62 | -17.35 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 536.10 | 62 | -17.35 | - | 0 | 0 | 4 | |||||||||
| 10 Dec | 529.70 | 62 | -17.35 | - | 0 | 0 | 4 | |||||||||
| 9 Dec | 533.05 | 62 | -17.35 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 528.95 | 62 | -17.35 | - | 1 | 0 | 4 | |||||||||
| 4 Dec | 536.90 | 79.35 | -32.55 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 535.35 | 79.35 | -32.55 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 543.00 | 79.35 | -32.55 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 543.35 | 79.35 | -32.55 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 550.20 | 79.35 | -32.55 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 550.00 | 79.35 | -32.55 | - | 0 | 4 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 470 expiring on 30DEC2025
Delta for 470 CE is -
Historical price for 470 CE is as follows
On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 80.85, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 80.85, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 80.85, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 80.85, which was -5.15 lower than the previous day. The implied volatity was 38.71, the open interest changed by 0 which decreased total open position to 5
On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 86, which was 24 higher than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 4
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 62, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 62, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 62, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 62, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 62, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 79.35, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 79.35, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 79.35, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 79.35, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 79.35, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 79.35, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
| AMBUJACEM 30DEC2025 470 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 539.65 | 0.2 | 0 | - | 0 | 0 | 44 |
| 18 Dec | 535.80 | 0.2 | 0 | - | 0 | 0 | 44 |
| 17 Dec | 541.30 | 0.2 | 0 | - | 0 | 0 | 44 |
| 16 Dec | 548.70 | 0.2 | 0 | 37.45 | 32 | 0 | 20 |
| 15 Dec | 553.45 | 0.2 | -0.15 | 37.60 | 4 | 0 | 19 |
| 12 Dec | 548.15 | 0.35 | -0.05 | 35.24 | 11 | 0 | 18 |
| 11 Dec | 536.10 | 0.4 | 0.05 | 31.86 | 16 | -1 | 7 |
| 10 Dec | 529.70 | 0.35 | -0.05 | 27.72 | 2 | 0 | 8 |
| 9 Dec | 533.05 | 0.4 | 0 | 28.85 | 48 | -15 | 8 |
| 8 Dec | 528.95 | 0.4 | 0 | 27.44 | 1 | 0 | 23 |
| 4 Dec | 536.90 | 0.4 | -0.05 | 27.64 | 11 | 6 | 23 |
| 3 Dec | 535.35 | 0.45 | 0.05 | 27.31 | 7 | 4 | 17 |
| 2 Dec | 543.00 | 0.4 | 0.15 | 28.44 | 11 | 3 | 12 |
| 1 Dec | 543.35 | 0.25 | -0.05 | 25.95 | 5 | -2 | 10 |
| 28 Nov | 550.20 | 0.3 | -0.2 | 27.08 | 13 | 7 | 11 |
| 26 Nov | 550.00 | 0.5 | 0.15 | 29.17 | 4 | 0 | 3 |
For Ambuja Cements Ltd - strike price 470 expiring on 30DEC2025
Delta for 470 PE is -
Historical price for 470 PE is as follows
On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 17 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 20
On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 37.60, the open interest changed by 0 which decreased total open position to 19
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 35.24, the open interest changed by 0 which decreased total open position to 18
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 31.86, the open interest changed by -1 which decreased total open position to 7
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.72, the open interest changed by 0 which decreased total open position to 8
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 28.85, the open interest changed by -15 which decreased total open position to 8
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 23
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 27.64, the open interest changed by 6 which increased total open position to 23
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 27.31, the open interest changed by 4 which increased total open position to 17
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 28.44, the open interest changed by 3 which increased total open position to 12
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 25.95, the open interest changed by -2 which decreased total open position to 10
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 27.08, the open interest changed by 7 which increased total open position to 11
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 29.17, the open interest changed by 0 which decreased total open position to 3































































































































































































































