[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
425.35 -21.10 (-4.73%)
L: 424.4 H: 446.3

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Historical option data for AMBUJACEM

13 Mar 2026 04:10 PM IST
AMBUJACEM 30-MAR-2026 480 CE
Delta: 0.09
Vega: 0.14
Theta: -0.17
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 425.35 1.35 -2.1 38.8 1,392 241 1,019
12 Mar 446.45 3.4 -2.45 33.78 750 83 775
11 Mar 457.80 5.6 -1 30.68 1,347 27 696
10 Mar 462.10 6.65 1.5 29.23 1,800 51 675
9 Mar 451.95 5 -4 32.08 1,097 95 623
6 Mar 466.75 9 -5.8 28.44 1,287 110 528
5 Mar 480.00 14.95 0.75 26.53 1,126 142 422
4 Mar 476.15 14.6 -7.25 28.72 877 137 283
2 Mar 490.75 22.2 -5.6 24.23 318 96 141
27 Feb 500.40 27.8 -9.7 21.55 56 41 44
26 Feb 512.15 37.5 -16.5 22.27 6 2 3
25 Feb 511.10 54 -29.85 - 0 0 1
24 Feb 514.50 54 -29.85 - 0 0 1
23 Feb 515.30 54 -29.85 - 0 0 1
20 Feb 512.00 54 -29.85 - 0 0 1
19 Feb 512.15 54 -29.85 - 0 0 1
18 Feb 523.00 54 -29.85 - 0 0 1
17 Feb 522.00 54 -29.85 - 0 0 1
16 Feb 524.70 54 -29.85 - 0 0 1
13 Feb 519.45 54 -29.85 - 0 0 1
12 Feb 532.85 54 -29.85 - 0 0 1
11 Feb 541.25 54 -29.85 - 0 0 1
10 Feb 538.50 54 -29.85 - 0 0 1
9 Feb 542.45 54 -29.85 - 0 0 1
6 Feb 529.45 54 -29.85 11.77 1 0 0
5 Feb 533.05 83.85 0 - 0 0 0
4 Feb 536.95 83.85 0 - 0 0 0
3 Feb 528.25 83.85 0 - 0 0 0
2 Feb 510.50 83.85 0 - 0 0 0
1 Feb 497.35 83.85 0 - 0 0 0
30 Jan 510.15 83.85 0 - 0 0 0
29 Jan 536.05 - - - 0 0 0
28 Jan 533.95 - - - 0 0 0
27 Jan 532.25 - - - 0 0 0
23 Jan 518.60 - - - 0 0 0
22 Jan 546.60 - - - 0 0 0
21 Jan 538.65 - - - 0 0 0
20 Jan 536.30 - - - 0 0 0
19 Jan 552.15 - - - 0 0 0
16 Jan 553.75 - - - 0 0 0
14 Jan 549.55 - - - 0 0 0
13 Jan 537.65 - - - 0 0 0
12 Jan 538.70 83.85 0 - 0 0 0


For Ambuja Cements Ltd - strike price 480 expiring on 30MAR2026

Delta for 480 CE is 0.09

Historical price for 480 CE is as follows

On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 1.35, which was -2.1 lower than the previous day. The implied volatity was 38.8, the open interest changed by 241 which increased total open position to 1019


On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 3.4, which was -2.45 lower than the previous day. The implied volatity was 33.78, the open interest changed by 83 which increased total open position to 775


On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 5.6, which was -1 lower than the previous day. The implied volatity was 30.68, the open interest changed by 27 which increased total open position to 696


On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 6.65, which was 1.5 higher than the previous day. The implied volatity was 29.23, the open interest changed by 51 which increased total open position to 675


On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 5, which was -4 lower than the previous day. The implied volatity was 32.08, the open interest changed by 95 which increased total open position to 623


On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 9, which was -5.8 lower than the previous day. The implied volatity was 28.44, the open interest changed by 110 which increased total open position to 528


On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 14.95, which was 0.75 higher than the previous day. The implied volatity was 26.53, the open interest changed by 142 which increased total open position to 422


On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 14.6, which was -7.25 lower than the previous day. The implied volatity was 28.72, the open interest changed by 137 which increased total open position to 283


On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 22.2, which was -5.6 lower than the previous day. The implied volatity was 24.23, the open interest changed by 96 which increased total open position to 141


On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 27.8, which was -9.7 lower than the previous day. The implied volatity was 21.55, the open interest changed by 41 which increased total open position to 44


On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 37.5, which was -16.5 lower than the previous day. The implied volatity was 22.27, the open interest changed by 2 which increased total open position to 3


On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 54, which was -29.85 lower than the previous day. The implied volatity was 11.77, the open interest changed by 0 which decreased total open position to 0


On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 83.85, 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 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 83.85, 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 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 83.85, 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 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 83.85, 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 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 83.85, 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 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 83.85, 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 Jan AMBUJACEM was trading at 536.05. 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 28 Jan AMBUJACEM was trading at 533.95. 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 Jan AMBUJACEM was trading at 532.25. 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 23 Jan AMBUJACEM was trading at 518.60. 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 22 Jan AMBUJACEM was trading at 546.60. 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 21 Jan AMBUJACEM was trading at 538.65. 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 Jan AMBUJACEM was trading at 536.30. 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 19 Jan AMBUJACEM was trading at 552.15. 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 Jan AMBUJACEM was trading at 553.75. 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 14 Jan AMBUJACEM was trading at 549.55. 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 Jan AMBUJACEM was trading at 537.65. 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 12 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 83.85, 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 30MAR2026 480 PE
Delta: -0.94
Vega: 0.12
Theta: 0
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 425.35 54.1 19.7 35.17 107 -19 369
12 Mar 446.45 34.2 6.75 30.73 75 -31 387
11 Mar 457.80 27.55 5.5 37.7 70 -14 418
10 Mar 462.10 21 -9.7 27.23 248 -86 432
9 Mar 451.95 30.7 9.65 32.81 51 -9 518
6 Mar 466.75 21 8.55 31.01 298 31 528
5 Mar 480.00 12.95 -2.85 29.1 423 60 496
4 Mar 476.15 15.7 6.9 31 284 27 436
2 Mar 490.75 8.55 2.85 28.19 584 23 408
27 Feb 500.40 5.8 2.3 26.12 416 132 385
26 Feb 512.15 3.5 -0.35 25.66 38 -3 251
25 Feb 511.10 3.9 -0.15 26.57 196 -10 254
24 Feb 514.50 3.85 -0.15 28.04 153 85 263
23 Feb 515.30 4.1 -0.15 28.25 226 88 177
20 Feb 512.00 4.4 0.2 27.18 46 15 89
19 Feb 512.15 4.9 1.85 28.66 73 27 73
18 Feb 523.00 3.05 -0.7 26.69 19 7 46
17 Feb 522.00 3.75 -0.55 27.9 1 0 39
16 Feb 524.70 4.3 -1.3 29.49 6 0 39
13 Feb 519.45 5.7 2.85 30 52 17 38
12 Feb 532.85 2.85 0.4 27.79 6 0 19
11 Feb 541.25 2.45 0 28.42 1 0 18
10 Feb 538.50 2.45 -1.5 27.68 5 -3 18
9 Feb 542.45 3.95 -2.55 - 0 0 21
6 Feb 529.45 3.95 -2.55 - 0 0 21
5 Feb 533.05 3.95 -2.55 - 0 0 21
4 Feb 536.95 3.95 -2.55 - 0 0 21
3 Feb 528.25 3.95 -2.55 27.37 3 -1 21
2 Feb 510.50 6.5 -4.65 26.03 7 2 23
1 Feb 497.35 11.15 2.8 27.71 9 6 22
30 Jan 510.15 8.5 1.75 28.41 40 15 15
29 Jan 536.05 - - - 0 0 0
28 Jan 533.95 - - - 0 0 0
27 Jan 532.25 - - - 0 0 0
23 Jan 518.60 - - - 0 0 0
22 Jan 546.60 - - - 0 0 0
21 Jan 538.65 - - - 0 0 0
20 Jan 536.30 - - - 0 0 0
19 Jan 552.15 - - - 0 0 0
16 Jan 553.75 - - - 0 0 0
14 Jan 549.55 - - - 0 0 0
13 Jan 537.65 - - - 0 0 0
12 Jan 538.70 6.75 0 6.93 0 0 0


For Ambuja Cements Ltd - strike price 480 expiring on 30MAR2026

Delta for 480 PE is -0.94

Historical price for 480 PE is as follows

On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 54.1, which was 19.7 higher than the previous day. The implied volatity was 35.17, the open interest changed by -19 which decreased total open position to 369


On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 34.2, which was 6.75 higher than the previous day. The implied volatity was 30.73, the open interest changed by -31 which decreased total open position to 387


On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 27.55, which was 5.5 higher than the previous day. The implied volatity was 37.7, the open interest changed by -14 which decreased total open position to 418


On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 21, which was -9.7 lower than the previous day. The implied volatity was 27.23, the open interest changed by -86 which decreased total open position to 432


On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 30.7, which was 9.65 higher than the previous day. The implied volatity was 32.81, the open interest changed by -9 which decreased total open position to 518


On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 21, which was 8.55 higher than the previous day. The implied volatity was 31.01, the open interest changed by 31 which increased total open position to 528


On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 12.95, which was -2.85 lower than the previous day. The implied volatity was 29.1, the open interest changed by 60 which increased total open position to 496


On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 15.7, which was 6.9 higher than the previous day. The implied volatity was 31, the open interest changed by 27 which increased total open position to 436


On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 8.55, which was 2.85 higher than the previous day. The implied volatity was 28.19, the open interest changed by 23 which increased total open position to 408


On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 5.8, which was 2.3 higher than the previous day. The implied volatity was 26.12, the open interest changed by 132 which increased total open position to 385


On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 25.66, the open interest changed by -3 which decreased total open position to 251


On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 3.9, which was -0.15 lower than the previous day. The implied volatity was 26.57, the open interest changed by -10 which decreased total open position to 254


On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 28.04, the open interest changed by 85 which increased total open position to 263


On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 4.1, which was -0.15 lower than the previous day. The implied volatity was 28.25, the open interest changed by 88 which increased total open position to 177


On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 4.4, which was 0.2 higher than the previous day. The implied volatity was 27.18, the open interest changed by 15 which increased total open position to 89


On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 4.9, which was 1.85 higher than the previous day. The implied volatity was 28.66, the open interest changed by 27 which increased total open position to 73


On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 3.05, which was -0.7 lower than the previous day. The implied volatity was 26.69, the open interest changed by 7 which increased total open position to 46


On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 3.75, which was -0.55 lower than the previous day. The implied volatity was 27.9, the open interest changed by 0 which decreased total open position to 39


On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 4.3, which was -1.3 lower than the previous day. The implied volatity was 29.49, the open interest changed by 0 which decreased total open position to 39


On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 5.7, which was 2.85 higher than the previous day. The implied volatity was 30, the open interest changed by 17 which increased total open position to 38


On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 2.85, which was 0.4 higher than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 19


On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 18


On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 2.45, which was -1.5 lower than the previous day. The implied volatity was 27.68, the open interest changed by -3 which decreased total open position to 18


On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 3.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 3.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 3.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 3.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 3.95, which was -2.55 lower than the previous day. The implied volatity was 27.37, the open interest changed by -1 which decreased total open position to 21


On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 6.5, which was -4.65 lower than the previous day. The implied volatity was 26.03, the open interest changed by 2 which increased total open position to 23


On 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 11.15, which was 2.8 higher than the previous day. The implied volatity was 27.71, the open interest changed by 6 which increased total open position to 22


On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 8.5, which was 1.75 higher than the previous day. The implied volatity was 28.41, the open interest changed by 15 which increased total open position to 15


On 29 Jan AMBUJACEM was trading at 536.05. 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 28 Jan AMBUJACEM was trading at 533.95. 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 Jan AMBUJACEM was trading at 532.25. 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 23 Jan AMBUJACEM was trading at 518.60. 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 22 Jan AMBUJACEM was trading at 546.60. 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 21 Jan AMBUJACEM was trading at 538.65. 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 Jan AMBUJACEM was trading at 536.30. 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 19 Jan AMBUJACEM was trading at 552.15. 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 Jan AMBUJACEM was trading at 553.75. 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 14 Jan AMBUJACEM was trading at 549.55. 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 Jan AMBUJACEM was trading at 537.65. 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 12 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0