AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 480 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 548.15 | 50 | -53.45 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 536.10 | 50 | -53.45 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 529.70 | 50 | -53.45 | - | 0 | 0 | 0 | |||||||||
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| 9 Dec | 533.05 | 50 | -53.45 | - | 2 | 1 | 1 | |||||||||
| 8 Dec | 528.95 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 533.80 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 536.90 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 535.35 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 543.00 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 543.35 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 550.20 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 548.70 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 550.00 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 545.85 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 544.60 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 547.55 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 555.75 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 555.30 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 557.80 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 559.35 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 562.55 | 103.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 480 expiring on 30DEC2025
Delta for 480 CE is -
Historical price for 480 CE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 50, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 50, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 50, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 50, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 103.45, 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 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 103.45, 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 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 103.45, 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 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 103.45, 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 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 103.45, 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 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 103.45, 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 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 103.45, 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 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 103.45, 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 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 103.45, 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 30DEC2025 480 PE | |||||||
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Delta: -0.03
Vega: 0.07
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 548.15 | 0.4 | -0.1 | 31.83 | 39 | -8 | 142 |
| 11 Dec | 536.10 | 0.5 | 0.05 | 28.86 | 59 | 9 | 153 |
| 10 Dec | 529.70 | 0.45 | -0.05 | 24.80 | 5 | -2 | 144 |
| 9 Dec | 533.05 | 0.5 | -0.1 | 25.91 | 39 | -8 | 146 |
| 8 Dec | 528.95 | 0.6 | 0.05 | 25.42 | 33 | 3 | 154 |
| 5 Dec | 533.80 | 0.55 | 0 | 25.17 | 7 | -1 | 148 |
| 4 Dec | 536.90 | 0.55 | -0.1 | 25.47 | 13 | -1 | 150 |
| 3 Dec | 535.35 | 0.65 | 0.15 | 25.83 | 38 | 15 | 150 |
| 2 Dec | 543.00 | 0.5 | -0.05 | 26.05 | 15 | -3 | 135 |
| 1 Dec | 543.35 | 0.55 | 0.05 | 26.05 | 26 | 7 | 139 |
| 28 Nov | 550.20 | 0.5 | 0 | 26.26 | 51 | 49 | 132 |
| 27 Nov | 548.70 | 0.5 | 0.05 | 25.75 | 3 | 0 | 83 |
| 26 Nov | 550.00 | 0.4 | -0.15 | 24.88 | 55 | 23 | 83 |
| 25 Nov | 545.85 | 0.55 | -0.05 | 24.36 | 12 | 3 | 60 |
| 24 Nov | 544.60 | 0.6 | -0.2 | 25.08 | 24 | 13 | 56 |
| 21 Nov | 547.55 | 0.8 | 0.15 | 25.60 | 69 | 35 | 42 |
| 20 Nov | 555.75 | 0.65 | 0 | 26.68 | 1 | 0 | 7 |
| 19 Nov | 555.30 | 0.65 | -0.05 | 26.12 | 2 | 1 | 6 |
| 18 Nov | 557.80 | 0.7 | -0.1 | 27.01 | 1 | 0 | 4 |
| 13 Nov | 559.35 | 0.8 | -0.1 | 26.29 | 1 | 0 | 4 |
| 12 Nov | 562.55 | 0.9 | 0.75 | 27.67 | 37 | -1 | 3 |
For Ambuja Cements Ltd - strike price 480 expiring on 30DEC2025
Delta for 480 PE is -0.03
Historical price for 480 PE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 31.83, the open interest changed by -8 which decreased total open position to 142
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 28.86, the open interest changed by 9 which increased total open position to 153
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 24.80, the open interest changed by -2 which decreased total open position to 144
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 25.91, the open interest changed by -8 which decreased total open position to 146
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 25.42, the open interest changed by 3 which increased total open position to 154
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 25.17, the open interest changed by -1 which decreased total open position to 148
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 25.47, the open interest changed by -1 which decreased total open position to 150
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 25.83, the open interest changed by 15 which increased total open position to 150
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by -3 which decreased total open position to 135
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 26.05, the open interest changed by 7 which increased total open position to 139
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 26.26, the open interest changed by 49 which increased total open position to 132
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 83
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 24.88, the open interest changed by 23 which increased total open position to 83
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 24.36, the open interest changed by 3 which increased total open position to 60
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 25.08, the open interest changed by 13 which increased total open position to 56
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 25.60, the open interest changed by 35 which increased total open position to 42
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 7
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 6
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 4
On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 4
On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 0.9, which was 0.75 higher than the previous day. The implied volatity was 27.67, the open interest changed by -1 which decreased total open position to 3































































































































































































































