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AMBUJACEM

Ambuja Cements Ltd
548.15 +12.05 (2.25%)
L: 536.9 H: 549.95

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Historical option data for AMBUJACEM

12 Dec 2025 04:10 PM IST
AMBUJACEM 30-DEC-2025 480 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.03
Vega: 0.07
Theta: -0.06
Gamma: 0.00
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