AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
20 Mar 2026 04:10 PM IST
| AMBUJACEM 30-MAR-2026 485 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.02
Theta: -0.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 420.55 | 0.1 | -0.15 | 36.31 | 7 | 0 | 597 | |||||||||
| 19 Mar | 419.95 | 0.2 | -0.3 | 37.71 | 74 | -7 | 597 | |||||||||
| 18 Mar | 441.25 | 0.5 | -0.1 | 30.34 | 12 | 2 | 604 | |||||||||
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| 17 Mar | 434.20 | 0.55 | -0.3 | 34.12 | 238 | -143 | 604 | |||||||||
| 16 Mar | 429.00 | 0.9 | -0.15 | 39.66 | 123 | 2 | 749 | |||||||||
| 13 Mar | 425.35 | 1 | -1.7 | 38.58 | 289 | 23 | 747 | |||||||||
| 12 Mar | 446.45 | 2.65 | -2 | 33.86 | 87 | -21 | 724 | |||||||||
| 11 Mar | 457.80 | 4.5 | -0.75 | 31 | 112 | 4 | 741 | |||||||||
| 10 Mar | 462.10 | 5.25 | 1.25 | 29.22 | 235 | 12 | 740 | |||||||||
| 9 Mar | 451.95 | 3.75 | -3.6 | 31.37 | 436 | 9 | 728 | |||||||||
| 6 Mar | 466.75 | 7.15 | -5.05 | 28.03 | 433 | 60 | 719 | |||||||||
| 5 Mar | 480.00 | 12.4 | 0.5 | 26.35 | 396 | 3 | 662 | |||||||||
| 4 Mar | 476.15 | 12.05 | -5.9 | 28.18 | 1,235 | 595 | 660 | |||||||||
| 2 Mar | 490.75 | 19.9 | -7.1 | 25.97 | 165 | 45 | 63 | |||||||||
| 27 Feb | 500.40 | 27 | -7.55 | 27.49 | 19 | 0 | 16 | |||||||||
| 26 Feb | 512.15 | 34.75 | 1.5 | 25.69 | 16 | 8 | 15 | |||||||||
| 25 Feb | 511.10 | 33.25 | -1.95 | 20.3 | 1 | 0 | 6 | |||||||||
| 24 Feb | 514.50 | 35.2 | -25.1 | 14.54 | 12 | 4 | 4 | |||||||||
| 23 Feb | 515.30 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 512.00 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 512.15 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 523.00 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 522.00 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 524.70 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 519.45 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 532.85 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 541.25 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 538.50 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 542.45 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 529.45 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 533.05 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 536.95 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 528.25 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 510.50 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 497.35 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 510.15 | 60.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 485 expiring on 30MAR2026
Delta for 485 CE is 0.01
Historical price for 485 CE is as follows
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 597
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 0.2, which was -0.3 lower than the previous day. The implied volatity was 37.71, the open interest changed by -7 which decreased total open position to 597
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 30.34, the open interest changed by 2 which increased total open position to 604
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 34.12, the open interest changed by -143 which decreased total open position to 604
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 39.66, the open interest changed by 2 which increased total open position to 749
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 1, which was -1.7 lower than the previous day. The implied volatity was 38.58, the open interest changed by 23 which increased total open position to 747
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 2.65, which was -2 lower than the previous day. The implied volatity was 33.86, the open interest changed by -21 which decreased total open position to 724
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 31, the open interest changed by 4 which increased total open position to 741
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 29.22, the open interest changed by 12 which increased total open position to 740
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 3.75, which was -3.6 lower than the previous day. The implied volatity was 31.37, the open interest changed by 9 which increased total open position to 728
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 7.15, which was -5.05 lower than the previous day. The implied volatity was 28.03, the open interest changed by 60 which increased total open position to 719
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 12.4, which was 0.5 higher than the previous day. The implied volatity was 26.35, the open interest changed by 3 which increased total open position to 662
On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 12.05, which was -5.9 lower than the previous day. The implied volatity was 28.18, the open interest changed by 595 which increased total open position to 660
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 19.9, which was -7.1 lower than the previous day. The implied volatity was 25.97, the open interest changed by 45 which increased total open position to 63
On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 27, which was -7.55 lower than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 16
On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 34.75, which was 1.5 higher than the previous day. The implied volatity was 25.69, the open interest changed by 8 which increased total open position to 15
On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 33.25, which was -1.95 lower than the previous day. The implied volatity was 20.3, the open interest changed by 0 which decreased total open position to 6
On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 35.2, which was -25.1 lower than the previous day. The implied volatity was 14.54, the open interest changed by 4 which increased total open position to 4
On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 60.3, 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 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 60.3, 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 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 60.3, 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 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 60.3, 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 60.3, 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 60.3, 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 60.3, 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 60.3, 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 60.3, 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 485 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 420.55 | 45.05 | -5.95 | - | 0 | 0 | 99 |
| 19 Mar | 419.95 | 45.05 | -5.95 | - | 3 | 0 | 99 |
| 18 Mar | 441.25 | 45.05 | -5.95 | 45.79 | 3 | 0 | 99 |
| 17 Mar | 434.20 | 51 | -7.35 | - | 1 | 0 | 99 |
| 16 Mar | 429.00 | 51 | -7.35 | 32.74 | 1 | 0 | 99 |
| 13 Mar | 425.35 | 58.35 | 19.6 | 27.73 | 33 | -8 | 98 |
| 12 Mar | 446.45 | 38.75 | 8.05 | 31.83 | 19 | -6 | 106 |
| 11 Mar | 457.80 | 30.75 | 5.3 | 36.62 | 26 | -1 | 113 |
| 10 Mar | 462.10 | 25.45 | -9.15 | 29.49 | 31 | -4 | 114 |
| 9 Mar | 451.95 | 34.8 | 10.55 | 33.38 | 24 | -1 | 117 |
| 6 Mar | 466.75 | 24.2 | 8.9 | 31.05 | 77 | 0 | 120 |
| 5 Mar | 480.00 | 15.4 | -3 | 28.97 | 184 | -46 | 119 |
| 4 Mar | 476.15 | 18.2 | 7.05 | 30.64 | 131 | -5 | 165 |
| 2 Mar | 490.75 | 9.85 | 2.85 | 27.05 | 432 | 39 | 169 |
| 27 Feb | 500.40 | 7.1 | 2.8 | 25.8 | 117 | 52 | 128 |
| 26 Feb | 512.15 | 4.25 | -0.45 | 25.06 | 33 | -12 | 76 |
| 25 Feb | 511.10 | 4.7 | 0 | 26 | 103 | 25 | 88 |
| 24 Feb | 514.50 | 4.5 | -0.4 | 27.26 | 33 | 11 | 62 |
| 23 Feb | 515.30 | 4.9 | 0.65 | 27.77 | 39 | 19 | 50 |
| 20 Feb | 512.00 | 4.25 | 0.05 | 24.53 | 4 | 0 | 30 |
| 19 Feb | 512.15 | 4.2 | 0.3 | 24.8 | 17 | 12 | 28 |
| 18 Feb | 523.00 | 3.9 | -6.6 | 26.83 | 15 | 13 | 17 |
| 17 Feb | 522.00 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 16 Feb | 524.70 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 13 Feb | 519.45 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 12 Feb | 532.85 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 11 Feb | 541.25 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 10 Feb | 538.50 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 9 Feb | 542.45 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 6 Feb | 529.45 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 5 Feb | 533.05 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 4 Feb | 536.95 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 3 Feb | 528.25 | 10.5 | 2.55 | - | 0 | 0 | 4 |
| 2 Feb | 510.50 | 10.5 | 2.55 | 29.99 | 4 | 2 | 2 |
| 1 Feb | 497.35 | 7.95 | 0 | 3.11 | 0 | 0 | 0 |
| 30 Jan | 510.15 | 7.95 | 0 | 4.51 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 485 expiring on 30MAR2026
Delta for 485 PE is -
Historical price for 485 PE is as follows
On 20 Mar AMBUJACEM was trading at 420.55. The strike last trading price was 45.05, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99
On 19 Mar AMBUJACEM was trading at 419.95. The strike last trading price was 45.05, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99
On 18 Mar AMBUJACEM was trading at 441.25. The strike last trading price was 45.05, which was -5.95 lower than the previous day. The implied volatity was 45.79, the open interest changed by 0 which decreased total open position to 99
On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 51, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99
On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 51, which was -7.35 lower than the previous day. The implied volatity was 32.74, the open interest changed by 0 which decreased total open position to 99
On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 58.35, which was 19.6 higher than the previous day. The implied volatity was 27.73, the open interest changed by -8 which decreased total open position to 98
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 38.75, which was 8.05 higher than the previous day. The implied volatity was 31.83, the open interest changed by -6 which decreased total open position to 106
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 30.75, which was 5.3 higher than the previous day. The implied volatity was 36.62, the open interest changed by -1 which decreased total open position to 113
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 25.45, which was -9.15 lower than the previous day. The implied volatity was 29.49, the open interest changed by -4 which decreased total open position to 114
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 34.8, which was 10.55 higher than the previous day. The implied volatity was 33.38, the open interest changed by -1 which decreased total open position to 117
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 24.2, which was 8.9 higher than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 120
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 15.4, which was -3 lower than the previous day. The implied volatity was 28.97, the open interest changed by -46 which decreased total open position to 119
On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 18.2, which was 7.05 higher than the previous day. The implied volatity was 30.64, the open interest changed by -5 which decreased total open position to 165
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 9.85, which was 2.85 higher than the previous day. The implied volatity was 27.05, the open interest changed by 39 which increased total open position to 169
On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 7.1, which was 2.8 higher than the previous day. The implied volatity was 25.8, the open interest changed by 52 which increased total open position to 128
On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 4.25, which was -0.45 lower than the previous day. The implied volatity was 25.06, the open interest changed by -12 which decreased total open position to 76
On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 26, the open interest changed by 25 which increased total open position to 88
On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 27.26, the open interest changed by 11 which increased total open position to 62
On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 4.9, which was 0.65 higher than the previous day. The implied volatity was 27.77, the open interest changed by 19 which increased total open position to 50
On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 4.25, which was 0.05 higher than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 30
On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 4.2, which was 0.3 higher than the previous day. The implied volatity was 24.8, the open interest changed by 12 which increased total open position to 28
On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 3.9, which was -6.6 lower than the previous day. The implied volatity was 26.83, the open interest changed by 13 which increased total open position to 17
On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 10.5, which was 2.55 higher than the previous day. The implied volatity was 29.99, the open interest changed by 2 which increased total open position to 2
On 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 3.11, 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 7.95, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0
