[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
434.2 +5.20 (1.21%)
L: 428.1 H: 436.3

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Historical option data for AMBUJACEM

17 Mar 2026 04:10 PM IST
AMBUJACEM 30-MAR-2026 490 CE
Delta: 0.04
Vega: 0.07
Theta: -0.09
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Mar 434.20 0.4 -0.3 34.57 108 -39 322
16 Mar 429.00 0.65 -0.2 39.53 249 -144 361
13 Mar 425.35 0.85 -1.25 39.55 446 -65 506
12 Mar 446.45 2.1 -1.45 34.2 332 -7 570
11 Mar 457.80 3.45 -0.5 30.82 311 33 580
10 Mar 462.10 4 0.9 28.93 486 44 550
9 Mar 451.95 3 -2.9 31.64 771 111 506
6 Mar 466.75 5.9 -4.15 28.44 471 66 394
5 Mar 480.00 10.15 0.3 26.19 563 53 333
4 Mar 476.15 9.85 -5.4 27.79 540 66 282
2 Mar 490.75 15.85 -6.4 23.75 820 211 212
27 Feb 500.40 22.25 -53.75 24.6 1 0 0
26 Feb 512.15 76 0 - 0 0 0
25 Feb 511.10 76 0 - 0 0 0
24 Feb 514.50 76 0 - 0 0 0
23 Feb 515.30 76 0 - 0 0 0
20 Feb 512.00 76 0 - 0 0 0
19 Feb 512.15 76 0 - 0 0 0
18 Feb 523.00 76 0 - 0 0 0
17 Feb 522.00 76 0 - 0 0 0
16 Feb 524.70 76 0 - 0 0 0
13 Feb 519.45 76 0 - 0 0 0
12 Feb 532.85 76 0 - 0 0 0
11 Feb 541.25 76 0 - 0 0 0
10 Feb 538.50 76 0 - 0 0 0
9 Feb 542.45 76 0 - 0 0 0
6 Feb 529.45 76 0 - 0 0 0
5 Feb 533.05 76 0 - 0 0 0
4 Feb 536.95 76 0 - 0 0 0
3 Feb 528.25 76 0 - 0 0 0
2 Feb 510.50 76 0 - 0 0 0
1 Feb 497.35 76 0 - 0 0 0
30 Jan 510.15 76 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 76 0 - 0 0 0
22 Jan 546.60 76 0 - 0 0 0
21 Jan 538.65 76 0 - 0 0 0
20 Jan 536.30 76 0 - 0 0 0
19 Jan 552.15 - - - 0 0 0
16 Jan 553.75 - - - 0 0 0
14 Jan 549.55 76 0 - 0 0 0
13 Jan 537.65 76 0 - 0 0 0
12 Jan 538.70 76 0 - 0 0 0
9 Jan 536.95 76 0 - 0 0 0


For Ambuja Cements Ltd - strike price 490 expiring on 30MAR2026

Delta for 490 CE is 0.04

Historical price for 490 CE is as follows

On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 34.57, the open interest changed by -39 which decreased total open position to 322


On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 39.53, the open interest changed by -144 which decreased total open position to 361


On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 0.85, which was -1.25 lower than the previous day. The implied volatity was 39.55, the open interest changed by -65 which decreased total open position to 506


On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 2.1, which was -1.45 lower than the previous day. The implied volatity was 34.2, the open interest changed by -7 which decreased total open position to 570


On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 3.45, which was -0.5 lower than the previous day. The implied volatity was 30.82, the open interest changed by 33 which increased total open position to 580


On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 4, which was 0.9 higher than the previous day. The implied volatity was 28.93, the open interest changed by 44 which increased total open position to 550


On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 3, which was -2.9 lower than the previous day. The implied volatity was 31.64, the open interest changed by 111 which increased total open position to 506


On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 5.9, which was -4.15 lower than the previous day. The implied volatity was 28.44, the open interest changed by 66 which increased total open position to 394


On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 10.15, which was 0.3 higher than the previous day. The implied volatity was 26.19, the open interest changed by 53 which increased total open position to 333


On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 9.85, which was -5.4 lower than the previous day. The implied volatity was 27.79, the open interest changed by 66 which increased total open position to 282


On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 15.85, which was -6.4 lower than the previous day. The implied volatity was 23.75, the open interest changed by 211 which increased total open position to 212


On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 22.25, which was -53.75 lower than the previous day. The implied volatity was 24.6, the open interest changed by 0 which decreased total open position to 0


On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 76, 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 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 76, 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 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 76, 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 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 76, 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 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 76, 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 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 76, 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 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 76, 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 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 76, 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 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 76, 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 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 76, 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 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 76, 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 490 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Mar 434.20 58.1 -1.75 - 63 0 291
16 Mar 429.00 58.1 -1.75 41.55 63 -40 291
13 Mar 425.35 59.85 16.75 31.48 88 -13 333
12 Mar 446.45 43.1 8.1 31.44 63 -39 345
11 Mar 457.80 34.65 5.45 36.92 118 12 385
10 Mar 462.10 29.15 -9.4 29.17 57 20 373
9 Mar 451.95 38 9.8 30.18 255 -4 363
6 Mar 466.75 28.5 10.9 33.01 127 -39 372
5 Mar 480.00 17.6 -3.5 27.79 243 6 411
4 Mar 476.15 21.15 8.2 30.67 351 -47 406
2 Mar 490.75 12.6 3.95 28.24 939 50 440
27 Feb 500.40 8.7 3.45 25.63 314 60 389
26 Feb 512.15 5.35 -0.4 24.89 93 7 330
25 Feb 511.10 5.75 0.1 25.66 361 134 323
24 Feb 514.50 5.6 -0.3 27.22 66 -1 189
23 Feb 515.30 6 -0.3 27.65 180 24 70
20 Feb 512.00 6.3 -0.1 26.4 17 5 47
19 Feb 512.15 7 2.3 28.18 16 3 41
18 Feb 523.00 4.7 -0.75 26.5 19 9 39
17 Feb 522.00 5.45 -0.1 27.42 3 0 30
16 Feb 524.70 5.55 0.45 27.94 19 9 30
13 Feb 519.45 5.1 -3.6 24.46 23 20 20
12 Feb 532.85 8.7 0 7.79 0 0 0
11 Feb 541.25 8.7 0 8.48 0 0 0
10 Feb 538.50 8.7 0 8.25 0 0 0
9 Feb 542.45 8.7 0 8.71 0 0 0
6 Feb 529.45 8.7 0 7.01 0 0 0
5 Feb 533.05 8.7 0 7.38 0 0 0
4 Feb 536.95 8.7 0 7.82 0 0 0
3 Feb 528.25 8.7 0 6.87 0 0 0
2 Feb 510.50 8.7 0 4.24 0 0 0
1 Feb 497.35 8.7 0 2.32 0 0 0
30 Jan 510.15 8.7 0 4.13 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 8.7 0 6.98 0 0 0
22 Jan 546.60 8.7 0 7.06 0 0 0
21 Jan 538.65 8.7 0 7.09 0 0 0
20 Jan 536.30 8.7 0 6.8 0 0 0
19 Jan 552.15 - - - 0 0 0
16 Jan 553.75 - - - 0 0 0
14 Jan 549.55 8.7 0 6.93 0 0 0
13 Jan 537.65 8.7 0 6.6 0 0 0
12 Jan 538.70 8.7 0 6.92 0 0 0
9 Jan 536.95 8.7 0 6.54 0 0 0


For Ambuja Cements Ltd - strike price 490 expiring on 30MAR2026

Delta for 490 PE is -

Historical price for 490 PE is as follows

On 17 Mar AMBUJACEM was trading at 434.20. The strike last trading price was 58.1, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 291


On 16 Mar AMBUJACEM was trading at 429.00. The strike last trading price was 58.1, which was -1.75 lower than the previous day. The implied volatity was 41.55, the open interest changed by -40 which decreased total open position to 291


On 13 Mar AMBUJACEM was trading at 425.35. The strike last trading price was 59.85, which was 16.75 higher than the previous day. The implied volatity was 31.48, the open interest changed by -13 which decreased total open position to 333


On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 43.1, which was 8.1 higher than the previous day. The implied volatity was 31.44, the open interest changed by -39 which decreased total open position to 345


On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 34.65, which was 5.45 higher than the previous day. The implied volatity was 36.92, the open interest changed by 12 which increased total open position to 385


On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 29.15, which was -9.4 lower than the previous day. The implied volatity was 29.17, the open interest changed by 20 which increased total open position to 373


On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 38, which was 9.8 higher than the previous day. The implied volatity was 30.18, the open interest changed by -4 which decreased total open position to 363


On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 28.5, which was 10.9 higher than the previous day. The implied volatity was 33.01, the open interest changed by -39 which decreased total open position to 372


On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 17.6, which was -3.5 lower than the previous day. The implied volatity was 27.79, the open interest changed by 6 which increased total open position to 411


On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 21.15, which was 8.2 higher than the previous day. The implied volatity was 30.67, the open interest changed by -47 which decreased total open position to 406


On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 12.6, which was 3.95 higher than the previous day. The implied volatity was 28.24, the open interest changed by 50 which increased total open position to 440


On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 8.7, which was 3.45 higher than the previous day. The implied volatity was 25.63, the open interest changed by 60 which increased total open position to 389


On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 5.35, which was -0.4 lower than the previous day. The implied volatity was 24.89, the open interest changed by 7 which increased total open position to 330


On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 5.75, which was 0.1 higher than the previous day. The implied volatity was 25.66, the open interest changed by 134 which increased total open position to 323


On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 5.6, which was -0.3 lower than the previous day. The implied volatity was 27.22, the open interest changed by -1 which decreased total open position to 189


On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 6, which was -0.3 lower than the previous day. The implied volatity was 27.65, the open interest changed by 24 which increased total open position to 70


On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 6.3, which was -0.1 lower than the previous day. The implied volatity was 26.4, the open interest changed by 5 which increased total open position to 47


On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 7, which was 2.3 higher than the previous day. The implied volatity was 28.18, the open interest changed by 3 which increased total open position to 41


On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 4.7, which was -0.75 lower than the previous day. The implied volatity was 26.5, the open interest changed by 9 which increased total open position to 39


On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 5.45, which was -0.1 lower than the previous day. The implied volatity was 27.42, the open interest changed by 0 which decreased total open position to 30


On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 5.55, which was 0.45 higher than the previous day. The implied volatity was 27.94, the open interest changed by 9 which increased total open position to 30


On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 5.1, which was -3.6 lower than the previous day. The implied volatity was 24.46, the open interest changed by 20 which increased total open position to 20


On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 7.79, 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 8.7, which was 0 lower than the previous day. The implied volatity was 8.48, 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 8.7, which was 0 lower than the previous day. The implied volatity was 8.25, 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 8.7, which was 0 lower than the previous day. The implied volatity was 8.71, 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 8.7, which was 0 lower than the previous day. The implied volatity was 7.01, 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 8.7, which was 0 lower than the previous day. The implied volatity was 7.38, 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 8.7, which was 0 lower than the previous day. The implied volatity was 7.82, 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 8.7, which was 0 lower than the previous day. The implied volatity was 6.87, 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 8.7, which was 0 lower than the previous day. The implied volatity was 4.24, 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 8.7, which was 0 lower than the previous day. The implied volatity was 2.32, 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 8.7, which was 0 lower than the previous day. The implied volatity was 4.13, 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 8.7, which was 0 lower than the previous day. The implied volatity was 6.98, 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 8.7, which was 0 lower than the previous day. The implied volatity was 7.06, 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 8.7, which was 0 lower than the previous day. The implied volatity was 7.09, 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 8.7, which was 0 lower than the previous day. The implied volatity was 6.8, 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 8.7, 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


On 13 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 6.6, 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 8.7, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0


On 9 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0