AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
15 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 490 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 553.45 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 548.15 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 536.10 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 529.70 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 533.05 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 528.95 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 533.80 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 536.90 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 535.35 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 543.00 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 543.35 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 550.20 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 548.70 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 550.00 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 545.85 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 544.60 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 547.55 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 555.75 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 555.30 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 557.80 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 560.30 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 559.35 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 562.55 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 557.55 | 95.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 490 expiring on 30DEC2025
Delta for 490 CE is -
Historical price for 490 CE is as follows
On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 95.3, 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 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 95.3, 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 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 95.3, 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 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 95.3, 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 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 95.3, 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 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 95.3, 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 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 95.3, 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 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 95.3, 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 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 95.3, 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 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 95.3, 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 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 95.3, 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 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 95.3, 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 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 95.3, 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 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 95.3, 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 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 95.3, 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 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 95.3, 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 30DEC2025 490 PE | |||||||
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Delta: -0.02
Vega: 0.07
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 553.45 | 0.35 | -0.15 | 32.45 | 11 | -2 | 186 |
| 12 Dec | 548.15 | 0.5 | -0.2 | 29.51 | 36 | -16 | 189 |
| 11 Dec | 536.10 | 0.7 | -0.1 | 26.33 | 133 | -36 | 205 |
| 10 Dec | 529.70 | 0.8 | 0.05 | 23.28 | 24 | -5 | 241 |
| 9 Dec | 533.05 | 0.7 | -0.15 | 23.38 | 58 | 2 | 247 |
| 8 Dec | 528.95 | 0.9 | 0.15 | 23.28 | 80 | -19 | 245 |
| 5 Dec | 533.80 | 0.75 | 0 | 22.69 | 20 | -1 | 264 |
| 4 Dec | 536.90 | 0.8 | -0.2 | 23.60 | 54 | 2 | 257 |
| 3 Dec | 535.35 | 0.9 | 0.15 | 23.73 | 217 | 11 | 254 |
| 2 Dec | 543.00 | 0.75 | 0 | 24.59 | 14 | -4 | 243 |
| 1 Dec | 543.35 | 0.75 | 0.15 | 24.05 | 85 | 77 | 248 |
| 28 Nov | 550.20 | 0.6 | 0 | 23.87 | 25 | 12 | 167 |
| 27 Nov | 548.70 | 0.6 | 0 | 23.22 | 15 | 4 | 155 |
| 26 Nov | 550.00 | 0.6 | -0.25 | 23.54 | 50 | 2 | 151 |
| 25 Nov | 545.85 | 0.8 | -0.2 | 23.30 | 101 | 72 | 148 |
| 24 Nov | 544.60 | 1 | -0.1 | 24.82 | 28 | 14 | 76 |
| 21 Nov | 547.55 | 1.05 | 0.1 | 23.84 | 101 | 40 | 62 |
| 20 Nov | 555.75 | 0.95 | -0.05 | 25.60 | 51 | 12 | 23 |
| 19 Nov | 555.30 | 1 | 0.1 | 25.31 | 21 | 7 | 12 |
| 18 Nov | 557.80 | 0.9 | 0 | 25.37 | 13 | 1 | 5 |
| 17 Nov | 560.30 | 0.9 | -0.9 | 25.58 | 2 | 0 | 3 |
| 13 Nov | 559.35 | 1.8 | 1.65 | - | 0 | 0 | 0 |
| 12 Nov | 562.55 | 1.8 | 1.65 | - | 0 | 1 | 0 |
| 11 Nov | 557.55 | 1.8 | 1.65 | 27.48 | 1 | 0 | 2 |
For Ambuja Cements Ltd - strike price 490 expiring on 30DEC2025
Delta for 490 PE is -0.02
Historical price for 490 PE is as follows
On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 32.45, the open interest changed by -2 which decreased total open position to 186
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 29.51, the open interest changed by -16 which decreased total open position to 189
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 26.33, the open interest changed by -36 which decreased total open position to 205
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 23.28, the open interest changed by -5 which decreased total open position to 241
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 23.38, the open interest changed by 2 which increased total open position to 247
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 23.28, the open interest changed by -19 which decreased total open position to 245
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 22.69, the open interest changed by -1 which decreased total open position to 264
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 23.60, the open interest changed by 2 which increased total open position to 257
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 23.73, the open interest changed by 11 which increased total open position to 254
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 24.59, the open interest changed by -4 which decreased total open position to 243
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 24.05, the open interest changed by 77 which increased total open position to 248
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 23.87, the open interest changed by 12 which increased total open position to 167
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 23.22, the open interest changed by 4 which increased total open position to 155
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 2 which increased total open position to 151
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 23.30, the open interest changed by 72 which increased total open position to 148
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 24.82, the open interest changed by 14 which increased total open position to 76
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 23.84, the open interest changed by 40 which increased total open position to 62
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 25.60, the open interest changed by 12 which increased total open position to 23
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 25.31, the open interest changed by 7 which increased total open position to 12
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 25.37, the open interest changed by 1 which increased total open position to 5
On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 3
On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 1.8, which was 1.65 higher 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 1.8, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 1.8, which was 1.65 higher than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 2































































































































































































































