[--[65.84.65.76]--]

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 495 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 72.2 0 - 0 0 0
11 Dec 536.10 72.2 0 - 0 0 0
10 Dec 529.70 72.2 0 - 0 0 0
9 Dec 533.05 72.2 0 - 0 0 0
8 Dec 528.95 72.2 0 - 0 0 0
5 Dec 533.80 72.2 0 - 0 0 0
4 Dec 536.90 72.2 0 - 0 0 0
3 Dec 535.35 72.2 0 - 0 0 0
2 Dec 543.00 72.2 0 - 0 0 0
1 Dec 543.35 72.2 0 - 0 0 0
28 Nov 550.20 72.2 0 - 0 0 0
27 Nov 548.70 72.2 0 - 0 0 0
26 Nov 550.00 72.2 0 - 0 0 0
25 Nov 545.85 72.2 0 - 0 0 0
24 Nov 544.60 72.2 0 - 0 0 0
21 Nov 547.55 0 0 - 0 0 0
20 Nov 555.75 0 0 - 0 0 0
19 Nov 555.30 0 0 - 0 0 0
18 Nov 557.80 0 0 - 0 0 0
17 Nov 560.30 0 0 - 0 0 0
13 Nov 559.35 0 0 - 0 0 0
12 Nov 562.55 0 0 - 0 0 0
11 Nov 557.55 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 495 expiring on 30DEC2025

Delta for 495 CE is -

Historical price for 495 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 495 PE
Delta: -0.04
Vega: 0.11
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 0.6 -0.3 27.90 14 4 35
11 Dec 536.10 0.9 0 - 0 0 31
10 Dec 529.70 0.9 0 21.60 1 0 30
9 Dec 533.05 0.9 -0.2 22.48 6 1 30
8 Dec 528.95 1.1 0.2 22.14 5 0 29
5 Dec 533.80 0.9 -0.1 21.84 19 3 20
4 Dec 536.90 1 -0.1 22.78 2 -1 17
3 Dec 535.35 1.1 0.2 22.27 32 -20 16
2 Dec 543.00 0.9 0.05 23.67 26 0 37
1 Dec 543.35 0.85 0.3 22.86 55 34 36
28 Nov 550.20 0.55 -0.4 - 0 0 0
27 Nov 548.70 0.55 -0.4 - 0 0 0
26 Nov 550.00 0.55 -0.4 21.74 1 0 2
25 Nov 545.85 0.95 -6.15 22.47 2 1 1
24 Nov 544.60 7.1 0 9.88 0 0 0
21 Nov 547.55 0 0 - 0 0 0
20 Nov 555.75 0 0 - 0 0 0
19 Nov 555.30 0 0 - 0 0 0
18 Nov 557.80 0 0 - 0 0 0
17 Nov 560.30 0 0 - 0 0 0
13 Nov 559.35 0 0 - 0 0 0
12 Nov 562.55 0 0 - 0 0 0
11 Nov 557.55 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 495 expiring on 30DEC2025

Delta for 495 PE is -0.04

Historical price for 495 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 27.90, the open interest changed by 4 which increased total open position to 35


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 21.60, the open interest changed by 0 which decreased total open position to 30


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 22.48, the open interest changed by 1 which increased total open position to 30


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 1.1, which was 0.2 higher than the previous day. The implied volatity was 22.14, the open interest changed by 0 which decreased total open position to 29


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 21.84, the open interest changed by 3 which increased total open position to 20


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 22.78, the open interest changed by -1 which decreased total open position to 17


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 1.1, which was 0.2 higher than the previous day. The implied volatity was 22.27, the open interest changed by -20 which decreased total open position to 16


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 37


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.85, which was 0.3 higher than the previous day. The implied volatity was 22.86, the open interest changed by 34 which increased total open position to 36


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.55, which was -0.4 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 0.55, which was -0.4 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 0.55, which was -0.4 lower than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 2


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.95, which was -6.15 lower than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 1


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 9.88, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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