AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 495 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.04
Vega: 0.11
Theta: -0.08
Gamma: 0.00
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| 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































































































































































































































