AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Mar 2026 04:10 PM IST
| AMBUJACEM 30-MAR-2026 495 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.1
Vega: 0.17
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 12 Mar | 446.45 | 1.55 | -1.2 | 33.92 | 299 | 161 | 664 | |||||||||
| 11 Mar | 457.80 | 2.6 | -0.4 | 30.64 | 58 | 2 | 502 | |||||||||
| 10 Mar | 462.10 | 3.05 | 0.65 | 28.86 | 88 | 7 | 500 | |||||||||
| 9 Mar | 451.95 | 2.35 | -2.35 | 31.75 | 512 | 282 | 492 | |||||||||
| 6 Mar | 466.75 | 4.75 | -3.35 | 28.57 | 125 | 3 | 210 | |||||||||
| 5 Mar | 480.00 | 8.2 | 0.25 | 26.04 | 163 | 43 | 209 | |||||||||
| 4 Mar | 476.15 | 8.05 | -4.8 | 27.67 | 238 | 56 | 168 | |||||||||
| 2 Mar | 490.75 | 13.3 | -39.65 | 23.86 | 352 | 106 | 106 | |||||||||
| 27 Feb | 500.40 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 512.15 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 511.10 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 514.50 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 515.30 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 512.00 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 512.15 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 523.00 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 522.00 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 524.70 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 519.45 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 532.85 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 541.25 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 538.50 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 542.45 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 529.45 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 533.05 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 536.95 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 528.25 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 510.50 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 497.35 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 510.15 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 495 expiring on 30MAR2026
Delta for 495 CE is 0.1
Historical price for 495 CE is as follows
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 1.55, which was -1.2 lower than the previous day. The implied volatity was 33.92, the open interest changed by 161 which increased total open position to 664
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 30.64, the open interest changed by 2 which increased total open position to 502
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 3.05, which was 0.65 higher than the previous day. The implied volatity was 28.86, the open interest changed by 7 which increased total open position to 500
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 2.35, which was -2.35 lower than the previous day. The implied volatity was 31.75, the open interest changed by 282 which increased total open position to 492
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 4.75, which was -3.35 lower than the previous day. The implied volatity was 28.57, the open interest changed by 3 which increased total open position to 210
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 8.2, which was 0.25 higher than the previous day. The implied volatity was 26.04, the open interest changed by 43 which increased total open position to 209
On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 8.05, which was -4.8 lower than the previous day. The implied volatity was 27.67, the open interest changed by 56 which increased total open position to 168
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 13.3, which was -39.65 lower than the previous day. The implied volatity was 23.86, the open interest changed by 106 which increased total open position to 106
On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 52.95, 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 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 495 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.04
Theta: 0.11
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 446.45 | 43.9 | 5 | 18.83 | 12 | -1 | 93 |
| 11 Mar | 457.80 | 38.9 | 5.85 | 37.83 | 24 | -3 | 94 |
| 10 Mar | 462.10 | 32.2 | -12.25 | 25.59 | 40 | 0 | 97 |
| 9 Mar | 451.95 | 44.45 | 12.85 | 38.25 | 15 | 3 | 97 |
| 6 Mar | 466.75 | 31.6 | 6.55 | 31.68 | 63 | -20 | 93 |
| 5 Mar | 480.00 | 25.05 | 0.45 | 36.82 | 72 | 22 | 107 |
| 4 Mar | 476.15 | 24.5 | 8.9 | 31.05 | 55 | -9 | 84 |
| 2 Mar | 490.75 | 14.85 | 4.55 | 27.97 | 179 | 35 | 92 |
| 27 Feb | 500.40 | 10.7 | 4.2 | 25.74 | 95 | 10 | 57 |
| 26 Feb | 512.15 | 6.5 | -0.5 | 24.42 | 7 | 3 | 47 |
| 25 Feb | 511.10 | 7 | 0.5 | 25.34 | 46 | 7 | 44 |
| 24 Feb | 514.50 | 6.3 | -0.7 | 26.01 | 31 | 13 | 37 |
| 23 Feb | 515.30 | 7 | -0.4 | 26.98 | 16 | 10 | 23 |
| 20 Feb | 512.00 | 7.55 | -0.3 | 26.13 | 18 | 3 | 13 |
| 19 Feb | 512.15 | 7.85 | 2.55 | 27.15 | 4 | 3 | 9 |
| 18 Feb | 523.00 | 5.3 | -2.85 | 25.5 | 3 | 0 | 6 |
| 17 Feb | 522.00 | 8.15 | 0.55 | - | 0 | 0 | 6 |
| 16 Feb | 524.70 | 8.15 | 0.55 | 30.77 | 3 | -1 | 6 |
| 13 Feb | 519.45 | 7.6 | -2.95 | 26.77 | 7 | 2 | 2 |
| 12 Feb | 532.85 | 10.55 | 0 | 7 | 0 | 0 | 0 |
| 11 Feb | 541.25 | 10.55 | 0 | 7.77 | 0 | 0 | 0 |
| 10 Feb | 538.50 | 10.55 | 0 | 7.56 | 0 | 0 | 0 |
| 9 Feb | 542.45 | 10.55 | 0 | 8.02 | 0 | 0 | 0 |
| 6 Feb | 529.45 | 10.55 | 0 | 6.28 | 0 | 0 | 0 |
| 5 Feb | 533.05 | 10.55 | 0 | 6.68 | 0 | 0 | 0 |
| 4 Feb | 536.95 | 10.55 | 0 | 7.12 | 0 | 0 | 0 |
| 3 Feb | 528.25 | 10.55 | 0 | 5.76 | 0 | 0 | 0 |
| 2 Feb | 510.50 | 10.55 | 0 | 3.55 | 0 | 0 | 0 |
| 1 Feb | 497.35 | 10.55 | 0 | 1.56 | 0 | 0 | 0 |
| 30 Jan | 510.15 | 10.55 | 0 | 3.4 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 495 expiring on 30MAR2026
Delta for 495 PE is -0.99
Historical price for 495 PE is as follows
On 12 Mar AMBUJACEM was trading at 446.45. The strike last trading price was 43.9, which was 5 higher than the previous day. The implied volatity was 18.83, the open interest changed by -1 which decreased total open position to 93
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 38.9, which was 5.85 higher than the previous day. The implied volatity was 37.83, the open interest changed by -3 which decreased total open position to 94
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 32.2, which was -12.25 lower than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 97
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 44.45, which was 12.85 higher than the previous day. The implied volatity was 38.25, the open interest changed by 3 which increased total open position to 97
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 31.6, which was 6.55 higher than the previous day. The implied volatity was 31.68, the open interest changed by -20 which decreased total open position to 93
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 25.05, which was 0.45 higher than the previous day. The implied volatity was 36.82, the open interest changed by 22 which increased total open position to 107
On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 24.5, which was 8.9 higher than the previous day. The implied volatity was 31.05, the open interest changed by -9 which decreased total open position to 84
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 14.85, which was 4.55 higher than the previous day. The implied volatity was 27.97, the open interest changed by 35 which increased total open position to 92
On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 10.7, which was 4.2 higher than the previous day. The implied volatity was 25.74, the open interest changed by 10 which increased total open position to 57
On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 24.42, the open interest changed by 3 which increased total open position to 47
On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 7, which was 0.5 higher than the previous day. The implied volatity was 25.34, the open interest changed by 7 which increased total open position to 44
On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 6.3, which was -0.7 lower than the previous day. The implied volatity was 26.01, the open interest changed by 13 which increased total open position to 37
On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 7, which was -0.4 lower than the previous day. The implied volatity was 26.98, the open interest changed by 10 which increased total open position to 23
On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 7.55, which was -0.3 lower than the previous day. The implied volatity was 26.13, the open interest changed by 3 which increased total open position to 13
On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 7.85, which was 2.55 higher than the previous day. The implied volatity was 27.15, the open interest changed by 3 which increased total open position to 9
On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 5.3, which was -2.85 lower than the previous day. The implied volatity was 25.5, the open interest changed by 0 which decreased total open position to 6
On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 8.15, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 8.15, which was 0.55 higher than the previous day. The implied volatity was 30.77, the open interest changed by -1 which decreased total open position to 6
On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 7.6, which was -2.95 lower than the previous day. The implied volatity was 26.77, the open interest changed by 2 which increased total open position to 2
On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 7, 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 10.55, which was 0 lower than the previous day. The implied volatity was 7.77, 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 10.55, which was 0 lower than the previous day. The implied volatity was 7.56, 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 10.55, which was 0 lower than the previous day. The implied volatity was 8.02, 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 10.55, which was 0 lower than the previous day. The implied volatity was 6.28, 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 10.55, which was 0 lower than the previous day. The implied volatity was 6.68, 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 10.55, which was 0 lower than the previous day. The implied volatity was 7.12, 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 10.55, which was 0 lower than the previous day. The implied volatity was 5.76, 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 10.55, which was 0 lower than the previous day. The implied volatity was 3.55, 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 10.55, which was 0 lower than the previous day. The implied volatity was 1.56, 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 10.55, which was 0 lower than the previous day. The implied volatity was 3.4, the open interest changed by 0 which decreased total open position to 0
