[--[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 500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 39.95 5.65 - 0 0 48
11 Dec 536.10 39.95 5.65 19.97 74 26 47
10 Dec 529.70 34.3 -1.8 26.17 4 2 20
9 Dec 533.05 36.5 -3.55 22.59 30 5 19
8 Dec 528.95 40.05 -8.95 - 0 0 14
5 Dec 533.80 40.05 -8.95 - 0 0 0
4 Dec 536.90 40.05 -8.95 - 0 4 0
3 Dec 535.35 40.05 -8.95 - 6 4 14
2 Dec 543.00 49 1.1 25.39 1 0 10
1 Dec 543.35 47.9 -6.45 21.53 2 -1 9
28 Nov 550.20 55.55 6.2 - 0 0 0
27 Nov 548.70 55.55 6.2 - 0 7 0
26 Nov 550.00 55.55 6.2 19.03 10 6 9
25 Nov 545.85 49.35 -38.15 - 3 1 1
24 Nov 544.60 87.5 0 - 0 0 0
21 Nov 547.55 87.5 0 - 0 0 0
20 Nov 555.75 87.5 0 - 0 0 0
19 Nov 555.30 87.5 0 - 0 0 0
18 Nov 557.80 87.5 0 - 0 0 0
17 Nov 560.30 87.5 0 - 0 0 0
14 Nov 563.20 87.5 0 - 0 0 0
13 Nov 559.35 87.5 0 - 0 0 0
12 Nov 562.55 87.5 0 - 0 0 0
11 Nov 557.55 87.5 0 - 0 0 0
10 Nov 556.10 87.5 0 - 0 0 0
6 Nov 558.40 87.5 0 - 0 0 0


For Ambuja Cements Ltd - strike price 500 expiring on 30DEC2025

Delta for 500 CE is -

Historical price for 500 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 39.95, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 39.95, which was 5.65 higher than the previous day. The implied volatity was 19.97, the open interest changed by 26 which increased total open position to 47


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 34.3, which was -1.8 lower than the previous day. The implied volatity was 26.17, the open interest changed by 2 which increased total open position to 20


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 36.5, which was -3.55 lower than the previous day. The implied volatity was 22.59, the open interest changed by 5 which increased total open position to 19


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 40.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 40.05, which was -8.95 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 40.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 40.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 14


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 49, which was 1.1 higher than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 10


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 47.9, which was -6.45 lower than the previous day. The implied volatity was 21.53, the open interest changed by -1 which decreased total open position to 9


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 55.55, which was 6.2 higher 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 55.55, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 55.55, which was 6.2 higher than the previous day. The implied volatity was 19.03, the open interest changed by 6 which increased total open position to 9


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 49.35, which was -38.15 lower than the previous day. The implied volatity was -, 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 87.5, 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 87.5, 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 87.5, 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 87.5, 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 87.5, 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 87.5, 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 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 87.5, 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 87.5, 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 87.5, 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 87.5, 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 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 87.5, 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 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 87.5, 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 500 PE
Delta: -0.05
Vega: 0.13
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 0.7 -0.25 27.00 188 35 500
11 Dec 536.10 0.95 -0.35 23.44 199 18 465
10 Dec 529.70 1.35 0.05 21.44 135 54 446
9 Dec 533.05 1.3 -0.2 22.22 293 -5 404
8 Dec 528.95 1.45 0.35 21.40 163 -10 411
5 Dec 533.80 1.05 -0.05 20.28 287 149 424
4 Dec 536.90 1.1 -0.4 21.25 70 -7 277
3 Dec 535.35 1.4 0.35 22.14 96 -2 284
2 Dec 543.00 0.95 -0.15 22.07 72 17 285
1 Dec 543.35 1.05 0.15 22.07 71 23 268
28 Nov 550.20 0.9 0 22.41 62 -7 245
27 Nov 548.70 0.85 0 21.68 34 13 251
26 Nov 550.00 0.85 -0.25 21.89 61 24 238
25 Nov 545.85 1.1 -0.3 21.51 173 110 215
24 Nov 544.60 1.25 -0.25 22.65 94 49 106
21 Nov 547.55 1.5 0.1 22.47 64 8 56
20 Nov 555.75 1.4 -0.05 24.56 34 2 48
19 Nov 555.30 1.45 0.2 24.22 36 14 43
18 Nov 557.80 1.25 -0.05 23.86 11 1 27
17 Nov 560.30 1.3 -0.15 24.55 12 5 26
14 Nov 563.20 1.45 -0.25 25.15 3 2 21
13 Nov 559.35 1.7 -0.25 24.60 3 2 18
12 Nov 562.55 1.95 0 26.04 1 0 16
11 Nov 557.55 1.95 0 24.95 7 4 15
10 Nov 556.10 1.95 -0.55 24.04 2 1 10
6 Nov 558.40 2.5 -0.4 25.47 13 9 10


For Ambuja Cements Ltd - strike price 500 expiring on 30DEC2025

Delta for 500 PE is -0.05

Historical price for 500 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 27.00, the open interest changed by 35 which increased total open position to 500


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 23.44, the open interest changed by 18 which increased total open position to 465


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 21.44, the open interest changed by 54 which increased total open position to 446


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 22.22, the open interest changed by -5 which decreased total open position to 404


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 21.40, the open interest changed by -10 which decreased total open position to 411


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 20.28, the open interest changed by 149 which increased total open position to 424


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 21.25, the open interest changed by -7 which decreased total open position to 277


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 22.14, the open interest changed by -2 which decreased total open position to 284


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 22.07, the open interest changed by 17 which increased total open position to 285


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 22.07, the open interest changed by 23 which increased total open position to 268


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 22.41, the open interest changed by -7 which decreased total open position to 245


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 21.68, the open interest changed by 13 which increased total open position to 251


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 21.89, the open interest changed by 24 which increased total open position to 238


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 21.51, the open interest changed by 110 which increased total open position to 215


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 22.65, the open interest changed by 49 which increased total open position to 106


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 22.47, the open interest changed by 8 which increased total open position to 56


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 24.56, the open interest changed by 2 which increased total open position to 48


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 24.22, the open interest changed by 14 which increased total open position to 43


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 23.86, the open interest changed by 1 which increased total open position to 27


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 24.55, the open interest changed by 5 which increased total open position to 26


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by 2 which increased total open position to 21


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 24.60, the open interest changed by 2 which increased total open position to 18


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 16


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 24.95, the open interest changed by 4 which increased total open position to 15


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 10


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 25.47, the open interest changed by 9 which increased total open position to 10