AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 500 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.05
Vega: 0.13
Theta: -0.09
Gamma: 0.00
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| 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































































































































































































































