AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
11 Mar 2026 04:10 PM IST
| AMBUJACEM 30-MAR-2026 505 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.2
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 457.80 | 1.75 | -0.05 | 32.12 | 146 | -19 | 273 | |||||||||
| 10 Mar | 462.10 | 1.8 | 0.3 | 29.22 | 99 | 30 | 292 | |||||||||
| 9 Mar | 451.95 | 1.5 | -1.5 | 32.48 | 206 | -105 | 264 | |||||||||
| 6 Mar | 466.75 | 2.9 | -2.2 | 28.48 | 149 | 44 | 369 | |||||||||
| 5 Mar | 480.00 | 5.25 | 0.1 | 26.06 | 152 | -11 | 321 | |||||||||
| 4 Mar | 476.15 | 5.3 | -3.4 | 27.72 | 349 | 32 | 333 | |||||||||
| 2 Mar | 490.75 | 9.55 | -3.1 | 24.93 | 455 | 15 | 295 | |||||||||
| 27 Feb | 500.40 | 12.3 | -7.65 | 21.81 | 530 | 225 | 281 | |||||||||
| 26 Feb | 512.15 | 19.95 | 0.4 | 23.67 | 56 | 34 | 57 | |||||||||
| 25 Feb | 511.10 | 19.25 | 0.35 | 21.46 | 37 | 16 | 21 | |||||||||
| 24 Feb | 514.50 | 18.9 | -11.3 | 13.32 | 1 | 0 | 4 | |||||||||
| 23 Feb | 515.30 | 30.2 | -2.8 | - | 0 | 0 | 4 | |||||||||
| 20 Feb | 512.00 | 30.2 | -2.8 | - | 0 | 0 | 4 | |||||||||
| 19 Feb | 512.15 | 30.2 | -2.8 | 32.45 | 4 | 0 | 4 | |||||||||
| 18 Feb | 523.00 | 33 | -13.1 | - | 0 | 0 | 4 | |||||||||
| 17 Feb | 522.00 | 33 | -13.1 | - | 0 | 0 | 4 | |||||||||
| 16 Feb | 524.70 | 33 | -13.1 | 26.07 | 4 | 0 | 0 | |||||||||
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| 13 Feb | 519.45 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 532.85 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 541.25 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 538.50 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 542.45 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 529.45 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 533.05 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 536.95 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 528.25 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 510.50 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 497.35 | 46.1 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 30 Jan | 510.15 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 536.05 | 46.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 533.95 | 46.1 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 505 expiring on 30MAR2026
Delta for 505 CE is 0.11
Historical price for 505 CE is as follows
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 32.12, the open interest changed by -19 which decreased total open position to 273
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 1.8, which was 0.3 higher than the previous day. The implied volatity was 29.22, the open interest changed by 30 which increased total open position to 292
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 1.5, which was -1.5 lower than the previous day. The implied volatity was 32.48, the open interest changed by -105 which decreased total open position to 264
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 2.9, which was -2.2 lower than the previous day. The implied volatity was 28.48, the open interest changed by 44 which increased total open position to 369
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 5.25, which was 0.1 higher than the previous day. The implied volatity was 26.06, the open interest changed by -11 which decreased total open position to 321
On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 5.3, which was -3.4 lower than the previous day. The implied volatity was 27.72, the open interest changed by 32 which increased total open position to 333
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 9.55, which was -3.1 lower than the previous day. The implied volatity was 24.93, the open interest changed by 15 which increased total open position to 295
On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 12.3, which was -7.65 lower than the previous day. The implied volatity was 21.81, the open interest changed by 225 which increased total open position to 281
On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 19.95, which was 0.4 higher than the previous day. The implied volatity was 23.67, the open interest changed by 34 which increased total open position to 57
On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 19.25, which was 0.35 higher than the previous day. The implied volatity was 21.46, the open interest changed by 16 which increased total open position to 21
On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 18.9, which was -11.3 lower than the previous day. The implied volatity was 13.32, the open interest changed by 0 which decreased total open position to 4
On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 30.2, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 30.2, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 30.2, which was -2.8 lower than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 4
On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 33, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 33, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 33, which was -13.1 lower than the previous day. The implied volatity was 26.07, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, which was 0 lower than the previous day. The implied volatity was 0.01, 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 46.1, 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 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 46.1, 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 Jan AMBUJACEM was trading at 533.95. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30MAR2026 505 PE | |||||||
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Delta: -0.83
Vega: 0.26
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 457.80 | 47.8 | 5.05 | 39.98 | 17 | 3 | 119 |
| 10 Mar | 462.10 | 41.95 | -12.95 | 29.95 | 34 | -7 | 116 |
| 9 Mar | 451.95 | 54.9 | 24 | 45.48 | 39 | -5 | 123 |
| 6 Mar | 466.75 | 30.9 | 0.65 | - | 0 | 0 | 128 |
| 5 Mar | 480.00 | 30.9 | 0.65 | 35.38 | 18 | 3 | 125 |
| 4 Mar | 476.15 | 30.25 | 8.75 | 28.16 | 79 | 28 | 122 |
| 2 Mar | 490.75 | 19.65 | 4.65 | 26.56 | 173 | 13 | 95 |
| 27 Feb | 500.40 | 15.25 | 5.55 | 25.55 | 239 | 24 | 82 |
| 26 Feb | 512.15 | 9.7 | -0.3 | 23.95 | 41 | 4 | 59 |
| 25 Feb | 511.10 | 10.25 | 0.7 | 24.91 | 59 | 1 | 53 |
| 24 Feb | 514.50 | 9 | -0.95 | 25.23 | 58 | 18 | 53 |
| 23 Feb | 515.30 | 9.95 | 0.05 | 26.47 | 32 | 6 | 36 |
| 20 Feb | 512.00 | 9.9 | 0.65 | 24.42 | 7 | 0 | 30 |
| 19 Feb | 512.15 | 9.25 | 1.75 | 23.99 | 4 | 0 | 30 |
| 18 Feb | 523.00 | 7.5 | -1.45 | 24.72 | 2 | 0 | 30 |
| 17 Feb | 522.00 | 8.95 | 0.25 | 26.46 | 2 | 0 | 30 |
| 16 Feb | 524.70 | 8.65 | -1.1 | 26.62 | 13 | 7 | 29 |
| 13 Feb | 519.45 | 9.75 | 4.5 | 25.25 | 22 | 20 | 22 |
| 12 Feb | 532.85 | 5.25 | -0.45 | - | 0 | 0 | 2 |
| 11 Feb | 541.25 | 5.25 | -0.45 | 25.24 | 1 | 0 | 2 |
| 10 Feb | 538.50 | 5.7 | 0 | - | 0 | 0 | 2 |
| 9 Feb | 542.45 | 5.7 | 0 | 26.88 | 1 | 0 | 2 |
| 6 Feb | 529.45 | 5.7 | -5.35 | - | 0 | 0 | 2 |
| 5 Feb | 533.05 | 5.7 | -5.35 | - | 0 | 0 | 2 |
| 4 Feb | 536.95 | 5.7 | -5.35 | 24.29 | 1 | 0 | 2 |
| 3 Feb | 528.25 | 11.05 | -2.5 | 29.76 | 2 | 0 | 0 |
| 2 Feb | 510.50 | 13.55 | 0 | 2.13 | 0 | 0 | 0 |
| 1 Feb | 497.35 | 13.55 | 0 | 0.57 | 0 | 0 | 0 |
| 30 Jan | 510.15 | 13.55 | 0 | 1.92 | 0 | 0 | 0 |
| 29 Jan | 536.05 | 13.55 | 0 | 4.39 | 0 | 0 | 0 |
| 28 Jan | 533.95 | 13.55 | 0 | 4.89 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 505 expiring on 30MAR2026
Delta for 505 PE is -0.83
Historical price for 505 PE is as follows
On 11 Mar AMBUJACEM was trading at 457.80. The strike last trading price was 47.8, which was 5.05 higher than the previous day. The implied volatity was 39.98, the open interest changed by 3 which increased total open position to 119
On 10 Mar AMBUJACEM was trading at 462.10. The strike last trading price was 41.95, which was -12.95 lower than the previous day. The implied volatity was 29.95, the open interest changed by -7 which decreased total open position to 116
On 9 Mar AMBUJACEM was trading at 451.95. The strike last trading price was 54.9, which was 24 higher than the previous day. The implied volatity was 45.48, the open interest changed by -5 which decreased total open position to 123
On 6 Mar AMBUJACEM was trading at 466.75. The strike last trading price was 30.9, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128
On 5 Mar AMBUJACEM was trading at 480.00. The strike last trading price was 30.9, which was 0.65 higher than the previous day. The implied volatity was 35.38, the open interest changed by 3 which increased total open position to 125
On 4 Mar AMBUJACEM was trading at 476.15. The strike last trading price was 30.25, which was 8.75 higher than the previous day. The implied volatity was 28.16, the open interest changed by 28 which increased total open position to 122
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 19.65, which was 4.65 higher than the previous day. The implied volatity was 26.56, the open interest changed by 13 which increased total open position to 95
On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 15.25, which was 5.55 higher than the previous day. The implied volatity was 25.55, the open interest changed by 24 which increased total open position to 82
On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 9.7, which was -0.3 lower than the previous day. The implied volatity was 23.95, the open interest changed by 4 which increased total open position to 59
On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 10.25, which was 0.7 higher than the previous day. The implied volatity was 24.91, the open interest changed by 1 which increased total open position to 53
On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 9, which was -0.95 lower than the previous day. The implied volatity was 25.23, the open interest changed by 18 which increased total open position to 53
On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 9.95, which was 0.05 higher than the previous day. The implied volatity was 26.47, the open interest changed by 6 which increased total open position to 36
On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 9.9, which was 0.65 higher than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 30
On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 9.25, which was 1.75 higher than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 30
On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 7.5, which was -1.45 lower than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 30
On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 8.95, which was 0.25 higher than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 30
On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 8.65, which was -1.1 lower than the previous day. The implied volatity was 26.62, the open interest changed by 7 which increased total open position to 29
On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 9.75, which was 4.5 higher than the previous day. The implied volatity was 25.25, the open interest changed by 20 which increased total open position to 22
On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 5.25, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 5.25, which was -0.45 lower than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 2
On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 2
On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 5.7, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 5.7, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 5.7, which was -5.35 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 2
On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 11.05, which was -2.5 lower than the previous day. The implied volatity was 29.76, 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 13.55, which was 0 lower than the previous day. The implied volatity was 2.13, 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 13.55, which was 0 lower than the previous day. The implied volatity was 0.57, 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 13.55, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 13.55, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 28 Jan AMBUJACEM was trading at 533.95. The strike last trading price was 13.55, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0
