AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
16 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 505 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 548.70 | 34.15 | -1.95 | - | 0 | 0 | 11 | |||||||||
| 15 Dec | 553.45 | 34.15 | -1.95 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 548.15 | 34.15 | -1.95 | - | 0 | 0 | 11 | |||||||||
| 11 Dec | 536.10 | 34.15 | -1.95 | - | 0 | 0 | 11 | |||||||||
| 10 Dec | 529.70 | 34.15 | -1.95 | - | 0 | 0 | 11 | |||||||||
| 9 Dec | 533.05 | 34.15 | -1.95 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 528.95 | 34.15 | -1.95 | - | 0 | 0 | 11 | |||||||||
| 5 Dec | 533.80 | 34.15 | -1.95 | 16.72 | 13 | 1 | 13 | |||||||||
| 4 Dec | 536.90 | 36.1 | -9.35 | - | 0 | 3 | 0 | |||||||||
| 3 Dec | 535.35 | 36.1 | -9.35 | 15.52 | 9 | 2 | 11 | |||||||||
| 2 Dec | 543.00 | 45.45 | -19.05 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 543.35 | 45.45 | -19.05 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 550.20 | 45.45 | -19.05 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 548.70 | 45.45 | -19.05 | - | 0 | 0 | 0 | |||||||||
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| 26 Nov | 550.00 | 45.45 | -19.05 | - | 0 | 9 | 0 | |||||||||
| 25 Nov | 545.85 | 45.45 | -19.05 | - | 11 | 7 | 7 | |||||||||
| 24 Nov | 544.60 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 547.55 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 555.75 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 555.30 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 557.80 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 560.30 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 563.20 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 559.35 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 562.55 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 557.55 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 556.10 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 558.40 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 505 expiring on 30DEC2025
Delta for 505 CE is -
Historical price for 505 CE is as follows
On 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 34.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 34.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 34.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 34.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 34.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 34.15, which was -1.95 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 34.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 34.15, which was -1.95 lower than the previous day. The implied volatity was 16.72, the open interest changed by 1 which increased total open position to 13
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 36.1, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 36.1, which was -9.35 lower than the previous day. The implied volatity was 15.52, the open interest changed by 2 which increased total open position to 11
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 45.45, which was -19.05 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 45.45, which was -19.05 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 45.45, which was -19.05 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 45.45, which was -19.05 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 45.45, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 45.45, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 548.70 | 0.45 | -0.35 | - | 0 | 0 | 89 |
| 15 Dec | 553.45 | 0.45 | -0.35 | 27.03 | 17 | -11 | 89 |
| 12 Dec | 548.15 | 0.8 | -0.35 | 25.48 | 41 | -4 | 102 |
| 11 Dec | 536.10 | 1.15 | -0.5 | 22.12 | 63 | 7 | 103 |
| 10 Dec | 529.70 | 1.65 | 0.1 | 20.09 | 13 | 0 | 96 |
| 9 Dec | 533.05 | 1.55 | -0.4 | 20.83 | 98 | 8 | 94 |
| 8 Dec | 528.95 | 1.95 | 0.45 | 20.79 | 40 | 10 | 86 |
| 5 Dec | 533.80 | 1.4 | 0 | 19.92 | 33 | -9 | 82 |
| 4 Dec | 536.90 | 1.4 | -0.35 | 20.45 | 61 | 13 | 93 |
| 3 Dec | 535.35 | 1.75 | 0.4 | 21.34 | 44 | 2 | 85 |
| 2 Dec | 543.00 | 1.35 | 0.1 | 21.99 | 46 | 27 | 82 |
| 1 Dec | 543.35 | 1.25 | 0.25 | 21.06 | 9 | 1 | 55 |
| 28 Nov | 550.20 | 1 | -0.35 | - | 0 | 0 | 0 |
| 27 Nov | 548.70 | 1 | -0.35 | - | 0 | 18 | 0 |
| 26 Nov | 550.00 | 1 | -0.35 | 20.98 | 34 | 19 | 55 |
| 25 Nov | 545.85 | 1.35 | -0.2 | 20.81 | 19 | 10 | 35 |
| 24 Nov | 544.60 | 1.55 | -0.35 | 22.10 | 21 | 11 | 24 |
| 21 Nov | 547.55 | 1.85 | 0.3 | 22.11 | 12 | 6 | 12 |
| 20 Nov | 555.75 | 1.55 | -0.25 | 23.51 | 5 | 0 | 5 |
| 19 Nov | 555.30 | 1.8 | -0.2 | 23.87 | 5 | 3 | 4 |
| 18 Nov | 557.80 | 2 | 1.25 | - | 0 | 0 | 0 |
| 17 Nov | 560.30 | 2 | 1.25 | - | 0 | -1 | 0 |
| 14 Nov | 563.20 | 2 | 1.25 | 25.60 | 4 | 0 | 2 |
| 13 Nov | 559.35 | 0.75 | -8.55 | 19.30 | 2 | 0 | 0 |
| 12 Nov | 562.55 | 9.3 | 0 | 9.37 | 0 | 0 | 0 |
| 11 Nov | 557.55 | 9.3 | 0 | 8.79 | 0 | 0 | 0 |
| 10 Nov | 556.10 | 9.3 | 0 | 8.39 | 0 | 0 | 0 |
| 6 Nov | 558.40 | 9.3 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 505 expiring on 30DEC2025
Delta for 505 PE is -
Historical price for 505 PE is as follows
On 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 27.03, the open interest changed by -11 which decreased total open position to 89
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 25.48, the open interest changed by -4 which decreased total open position to 102
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 1.15, which was -0.5 lower than the previous day. The implied volatity was 22.12, the open interest changed by 7 which increased total open position to 103
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 20.09, the open interest changed by 0 which decreased total open position to 96
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 20.83, the open interest changed by 8 which increased total open position to 94
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 1.95, which was 0.45 higher than the previous day. The implied volatity was 20.79, the open interest changed by 10 which increased total open position to 86
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 19.92, the open interest changed by -9 which decreased total open position to 82
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 20.45, the open interest changed by 13 which increased total open position to 93
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 1.75, which was 0.4 higher than the previous day. The implied volatity was 21.34, the open interest changed by 2 which increased total open position to 85
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 21.99, the open interest changed by 27 which increased total open position to 82
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 21.06, the open interest changed by 1 which increased total open position to 55
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 1, which was -0.35 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 1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 20.98, the open interest changed by 19 which increased total open position to 55
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 20.81, the open interest changed by 10 which increased total open position to 35
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 22.10, the open interest changed by 11 which increased total open position to 24
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 1.85, which was 0.3 higher than the previous day. The implied volatity was 22.11, the open interest changed by 6 which increased total open position to 12
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 23.51, the open interest changed by 0 which decreased total open position to 5
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 1.8, which was -0.2 lower than the previous day. The implied volatity was 23.87, the open interest changed by 3 which increased total open position to 4
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 2, which was 1.25 higher 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 2, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 2, which was 1.25 higher than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 2
On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 0.75, which was -8.55 lower than the previous day. The implied volatity was 19.30, 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 9.3, which was 0 lower than the previous day. The implied volatity was 9.37, 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 9.3, which was 0 lower than the previous day. The implied volatity was 8.79, 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 9.3, which was 0 lower than the previous day. The implied volatity was 8.39, 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 9.3, 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































































































































































































































