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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AMBUJACEM 30-DEC-2025 510 CE
Delta: 0.96 Vega: 0.11 Theta: -0.19 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	548.15	39.2 ₹ 41,160	8.9 9345.00	19.72	104 1,09,200	-36 -37,800	33 34,650
11 Dec	536.10	30.5 ₹ 32,025	6.15 6457.50	18.67	32 33,600	3 3,150	67 70,350
10 Dec	529.70	24.35 ₹ 25,567.5	-2.45 -2572.50	20.37	23 24,150	2 2,100	64 67,200
9 Dec	533.05	26.6 ₹ 27,930	1.4 1470.00	17.82	39 40,950	-6 -6,300	62 65,100
8 Dec	528.95	25.25 ₹ 26,512.5	-4.35 -4567.50	19.22	46 48,300	18 18,900	68 71,400
5 Dec	533.80	29.85 ₹ 31,342.5	-1.75 -1837.50	19.64	22 23,100	3 3,150	49 51,450
4 Dec	536.90	31.6 ₹ 33,180	-48.4 -50820.00	-	0 0	46 48,300	0 0
3 Dec	535.35	31.6 ₹ 33,180	-48.4 -50820.00	16.07	48 50,400	45 47,250	45 47,250
2 Dec	543.00	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
1 Dec	543.35	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
28 Nov	550.20	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
27 Nov	548.70	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
26 Nov	550.00	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
25 Nov	545.85	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
24 Nov	544.60	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
21 Nov	547.55	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
20 Nov	555.75	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
19 Nov	555.30	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
18 Nov	557.80	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0

17 Nov	560.30	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
14 Nov	563.20	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
13 Nov	559.35	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
12 Nov	562.55	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
11 Nov	557.55	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
10 Nov	556.10	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0
6 Nov	558.40	80 ₹ 84,000	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 510 expiring on 30DEC2025

Delta for 510 CE is 0.96

Historical price for 510 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 39.2, which was 8.9 higher than the previous day. The implied volatity was 19.72, the open interest changed by -36 which decreased total open position to 33

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 30.5, which was 6.15 higher than the previous day. The implied volatity was 18.67, the open interest changed by 3 which increased total open position to 67

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 24.35, which was -2.45 lower than the previous day. The implied volatity was 20.37, the open interest changed by 2 which increased total open position to 64

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 26.6, which was 1.4 higher than the previous day. The implied volatity was 17.82, the open interest changed by -6 which decreased total open position to 62

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 25.25, which was -4.35 lower than the previous day. The implied volatity was 19.22, the open interest changed by 18 which increased total open position to 68

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 29.85, which was -1.75 lower than the previous day. The implied volatity was 19.64, the open interest changed by 3 which increased total open position to 49

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 31.6, which was -48.4 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 0

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 31.6, which was -48.4 lower than the previous day. The implied volatity was 16.07, the open interest changed by 45 which increased total open position to 45

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 80, 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 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 80, 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 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 80, 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 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 80, 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 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 80, 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 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 80, 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 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 80, 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 510 PE
Delta: -0.07 Vega: 0.16 Theta: -0.10 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	548.15	0.9 ₹ 945	-0.6 -630.00	23.81	170 1,78,500	0 0	346 3,63,300
11 Dec	536.10	1.5 ₹ 1,575	-0.85 -892.50	21.18	1,022 10,73,100	-119 -1,24,950	352 3,69,600
10 Dec	529.70	2.35 ₹ 2,467.5	0.2 210.00	19.71	369 3,87,450	239 2,50,950	468 4,91,400
9 Dec	533.05	2.1 ₹ 2,205	-0.5 -525.00	20.21	169 1,77,450	18 18,900	227 2,38,350
8 Dec	528.95	2.6 ₹ 2,730	0.65 682.50	20.16	163 1,71,150	56 58,800	211 2,21,550
5 Dec	533.80	1.85 ₹ 1,942.5	0 0.00	18.94	94 98,700	13 13,650	157 1,64,850
4 Dec	536.90	1.8 ₹ 1,890	-0.55 -577.50	19.70	90 94,500	14 14,700	146 1,53,300
3 Dec	535.35	2.3 ₹ 2,415	0.65 682.50	20.87	82 86,100	10 10,500	130 1,36,500
2 Dec	543.00	1.65 ₹ 1,732.5	0 0.00	21.10	37 38,850	9 9,450	119 1,24,950
1 Dec	543.35	1.65 ₹ 1,732.5	0.4 420.00	20.60	18 18,900	-1 -1,050	111 1,16,550
28 Nov	550.20	1.2 ₹ 1,260	-0.15 -157.50	20.29	40 42,000	24 25,200	111 1,16,550
27 Nov	548.70	1.35 ₹ 1,417.5	0 0.00	20.45	31 32,550	14 14,700	87 91,350
26 Nov	550.00	1.35 ₹ 1,417.5	-0.4 -420.00	20.73	18 18,900	2 2,100	72 75,600
25 Nov	545.85	1.7 ₹ 1,785	-0.5 -525.00	20.24	92 96,600	21 22,050	70 73,500
24 Nov	544.60	2 ₹ 2,100	-0.35 -367.50	21.79	30 31,500	19 19,950	48 50,400
21 Nov	547.55	2.35 ₹ 2,467.5	0.65 682.50	21.65	35 36,750	11 11,550	28 29,400
20 Nov	555.75	1.7 ₹ 1,785	-0.35 -367.50	22.38	6 6,300	2 2,100	17 17,850
19 Nov	555.30	2.05 ₹ 2,152.5	0.05 52.50	22.99	11 11,550	7 7,350	15 15,750
18 Nov	557.80	2 ₹ 2,100	0.1 105.00	23.38	2 2,100	1 1,050	7 7,350
17 Nov	560.30	1.9 ₹ 1,995	-0.35 -367.50	23.61	1 1,050	0 0	5 5,250
14 Nov	563.20	2.25 ₹ 2,362.5	0 0.00	-	0 0	2 2,100	0 0
13 Nov	559.35	2.25 ₹ 2,362.5	0 0.00	23.20	2 2,100	0 0	3 3,150
12 Nov	562.55	2.25 ₹ 2,362.5	-0.75 -787.50	23.85	1 1,050	0 0	2 2,100
11 Nov	557.55	3 ₹ 3,150	0.2 210.00	-	0 0	1 1,050	0 0
10 Nov	556.10	3 ₹ 3,150	0.2 210.00	23.75	1 1,050	0 0	1 1,050
6 Nov	558.40	3.4 ₹ 3,570	2.65 2782.50	24.54	3 3,150	-2 -2,100	0 0

For Ambuja Cements Ltd - strike price 510 expiring on 30DEC2025

Delta for 510 PE is -0.07

Historical price for 510 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 346

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 21.18, the open interest changed by -119 which decreased total open position to 352

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 2.35, which was 0.2 higher than the previous day. The implied volatity was 19.71, the open interest changed by 239 which increased total open position to 468

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was 20.21, the open interest changed by 18 which increased total open position to 227

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 2.6, which was 0.65 higher than the previous day. The implied volatity was 20.16, the open interest changed by 56 which increased total open position to 211

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 18.94, the open interest changed by 13 which increased total open position to 157

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 19.70, the open interest changed by 14 which increased total open position to 146

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 2.3, which was 0.65 higher than the previous day. The implied volatity was 20.87, the open interest changed by 10 which increased total open position to 130

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 21.10, the open interest changed by 9 which increased total open position to 119

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 1.65, which was 0.4 higher than the previous day. The implied volatity was 20.60, the open interest changed by -1 which decreased total open position to 111

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 20.29, the open interest changed by 24 which increased total open position to 111

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 20.45, the open interest changed by 14 which increased total open position to 87

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 20.73, the open interest changed by 2 which increased total open position to 72

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 20.24, the open interest changed by 21 which increased total open position to 70

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 21.79, the open interest changed by 19 which increased total open position to 48

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 2.35, which was 0.65 higher than the previous day. The implied volatity was 21.65, the open interest changed by 11 which increased total open position to 28

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 22.38, the open interest changed by 2 which increased total open position to 17

On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 22.99, the open interest changed by 7 which increased total open position to 15

On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 2, which was 0.1 higher than the previous day. The implied volatity was 23.38, the open interest changed by 1 which increased total open position to 7

On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 23.61, the open interest changed by 0 which decreased total open position to 5

On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 23.20, the open interest changed by 0 which decreased total open position to 3

On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 23.85, the open interest changed by 0 which decreased total open position to 2

On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 3, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 3, which was 0.2 higher than the previous day. The implied volatity was 23.75, the open interest changed by 0 which decreased total open position to 1

On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 3.4, which was 2.65 higher than the previous day. The implied volatity was 24.54, the open interest changed by -2 which decreased total open position to 0

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