AMBUJACEM

Ambuja Cements Ltd

553.45 +5.30 (0.97%)

L: 542.95 H: 556.3

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Historical option data for AMBUJACEM
15 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 515 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	553.45	34.4 ₹ 36,120	8.85 9292.50	-	0 0	0 0	0 0
12 Dec	548.15	34.4 ₹ 36,120	8.85 9292.50	18.88	45 47,250	0 0	15 15,750
11 Dec	536.10	25.95 ₹ 27,247.5	5.7 5985.00	18.06	8 8,400	-1 -1,050	15 15,750
10 Dec	529.70	20.25 ₹ 21,262.5	-0.8 -840.00	19.72	5 5,250	2 2,100	16 16,800
9 Dec	533.05	20.85 ₹ 21,892.5	-4.45 -4672.50	-	0 0	5 5,250	0 0
8 Dec	528.95	20.85 ₹ 21,892.5	-4.45 -4672.50	18.00	26 27,300	5 5,250	14 14,700
5 Dec	533.80	25.25 ₹ 26,512.5	-0.9 -945.00	16.48	15 15,750	-2 -2,100	10 10,500
4 Dec	536.90	26.15 ₹ 27,457.5	-1.65 -1732.50	11.33	5 5,250	1 1,050	12 12,600
3 Dec	535.35	27.8 ₹ 29,190	-29.5 -30975.00	17.93	16 16,800	10 10,500	10 10,500
2 Dec	543.00	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
1 Dec	543.35	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
28 Nov	550.20	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
27 Nov	548.70	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
26 Nov	550.00	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
25 Nov	545.85	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
24 Nov	544.60	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
21 Nov	547.55	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
20 Nov	555.75	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
19 Nov	555.30	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
18 Nov	557.80	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
17 Nov	560.30	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
14 Nov	563.20	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
13 Nov	559.35	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0

12 Nov	562.55	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
11 Nov	557.55	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
10 Nov	556.10	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0
6 Nov	558.40	57.3 ₹ 60,165	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 515 expiring on 30DEC2025

Delta for 515 CE is -

Historical price for 515 CE is as follows

On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 34.4, which was 8.85 higher 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 34.4, which was 8.85 higher than the previous day. The implied volatity was 18.88, the open interest changed by 0 which decreased total open position to 15

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 25.95, which was 5.7 higher than the previous day. The implied volatity was 18.06, the open interest changed by -1 which decreased total open position to 15

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 20.25, which was -0.8 lower than the previous day. The implied volatity was 19.72, the open interest changed by 2 which increased total open position to 16

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 20.85, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 20.85, which was -4.45 lower than the previous day. The implied volatity was 18.00, the open interest changed by 5 which increased total open position to 14

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 25.25, which was -0.9 lower than the previous day. The implied volatity was 16.48, the open interest changed by -2 which decreased total open position to 10

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 26.15, which was -1.65 lower than the previous day. The implied volatity was 11.33, the open interest changed by 1 which increased total open position to 12

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 27.8, which was -29.5 lower than the previous day. The implied volatity was 17.93, the open interest changed by 10 which increased total open position to 10

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 57.3, 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

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 57.3, 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

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 57.3, 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

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 57.3, 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

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 57.3, 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

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 57.3, 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

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 57.3, 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

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 57.3, 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

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 57.3, 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

On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 57.3, 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

On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 57.3, 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

On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 57.3, 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

On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 57.3, 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

On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 57.3, 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

On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 57.3, 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

On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 57.3, 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

On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 57.3, 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

On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 57.3, 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

AMBUJACEM 30DEC2025 515 PE
Delta: -0.06 Vega: 0.13 Theta: -0.10 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	553.45	0.7 ₹ 735	-0.45 -472.50	24.60	75 78,750	-36 -37,800	212 2,22,600
12 Dec	548.15	1.15 ₹ 1,207.5	-0.75 -787.50	22.82	167 1,75,350	69 72,450	248 2,60,400
11 Dec	536.10	1.95 ₹ 2,047.5	-1.35 -1417.50	20.20	192 2,01,600	48 50,400	171 1,79,550
10 Dec	529.70	3.25 ₹ 3,412.5	0.4 420.00	19.23	57 59,850	1 1,050	122 1,28,100
9 Dec	533.05	2.95 ₹ 3,097.5	-0.75 -787.50	19.93	235 2,46,750	24 25,200	118 1,23,900
8 Dec	528.95	3.45 ₹ 3,622.5	0.8 840.00	19.54	148 1,55,400	15 15,750	93 97,650
5 Dec	533.80	2.5 ₹ 2,625	0 0.00	18.74	66 69,300	12 12,600	79 82,950
4 Dec	536.90	2.5 ₹ 2,625	-0.6 -630.00	19.46	85 89,250	10 10,500	71 74,550
3 Dec	535.35	2.95 ₹ 3,097.5	0.85 892.50	20.25	57 59,850	4 4,200	61 64,050
2 Dec	543.00	2.1 ₹ 2,205	0.3 315.00	20.44	21 22,050	7 7,350	57 59,850
1 Dec	543.35	1.8 ₹ 1,890	0.25 262.50	-	0 0	0 0	0 0
28 Nov	550.20	1.8 ₹ 1,890	0.25 262.50	-	0 0	0 0	0 0
27 Nov	548.70	1.8 ₹ 1,890	0.25 262.50	20.15	5 5,250	0 0	50 52,500
26 Nov	550.00	1.55 ₹ 1,627.5	-0.65 -682.50	19.64	33 34,650	1 1,050	45 47,250
25 Nov	545.85	2.25 ₹ 2,362.5	-0.3 -315.00	19.99	46 48,300	26 27,300	44 46,200
24 Nov	544.60	2.55 ₹ 2,677.5	0.2 210.00	21.46	25 26,250	2 2,100	18 18,900
21 Nov	547.55	2.35 ₹ 2,467.5	0 0.00	-	0 0	15 15,750	0 0
20 Nov	555.75	2.35 ₹ 2,467.5	0 0.00	22.67	21 22,050	14 14,700	15 15,750
19 Nov	555.30	2.35 ₹ 2,467.5	0.45 472.50	22.12	5 5,250	0 0	2 2,100
18 Nov	557.80	1.9 ₹ 1,995	-10.05 -10552.50	21.39	2 2,100	0 0	0 0
17 Nov	560.30	11.95 ₹ 12,547.5	0 0.00	8.04	0 0	0 0	0 0
14 Nov	563.20	11.95 ₹ 12,547.5	0 0.00	8.21	0 0	0 0	0 0
13 Nov	559.35	11.95 ₹ 12,547.5	0 0.00	7.54	0 0	0 0	0 0
12 Nov	562.55	11.95 ₹ 12,547.5	0 0.00	8.04	0 0	0 0	0 0
11 Nov	557.55	11.95 ₹ 12,547.5	0 0.00	7.45	0 0	0 0	0 0
10 Nov	556.10	11.95 ₹ 12,547.5	0 0.00	7.03	0 0	0 0	0 0
6 Nov	558.40	11.95 ₹ 12,547.5	0 0.00	6.60	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 515 expiring on 30DEC2025

Delta for 515 PE is -0.06

Historical price for 515 PE is as follows

On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 24.60, the open interest changed by -36 which decreased total open position to 212

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 22.82, the open interest changed by 69 which increased total open position to 248

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 1.95, which was -1.35 lower than the previous day. The implied volatity was 20.20, the open interest changed by 48 which increased total open position to 171

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 3.25, which was 0.4 higher than the previous day. The implied volatity was 19.23, the open interest changed by 1 which increased total open position to 122

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 2.95, which was -0.75 lower than the previous day. The implied volatity was 19.93, the open interest changed by 24 which increased total open position to 118

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 3.45, which was 0.8 higher than the previous day. The implied volatity was 19.54, the open interest changed by 15 which increased total open position to 93

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 18.74, the open interest changed by 12 which increased total open position to 79

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 2.5, which was -0.6 lower than the previous day. The implied volatity was 19.46, the open interest changed by 10 which increased total open position to 71

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 2.95, which was 0.85 higher than the previous day. The implied volatity was 20.25, the open interest changed by 4 which increased total open position to 61

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 2.1, which was 0.3 higher than the previous day. The implied volatity was 20.44, the open interest changed by 7 which increased total open position to 57

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 1.8, which was 0.25 higher 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 1.8, which was 0.25 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 1.8, which was 0.25 higher than the previous day. The implied volatity was 20.15, the open interest changed by 0 which decreased total open position to 50

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 19.64, the open interest changed by 1 which increased total open position to 45

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 2.25, which was -0.3 lower than the previous day. The implied volatity was 19.99, the open interest changed by 26 which increased total open position to 44

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 2.55, which was 0.2 higher than the previous day. The implied volatity was 21.46, the open interest changed by 2 which increased total open position to 18

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was 22.67, the open interest changed by 14 which increased total open position to 15

On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 22.12, the open interest changed by 0 which decreased total open position to 2

On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 1.9, which was -10.05 lower than the previous day. The implied volatity was 21.39, 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 11.95, which was 0 lower than the previous day. The implied volatity was 8.04, 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 11.95, which was 0 lower than the previous day. The implied volatity was 8.21, 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 11.95, which was 0 lower than the previous day. The implied volatity was 7.54, 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 11.95, which was 0 lower than the previous day. The implied volatity was 8.04, 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 11.95, which was 0 lower than the previous day. The implied volatity was 7.45, 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 11.95, which was 0 lower than the previous day. The implied volatity was 7.03, 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 11.95, which was 0 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0

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