AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
02 Mar 2026 04:10 PM IST
| AMBUJACEM 30-MAR-2026 515 CE | ||||||||||||||||
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Delta: 0.3
Vega: 0.48
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 490.75 | 6.4 | -1.95 | 25.16 | 399 | -25 | 1,175 | |||||||||
| 27 Feb | 500.40 | 8.1 | -6.1 | 21.69 | 473 | 43 | 1,201 | |||||||||
| 26 Feb | 512.15 | 13.85 | -0.25 | 22.55 | 387 | 40 | 1,158 | |||||||||
| 25 Feb | 511.10 | 13.7 | -1.85 | 21.46 | 342 | 16 | 1,118 | |||||||||
| 24 Feb | 514.50 | 16.5 | -0.15 | 21.48 | 1,744 | 1,023 | 1,106 | |||||||||
| 23 Feb | 515.30 | 16.45 | 0.75 | 21.15 | 130 | 18 | 82 | |||||||||
| 20 Feb | 512.00 | 15.5 | -24.3 | 20.28 | 90 | 60 | 60 | |||||||||
| 19 Feb | 512.15 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 523.00 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 522.00 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 524.70 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 519.45 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 532.85 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 541.25 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 538.50 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 542.45 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 529.45 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 533.05 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 536.95 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 528.25 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 510.50 | 39.8 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 1 Feb | 497.35 | 39.8 | 0 | 1.55 | 0 | 0 | 0 | |||||||||
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| 30 Jan | 510.15 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 536.05 | 39.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 533.95 | 39.8 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 515 expiring on 30MAR2026
Delta for 515 CE is 0.3
Historical price for 515 CE is as follows
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 6.4, which was -1.95 lower than the previous day. The implied volatity was 25.16, the open interest changed by -25 which decreased total open position to 1175
On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 8.1, which was -6.1 lower than the previous day. The implied volatity was 21.69, the open interest changed by 43 which increased total open position to 1201
On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 13.85, which was -0.25 lower than the previous day. The implied volatity was 22.55, the open interest changed by 40 which increased total open position to 1158
On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 13.7, which was -1.85 lower than the previous day. The implied volatity was 21.46, the open interest changed by 16 which increased total open position to 1118
On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 16.5, which was -0.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by 1023 which increased total open position to 1106
On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 16.45, which was 0.75 higher than the previous day. The implied volatity was 21.15, the open interest changed by 18 which increased total open position to 82
On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 15.5, which was -24.3 lower than the previous day. The implied volatity was 20.28, the open interest changed by 60 which increased total open position to 60
On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 39.8, 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 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 39.8, 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 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 39.8, 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 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 39.8, 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 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, which was 0 lower than the previous day. The implied volatity was 0.28, 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 39.8, which was 0 lower than the previous day. The implied volatity was 1.55, 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 39.8, 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 39.8, 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 39.8, 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 515 PE | |||||||
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Delta: -0.66
Vega: 0.5
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 490.75 | 27.8 | 6.65 | 29.74 | 102 | 3 | 560 |
| 27 Feb | 500.40 | 20.95 | 7.15 | 25.54 | 179 | 22 | 557 |
| 26 Feb | 512.15 | 13.95 | -0.2 | 23.53 | 126 | 13 | 537 |
| 25 Feb | 511.10 | 14.35 | 0.65 | 24.29 | 167 | 17 | 524 |
| 24 Feb | 514.50 | 12.8 | -0.95 | 24.84 | 666 | 402 | 508 |
| 23 Feb | 515.30 | 14.25 | -0.3 | 26.76 | 95 | 59 | 103 |
| 20 Feb | 512.00 | 15 | -0.1 | 25.76 | 62 | 10 | 45 |
| 19 Feb | 512.15 | 16.4 | 5.4 | 28.67 | 9 | 4 | 34 |
| 18 Feb | 523.00 | 11 | -1.25 | - | 0 | 0 | 30 |
| 17 Feb | 522.00 | 11 | -1.25 | 24.09 | 5 | 3 | 30 |
| 16 Feb | 524.70 | 12.25 | -2.8 | 26.8 | 5 | 1 | 27 |
| 13 Feb | 519.45 | 15.5 | -1.95 | 27.99 | 29 | 24 | 25 |
| 12 Feb | 532.85 | 17.45 | 0.25 | - | 0 | 0 | 1 |
| 11 Feb | 541.25 | 17.45 | 0.25 | - | 0 | 0 | 1 |
| 10 Feb | 538.50 | 17.45 | 0.25 | - | 0 | 0 | 1 |
| 9 Feb | 542.45 | 17.45 | 0.25 | - | 0 | 0 | 1 |
| 6 Feb | 529.45 | 17.45 | 0.25 | - | 0 | 0 | 1 |
| 5 Feb | 533.05 | 17.45 | 0.25 | - | 0 | 0 | 1 |
| 4 Feb | 536.95 | 17.45 | 0.25 | - | 0 | 0 | 1 |
| 3 Feb | 528.25 | 17.45 | 0.25 | - | 0 | 0 | 1 |
| 2 Feb | 510.50 | 17.45 | 0.25 | 23.88 | 1 | 0 | 0 |
| 1 Feb | 497.35 | 17.2 | 0 | 0.27 | 0 | 0 | 0 |
| 30 Jan | 510.15 | 17.2 | 0 | 0.46 | 0 | 0 | 0 |
| 29 Jan | 536.05 | 17.2 | 0 | 3.82 | 0 | 0 | 0 |
| 28 Jan | 533.95 | 17.2 | 0 | 3.62 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 515 expiring on 30MAR2026
Delta for 515 PE is -0.66
Historical price for 515 PE is as follows
On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 27.8, which was 6.65 higher than the previous day. The implied volatity was 29.74, the open interest changed by 3 which increased total open position to 560
On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 20.95, which was 7.15 higher than the previous day. The implied volatity was 25.54, the open interest changed by 22 which increased total open position to 557
On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 13.95, which was -0.2 lower than the previous day. The implied volatity was 23.53, the open interest changed by 13 which increased total open position to 537
On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 14.35, which was 0.65 higher than the previous day. The implied volatity was 24.29, the open interest changed by 17 which increased total open position to 524
On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 12.8, which was -0.95 lower than the previous day. The implied volatity was 24.84, the open interest changed by 402 which increased total open position to 508
On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 14.25, which was -0.3 lower than the previous day. The implied volatity was 26.76, the open interest changed by 59 which increased total open position to 103
On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 15, which was -0.1 lower than the previous day. The implied volatity was 25.76, the open interest changed by 10 which increased total open position to 45
On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 16.4, which was 5.4 higher than the previous day. The implied volatity was 28.67, the open interest changed by 4 which increased total open position to 34
On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 11, which was -1.25 lower than the previous day. The implied volatity was -, 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 11, which was -1.25 lower than the previous day. The implied volatity was 24.09, the open interest changed by 3 which increased total open position to 30
On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 12.25, which was -2.8 lower than the previous day. The implied volatity was 26.8, the open interest changed by 1 which increased total open position to 27
On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 15.5, which was -1.95 lower than the previous day. The implied volatity was 27.99, the open interest changed by 24 which increased total open position to 25
On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 17.45, 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 1
On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 17.45, 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 1
On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 17.45, 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 1
On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 17.45, 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 1
On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 17.45, 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 1
On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 17.45, 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 1
On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 17.45, 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 1
On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 17.45, 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 1
On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 17.45, which was 0.25 higher than the previous day. The implied volatity was 23.88, 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 17.2, which was 0 lower than the previous day. The implied volatity was 0.27, 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 17.2, which was 0 lower than the previous day. The implied volatity was 0.46, 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 17.2, which was 0 lower than the previous day. The implied volatity was 3.82, 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 17.2, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0
