[--[65.84.65.76]--]

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
AMBUJACEM 30-DEC-2025 520 CE
Delta: 0.91
Vega: 0.20
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 29.75 8.1 18.43 179 -35 124
11 Dec 536.10 21.6 4.5 17.52 265 2 161
10 Dec 529.70 16.4 -2.3 19.05 89 10 160
9 Dec 533.05 19.05 1.35 19.06 174 8 151
8 Dec 528.95 17.1 -4.05 17.85 169 -27 144
5 Dec 533.80 21.45 -3 18.45 59 12 171
4 Dec 536.90 24.1 0.5 18.85 81 14 156
3 Dec 535.35 23.6 -6.1 17.50 60 10 141
2 Dec 543.00 29.7 0.1 18.55 31 27 130
1 Dec 543.35 29.6 -5.35 18.79 20 12 102
28 Nov 550.20 35.05 1.2 16.28 73 65 90
27 Nov 548.70 33.9 -2 12.39 78 -20 24
26 Nov 550.00 36.8 3.2 17.55 46 40 43
25 Nov 545.85 33.6 -39.25 - 0 3 0
24 Nov 544.60 33.6 -39.25 9.47 3 2 2
21 Nov 547.55 72.85 0 - 0 0 0
20 Nov 555.75 72.85 0 - 0 0 0
19 Nov 555.30 72.85 0 - 0 0 0
18 Nov 557.80 72.85 0 - 0 0 0
17 Nov 560.30 72.85 0 - 0 0 0
14 Nov 563.20 72.85 0 - 0 0 0
13 Nov 559.35 72.85 0 - 0 0 0
12 Nov 562.55 72.85 0 - 0 0 0
11 Nov 557.55 72.85 0 - 0 0 0
10 Nov 556.10 72.85 0 - 0 0 0
7 Nov 558.80 72.85 0 - 0 0 0
6 Nov 558.40 72.85 0 - 0 0 0
21 Oct 567.50 0 0 - 0 0 0
20 Oct 565.50 0 0 - 0 0 0
17 Oct 563.60 0 0 - 0 0 0
16 Oct 569.70 0 0 - 0 0 0
15 Oct 567.75 0 0 - 0 0 0
14 Oct 563.60 0 0 - 0 0 0
13 Oct 566.75 0 0 - 0 0 0
10 Oct 569.25 0 0 - 0 0 0
9 Oct 565.90 0 0 - 0 0 0
8 Oct 566.30 0 0 - 0 0 0
7 Oct 569.95 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 520 expiring on 30DEC2025

Delta for 520 CE is 0.91

Historical price for 520 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 29.75, which was 8.1 higher than the previous day. The implied volatity was 18.43, the open interest changed by -35 which decreased total open position to 124


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 21.6, which was 4.5 higher than the previous day. The implied volatity was 17.52, the open interest changed by 2 which increased total open position to 161


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 16.4, which was -2.3 lower than the previous day. The implied volatity was 19.05, the open interest changed by 10 which increased total open position to 160


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 19.05, which was 1.35 higher than the previous day. The implied volatity was 19.06, the open interest changed by 8 which increased total open position to 151


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 17.1, which was -4.05 lower than the previous day. The implied volatity was 17.85, the open interest changed by -27 which decreased total open position to 144


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 21.45, which was -3 lower than the previous day. The implied volatity was 18.45, the open interest changed by 12 which increased total open position to 171


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 24.1, which was 0.5 higher than the previous day. The implied volatity was 18.85, the open interest changed by 14 which increased total open position to 156


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 23.6, which was -6.1 lower than the previous day. The implied volatity was 17.50, the open interest changed by 10 which increased total open position to 141


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 29.7, which was 0.1 higher than the previous day. The implied volatity was 18.55, the open interest changed by 27 which increased total open position to 130


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 29.6, which was -5.35 lower than the previous day. The implied volatity was 18.79, the open interest changed by 12 which increased total open position to 102


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 35.05, which was 1.2 higher than the previous day. The implied volatity was 16.28, the open interest changed by 65 which increased total open position to 90


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 33.9, which was -2 lower than the previous day. The implied volatity was 12.39, the open interest changed by -20 which decreased total open position to 24


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 36.8, which was 3.2 higher than the previous day. The implied volatity was 17.55, the open interest changed by 40 which increased total open position to 43


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 33.6, which was -39.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 33.6, which was -39.25 lower than the previous day. The implied volatity was 9.47, the open interest changed by 2 which increased total open position to 2


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 72.85, 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 72.85, 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 72.85, 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 72.85, 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 72.85, 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 72.85, 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 72.85, 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 72.85, 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 72.85, 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 72.85, 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 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 72.85, 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 72.85, 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 Oct AMBUJACEM was trading at 567.50. The strike last trading price was 0, 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 Oct AMBUJACEM was trading at 565.50. The strike last trading price was 0, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 0, 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 Oct AMBUJACEM was trading at 569.70. The strike last trading price was 0, 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 15 Oct AMBUJACEM was trading at 567.75. The strike last trading price was 0, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 0, 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 Oct AMBUJACEM was trading at 566.75. The strike last trading price was 0, 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 Oct AMBUJACEM was trading at 569.25. The strike last trading price was 0, 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 Oct AMBUJACEM was trading at 565.90. The strike last trading price was 0, 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 8 Oct AMBUJACEM was trading at 566.30. The strike last trading price was 0, 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 7 Oct AMBUJACEM was trading at 569.95. The strike last trading price was 0, 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 520 PE
Delta: -0.12
Vega: 0.24
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 1.45 -1.15 20.78 488 -17 498
11 Dec 536.10 2.55 -1.9 19.22 694 -54 512
10 Dec 529.70 4.5 0.5 18.92 802 -239 567
9 Dec 533.05 4 -0.75 19.50 771 -78 806
8 Dec 528.95 4.8 1.2 19.49 690 -89 901
5 Dec 533.80 3.4 0.15 17.98 891 523 892
4 Dec 536.90 3.3 -0.8 18.95 280 19 368
3 Dec 535.35 3.9 1.25 19.94 192 -4 349
2 Dec 543.00 2.6 -0.15 19.59 82 5 352
1 Dec 543.35 2.7 0.6 19.36 51 -3 347
28 Nov 550.20 2.05 -0.2 19.38 54 -25 350
27 Nov 548.70 2.2 0.2 19.37 59 16 374
26 Nov 550.00 2.05 -0.8 19.32 159 -4 358
25 Nov 545.85 3.1 -0.25 20.10 341 181 356
24 Nov 544.60 3.1 -0.5 20.83 153 52 173
21 Nov 547.55 3.6 0.65 20.78 156 53 115
20 Nov 555.75 2.95 -0.1 22.42 91 31 64
19 Nov 555.30 3.05 0.4 22.10 12 3 32
18 Nov 557.80 2.65 0 21.76 31 15 29
17 Nov 560.30 2.65 -0.1 22.40 5 4 13
14 Nov 563.20 2.75 -0.55 22.87 4 2 8
13 Nov 559.35 3.3 -0.25 22.48 1 0 6
12 Nov 562.55 3.55 -1.4 23.80 1 0 5
11 Nov 557.55 4.95 0.4 25.43 4 2 4
10 Nov 556.10 4.55 1.55 - 0 1 0
7 Nov 558.80 4.55 1.55 24.04 2 1 2
6 Nov 558.40 3 -12.05 - 0 1 0
21 Oct 567.50 15.05 0 - 0 0 0
20 Oct 565.50 15.05 0 - 0 0 0
17 Oct 563.60 15.05 0 - 0 0 0
16 Oct 569.70 15.05 0 - 0 0 0
15 Oct 567.75 15.05 0 - 0 0 0
14 Oct 563.60 15.05 0 - 0 0 0
13 Oct 566.75 15.05 0 - 0 0 0
10 Oct 569.25 15.05 0 - 0 0 0
9 Oct 565.90 15.05 0 - 0 0 0
8 Oct 566.30 15.05 0 - 0 0 0
7 Oct 569.95 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 520 expiring on 30DEC2025

Delta for 520 PE is -0.12

Historical price for 520 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 1.45, which was -1.15 lower than the previous day. The implied volatity was 20.78, the open interest changed by -17 which decreased total open position to 498


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 2.55, which was -1.9 lower than the previous day. The implied volatity was 19.22, the open interest changed by -54 which decreased total open position to 512


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 18.92, the open interest changed by -239 which decreased total open position to 567


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 4, which was -0.75 lower than the previous day. The implied volatity was 19.50, the open interest changed by -78 which decreased total open position to 806


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 4.8, which was 1.2 higher than the previous day. The implied volatity was 19.49, the open interest changed by -89 which decreased total open position to 901


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 3.4, which was 0.15 higher than the previous day. The implied volatity was 17.98, the open interest changed by 523 which increased total open position to 892


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 3.3, which was -0.8 lower than the previous day. The implied volatity was 18.95, the open interest changed by 19 which increased total open position to 368


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 3.9, which was 1.25 higher than the previous day. The implied volatity was 19.94, the open interest changed by -4 which decreased total open position to 349


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 19.59, the open interest changed by 5 which increased total open position to 352


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 2.7, which was 0.6 higher than the previous day. The implied volatity was 19.36, the open interest changed by -3 which decreased total open position to 347


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 2.05, which was -0.2 lower than the previous day. The implied volatity was 19.38, the open interest changed by -25 which decreased total open position to 350


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 19.37, the open interest changed by 16 which increased total open position to 374


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 2.05, which was -0.8 lower than the previous day. The implied volatity was 19.32, the open interest changed by -4 which decreased total open position to 358


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 20.10, the open interest changed by 181 which increased total open position to 356


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 3.1, which was -0.5 lower than the previous day. The implied volatity was 20.83, the open interest changed by 52 which increased total open position to 173


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 20.78, the open interest changed by 53 which increased total open position to 115


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 2.95, which was -0.1 lower than the previous day. The implied volatity was 22.42, the open interest changed by 31 which increased total open position to 64


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 3.05, which was 0.4 higher than the previous day. The implied volatity was 22.10, the open interest changed by 3 which increased total open position to 32


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 21.76, the open interest changed by 15 which increased total open position to 29


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 2.65, which was -0.1 lower than the previous day. The implied volatity was 22.40, the open interest changed by 4 which increased total open position to 13


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 22.87, the open interest changed by 2 which increased total open position to 8


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 3.3, which was -0.25 lower than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 6


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 3.55, which was -1.4 lower than the previous day. The implied volatity was 23.80, the open interest changed by 0 which decreased total open position to 5


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 4.95, which was 0.4 higher than the previous day. The implied volatity was 25.43, the open interest changed by 2 which increased total open position to 4


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 4.55, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 4.55, which was 1.55 higher than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 2


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 3, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Oct AMBUJACEM was trading at 567.50. The strike last trading price was 15.05, 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 Oct AMBUJACEM was trading at 565.50. The strike last trading price was 15.05, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 15.05, 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 Oct AMBUJACEM was trading at 569.70. The strike last trading price was 15.05, 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 15 Oct AMBUJACEM was trading at 567.75. The strike last trading price was 15.05, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 15.05, 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 Oct AMBUJACEM was trading at 566.75. The strike last trading price was 15.05, 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 Oct AMBUJACEM was trading at 569.25. The strike last trading price was 15.05, 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 Oct AMBUJACEM was trading at 565.90. The strike last trading price was 15.05, 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 8 Oct AMBUJACEM was trading at 566.30. The strike last trading price was 15.05, 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 7 Oct AMBUJACEM was trading at 569.95. The strike last trading price was 0, 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