AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 520 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.20
Theta: -0.23
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.12
Vega: 0.24
Theta: -0.12
Gamma: 0.01
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| 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































































































































































































































