[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
475.45 -15.30 (-3.12%)
L: 471.55 H: 482.2

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Historical option data for AMBUJACEM

04 Mar 2026 10:45 AM IST
AMBUJACEM 30-MAR-2026 520 CE
Delta: 0.15
Vega: 0.3
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 474.90 2.8 -2.05 29 314 7 1,277
2 Mar 490.75 4.85 -1.75 24.53 1,221 117 1,279
27 Feb 500.40 6.5 -5.25 21.75 1,120 105 1,164
26 Feb 512.15 11.3 -0.3 22.13 832 59 1,059
25 Feb 511.10 11.25 -2.4 21.27 1,446 256 1,000
24 Feb 514.50 14.4 0.25 22.28 1,196 290 751
23 Feb 515.30 13.75 0.4 20.99 721 271 454
20 Feb 512.00 13.35 -0.15 20.82 260 27 180
19 Feb 512.15 13.5 -6.35 19.49 175 97 146
18 Feb 523.00 20.05 -0.6 22.38 45 20 48
17 Feb 522.00 20.4 -3.35 23.39 31 2 27
16 Feb 524.70 23.75 -6.6 26.61 49 19 24
13 Feb 519.45 30.35 4.65 - 0 0 5
12 Feb 532.85 30.35 4.65 - 0 0 5
11 Feb 541.25 30.35 4.65 - 0 0 5
10 Feb 538.50 30.35 4.65 - 0 0 5
9 Feb 542.45 30.35 4.65 - 0 0 5
6 Feb 529.45 30.35 4.65 - 0 0 5
5 Feb 533.05 30.35 4.65 - 0 0 5
4 Feb 536.95 30.35 4.65 20.14 6 1 4
3 Feb 528.25 25.7 8.7 19.99 3 -1 3
2 Feb 510.50 17 -2.6 22.64 1 0 3
1 Feb 497.35 19.6 -35.15 - 0 0 3
30 Jan 510.15 19.6 -35.15 25.03 3 2 2
29 Jan 536.05 54.75 0 - 0 0 0
28 Jan 533.95 54.75 0 - 0 0 0
27 Jan 532.25 54.75 0 - 0 0 0
23 Jan 518.60 54.75 0 - 0 0 0
22 Jan 546.60 54.75 0 - 0 0 0
21 Jan 538.65 54.75 0 - 0 0 0
20 Jan 536.30 54.75 0 - 0 0 0
19 Jan 552.15 54.75 0 - 0 0 0
16 Jan 553.75 54.75 0 - 0 0 0
14 Jan 549.55 54.75 0 - 0 0 0
13 Jan 537.65 54.75 0 - 0 0 0
12 Jan 538.70 54.75 0 - 0 0 0
9 Jan 536.95 54.75 0 - 0 0 0
8 Jan 546.70 54.75 0 - 0 0 0
7 Jan 562.00 54.75 0 - 0 0 0
6 Jan 563.55 54.75 0 - 0 0 0
5 Jan 571.25 54.75 - - 0 0 0
2 Jan 565.40 54.75 0 - 0 0 0
1 Jan 559.65 54.75 0 - 0 0 0
31 Dec 556.35 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 520 expiring on 30MAR2026

Delta for 520 CE is 0.15

Historical price for 520 CE is as follows

On 4 Mar AMBUJACEM was trading at 474.90. The strike last trading price was 2.8, which was -2.05 lower than the previous day. The implied volatity was 29, the open interest changed by 7 which increased total open position to 1277


On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 4.85, which was -1.75 lower than the previous day. The implied volatity was 24.53, the open interest changed by 117 which increased total open position to 1279


On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 6.5, which was -5.25 lower than the previous day. The implied volatity was 21.75, the open interest changed by 105 which increased total open position to 1164


On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 11.3, which was -0.3 lower than the previous day. The implied volatity was 22.13, the open interest changed by 59 which increased total open position to 1059


On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 11.25, which was -2.4 lower than the previous day. The implied volatity was 21.27, the open interest changed by 256 which increased total open position to 1000


On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 14.4, which was 0.25 higher than the previous day. The implied volatity was 22.28, the open interest changed by 290 which increased total open position to 751


On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 13.75, which was 0.4 higher than the previous day. The implied volatity was 20.99, the open interest changed by 271 which increased total open position to 454


On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 13.35, which was -0.15 lower than the previous day. The implied volatity was 20.82, the open interest changed by 27 which increased total open position to 180


On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 13.5, which was -6.35 lower than the previous day. The implied volatity was 19.49, the open interest changed by 97 which increased total open position to 146


On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 20.05, which was -0.6 lower than the previous day. The implied volatity was 22.38, the open interest changed by 20 which increased total open position to 48


On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 20.4, which was -3.35 lower than the previous day. The implied volatity was 23.39, the open interest changed by 2 which increased total open position to 27


On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 23.75, which was -6.6 lower than the previous day. The implied volatity was 26.61, the open interest changed by 19 which increased total open position to 24


On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 30.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 30.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 30.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 30.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 30.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 30.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 30.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 30.35, which was 4.65 higher than the previous day. The implied volatity was 20.14, the open interest changed by 1 which increased total open position to 4


On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 25.7, which was 8.7 higher than the previous day. The implied volatity was 19.99, the open interest changed by -1 which decreased total open position to 3


On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 17, which was -2.6 lower than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 3


On 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 19.6, which was -35.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 19.6, which was -35.15 lower than the previous day. The implied volatity was 25.03, the open interest changed by 2 which increased total open position to 2


On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 54.75, 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 54.75, 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 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 54.75, 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 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 54.75, 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 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 552.15. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 553.75. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 549.55. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 546.70. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 562.00. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 563.55. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 571.25. The strike last trading price was 54.75, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 54.75, 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 Jan AMBUJACEM was trading at 559.65. The strike last trading price was 54.75, 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 31 Dec AMBUJACEM was trading at 556.35. 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 30MAR2026 520 PE
Delta: -0.81
Vega: 0.35
Theta: -0.1
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 474.90 45.5 13.15 33.7 9 2 807
2 Mar 490.75 30.8 6.45 28.59 117 1 805
27 Feb 500.40 24.4 8.15 25.96 168 28 804
26 Feb 512.15 16.75 0.1 23.77 103 32 770
25 Feb 511.10 16.55 0.75 23.6 280 41 739
24 Feb 514.50 15 -1.2 24.55 315 142 701
23 Feb 515.30 16.7 -0.35 26.83 603 412 555
20 Feb 512.00 17.55 -0.05 25.86 103 13 143
19 Feb 512.15 18.6 6.15 28.32 119 14 131
18 Feb 523.00 12.55 -1.55 24.13 132 71 117
17 Feb 522.00 14.3 0.75 25.9 28 5 45
16 Feb 524.70 13.45 -3.9 25.3 30 -3 39
13 Feb 519.45 17.75 7.7 27.96 38 10 34
12 Feb 532.85 10.05 1.65 24.52 7 3 22
11 Feb 541.25 8.5 -0.55 24.5 4 0 17
10 Feb 538.50 9.05 1.05 25.11 3 2 17
9 Feb 542.45 8 -7.5 24.51 2 1 14
6 Feb 529.45 15.5 -6 - 0 0 13
5 Feb 533.05 15.5 -6 - 0 0 13
4 Feb 536.95 15.5 -6 - 0 0 13
3 Feb 528.25 15.5 -6 27.97 7 -4 13
2 Feb 510.50 21.5 -5.5 25.55 2 0 17
1 Feb 497.35 27 3.5 23.37 35 0 17
30 Jan 510.15 23.5 9.8 27.37 35 4 19
29 Jan 536.05 13.7 -12.4 28.13 3 0 0
28 Jan 533.95 26.1 9.05 - 0 0 13
27 Jan 532.25 26.1 9.05 - 0 0 13
23 Jan 518.60 26.1 9.05 34.66 14 12 12
22 Jan 546.60 17.05 0 4.44 0 0 0
21 Jan 538.65 17.05 0 3.55 0 0 0
20 Jan 536.30 17.05 0 3.26 0 0 0
19 Jan 552.15 17.05 0 4.89 0 0 0
16 Jan 553.75 17.05 0 4.98 0 0 0
14 Jan 549.55 17.05 0 4.66 0 0 0
13 Jan 537.65 17.05 0 3.26 0 0 0
12 Jan 538.70 17.05 0 3.59 0 0 0
9 Jan 536.95 17.05 0 3.25 0 0 0
8 Jan 546.70 17.05 0 - 0 0 0
7 Jan 562.00 17.05 0 5.74 0 0 0
6 Jan 563.55 17.05 0 - 0 0 0
5 Jan 571.25 17.05 - - 0 0 0
2 Jan 565.40 17.05 0 6.04 0 0 0
1 Jan 559.65 17.05 0 - 0 0 0
31 Dec 556.35 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 520 expiring on 30MAR2026

Delta for 520 PE is -0.81

Historical price for 520 PE is as follows

On 4 Mar AMBUJACEM was trading at 474.90. The strike last trading price was 45.5, which was 13.15 higher than the previous day. The implied volatity was 33.7, the open interest changed by 2 which increased total open position to 807


On 2 Mar AMBUJACEM was trading at 490.75. The strike last trading price was 30.8, which was 6.45 higher than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 805


On 27 Feb AMBUJACEM was trading at 500.40. The strike last trading price was 24.4, which was 8.15 higher than the previous day. The implied volatity was 25.96, the open interest changed by 28 which increased total open position to 804


On 26 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 16.75, which was 0.1 higher than the previous day. The implied volatity was 23.77, the open interest changed by 32 which increased total open position to 770


On 25 Feb AMBUJACEM was trading at 511.10. The strike last trading price was 16.55, which was 0.75 higher than the previous day. The implied volatity was 23.6, the open interest changed by 41 which increased total open position to 739


On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 15, which was -1.2 lower than the previous day. The implied volatity was 24.55, the open interest changed by 142 which increased total open position to 701


On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 16.7, which was -0.35 lower than the previous day. The implied volatity was 26.83, the open interest changed by 412 which increased total open position to 555


On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 17.55, which was -0.05 lower than the previous day. The implied volatity was 25.86, the open interest changed by 13 which increased total open position to 143


On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 18.6, which was 6.15 higher than the previous day. The implied volatity was 28.32, the open interest changed by 14 which increased total open position to 131


On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 12.55, which was -1.55 lower than the previous day. The implied volatity was 24.13, the open interest changed by 71 which increased total open position to 117


On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 14.3, which was 0.75 higher than the previous day. The implied volatity was 25.9, the open interest changed by 5 which increased total open position to 45


On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 13.45, which was -3.9 lower than the previous day. The implied volatity was 25.3, the open interest changed by -3 which decreased total open position to 39


On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 17.75, which was 7.7 higher than the previous day. The implied volatity was 27.96, the open interest changed by 10 which increased total open position to 34


On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 10.05, which was 1.65 higher than the previous day. The implied volatity was 24.52, the open interest changed by 3 which increased total open position to 22


On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 8.5, which was -0.55 lower than the previous day. The implied volatity was 24.5, the open interest changed by 0 which decreased total open position to 17


On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 9.05, which was 1.05 higher than the previous day. The implied volatity was 25.11, the open interest changed by 2 which increased total open position to 17


On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 8, which was -7.5 lower than the previous day. The implied volatity was 24.51, the open interest changed by 1 which increased total open position to 14


On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 15.5, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 15.5, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 15.5, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 15.5, which was -6 lower than the previous day. The implied volatity was 27.97, the open interest changed by -4 which decreased total open position to 13


On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 21.5, which was -5.5 lower than the previous day. The implied volatity was 25.55, the open interest changed by 0 which decreased total open position to 17


On 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 27, which was 3.5 higher than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 17


On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 23.5, which was 9.8 higher than the previous day. The implied volatity was 27.37, the open interest changed by 4 which increased total open position to 19


On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 13.7, which was -12.4 lower than the previous day. The implied volatity was 28.13, 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 26.1, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 27 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 26.1, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 26.1, which was 9.05 higher than the previous day. The implied volatity was 34.66, the open interest changed by 12 which increased total open position to 12


On 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0


On 21 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


On 20 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 19 Jan AMBUJACEM was trading at 552.15. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0


On 16 Jan AMBUJACEM was trading at 553.75. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0


On 14 Jan AMBUJACEM was trading at 549.55. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0


On 13 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 12 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0


On 9 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0


On 8 Jan AMBUJACEM was trading at 546.70. The strike last trading price was 17.05, 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 Jan AMBUJACEM was trading at 562.00. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0


On 6 Jan AMBUJACEM was trading at 563.55. The strike last trading price was 17.05, 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 5 Jan AMBUJACEM was trading at 571.25. The strike last trading price was 17.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0


On 1 Jan AMBUJACEM was trading at 559.65. The strike last trading price was 17.05, 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 31 Dec AMBUJACEM was trading at 556.35. 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