AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 525 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.25
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 548.15 | 25.25 | 7.7 | 17.99 | 88 | 8 | 47 | |||||||||
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| 11 Dec | 536.10 | 18 | 5.05 | 18.31 | 96 | 10 | 38 | |||||||||
| 10 Dec | 529.70 | 13.1 | -2.3 | 18.88 | 18 | -1 | 28 | |||||||||
| 9 Dec | 533.05 | 15.5 | 1.5 | 18.84 | 86 | 15 | 30 | |||||||||
| 8 Dec | 528.95 | 13.35 | -4.25 | 16.97 | 36 | 10 | 14 | |||||||||
| 5 Dec | 533.80 | 17.6 | -1.9 | 16.81 | 13 | -1 | 2 | |||||||||
| 4 Dec | 536.90 | 19.5 | -31 | - | 0 | 3 | 0 | |||||||||
| 3 Dec | 535.35 | 19.5 | -31 | 16.78 | 3 | 0 | 0 | |||||||||
| 2 Dec | 543.00 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 543.35 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 550.20 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 548.70 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 550.00 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 545.85 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 544.60 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 547.55 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 555.75 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 555.30 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 557.80 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 560.30 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 563.20 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 559.35 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 562.55 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 557.55 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 556.10 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 558.80 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 558.40 | 50.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 525 expiring on 30DEC2025
Delta for 525 CE is 0.87
Historical price for 525 CE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 25.25, which was 7.7 higher than the previous day. The implied volatity was 17.99, the open interest changed by 8 which increased total open position to 47
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 18, which was 5.05 higher than the previous day. The implied volatity was 18.31, the open interest changed by 10 which increased total open position to 38
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 13.1, which was -2.3 lower than the previous day. The implied volatity was 18.88, the open interest changed by -1 which decreased total open position to 28
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 15.5, which was 1.5 higher than the previous day. The implied volatity was 18.84, the open interest changed by 15 which increased total open position to 30
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 13.35, which was -4.25 lower than the previous day. The implied volatity was 16.97, the open interest changed by 10 which increased total open position to 14
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 17.6, which was -1.9 lower than the previous day. The implied volatity was 16.81, the open interest changed by -1 which decreased total open position to 2
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 19.5, which was -31 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 19.5, which was -31 lower than the previous day. The implied volatity was 16.78, the open interest changed by 0 which decreased total open position to 0
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 525 PE | |||||||
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|
Delta: -0.15
Vega: 0.28
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 548.15 | 1.85 | -1.7 | 19.61 | 496 | 112 | 269 |
| 11 Dec | 536.10 | 3.5 | -2.55 | 18.64 | 188 | 15 | 154 |
| 10 Dec | 529.70 | 6.1 | 0.75 | 18.60 | 113 | -1 | 139 |
| 9 Dec | 533.05 | 5.3 | -1.15 | 18.97 | 197 | -3 | 139 |
| 8 Dec | 528.95 | 6.4 | 1.45 | 19.24 | 279 | 25 | 143 |
| 5 Dec | 533.80 | 4.75 | 0.35 | 18.36 | 137 | 13 | 120 |
| 4 Dec | 536.90 | 4.4 | -1.15 | 18.61 | 215 | 6 | 107 |
| 3 Dec | 535.35 | 5.35 | 1.8 | 20.15 | 81 | 26 | 101 |
| 2 Dec | 543.00 | 3.45 | -0.1 | 19.25 | 26 | -1 | 77 |
| 1 Dec | 543.35 | 3.5 | 0.45 | 18.87 | 49 | 18 | 77 |
| 28 Nov | 550.20 | 3.05 | 0.5 | - | 0 | 1 | 0 |
| 27 Nov | 548.70 | 3.05 | 0.5 | 19.43 | 13 | 1 | 59 |
| 26 Nov | 550.00 | 2.5 | -1 | 18.52 | 27 | 10 | 58 |
| 25 Nov | 545.85 | 3.5 | -0.55 | 18.82 | 69 | 32 | 47 |
| 24 Nov | 544.60 | 3.95 | -11.1 | 20.58 | 23 | 15 | 15 |
| 21 Nov | 547.55 | 15.05 | 0 | 4.73 | 0 | 0 | 0 |
| 20 Nov | 555.75 | 15.05 | 0 | 6.12 | 0 | 0 | 0 |
| 19 Nov | 555.30 | 15.05 | 0 | 5.93 | 0 | 0 | 0 |
| 18 Nov | 557.80 | 15.05 | 0 | 6.37 | 0 | 0 | 0 |
| 17 Nov | 560.30 | 15.05 | 0 | 6.59 | 0 | 0 | 0 |
| 14 Nov | 563.20 | 15.05 | 0 | 6.81 | 0 | 0 | 0 |
| 13 Nov | 559.35 | 15.05 | 0 | 6.13 | 0 | 0 | 0 |
| 12 Nov | 562.55 | 15.05 | 0 | 6.67 | 0 | 0 | 0 |
| 11 Nov | 557.55 | 15.05 | 0 | 5.58 | 0 | 0 | 0 |
| 10 Nov | 556.10 | 15.05 | 0 | 5.24 | 0 | 0 | 0 |
| 7 Nov | 558.80 | 15.05 | 0 | 5.49 | 0 | 0 | 0 |
| 6 Nov | 558.40 | 15.05 | 0 | 5.34 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 525 expiring on 30DEC2025
Delta for 525 PE is -0.15
Historical price for 525 PE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 1.85, which was -1.7 lower than the previous day. The implied volatity was 19.61, the open interest changed by 112 which increased total open position to 269
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 3.5, which was -2.55 lower than the previous day. The implied volatity was 18.64, the open interest changed by 15 which increased total open position to 154
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 6.1, which was 0.75 higher than the previous day. The implied volatity was 18.60, the open interest changed by -1 which decreased total open position to 139
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 5.3, which was -1.15 lower than the previous day. The implied volatity was 18.97, the open interest changed by -3 which decreased total open position to 139
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 6.4, which was 1.45 higher than the previous day. The implied volatity was 19.24, the open interest changed by 25 which increased total open position to 143
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 4.75, which was 0.35 higher than the previous day. The implied volatity was 18.36, the open interest changed by 13 which increased total open position to 120
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 4.4, which was -1.15 lower than the previous day. The implied volatity was 18.61, the open interest changed by 6 which increased total open position to 107
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 5.35, which was 1.8 higher than the previous day. The implied volatity was 20.15, the open interest changed by 26 which increased total open position to 101
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 3.45, which was -0.1 lower than the previous day. The implied volatity was 19.25, the open interest changed by -1 which decreased total open position to 77
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 3.5, which was 0.45 higher than the previous day. The implied volatity was 18.87, the open interest changed by 18 which increased total open position to 77
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 3.05, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 3.05, which was 0.5 higher than the previous day. The implied volatity was 19.43, the open interest changed by 1 which increased total open position to 59
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 2.5, which was -1 lower than the previous day. The implied volatity was 18.52, the open interest changed by 10 which increased total open position to 58
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 3.5, which was -0.55 lower than the previous day. The implied volatity was 18.82, the open interest changed by 32 which increased total open position to 47
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 3.95, which was -11.1 lower than the previous day. The implied volatity was 20.58, the open interest changed by 15 which increased total open position to 15
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 4.73, 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 15.05, which was 0 lower than the previous day. The implied volatity was 6.12, 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 15.05, which was 0 lower than the previous day. The implied volatity was 5.93, 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 15.05, which was 0 lower than the previous day. The implied volatity was 6.37, 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 15.05, which was 0 lower than the previous day. The implied volatity was 6.59, 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 15.05, which was 0 lower than the previous day. The implied volatity was 6.81, 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 15.05, which was 0 lower than the previous day. The implied volatity was 6.13, 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 15.05, which was 0 lower than the previous day. The implied volatity was 6.67, 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 15.05, which was 0 lower than the previous day. The implied volatity was 5.58, 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 15.05, which was 0 lower than the previous day. The implied volatity was 5.24, 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 15.05, which was 0 lower than the previous day. The implied volatity was 5.49, 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 15.05, which was 0 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0































































































































































































































