[--[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 525 CE
Delta: 0.87
Vega: 0.25
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 25.25 7.7 17.99 88 8 47
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
Delta: -0.15
Vega: 0.28
Theta: -0.13
Gamma: 0.01
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