[--[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 530 CE
Delta: 0.82
Vega: 0.32
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 20.95 7.05 17.54 434 -114 425
11 Dec 536.10 14.25 4.1 17.71 1,398 -25 546
10 Dec 529.70 10 -2.15 18.29 399 31 572
9 Dec 533.05 11.9 0.6 17.78 1,533 -8 524
8 Dec 528.95 10.8 -3.25 17.73 825 137 537
5 Dec 533.80 14.4 -2.05 17.96 191 60 400
4 Dec 536.90 16.7 0.6 18.27 192 -3 340
3 Dec 535.35 16.45 -5.4 17.59 259 88 341
2 Dec 543.00 22.3 0.45 19.38 223 147 244
1 Dec 543.35 21.8 -4.5 18.57 24 1 93
28 Nov 550.20 26.6 1.2 16.53 11 -1 92
27 Nov 548.70 25.6 -1.95 14.66 15 0 90
26 Nov 550.00 28 4.05 16.63 52 22 90
25 Nov 545.85 23.95 -0.15 15.39 20 13 66
24 Nov 544.60 25.5 -1.75 13.84 50 14 54
21 Nov 547.55 27 -6.8 18.01 47 19 37
20 Nov 555.75 33.8 -1.2 15.34 6 1 19
19 Nov 555.30 35 -1.5 19.63 2 0 18
18 Nov 557.80 36.5 -3.4 17.64 3 2 18
17 Nov 560.30 39.9 -3.1 19.66 20 7 10
14 Nov 563.20 43 -23.1 - 0 0 0
13 Nov 559.35 43 -23.1 - 0 0 0
12 Nov 562.55 43 -23.1 - 0 0 0
11 Nov 557.55 43 -23.1 - 0 0 0
10 Nov 556.10 43 -23.1 - 0 3 0
7 Nov 558.80 43 -23.1 23.97 3 0 0
6 Nov 558.40 66.1 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
6 Oct 573.80 0 0 - 0 0 0
3 Oct 576.15 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 530 expiring on 30DEC2025

Delta for 530 CE is 0.82

Historical price for 530 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 20.95, which was 7.05 higher than the previous day. The implied volatity was 17.54, the open interest changed by -114 which decreased total open position to 425


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 14.25, which was 4.1 higher than the previous day. The implied volatity was 17.71, the open interest changed by -25 which decreased total open position to 546


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was 18.29, the open interest changed by 31 which increased total open position to 572


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 11.9, which was 0.6 higher than the previous day. The implied volatity was 17.78, the open interest changed by -8 which decreased total open position to 524


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 10.8, which was -3.25 lower than the previous day. The implied volatity was 17.73, the open interest changed by 137 which increased total open position to 537


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 14.4, which was -2.05 lower than the previous day. The implied volatity was 17.96, the open interest changed by 60 which increased total open position to 400


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 16.7, which was 0.6 higher than the previous day. The implied volatity was 18.27, the open interest changed by -3 which decreased total open position to 340


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 16.45, which was -5.4 lower than the previous day. The implied volatity was 17.59, the open interest changed by 88 which increased total open position to 341


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 22.3, which was 0.45 higher than the previous day. The implied volatity was 19.38, the open interest changed by 147 which increased total open position to 244


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 21.8, which was -4.5 lower than the previous day. The implied volatity was 18.57, the open interest changed by 1 which increased total open position to 93


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 26.6, which was 1.2 higher than the previous day. The implied volatity was 16.53, the open interest changed by -1 which decreased total open position to 92


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 25.6, which was -1.95 lower than the previous day. The implied volatity was 14.66, the open interest changed by 0 which decreased total open position to 90


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 28, which was 4.05 higher than the previous day. The implied volatity was 16.63, the open interest changed by 22 which increased total open position to 90


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 23.95, which was -0.15 lower than the previous day. The implied volatity was 15.39, the open interest changed by 13 which increased total open position to 66


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 25.5, which was -1.75 lower than the previous day. The implied volatity was 13.84, the open interest changed by 14 which increased total open position to 54


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 27, which was -6.8 lower than the previous day. The implied volatity was 18.01, the open interest changed by 19 which increased total open position to 37


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 33.8, which was -1.2 lower than the previous day. The implied volatity was 15.34, the open interest changed by 1 which increased total open position to 19


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 35, which was -1.5 lower than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 18


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 36.5, which was -3.4 lower than the previous day. The implied volatity was 17.64, the open interest changed by 2 which increased total open position to 18


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 39.9, which was -3.1 lower than the previous day. The implied volatity was 19.66, the open interest changed by 7 which increased total open position to 10


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 43, which was -23.1 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 43, which was -23.1 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 43, which was -23.1 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 43, which was -23.1 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 43, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 43, which was -23.1 lower than the previous day. The implied volatity was 23.97, 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 66.1, 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


On 6 Oct AMBUJACEM was trading at 573.80. 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 3 Oct AMBUJACEM was trading at 576.15. 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 530 PE
Delta: -0.20
Vega: 0.34
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 2.55 -2.3 18.94 1,136 -7 533
11 Dec 536.10 4.85 -3.2 18.28 411 -24 546
10 Dec 529.70 8.15 1.05 18.39 307 49 572
9 Dec 533.05 7.3 -1.1 19.18 404 33 514
8 Dec 528.95 8.65 1.95 19.55 656 -45 482
5 Dec 533.80 6.35 0.6 17.71 849 -349 572
4 Dec 536.90 5.65 -1.15 18.00 909 358 921
3 Dec 535.35 6.6 1.95 19.39 606 137 555
2 Dec 543.00 4.45 -0.2 18.76 179 45 420
1 Dec 543.35 4.65 1.1 18.66 115 19 374
28 Nov 550.20 3.65 -0.05 18.97 99 -5 348
27 Nov 548.70 3.75 0.45 18.72 124 -2 353
26 Nov 550.00 3.35 -1.25 18.36 395 -18 358
25 Nov 545.85 4.95 -0.15 19.36 355 182 374
24 Nov 544.60 5.1 -0.5 20.55 155 43 192
21 Nov 547.55 5.5 1.1 20.05 192 -10 142
20 Nov 555.75 4.5 -0.25 21.85 187 80 154
19 Nov 555.30 4.7 0.1 21.64 55 35 73
18 Nov 557.80 4.5 0.35 22.03 38 24 35
17 Nov 560.30 4.15 0.1 22.11 6 2 10
14 Nov 563.20 4.05 -0.95 22.25 8 3 7
13 Nov 559.35 5 0 22.36 1 0 3
12 Nov 562.55 5 -13.1 23.57 3 2 2
11 Nov 557.55 18.1 0 4.92 0 0 0
10 Nov 556.10 18.1 0 4.55 0 0 0
7 Nov 558.80 18.1 0 4.87 0 0 0
6 Nov 558.40 18.1 0 4.72 0 0 0
21 Oct 567.50 18.1 0 - 0 0 0
20 Oct 565.50 18.1 0 - 0 0 0
17 Oct 563.60 18.1 0 5.00 0 0 0
16 Oct 569.70 18.1 0 - 0 0 0
15 Oct 567.75 18.1 0 - 0 0 0
14 Oct 563.60 18.1 0 - 0 0 0
13 Oct 566.75 18.1 0 - 0 0 0
10 Oct 569.25 18.1 0 - 0 0 0
9 Oct 565.90 18.1 0 - 0 0 0
8 Oct 566.30 18.1 0 - 0 0 0
7 Oct 569.95 18.1 0 - 0 0 0
6 Oct 573.80 0 0 - 0 0 0
3 Oct 576.15 0 0 6.07 0 0 0


For Ambuja Cements Ltd - strike price 530 expiring on 30DEC2025

Delta for 530 PE is -0.20

Historical price for 530 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 2.55, which was -2.3 lower than the previous day. The implied volatity was 18.94, the open interest changed by -7 which decreased total open position to 533


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 4.85, which was -3.2 lower than the previous day. The implied volatity was 18.28, the open interest changed by -24 which decreased total open position to 546


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 8.15, which was 1.05 higher than the previous day. The implied volatity was 18.39, the open interest changed by 49 which increased total open position to 572


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 7.3, which was -1.1 lower than the previous day. The implied volatity was 19.18, the open interest changed by 33 which increased total open position to 514


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 8.65, which was 1.95 higher than the previous day. The implied volatity was 19.55, the open interest changed by -45 which decreased total open position to 482


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 6.35, which was 0.6 higher than the previous day. The implied volatity was 17.71, the open interest changed by -349 which decreased total open position to 572


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 5.65, which was -1.15 lower than the previous day. The implied volatity was 18.00, the open interest changed by 358 which increased total open position to 921


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 6.6, which was 1.95 higher than the previous day. The implied volatity was 19.39, the open interest changed by 137 which increased total open position to 555


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 4.45, which was -0.2 lower than the previous day. The implied volatity was 18.76, the open interest changed by 45 which increased total open position to 420


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 4.65, which was 1.1 higher than the previous day. The implied volatity was 18.66, the open interest changed by 19 which increased total open position to 374


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 3.65, which was -0.05 lower than the previous day. The implied volatity was 18.97, the open interest changed by -5 which decreased total open position to 348


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 3.75, which was 0.45 higher than the previous day. The implied volatity was 18.72, the open interest changed by -2 which decreased total open position to 353


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 3.35, which was -1.25 lower than the previous day. The implied volatity was 18.36, the open interest changed by -18 which decreased total open position to 358


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 19.36, the open interest changed by 182 which increased total open position to 374


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 5.1, which was -0.5 lower than the previous day. The implied volatity was 20.55, the open interest changed by 43 which increased total open position to 192


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 5.5, which was 1.1 higher than the previous day. The implied volatity was 20.05, the open interest changed by -10 which decreased total open position to 142


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 21.85, the open interest changed by 80 which increased total open position to 154


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 4.7, which was 0.1 higher than the previous day. The implied volatity was 21.64, the open interest changed by 35 which increased total open position to 73


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 22.03, the open interest changed by 24 which increased total open position to 35


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 4.15, which was 0.1 higher than the previous day. The implied volatity was 22.11, the open interest changed by 2 which increased total open position to 10


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 4.05, which was -0.95 lower than the previous day. The implied volatity was 22.25, the open interest changed by 3 which increased total open position to 7


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 3


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 5, which was -13.1 lower than the previous day. The implied volatity was 23.57, the open interest changed by 2 which increased total open position to 2


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 18.1, which was 0 lower than the previous day. The implied volatity was 4.92, 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 18.1, which was 0 lower than the previous day. The implied volatity was 4.55, 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 18.1, which was 0 lower than the previous day. The implied volatity was 4.87, 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 18.1, which was 0 lower than the previous day. The implied volatity was 4.72, 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 18.1, 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 18.1, 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 18.1, which was 0 lower than the previous day. The implied volatity was 5.00, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 Oct AMBUJACEM was trading at 573.80. 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 3 Oct AMBUJACEM was trading at 576.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0