[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
509.55 -4.95 (-0.96%)
L: 507.4 H: 518.5

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Historical option data for AMBUJACEM

25 Feb 2026 02:25 PM IST
AMBUJACEM 30-MAR-2026 530 CE
Delta: 0.33
Vega: 0.56
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 509.40 7.1 -2.35 21.77 666 171 605
24 Feb 514.50 9.5 -0.4 21.4 461 101 439
23 Feb 515.30 9.75 0.45 21.54 325 90 334
20 Feb 512.00 9.4 -0.3 21.16 204 63 230
19 Feb 512.15 9.35 -5.5 19.77 119 30 167
18 Feb 523.00 15.2 -0.35 22.86 93 49 138
17 Feb 522.00 15.9 -2.1 24.2 91 17 89
16 Feb 524.70 17.55 1.25 25.11 88 33 71
13 Feb 519.45 16 -4.7 25.05 60 6 38
12 Feb 532.85 20.7 -6.3 20.6 12 2 31
11 Feb 541.25 27 -1.95 24.07 3 2 28
10 Feb 538.50 28.95 11.15 - 0 0 26
9 Feb 542.45 28.95 11.15 22.22 26 21 25
6 Feb 529.45 17.8 -30.8 18.83 5 0 0
5 Feb 533.05 48.6 0 - 0 0 0
4 Feb 536.95 48.6 0 - 0 0 0
3 Feb 528.25 48.6 0 0.11 0 0 0
2 Feb 510.50 48.6 0 1.74 0 0 0
1 Feb 497.35 48.6 0 3.73 0 0 0
30 Jan 510.15 48.6 0 1.74 0 0 0
29 Jan 536.05 48.6 0 - 0 0 0
28 Jan 533.95 48.6 0 - 0 0 0
27 Jan 532.25 48.6 0 0.29 0 0 0
23 Jan 518.60 48.6 0 0.19 0 0 0
22 Jan 546.60 48.6 0 - 0 0 0
21 Jan 538.65 48.6 0 - 0 0 0
20 Jan 536.30 48.6 0 - 0 0 0
19 Jan 552.15 48.6 0 - 0 0 0
16 Jan 553.75 48.6 0 - 0 0 0
14 Jan 549.55 48.6 0 - 0 0 0
13 Jan 537.65 48.6 0 - 0 0 0
12 Jan 538.70 48.6 0 - 0 0 0
9 Jan 536.95 48.6 0 - 0 0 0
8 Jan 546.70 48.6 0 - 0 0 0
7 Jan 562.00 48.6 0 - 0 0 0
6 Jan 563.55 48.6 0 - 0 0 0
5 Jan 571.25 48.6 0 - 0 0 0
2 Jan 565.40 48.6 0 - 0 0 0
1 Jan 559.65 48.6 0 - 0 0 0
31 Dec 556.35 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 530 expiring on 30MAR2026

Delta for 530 CE is 0.33

Historical price for 530 CE is as follows

On 25 Feb AMBUJACEM was trading at 509.40. The strike last trading price was 7.1, which was -2.35 lower than the previous day. The implied volatity was 21.77, the open interest changed by 171 which increased total open position to 605


On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 9.5, which was -0.4 lower than the previous day. The implied volatity was 21.4, the open interest changed by 101 which increased total open position to 439


On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 9.75, which was 0.45 higher than the previous day. The implied volatity was 21.54, the open interest changed by 90 which increased total open position to 334


On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 9.4, which was -0.3 lower than the previous day. The implied volatity was 21.16, the open interest changed by 63 which increased total open position to 230


On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 9.35, which was -5.5 lower than the previous day. The implied volatity was 19.77, the open interest changed by 30 which increased total open position to 167


On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 15.2, which was -0.35 lower than the previous day. The implied volatity was 22.86, the open interest changed by 49 which increased total open position to 138


On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 15.9, which was -2.1 lower than the previous day. The implied volatity was 24.2, the open interest changed by 17 which increased total open position to 89


On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 17.55, which was 1.25 higher than the previous day. The implied volatity was 25.11, the open interest changed by 33 which increased total open position to 71


On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 16, which was -4.7 lower than the previous day. The implied volatity was 25.05, the open interest changed by 6 which increased total open position to 38


On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 20.7, which was -6.3 lower than the previous day. The implied volatity was 20.6, the open interest changed by 2 which increased total open position to 31


On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 27, which was -1.95 lower than the previous day. The implied volatity was 24.07, the open interest changed by 2 which increased total open position to 28


On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 28.95, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 28.95, which was 11.15 higher than the previous day. The implied volatity was 22.22, the open interest changed by 21 which increased total open position to 25


On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 17.8, which was -30.8 lower than the previous day. The implied volatity was 18.83, the open interest changed by 0 which decreased total open position to 0


On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 48.6, 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 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 48.6, 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 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 48.6, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0


On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 48.6, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 48.6, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 48.6, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 48.6, 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 48.6, 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 48.6, which was 0 lower than the previous day. The implied volatity was 0.29, 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 48.6, which was 0 lower than the previous day. The implied volatity was 0.19, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 48.6, 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 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 48.6, 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 48.6, 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 530 PE
Delta: -0.65
Vega: 0.57
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 509.40 24.35 3.2 24.56 189 102 276
24 Feb 514.50 20.15 -1.7 23.95 57 27 174
23 Feb 515.30 22.1 -1.35 26.67 76 31 145
20 Feb 512.00 23.45 2.45 26.27 41 11 113
19 Feb 512.15 21 3.75 23.7 17 7 102
18 Feb 523.00 17.35 -1.85 24.2 33 20 94
17 Feb 522.00 19.35 1 26.16 33 27 72
16 Feb 524.70 18.3 -3.9 25.48 14 -3 45
13 Feb 519.45 23.1 7.15 28.28 34 10 48
12 Feb 532.85 15.95 4.65 27.29 9 1 37
11 Feb 541.25 11.55 -0.45 23.98 3 0 36
10 Feb 538.50 12 0.55 24.37 3 2 36
9 Feb 542.45 11.45 -5.35 25.41 26 5 24
6 Feb 529.45 16.8 1.8 25.61 3 -1 19
5 Feb 533.05 15 1.05 24.5 1 0 19
4 Feb 536.95 13.95 -19.05 - 0 0 19
3 Feb 528.25 13.95 -19.05 20.6 3 -2 19
2 Feb 510.50 33 3 32.96 2 0 21
1 Feb 497.35 30 5 17.84 8 0 22
30 Jan 510.15 25 7.1 22.49 12 -6 22
29 Jan 536.05 17.9 0.4 28.48 1 0 0
28 Jan 533.95 17.5 -1.5 27.14 4 2 26
27 Jan 532.25 19 -8 28.76 9 6 23
23 Jan 518.60 27 6.25 30 19 18 18
22 Jan 546.60 20.75 0 3.25 0 0 0
21 Jan 538.65 20.75 0 2.32 0 0 0
20 Jan 536.30 20.75 0 2.23 0 0 0
19 Jan 552.15 20.75 0 3.74 0 0 0
16 Jan 553.75 20.75 0 3.86 0 0 0
14 Jan 549.55 20.75 0 3.55 0 0 0
13 Jan 537.65 20.75 0 2.24 0 0 0
12 Jan 538.70 20.75 0 2.66 0 0 0
9 Jan 536.95 20.75 0 2.3 0 0 0
8 Jan 546.70 20.75 0 - 0 0 0
7 Jan 562.00 20.75 0 4.71 0 0 0
6 Jan 563.55 20.75 0 - 0 0 0
5 Jan 571.25 20.75 0 - 0 0 0
2 Jan 565.40 20.75 0 5.08 0 0 0
1 Jan 559.65 20.75 0 - 0 0 0
31 Dec 556.35 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 530 expiring on 30MAR2026

Delta for 530 PE is -0.65

Historical price for 530 PE is as follows

On 25 Feb AMBUJACEM was trading at 509.40. The strike last trading price was 24.35, which was 3.2 higher than the previous day. The implied volatity was 24.56, the open interest changed by 102 which increased total open position to 276


On 24 Feb AMBUJACEM was trading at 514.50. The strike last trading price was 20.15, which was -1.7 lower than the previous day. The implied volatity was 23.95, the open interest changed by 27 which increased total open position to 174


On 23 Feb AMBUJACEM was trading at 515.30. The strike last trading price was 22.1, which was -1.35 lower than the previous day. The implied volatity was 26.67, the open interest changed by 31 which increased total open position to 145


On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 23.45, which was 2.45 higher than the previous day. The implied volatity was 26.27, the open interest changed by 11 which increased total open position to 113


On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 21, which was 3.75 higher than the previous day. The implied volatity was 23.7, the open interest changed by 7 which increased total open position to 102


On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 17.35, which was -1.85 lower than the previous day. The implied volatity was 24.2, the open interest changed by 20 which increased total open position to 94


On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 19.35, which was 1 higher than the previous day. The implied volatity was 26.16, the open interest changed by 27 which increased total open position to 72


On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 18.3, which was -3.9 lower than the previous day. The implied volatity was 25.48, the open interest changed by -3 which decreased total open position to 45


On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 23.1, which was 7.15 higher than the previous day. The implied volatity was 28.28, the open interest changed by 10 which increased total open position to 48


On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 15.95, which was 4.65 higher than the previous day. The implied volatity was 27.29, the open interest changed by 1 which increased total open position to 37


On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 11.55, which was -0.45 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 36


On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 12, which was 0.55 higher than the previous day. The implied volatity was 24.37, the open interest changed by 2 which increased total open position to 36


On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 11.45, which was -5.35 lower than the previous day. The implied volatity was 25.41, the open interest changed by 5 which increased total open position to 24


On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 16.8, which was 1.8 higher than the previous day. The implied volatity was 25.61, the open interest changed by -1 which decreased total open position to 19


On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 15, which was 1.05 higher than the previous day. The implied volatity was 24.5, the open interest changed by 0 which decreased total open position to 19


On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 13.95, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 13.95, which was -19.05 lower than the previous day. The implied volatity was 20.6, the open interest changed by -2 which decreased total open position to 19


On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 33, which was 3 higher than the previous day. The implied volatity was 32.96, the open interest changed by 0 which decreased total open position to 21


On 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 30, which was 5 higher than the previous day. The implied volatity was 17.84, the open interest changed by 0 which decreased total open position to 22


On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 25, which was 7.1 higher than the previous day. The implied volatity was 22.49, the open interest changed by -6 which decreased total open position to 22


On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 17.9, which was 0.4 higher than the previous day. The implied volatity was 28.48, 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 17.5, which was -1.5 lower than the previous day. The implied volatity was 27.14, the open interest changed by 2 which increased total open position to 26


On 27 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 19, which was -8 lower than the previous day. The implied volatity was 28.76, the open interest changed by 6 which increased total open position to 23


On 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 27, which was 6.25 higher than the previous day. The implied volatity was 30, the open interest changed by 18 which increased total open position to 18


On 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 20.75, 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 21 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 20.75, which was 0 lower than the previous day. The implied volatity was 2.32, 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 20.75, which was 0 lower than the previous day. The implied volatity was 2.23, 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 20.75, which was 0 lower than the previous day. The implied volatity was 3.74, 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 20.75, which was 0 lower than the previous day. The implied volatity was 3.86, 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 20.75, 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 13 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 20.75, which was 0 lower than the previous day. The implied volatity was 2.24, 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 20.75, which was 0 lower than the previous day. The implied volatity was 2.66, 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 20.75, which was 0 lower than the previous day. The implied volatity was 2.3, 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 20.75, 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 20.75, which was 0 lower than the previous day. The implied volatity was 4.71, 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 20.75, 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 20.75, 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 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 20.75, which was 0 lower than the previous day. The implied volatity was 5.08, 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 20.75, 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