AMBUJACEM

Ambuja Cements Ltd

510.15 -25.90 (-4.83%)

L: 507.9 H: 536.05

Back to Option Chain

Historical option data for AMBUJACEM
30 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AMBUJACEM 24-FEB-2026 535 CE
Delta: 0.28 Vega: 0.45 Theta: -0.27 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	510.15	5.9 ₹ 6,195	-13.45 -14122.50	26.21	2,619 27,49,950	108 1,13,400	570 5,98,500
29 Jan	536.05	19 ₹ 19,950	0.7 735.00	29.87	569 5,97,450	52 54,600	460 4,83,000
28 Jan	533.95	18 ₹ 18,900	-0.5 -525.00	28.54	379 3,97,950	59 61,950	409 4,29,450
27 Jan	532.25	19 ₹ 19,950	5.45 5722.50	31.2	623 6,54,150	215 2,25,750	351 3,68,550
23 Jan	518.60	13.45 ₹ 14,122.5	-10.25 -10762.50	29.69	316 3,31,800	130 1,36,500	136 1,42,800
22 Jan	546.60	23.7 ₹ 24,885	2.75 2887.50	21.18	4 4,200	0 0	7 7,350
21 Jan	538.65	20.95 ₹ 21,997.5	-16.3 -17115.00	25.64	23 24,150	7 7,350	7 7,350
20 Jan	536.30	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
19 Jan	552.15	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
16 Jan	553.75	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
14 Jan	549.55	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
13 Jan	537.65	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
12 Jan	538.70	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
9 Jan	536.95	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0

8 Jan	546.70	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
7 Jan	562.00	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
6 Jan	563.55	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
5 Jan	571.25	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
2 Jan	565.40	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
1 Jan	559.65	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
31 Dec	556.35	37.25 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 535 expiring on 24FEB2026

Delta for 535 CE is 0.28

Historical price for 535 CE is as follows

On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 5.9, which was -13.45 lower than the previous day. The implied volatity was 26.21, the open interest changed by 108 which increased total open position to 570

On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 19, which was 0.7 higher than the previous day. The implied volatity was 29.87, the open interest changed by 52 which increased total open position to 460

On 28 Jan AMBUJACEM was trading at 533.95. The strike last trading price was 18, which was -0.5 lower than the previous day. The implied volatity was 28.54, the open interest changed by 59 which increased total open position to 409

On 27 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 19, which was 5.45 higher than the previous day. The implied volatity was 31.2, the open interest changed by 215 which increased total open position to 351

On 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 13.45, which was -10.25 lower than the previous day. The implied volatity was 29.69, the open interest changed by 130 which increased total open position to 136

On 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 23.7, which was 2.75 higher than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 7

On 21 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 20.95, which was -16.3 lower than the previous day. The implied volatity was 25.64, the open interest changed by 7 which increased total open position to 7

On 20 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 37.25, 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 24FEB2026 535 PE
Delta: -0.69 Vega: 0.47 Theta: -0.18 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	510.15	29.4 ₹ 30,870	14.15 14857.50	29.8	992 10,41,600	-158 -1,65,900	352 3,69,600
29 Jan	536.05	15.35 ₹ 16,117.5	-0.3 -315.00	30.4	401 4,21,050	235 2,46,750	513 5,38,650
28 Jan	533.95	15.7 ₹ 16,485	-1.1 -1155.00	29.66	248 2,60,400	72 75,600	279 2,92,950
27 Jan	532.25	16.2 ₹ 17,010	-11.2 -11760.00	28.71	328 3,44,400	120 1,26,000	207 2,17,350
23 Jan	518.60	27.4 ₹ 28,770	16.8 17640.00	34.69	200 2,10,000	76 79,800	90 94,500
22 Jan	546.60	10.45 ₹ 10,972.5	-3.9 -4095.00	27.24	12 12,600	4 4,200	12 12,600
21 Jan	538.65	14.05 ₹ 14,752.5	-3.25 -3412.50	27.3	10 10,500	8 8,400	8 8,400
20 Jan	536.30	17.3 ₹ 18,165	0 0.00	1.24	0 0	0 0	0 0
19 Jan	552.15	17.3 ₹ 18,165	0 0.00	3.84	0 0	0 0	0 0
16 Jan	553.75	17.3 ₹ 18,165	0 0.00	4.04	0 0	0 0	0 0
14 Jan	549.55	17.3 ₹ 18,165	0 0.00	3.44	0 0	0 0	0 0
13 Jan	537.65	17.3 ₹ 18,165	0 0.00	1.34	0 0	0 0	0 0
12 Jan	538.70	17.3 ₹ 18,165	0 0.00	1.9	0 0	0 0	0 0
9 Jan	536.95	17.3 ₹ 18,165	0 0.00	1.36	0 0	0 0	0 0
8 Jan	546.70	17.3 ₹ 18,165	0 0.00	2.83	0 0	0 0	0 0
7 Jan	562.00	17.3 ₹ 18,165	0 0.00	4.74	0 0	0 0	0 0
6 Jan	563.55	17.3 ₹ 18,165	0 0.00	4.95	0 0	0 0	0 0
5 Jan	571.25	17.3 ₹ 18,165	0 0.00	5.79	0 0	0 0	0 0
2 Jan	565.40	17.3 ₹ 18,165	0 0.00	5.12	0 0	0 0	0 0
1 Jan	559.65	17.3 ₹ 18,165	0 0.00	4.2	0 0	0 0	0 0
31 Dec	556.35	17.3 ₹ 18,165	0 0.00	3.91	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 535 expiring on 24FEB2026

Delta for 535 PE is -0.69

Historical price for 535 PE is as follows

On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 29.4, which was 14.15 higher than the previous day. The implied volatity was 29.8, the open interest changed by -158 which decreased total open position to 352

On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 15.35, which was -0.3 lower than the previous day. The implied volatity was 30.4, the open interest changed by 235 which increased total open position to 513

On 28 Jan AMBUJACEM was trading at 533.95. The strike last trading price was 15.7, which was -1.1 lower than the previous day. The implied volatity was 29.66, the open interest changed by 72 which increased total open position to 279

On 27 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 16.2, which was -11.2 lower than the previous day. The implied volatity was 28.71, the open interest changed by 120 which increased total open position to 207

On 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 27.4, which was 16.8 higher than the previous day. The implied volatity was 34.69, the open interest changed by 76 which increased total open position to 90

On 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 10.45, which was -3.9 lower than the previous day. The implied volatity was 27.24, the open interest changed by 4 which increased total open position to 12

On 21 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 14.05, which was -3.25 lower than the previous day. The implied volatity was 27.3, the open interest changed by 8 which increased total open position to 8

On 20 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 1.24, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.84, 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 17.3, which was 0 lower than the previous day. The implied volatity was 4.04, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.44, 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 17.3, which was 0 lower than the previous day. The implied volatity was 1.34, 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 17.3, which was 0 lower than the previous day. The implied volatity was 1.9, 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 17.3, which was 0 lower than the previous day. The implied volatity was 1.36, 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 17.3, which was 0 lower than the previous day. The implied volatity was 2.83, 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 17.3, which was 0 lower than the previous day. The implied volatity was 4.74, 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 17.3, which was 0 lower than the previous day. The implied volatity was 4.95, 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 17.3, which was 0 lower than the previous day. The implied volatity was 5.79, 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 17.3, which was 0 lower than the previous day. The implied volatity was 5.12, 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 17.3, which was 0 lower than the previous day. The implied volatity was 4.2, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0

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