[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
536.05 +2.10 (0.39%)
L: 528.8 H: 538.35

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Historical option data for AMBUJACEM

29 Jan 2026 04:10 PM IST
AMBUJACEM 24-FEB-2026 540 CE
Delta: 0.51
Vega: 0.57
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 536.05 16.5 0.85 29.06 1,164 108 785
28 Jan 533.95 15.5 -0.4 28.46 920 66 678
27 Jan 532.25 16.45 5.05 30.86 1,274 103 611
23 Jan 518.60 12 -10.7 30.34 1,552 263 511
22 Jan 546.60 23 4.9 25.26 220 36 248
21 Jan 538.65 18.15 1.6 25.42 376 155 211
20 Jan 536.30 17.2 -9.8 24.73 46 13 55
19 Jan 552.15 27 0.9 25.67 8 -1 42
16 Jan 553.75 26.1 0.65 21.01 15 -9 43
14 Jan 549.55 25.45 7.25 22.84 18 2 53
13 Jan 537.65 18.2 -1.15 22.86 22 15 51
12 Jan 538.70 20 2 22.61 58 35 36
9 Jan 536.95 18 -24 21.47 1 0 0
8 Jan 546.70 42 0 - 0 0 0
7 Jan 562.00 42 0 - 0 0 0
6 Jan 563.55 42 0 - 0 0 0
5 Jan 571.25 42 0 - 0 0 0
2 Jan 565.40 42 0 - 0 0 0
1 Jan 559.65 42 0 - 0 0 0
31 Dec 556.35 42 0 - 0 0 0
30 Dec 550.00 42 0 - 0 0 0
29 Dec 552.10 42 0 - 0 0 0
26 Dec 554.65 42 0 - 0 0 0
24 Dec 548.10 42 0 - 0 0 0
23 Dec 546.90 42 0 - 0 0 0
22 Dec 539.95 42 0 - 0 0 0
19 Dec 539.65 42 0 - 0 0 0
18 Dec 535.80 42 0 - 0 0 0
17 Dec 541.30 42 0 - 0 0 0
16 Dec 548.70 42 0 - 0 0 0
15 Dec 553.45 42 0 - 0 0 0
12 Dec 548.15 42 0 - 0 0 0
11 Dec 536.10 42 0 - 0 0 0
10 Dec 529.70 42 0 - 0 0 0
9 Dec 533.05 42 - - 0 0 0
8 Dec 528.95 42 0 - 0 0 0
5 Dec 533.80 42 0 - 0 0 0
4 Dec 536.90 42 0 - 0 0 0
3 Dec 535.35 42 0 - 0 0 0
2 Dec 543.00 42 0 - 0 0 0
1 Dec 543.35 42 0 - 0 0 0
28 Nov 550.20 42 0 - 0 0 0
27 Nov 548.70 42 0 - 0 0 0


For Ambuja Cements Ltd - strike price 540 expiring on 24FEB2026

Delta for 540 CE is 0.51

Historical price for 540 CE is as follows

On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 16.5, which was 0.85 higher than the previous day. The implied volatity was 29.06, the open interest changed by 108 which increased total open position to 785


On 28 Jan AMBUJACEM was trading at 533.95. The strike last trading price was 15.5, which was -0.4 lower than the previous day. The implied volatity was 28.46, the open interest changed by 66 which increased total open position to 678


On 27 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 16.45, which was 5.05 higher than the previous day. The implied volatity was 30.86, the open interest changed by 103 which increased total open position to 611


On 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 12, which was -10.7 lower than the previous day. The implied volatity was 30.34, the open interest changed by 263 which increased total open position to 511


On 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 23, which was 4.9 higher than the previous day. The implied volatity was 25.26, the open interest changed by 36 which increased total open position to 248


On 21 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 18.15, which was 1.6 higher than the previous day. The implied volatity was 25.42, the open interest changed by 155 which increased total open position to 211


On 20 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 17.2, which was -9.8 lower than the previous day. The implied volatity was 24.73, the open interest changed by 13 which increased total open position to 55


On 19 Jan AMBUJACEM was trading at 552.15. The strike last trading price was 27, which was 0.9 higher than the previous day. The implied volatity was 25.67, the open interest changed by -1 which decreased total open position to 42


On 16 Jan AMBUJACEM was trading at 553.75. The strike last trading price was 26.1, which was 0.65 higher than the previous day. The implied volatity was 21.01, the open interest changed by -9 which decreased total open position to 43


On 14 Jan AMBUJACEM was trading at 549.55. The strike last trading price was 25.45, which was 7.25 higher than the previous day. The implied volatity was 22.84, the open interest changed by 2 which increased total open position to 53


On 13 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 18.2, which was -1.15 lower than the previous day. The implied volatity was 22.86, the open interest changed by 15 which increased total open position to 51


On 12 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 20, which was 2 higher than the previous day. The implied volatity was 22.61, the open interest changed by 35 which increased total open position to 36


On 9 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 18, which was -24 lower than the previous day. The implied volatity was 21.47, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 30 Dec AMBUJACEM was trading at 550.00. The strike last trading price was 42, 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 29 Dec AMBUJACEM was trading at 552.10. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 554.65. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 42, 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 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 42, 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 22 Dec AMBUJACEM was trading at 539.95. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 42, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 42, 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 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 42, 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 42, 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 42, 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 42, 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 540 PE
Delta: -0.49
Vega: 0.57
Theta: -0.26
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 536.05 17.6 -0.1 30.7 198 -2 524
28 Jan 533.95 17.95 -1.25 29.11 245 21 526
27 Jan 532.25 18.45 -12.25 28.1 346 167 504
23 Jan 518.60 30.1 17.65 34.08 996 82 339
22 Jan 546.60 12 -4.55 26.64 119 56 257
21 Jan 538.65 16.2 -0.35 27.05 168 62 200
20 Jan 536.30 16.5 5.9 26.17 103 79 138
19 Jan 552.15 10.6 0.1 25.99 45 23 58
16 Jan 553.75 10.5 -3 25.92 24 19 35
14 Jan 549.55 13.5 -0.3 28.08 1 0 16
13 Jan 537.65 13.8 -6.2 21.17 3 1 15
12 Jan 538.70 20 4.4 31.34 4 2 13
9 Jan 536.95 15.6 3.7 22.75 2 0 10
8 Jan 546.70 12 1.6 22.94 9 7 8
7 Jan 562.00 10.4 -17.6 - 0 0 1
6 Jan 563.55 10.4 -17.6 - 0 0 1
5 Jan 571.25 10.4 -17.6 - 0 0 1
2 Jan 565.40 10.4 -17.6 - 0 0 1
1 Jan 559.65 10.4 -17.6 - 0 0 1
31 Dec 556.35 10.4 -17.6 - 0 0 0
30 Dec 550.00 10.4 -17.6 - 0 0 1
29 Dec 552.10 10.4 -17.6 - 0 0 1
26 Dec 554.65 10.4 -17.6 22.68 1 0 0
24 Dec 548.10 28 0 - 0 0 0
23 Dec 546.90 28 0 2.17 0 0 0
22 Dec 539.95 28 0 1.33 0 0 0
19 Dec 539.65 28 0 1.16 0 0 0
18 Dec 535.80 28 0 0.76 0 0 0
17 Dec 541.30 28 0 - 0 0 0
16 Dec 548.70 28 0 2.31 0 0 0
15 Dec 553.45 28 0 2.85 0 0 0
12 Dec 548.15 28 0 - 0 0 0
11 Dec 536.10 28 0 - 0 0 0
10 Dec 529.70 28 0 0.02 0 0 0
9 Dec 533.05 28 - - 0 0 0
8 Dec 528.95 28 0 0.21 0 0 0
5 Dec 533.80 28 0 - 0 0 0
4 Dec 536.90 28 0 1.1 0 0 0
3 Dec 535.35 28 0 - 0 0 0
2 Dec 543.00 28 0 - 0 0 0
1 Dec 543.35 28 0 1.85 0 0 0
28 Nov 550.20 28 0 2.55 0 0 0
27 Nov 548.70 28 0 2.54 0 0 0


For Ambuja Cements Ltd - strike price 540 expiring on 24FEB2026

Delta for 540 PE is -0.49

Historical price for 540 PE is as follows

On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 17.6, which was -0.1 lower than the previous day. The implied volatity was 30.7, the open interest changed by -2 which decreased total open position to 524


On 28 Jan AMBUJACEM was trading at 533.95. The strike last trading price was 17.95, which was -1.25 lower than the previous day. The implied volatity was 29.11, the open interest changed by 21 which increased total open position to 526


On 27 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 18.45, which was -12.25 lower than the previous day. The implied volatity was 28.1, the open interest changed by 167 which increased total open position to 504


On 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 30.1, which was 17.65 higher than the previous day. The implied volatity was 34.08, the open interest changed by 82 which increased total open position to 339


On 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 12, which was -4.55 lower than the previous day. The implied volatity was 26.64, the open interest changed by 56 which increased total open position to 257


On 21 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 16.2, which was -0.35 lower than the previous day. The implied volatity was 27.05, the open interest changed by 62 which increased total open position to 200


On 20 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 16.5, which was 5.9 higher than the previous day. The implied volatity was 26.17, the open interest changed by 79 which increased total open position to 138


On 19 Jan AMBUJACEM was trading at 552.15. The strike last trading price was 10.6, which was 0.1 higher than the previous day. The implied volatity was 25.99, the open interest changed by 23 which increased total open position to 58


On 16 Jan AMBUJACEM was trading at 553.75. The strike last trading price was 10.5, which was -3 lower than the previous day. The implied volatity was 25.92, the open interest changed by 19 which increased total open position to 35


On 14 Jan AMBUJACEM was trading at 549.55. The strike last trading price was 13.5, which was -0.3 lower than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 16


On 13 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 13.8, which was -6.2 lower than the previous day. The implied volatity was 21.17, the open interest changed by 1 which increased total open position to 15


On 12 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 20, which was 4.4 higher than the previous day. The implied volatity was 31.34, the open interest changed by 2 which increased total open position to 13


On 9 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 15.6, which was 3.7 higher than the previous day. The implied volatity was 22.75, the open interest changed by 0 which decreased total open position to 10


On 8 Jan AMBUJACEM was trading at 546.70. The strike last trading price was 12, which was 1.6 higher than the previous day. The implied volatity was 22.94, the open interest changed by 7 which increased total open position to 8


On 7 Jan AMBUJACEM was trading at 562.00. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Jan AMBUJACEM was trading at 563.55. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Jan AMBUJACEM was trading at 571.25. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Jan AMBUJACEM was trading at 559.65. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 31 Dec AMBUJACEM was trading at 556.35. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec AMBUJACEM was trading at 550.00. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Dec AMBUJACEM was trading at 552.10. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Dec AMBUJACEM was trading at 554.65. The strike last trading price was 10.4, which was -17.6 lower than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 0


On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 28, 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 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


On 22 Dec AMBUJACEM was trading at 539.95. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0


On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0


On 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0


On 17 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 28, 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 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0


On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 28, 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 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 28, 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 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 28, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 28, 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 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 28, 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 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 28, 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 28, which was 0 lower than the previous day. The implied volatity was 1.85, 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 28, which was 0 lower than the previous day. The implied volatity was 2.55, 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 28, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0