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

Strike Price

Expiry

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

Call
Put

Per Lot

AMBUJACEM 30-DEC-2025 545 CE
Delta: 0.58 Vega: 0.47 Theta: -0.31 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	548.15	10.3 ₹ 10,815	4.45 4672.50	16.97	2,087 21,91,350	-72 -75,600	431 4,52,550
11 Dec	536.10	5.9 ₹ 6,195	1.75 1837.50	16.84	510 5,35,500	-16 -16,800	503 5,28,150
10 Dec	529.70	4.05 ₹ 4,252.5	-1.25 -1312.50	18.24	265 2,78,250	11 11,550	519 5,44,950

9 Dec	533.05	5.3 ₹ 5,565	0.25 262.50	18.16	446 4,68,300	9 9,450	515 5,40,750
8 Dec	528.95	4.75 ₹ 4,987.5	-2 -2100.00	18.14	647 6,79,350	59 61,950	505 5,30,250
5 Dec	533.80	6.85 ₹ 7,192.5	-1.45 -1522.50	17.21	341 3,58,050	10 10,500	446 4,68,300
4 Dec	536.90	8.25 ₹ 8,662.5	-0.1 -105.00	17.62	624 6,55,200	45 47,250	436 4,57,800
3 Dec	535.35	8.4 ₹ 8,820	-3.5 -3675.00	17.64	546 5,73,300	26 27,300	386 4,05,300
2 Dec	543.00	12 ₹ 12,600	-0.15 -157.50	17.72	724 7,60,200	41 43,050	366 3,84,300
1 Dec	543.35	12.1 ₹ 12,705	-3.45 -3622.50	17.90	398 4,17,900	164 1,72,200	328 3,44,400
28 Nov	550.20	15.05 ₹ 15,802.5	0.3 315.00	15.23	44 46,200	-4 -4,200	164 1,72,200
27 Nov	548.70	14.65 ₹ 15,382.5	-1.95 -2047.50	14.77	36 37,800	5 5,250	168 1,76,400
26 Nov	550.00	16.9 ₹ 17,745	3.25 3412.50	16.29	136 1,42,800	-17 -17,850	162 1,70,100
25 Nov	545.85	13 ₹ 13,650	-2.35 -2467.50	14.34	184 1,93,200	106 1,11,300	177 1,85,850
24 Nov	544.60	15.7 ₹ 16,485	-2.3 -2415.00	15.80	97 1,01,850	70 73,500	71 74,550
21 Nov	547.55	18 ₹ 18,900	-20.45 -21472.50	18.98	1 1,050	0 0	0 0
20 Nov	555.75	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
19 Nov	555.30	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
18 Nov	557.80	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
17 Nov	560.30	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
14 Nov	563.20	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
13 Nov	559.35	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
12 Nov	562.55	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
11 Nov	557.55	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
10 Nov	556.10	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
7 Nov	558.80	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
6 Nov	558.40	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
4 Nov	567.40	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
3 Nov	577.20	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
31 Oct	565.40	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
30 Oct	567.90	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0
29 Oct	571.75	38.45 ₹ 40,372.5	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 545 expiring on 30DEC2025

Delta for 545 CE is 0.58

Historical price for 545 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 10.3, which was 4.45 higher than the previous day. The implied volatity was 16.97, the open interest changed by -72 which decreased total open position to 431

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 5.9, which was 1.75 higher than the previous day. The implied volatity was 16.84, the open interest changed by -16 which decreased total open position to 503

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 4.05, which was -1.25 lower than the previous day. The implied volatity was 18.24, the open interest changed by 11 which increased total open position to 519

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 5.3, which was 0.25 higher than the previous day. The implied volatity was 18.16, the open interest changed by 9 which increased total open position to 515

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 4.75, which was -2 lower than the previous day. The implied volatity was 18.14, the open interest changed by 59 which increased total open position to 505

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 6.85, which was -1.45 lower than the previous day. The implied volatity was 17.21, the open interest changed by 10 which increased total open position to 446

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 8.25, which was -0.1 lower than the previous day. The implied volatity was 17.62, the open interest changed by 45 which increased total open position to 436

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 8.4, which was -3.5 lower than the previous day. The implied volatity was 17.64, the open interest changed by 26 which increased total open position to 386

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 12, which was -0.15 lower than the previous day. The implied volatity was 17.72, the open interest changed by 41 which increased total open position to 366

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 12.1, which was -3.45 lower than the previous day. The implied volatity was 17.90, the open interest changed by 164 which increased total open position to 328

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 15.05, which was 0.3 higher than the previous day. The implied volatity was 15.23, the open interest changed by -4 which decreased total open position to 164

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 14.65, which was -1.95 lower than the previous day. The implied volatity was 14.77, the open interest changed by 5 which increased total open position to 168

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 16.9, which was 3.25 higher than the previous day. The implied volatity was 16.29, the open interest changed by -17 which decreased total open position to 162

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 13, which was -2.35 lower than the previous day. The implied volatity was 14.34, the open interest changed by 106 which increased total open position to 177

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 15.7, which was -2.3 lower than the previous day. The implied volatity was 15.80, the open interest changed by 70 which increased total open position to 71

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 18, which was -20.45 lower than the previous day. The implied volatity was 18.98, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 38.45, 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 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 38.45, 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 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 38.45, 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 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 38.45, 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 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 38.45, 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 545 PE
Delta: -0.42 Vega: 0.47 Theta: -0.17 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	548.15	6.85 ₹ 7,192.5	-5 -5250.00	17.99	847 8,89,350	28 29,400	340 3,57,000
11 Dec	536.10	11.75 ₹ 12,337.5	-5.05 -5302.50	18.06	25 26,250	-2 -2,100	312 3,27,600
10 Dec	529.70	17 ₹ 17,850	1.8 1890.00	18.07	17 17,850	-3 -3,150	315 3,30,750
9 Dec	533.05	15.75 ₹ 16,537.5	-1.6 -1680.00	19.90	50 52,500	-15 -15,750	317 3,32,850
8 Dec	528.95	17.15 ₹ 18,007.5	2.7 2835.00	19.37	102 1,07,100	12 12,600	338 3,54,900
5 Dec	533.80	13.95 ₹ 14,647.5	1.35 1417.50	18.71	91 95,550	-1 -1,050	325 3,41,250
4 Dec	536.90	12.5 ₹ 13,125	-1.6 -1680.00	18.10	154 1,61,700	-7 -7,350	327 3,43,350
3 Dec	535.35	13.75 ₹ 14,437.5	3.55 3727.50	19.83	129 1,35,450	-1 -1,050	334 3,50,700
2 Dec	543.00	9.65 ₹ 10,132.5	-0.45 -472.50	18.25	249 2,61,450	36 37,800	335 3,51,750
1 Dec	543.35	10.2 ₹ 10,710	2.5 2625.00	18.58	222 2,33,100	19 19,950	298 3,12,900
28 Nov	550.20	7.6 ₹ 7,980	-0.35 -367.50	18.04	118 1,23,900	32 33,600	277 2,90,850
27 Nov	548.70	7.95 ₹ 8,347.5	0.75 787.50	18.09	82 86,100	19 19,950	245 2,57,250
26 Nov	550.00	7.2 ₹ 7,560	-2.3 -2415.00	17.67	147 1,54,350	46 48,300	226 2,37,300
25 Nov	545.85	9.95 ₹ 10,447.5	-0.95 -997.50	19.08	280 2,94,000	103 1,08,150	182 1,91,100
24 Nov	544.60	10.3 ₹ 10,815	0 0.00	20.91	141 1,48,050	52 54,600	77 80,850
21 Nov	547.55	10.3 ₹ 10,815	2.4 2520.00	19.56	46 48,300	18 18,900	24 25,200
20 Nov	555.75	7.9 ₹ 8,295	0.7 735.00	20.75	5 5,250	4 4,200	6 6,300
19 Nov	555.30	7.2 ₹ 7,560	-15.65 -16432.50	-	0 0	2 2,100	0 0
18 Nov	557.80	7.2 ₹ 7,560	-15.65 -16432.50	20.06	3 3,150	1 1,050	1 1,050
17 Nov	560.30	22.85 ₹ 23,992.5	0 0.00	3.55	0 0	0 0	0 0
14 Nov	563.20	22.85 ₹ 23,992.5	0 0.00	3.90	0 0	0 0	0 0
13 Nov	559.35	22.85 ₹ 23,992.5	0 0.00	3.24	0 0	0 0	0 0
12 Nov	562.55	22.85 ₹ 23,992.5	0 0.00	3.81	0 0	0 0	0 0
11 Nov	557.55	22.85 ₹ 23,992.5	0 0.00	3.12	0 0	0 0	0 0
10 Nov	556.10	22.85 ₹ 23,992.5	0 0.00	2.73	0 0	0 0	0 0
7 Nov	558.80	22.85 ₹ 23,992.5	0 0.00	3.15	0 0	0 0	0 0
6 Nov	558.40	22.85 ₹ 23,992.5	0 0.00	3.02	0 0	0 0	0 0
4 Nov	567.40	22.85 ₹ 23,992.5	0 0.00	3.91	0 0	0 0	0 0
3 Nov	577.20	22.85 ₹ 23,992.5	0 0.00	5.26	0 0	0 0	0 0
31 Oct	565.40	22.85 ₹ 23,992.5	0 0.00	-	0 0	0 0	0 0
30 Oct	567.90	22.85 ₹ 23,992.5	0 0.00	3.87	0 0	0 0	0 0
29 Oct	571.75	22.85 ₹ 23,992.5	0 0.00	4.49	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 545 expiring on 30DEC2025

Delta for 545 PE is -0.42

Historical price for 545 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 6.85, which was -5 lower than the previous day. The implied volatity was 17.99, the open interest changed by 28 which increased total open position to 340

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 11.75, which was -5.05 lower than the previous day. The implied volatity was 18.06, the open interest changed by -2 which decreased total open position to 312

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 17, which was 1.8 higher than the previous day. The implied volatity was 18.07, the open interest changed by -3 which decreased total open position to 315

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 15.75, which was -1.6 lower than the previous day. The implied volatity was 19.90, the open interest changed by -15 which decreased total open position to 317

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 17.15, which was 2.7 higher than the previous day. The implied volatity was 19.37, the open interest changed by 12 which increased total open position to 338

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 13.95, which was 1.35 higher than the previous day. The implied volatity was 18.71, the open interest changed by -1 which decreased total open position to 325

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 12.5, which was -1.6 lower than the previous day. The implied volatity was 18.10, the open interest changed by -7 which decreased total open position to 327

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 13.75, which was 3.55 higher than the previous day. The implied volatity was 19.83, the open interest changed by -1 which decreased total open position to 334

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 9.65, which was -0.45 lower than the previous day. The implied volatity was 18.25, the open interest changed by 36 which increased total open position to 335

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 10.2, which was 2.5 higher than the previous day. The implied volatity was 18.58, the open interest changed by 19 which increased total open position to 298

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 7.6, which was -0.35 lower than the previous day. The implied volatity was 18.04, the open interest changed by 32 which increased total open position to 277

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 7.95, which was 0.75 higher than the previous day. The implied volatity was 18.09, the open interest changed by 19 which increased total open position to 245

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was 17.67, the open interest changed by 46 which increased total open position to 226

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 9.95, which was -0.95 lower than the previous day. The implied volatity was 19.08, the open interest changed by 103 which increased total open position to 182

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 20.91, the open interest changed by 52 which increased total open position to 77

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 10.3, which was 2.4 higher than the previous day. The implied volatity was 19.56, the open interest changed by 18 which increased total open position to 24

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 7.9, which was 0.7 higher than the previous day. The implied volatity was 20.75, the open interest changed by 4 which increased total open position to 6

On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 7.2, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 7.2, which was -15.65 lower than the previous day. The implied volatity was 20.06, the open interest changed by 1 which increased total open position to 1

On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 22.85, 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 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 3.90, 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 22.85, which was 0 lower than the previous day. The implied volatity was 3.24, 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 22.85, which was 0 lower than the previous day. The implied volatity was 3.81, 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 22.85, which was 0 lower than the previous day. The implied volatity was 3.12, 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 22.85, which was 0 lower than the previous day. The implied volatity was 2.73, 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 22.85, which was 0 lower than the previous day. The implied volatity was 3.15, 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 22.85, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0

On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 22.85, 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

On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0

On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 22.85, 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 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0

On 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0

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