AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
20 Feb 2026 04:10 PM IST
| AMBUJACEM 24-FEB-2026 550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -0.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 512.00 | 0.05 | -0.2 | 27.44 | 882 | -214 | 1,549 | |||||||||
| 19 Feb | 512.15 | 0.2 | -0.45 | 28.75 | 1,283 | -392 | 1,766 | |||||||||
| 18 Feb | 523.00 | 0.65 | -0.45 | 26.8 | 1,016 | -142 | 2,160 | |||||||||
| 17 Feb | 522.00 | 1.15 | -0.45 | 29.52 | 749 | 10 | 2,300 | |||||||||
| 16 Feb | 524.70 | 1.6 | 0 | 28.78 | 1,084 | 25 | 2,335 | |||||||||
| 13 Feb | 519.45 | 1.55 | -2.15 | 27.54 | 2,045 | 151 | 2,312 | |||||||||
| 12 Feb | 532.85 | 3.6 | -2.3 | 23.75 | 1,016 | 37 | 2,168 | |||||||||
| 11 Feb | 541.25 | 5.55 | -0.45 | 23.32 | 1,268 | 7 | 2,130 | |||||||||
| 10 Feb | 538.50 | 5.75 | -2.3 | 22.94 | 3,778 | -748 | 2,247 | |||||||||
| 9 Feb | 542.45 | 8.35 | 3.95 | 24.23 | 3,236 | 898 | 2,993 | |||||||||
| 6 Feb | 529.45 | 4.3 | -1.3 | 24.05 | 1,298 | 98 | 2,220 | |||||||||
| 5 Feb | 533.05 | 5.25 | -1.8 | 22.56 | 1,432 | -71 | 2,122 | |||||||||
| 4 Feb | 536.95 | 6.6 | 1.9 | 22.26 | 2,172 | 340 | 2,185 | |||||||||
| 3 Feb | 528.25 | 4.75 | 2.45 | 23.08 | 5,537 | 424 | 1,830 | |||||||||
| 2 Feb | 510.50 | 2.1 | 0.3 | 24.78 | 1,116 | -70 | 1,409 | |||||||||
| 1 Feb | 497.35 | 1.6 | -2 | 28.47 | 2,615 | -28 | 1,473 | |||||||||
| 30 Jan | 510.15 | 3.2 | -8.85 | 27.03 | 4,764 | 458 | 1,500 | |||||||||
| 29 Jan | 536.05 | 11.95 | 0.7 | 28.67 | 1,012 | 129 | 1,039 | |||||||||
| 28 Jan | 533.95 | 11.1 | -0.55 | 27.97 | 561 | 71 | 910 | |||||||||
| 27 Jan | 532.25 | 12.2 | 3.6 | 30.53 | 970 | 219 | 840 | |||||||||
| 23 Jan | 518.60 | 8.8 | -8.45 | 30.19 | 2,192 | 240 | 629 | |||||||||
| 22 Jan | 546.60 | 17.2 | 3.9 | 24.75 | 301 | 84 | 388 | |||||||||
| 21 Jan | 538.65 | 13.3 | 1.1 | 25.07 | 315 | 96 | 303 | |||||||||
| 20 Jan | 536.30 | 12.5 | -7.4 | 24.4 | 205 | 95 | 207 | |||||||||
| 19 Jan | 552.15 | 19.6 | -2.1 | 23.35 | 75 | 23 | 112 | |||||||||
| 16 Jan | 553.75 | 22.85 | 3.15 | 25.29 | 66 | -20 | 88 | |||||||||
| 14 Jan | 549.55 | 19.25 | 5.85 | 22.27 | 76 | 34 | 107 | |||||||||
| 13 Jan | 537.65 | 13.4 | -0.85 | 22.62 | 34 | 23 | 73 | |||||||||
| 12 Jan | 538.70 | 14 | 0.7 | 21.19 | 45 | 16 | 50 | |||||||||
| 9 Jan | 536.95 | 13.3 | -5.7 | 21.39 | 50 | 27 | 33 | |||||||||
| 8 Jan | 546.70 | 19 | -6 | 22.38 | 4 | 3 | 6 | |||||||||
| 7 Jan | 562.00 | 25 | 3 | - | 0 | 0 | 3 | |||||||||
| 6 Jan | 563.55 | 25 | 3 | - | 0 | 0 | 3 | |||||||||
| 5 Jan | 571.25 | 25 | 3 | - | 0 | 0 | 3 | |||||||||
| 2 Jan | 565.40 | 25 | 3 | - | 0 | 0 | 3 | |||||||||
| 1 Jan | 559.65 | 25 | 3 | - | 0 | 0 | 3 | |||||||||
| 31 Dec | 556.35 | 25 | 3 | 19.54 | 2 | 1 | 2 | |||||||||
| 30 Dec | 550.00 | 22 | -14.95 | - | 0 | 0 | 1 | |||||||||
| 29 Dec | 552.10 | 22 | -14.95 | - | 0 | 0 | 1 | |||||||||
| 26 Dec | 554.65 | 22 | -14.95 | - | 0 | 0 | 1 | |||||||||
| 24 Dec | 548.10 | 22 | -14.95 | - | 1 | 0 | 0 | |||||||||
| 23 Dec | 546.90 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 539.95 | 36.95 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 19 Dec | 539.65 | 36.95 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 18 Dec | 535.80 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 541.30 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 548.70 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 553.45 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 548.15 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 536.10 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 529.70 | 36.95 | 0 | 1.23 | 0 | 0 | 0 | |||||||||
| 9 Dec | 533.05 | 36.95 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 528.95 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 533.80 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 536.90 | 36.95 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
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| 3 Dec | 535.35 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 543.00 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 543.35 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 550.20 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 548.70 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 550 expiring on 24FEB2026
Delta for 550 CE is 0.01
Historical price for 550 CE is as follows
On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 0.05, which was -0.2 lower than the previous day. The implied volatity was 27.44, the open interest changed by -214 which decreased total open position to 1549
On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 0.2, which was -0.45 lower than the previous day. The implied volatity was 28.75, the open interest changed by -392 which decreased total open position to 1766
On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 26.8, the open interest changed by -142 which decreased total open position to 2160
On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 29.52, the open interest changed by 10 which increased total open position to 2300
On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 28.78, the open interest changed by 25 which increased total open position to 2335
On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 1.55, which was -2.15 lower than the previous day. The implied volatity was 27.54, the open interest changed by 151 which increased total open position to 2312
On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 3.6, which was -2.3 lower than the previous day. The implied volatity was 23.75, the open interest changed by 37 which increased total open position to 2168
On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 23.32, the open interest changed by 7 which increased total open position to 2130
On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 5.75, which was -2.3 lower than the previous day. The implied volatity was 22.94, the open interest changed by -748 which decreased total open position to 2247
On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 8.35, which was 3.95 higher than the previous day. The implied volatity was 24.23, the open interest changed by 898 which increased total open position to 2993
On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 4.3, which was -1.3 lower than the previous day. The implied volatity was 24.05, the open interest changed by 98 which increased total open position to 2220
On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 5.25, which was -1.8 lower than the previous day. The implied volatity was 22.56, the open interest changed by -71 which decreased total open position to 2122
On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 6.6, which was 1.9 higher than the previous day. The implied volatity was 22.26, the open interest changed by 340 which increased total open position to 2185
On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 4.75, which was 2.45 higher than the previous day. The implied volatity was 23.08, the open interest changed by 424 which increased total open position to 1830
On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 2.1, which was 0.3 higher than the previous day. The implied volatity was 24.78, the open interest changed by -70 which decreased total open position to 1409
On 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 1.6, which was -2 lower than the previous day. The implied volatity was 28.47, the open interest changed by -28 which decreased total open position to 1473
On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 3.2, which was -8.85 lower than the previous day. The implied volatity was 27.03, the open interest changed by 458 which increased total open position to 1500
On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 11.95, which was 0.7 higher than the previous day. The implied volatity was 28.67, the open interest changed by 129 which increased total open position to 1039
On 28 Jan AMBUJACEM was trading at 533.95. The strike last trading price was 11.1, which was -0.55 lower than the previous day. The implied volatity was 27.97, the open interest changed by 71 which increased total open position to 910
On 27 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 12.2, which was 3.6 higher than the previous day. The implied volatity was 30.53, the open interest changed by 219 which increased total open position to 840
On 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 8.8, which was -8.45 lower than the previous day. The implied volatity was 30.19, the open interest changed by 240 which increased total open position to 629
On 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 17.2, which was 3.9 higher than the previous day. The implied volatity was 24.75, the open interest changed by 84 which increased total open position to 388
On 21 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 13.3, which was 1.1 higher than the previous day. The implied volatity was 25.07, the open interest changed by 96 which increased total open position to 303
On 20 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 12.5, which was -7.4 lower than the previous day. The implied volatity was 24.4, the open interest changed by 95 which increased total open position to 207
On 19 Jan AMBUJACEM was trading at 552.15. The strike last trading price was 19.6, which was -2.1 lower than the previous day. The implied volatity was 23.35, the open interest changed by 23 which increased total open position to 112
On 16 Jan AMBUJACEM was trading at 553.75. The strike last trading price was 22.85, which was 3.15 higher than the previous day. The implied volatity was 25.29, the open interest changed by -20 which decreased total open position to 88
On 14 Jan AMBUJACEM was trading at 549.55. The strike last trading price was 19.25, which was 5.85 higher than the previous day. The implied volatity was 22.27, the open interest changed by 34 which increased total open position to 107
On 13 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 13.4, which was -0.85 lower than the previous day. The implied volatity was 22.62, the open interest changed by 23 which increased total open position to 73
On 12 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 14, which was 0.7 higher than the previous day. The implied volatity was 21.19, the open interest changed by 16 which increased total open position to 50
On 9 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 13.3, which was -5.7 lower than the previous day. The implied volatity was 21.39, the open interest changed by 27 which increased total open position to 33
On 8 Jan AMBUJACEM was trading at 546.70. The strike last trading price was 19, which was -6 lower than the previous day. The implied volatity was 22.38, the open interest changed by 3 which increased total open position to 6
On 7 Jan AMBUJACEM was trading at 562.00. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Jan AMBUJACEM was trading at 563.55. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jan AMBUJACEM was trading at 571.25. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Jan AMBUJACEM was trading at 559.65. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 31 Dec AMBUJACEM was trading at 556.35. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was 19.54, the open interest changed by 1 which increased total open position to 2
On 30 Dec AMBUJACEM was trading at 550.00. The strike last trading price was 22, which was -14.95 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 22, which was -14.95 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 22, which was -14.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 22, which was -14.95 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 36.95, 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 36.95, which was 0 lower than the previous day. The implied volatity was 0.12, 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 36.95, 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 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, which was 0 lower than the previous day. The implied volatity was 1.23, 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 36.95, 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 36.95, 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 36.95, 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 36.95, which was 0 lower than the previous day. The implied volatity was 0.12, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 36.95, 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 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.06
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 512.00 | 36.1 | -2.25 | 38.96 | 27 | -17 | 682 |
| 19 Feb | 512.15 | 39.55 | 12.55 | 70.91 | 32 | -21 | 699 |
| 18 Feb | 523.00 | 27 | -1 | 29.13 | 59 | -20 | 720 |
| 17 Feb | 522.00 | 28.15 | 2.55 | 29.9 | 70 | -10 | 737 |
| 16 Feb | 524.70 | 25.9 | -4.9 | 25.07 | 41 | -4 | 748 |
| 13 Feb | 519.45 | 30.55 | 10.2 | 24.06 | 158 | 7 | 751 |
| 12 Feb | 532.85 | 19.95 | 5.75 | 27.31 | 68 | -12 | 744 |
| 11 Feb | 541.25 | 15.05 | -1.1 | 23.46 | 88 | -4 | 755 |
| 10 Feb | 538.50 | 15.85 | 0.9 | 24.72 | 177 | 7 | 758 |
| 9 Feb | 542.45 | 15 | -9.05 | 27.93 | 159 | 10 | 752 |
| 6 Feb | 529.45 | 23.85 | 1.55 | 24.72 | 98 | -12 | 742 |
| 5 Feb | 533.05 | 22.3 | 3 | 27.93 | 29 | 1 | 758 |
| 4 Feb | 536.95 | 19.35 | -6.05 | 25.96 | 66 | 8 | 757 |
| 3 Feb | 528.25 | 23.8 | -15.25 | 23.57 | 443 | -6 | 750 |
| 2 Feb | 510.50 | 39 | -14.6 | 27.36 | 155 | 13 | 756 |
| 1 Feb | 497.35 | 54.25 | 12.9 | 39.9 | 98 | -2 | 741 |
| 30 Jan | 510.15 | 41.6 | 18.9 | 31.57 | 241 | 28 | 742 |
| 29 Jan | 536.05 | 22.8 | -0.3 | 30.01 | 65 | -6 | 717 |
| 28 Jan | 533.95 | 23.35 | -1.3 | 28.46 | 112 | 0 | 722 |
| 27 Jan | 532.25 | 24.2 | -13.45 | 27.8 | 649 | 214 | 720 |
| 23 Jan | 518.60 | 37.5 | 20.6 | 35.43 | 591 | 40 | 504 |
| 22 Jan | 546.60 | 16.65 | -4.95 | 26.89 | 156 | 72 | 462 |
| 21 Jan | 538.65 | 21.65 | -0.6 | 27.3 | 199 | 66 | 390 |
| 20 Jan | 536.30 | 22.05 | 7.55 | 26.39 | 323 | -99 | 323 |
| 19 Jan | 552.15 | 15 | 1.2 | 26.45 | 403 | 257 | 423 |
| 16 Jan | 553.75 | 13.8 | -1.9 | 25 | 106 | 31 | 161 |
| 14 Jan | 549.55 | 15.35 | -5.65 | 24.68 | 32 | 25 | 129 |
| 13 Jan | 537.65 | 21 | -5 | 23.86 | 15 | 9 | 104 |
| 12 Jan | 538.70 | 26 | 5.45 | 32.61 | 6 | 0 | 95 |
| 9 Jan | 536.95 | 20.55 | 4.75 | 22.37 | 12 | 7 | 95 |
| 8 Jan | 546.70 | 15.8 | 6.5 | 22.17 | 69 | 39 | 88 |
| 7 Jan | 562.00 | 9.3 | -0.15 | 21.47 | 1 | 0 | 48 |
| 6 Jan | 563.55 | 9.35 | 1.85 | 21.9 | 17 | 14 | 46 |
| 5 Jan | 571.25 | 7.5 | -1.5 | 22.27 | 12 | 4 | 32 |
| 2 Jan | 565.40 | 9 | -1.45 | 22.07 | 13 | 11 | 27 |
| 1 Jan | 559.65 | 10.45 | -1.3 | 20.83 | 15 | 6 | 16 |
| 31 Dec | 556.35 | 11.75 | -1.85 | 21.38 | 10 | 0 | 9 |
| 30 Dec | 550.00 | 13.6 | -0.4 | 20.24 | 2 | 0 | 9 |
| 29 Dec | 552.10 | 14 | 0 | 21.88 | 1 | 0 | 8 |
| 26 Dec | 554.65 | 14 | -2.5 | 22.58 | 3 | 2 | 7 |
| 24 Dec | 548.10 | 16.5 | -3.45 | 22.48 | 3 | 2 | 4 |
| 23 Dec | 546.90 | 19.95 | -12.9 | - | 2 | 0 | 0 |
| 22 Dec | 539.95 | 32.85 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 539.65 | 32.85 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 535.80 | 32.85 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 541.30 | 32.85 | 0 | 0.2 | 0 | 0 | 0 |
| 16 Dec | 548.70 | 32.85 | 0 | 1.04 | 0 | 0 | 0 |
| 15 Dec | 553.45 | 32.85 | 0 | 1.83 | 0 | 0 | 0 |
| 12 Dec | 548.15 | 32.85 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 536.10 | 32.85 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 529.70 | 32.85 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 533.05 | 32.85 | - | - | 0 | 0 | 0 |
| 8 Dec | 528.95 | 32.85 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 533.80 | 32.85 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 536.90 | 32.85 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 535.35 | 32.85 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 543.00 | 32.85 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 543.35 | 32.85 | 0 | 0.74 | 0 | 0 | 0 |
| 28 Nov | 550.20 | 32.85 | 0 | 1.43 | 0 | 0 | 0 |
| 27 Nov | 548.70 | 32.85 | 0 | 1.41 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 550 expiring on 24FEB2026
Delta for 550 PE is -0.95
Historical price for 550 PE is as follows
On 20 Feb AMBUJACEM was trading at 512.00. The strike last trading price was 36.1, which was -2.25 lower than the previous day. The implied volatity was 38.96, the open interest changed by -17 which decreased total open position to 682
On 19 Feb AMBUJACEM was trading at 512.15. The strike last trading price was 39.55, which was 12.55 higher than the previous day. The implied volatity was 70.91, the open interest changed by -21 which decreased total open position to 699
On 18 Feb AMBUJACEM was trading at 523.00. The strike last trading price was 27, which was -1 lower than the previous day. The implied volatity was 29.13, the open interest changed by -20 which decreased total open position to 720
On 17 Feb AMBUJACEM was trading at 522.00. The strike last trading price was 28.15, which was 2.55 higher than the previous day. The implied volatity was 29.9, the open interest changed by -10 which decreased total open position to 737
On 16 Feb AMBUJACEM was trading at 524.70. The strike last trading price was 25.9, which was -4.9 lower than the previous day. The implied volatity was 25.07, the open interest changed by -4 which decreased total open position to 748
On 13 Feb AMBUJACEM was trading at 519.45. The strike last trading price was 30.55, which was 10.2 higher than the previous day. The implied volatity was 24.06, the open interest changed by 7 which increased total open position to 751
On 12 Feb AMBUJACEM was trading at 532.85. The strike last trading price was 19.95, which was 5.75 higher than the previous day. The implied volatity was 27.31, the open interest changed by -12 which decreased total open position to 744
On 11 Feb AMBUJACEM was trading at 541.25. The strike last trading price was 15.05, which was -1.1 lower than the previous day. The implied volatity was 23.46, the open interest changed by -4 which decreased total open position to 755
On 10 Feb AMBUJACEM was trading at 538.50. The strike last trading price was 15.85, which was 0.9 higher than the previous day. The implied volatity was 24.72, the open interest changed by 7 which increased total open position to 758
On 9 Feb AMBUJACEM was trading at 542.45. The strike last trading price was 15, which was -9.05 lower than the previous day. The implied volatity was 27.93, the open interest changed by 10 which increased total open position to 752
On 6 Feb AMBUJACEM was trading at 529.45. The strike last trading price was 23.85, which was 1.55 higher than the previous day. The implied volatity was 24.72, the open interest changed by -12 which decreased total open position to 742
On 5 Feb AMBUJACEM was trading at 533.05. The strike last trading price was 22.3, which was 3 higher than the previous day. The implied volatity was 27.93, the open interest changed by 1 which increased total open position to 758
On 4 Feb AMBUJACEM was trading at 536.95. The strike last trading price was 19.35, which was -6.05 lower than the previous day. The implied volatity was 25.96, the open interest changed by 8 which increased total open position to 757
On 3 Feb AMBUJACEM was trading at 528.25. The strike last trading price was 23.8, which was -15.25 lower than the previous day. The implied volatity was 23.57, the open interest changed by -6 which decreased total open position to 750
On 2 Feb AMBUJACEM was trading at 510.50. The strike last trading price was 39, which was -14.6 lower than the previous day. The implied volatity was 27.36, the open interest changed by 13 which increased total open position to 756
On 1 Feb AMBUJACEM was trading at 497.35. The strike last trading price was 54.25, which was 12.9 higher than the previous day. The implied volatity was 39.9, the open interest changed by -2 which decreased total open position to 741
On 30 Jan AMBUJACEM was trading at 510.15. The strike last trading price was 41.6, which was 18.9 higher than the previous day. The implied volatity was 31.57, the open interest changed by 28 which increased total open position to 742
On 29 Jan AMBUJACEM was trading at 536.05. The strike last trading price was 22.8, which was -0.3 lower than the previous day. The implied volatity was 30.01, the open interest changed by -6 which decreased total open position to 717
On 28 Jan AMBUJACEM was trading at 533.95. The strike last trading price was 23.35, which was -1.3 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 722
On 27 Jan AMBUJACEM was trading at 532.25. The strike last trading price was 24.2, which was -13.45 lower than the previous day. The implied volatity was 27.8, the open interest changed by 214 which increased total open position to 720
On 23 Jan AMBUJACEM was trading at 518.60. The strike last trading price was 37.5, which was 20.6 higher than the previous day. The implied volatity was 35.43, the open interest changed by 40 which increased total open position to 504
On 22 Jan AMBUJACEM was trading at 546.60. The strike last trading price was 16.65, which was -4.95 lower than the previous day. The implied volatity was 26.89, the open interest changed by 72 which increased total open position to 462
On 21 Jan AMBUJACEM was trading at 538.65. The strike last trading price was 21.65, which was -0.6 lower than the previous day. The implied volatity was 27.3, the open interest changed by 66 which increased total open position to 390
On 20 Jan AMBUJACEM was trading at 536.30. The strike last trading price was 22.05, which was 7.55 higher than the previous day. The implied volatity was 26.39, the open interest changed by -99 which decreased total open position to 323
On 19 Jan AMBUJACEM was trading at 552.15. The strike last trading price was 15, which was 1.2 higher than the previous day. The implied volatity was 26.45, the open interest changed by 257 which increased total open position to 423
On 16 Jan AMBUJACEM was trading at 553.75. The strike last trading price was 13.8, which was -1.9 lower than the previous day. The implied volatity was 25, the open interest changed by 31 which increased total open position to 161
On 14 Jan AMBUJACEM was trading at 549.55. The strike last trading price was 15.35, which was -5.65 lower than the previous day. The implied volatity was 24.68, the open interest changed by 25 which increased total open position to 129
On 13 Jan AMBUJACEM was trading at 537.65. The strike last trading price was 21, which was -5 lower than the previous day. The implied volatity was 23.86, the open interest changed by 9 which increased total open position to 104
On 12 Jan AMBUJACEM was trading at 538.70. The strike last trading price was 26, which was 5.45 higher than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 95
On 9 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 20.55, which was 4.75 higher than the previous day. The implied volatity was 22.37, the open interest changed by 7 which increased total open position to 95
On 8 Jan AMBUJACEM was trading at 546.70. The strike last trading price was 15.8, which was 6.5 higher than the previous day. The implied volatity was 22.17, the open interest changed by 39 which increased total open position to 88
On 7 Jan AMBUJACEM was trading at 562.00. The strike last trading price was 9.3, which was -0.15 lower than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 48
On 6 Jan AMBUJACEM was trading at 563.55. The strike last trading price was 9.35, which was 1.85 higher than the previous day. The implied volatity was 21.9, the open interest changed by 14 which increased total open position to 46
On 5 Jan AMBUJACEM was trading at 571.25. The strike last trading price was 7.5, which was -1.5 lower than the previous day. The implied volatity was 22.27, the open interest changed by 4 which increased total open position to 32
On 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 9, which was -1.45 lower than the previous day. The implied volatity was 22.07, the open interest changed by 11 which increased total open position to 27
On 1 Jan AMBUJACEM was trading at 559.65. The strike last trading price was 10.45, which was -1.3 lower than the previous day. The implied volatity was 20.83, the open interest changed by 6 which increased total open position to 16
On 31 Dec AMBUJACEM was trading at 556.35. The strike last trading price was 11.75, which was -1.85 lower than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 9
On 30 Dec AMBUJACEM was trading at 550.00. The strike last trading price was 13.6, which was -0.4 lower than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 9
On 29 Dec AMBUJACEM was trading at 552.10. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 8
On 26 Dec AMBUJACEM was trading at 554.65. The strike last trading price was 14, which was -2.5 lower than the previous day. The implied volatity was 22.58, the open interest changed by 2 which increased total open position to 7
On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 16.5, which was -3.45 lower than the previous day. The implied volatity was 22.48, the open interest changed by 2 which increased total open position to 4
On 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 19.95, which was -12.9 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 32.85, 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 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 32.85, 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 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 32.85, 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 17 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 32.85, which was 0 lower than the previous day. The implied volatity was 0.2, 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 32.85, which was 0 lower than the previous day. The implied volatity was 1.04, 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 32.85, which was 0 lower than the previous day. The implied volatity was 1.83, 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 32.85, 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 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 32.85, 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 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 32.85, 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 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 32.85, 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 32.85, 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 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 32.85, 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 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 32.85, 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 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 32.85, 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 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 32.85, 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 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 32.85, which was 0 lower than the previous day. The implied volatity was 0.74, 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 32.85, which was 0 lower than the previous day. The implied volatity was 1.43, 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 32.85, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
