AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
09 Jan 2026 04:10 PM IST
| AMBUJACEM 27-JAN-2026 550 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.44
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 536.95 | 5.2 | -4.3 | 20.03 | 1,433 | 183 | 1,941 | |||||||||
| 8 Jan | 546.70 | 9.05 | -9.7 | 19.32 | 1,189 | 173 | 1,758 | |||||||||
| 7 Jan | 562.00 | 18.75 | -1.1 | 18.34 | 103 | -2 | 1,586 | |||||||||
| 6 Jan | 563.55 | 19.75 | -6.05 | 18.05 | 114 | 7 | 1,587 | |||||||||
| 5 Jan | 571.25 | 25.5 | 2.8 | 15.30 | 206 | -10 | 1,580 | |||||||||
| 2 Jan | 565.40 | 23.5 | 4.5 | 18.67 | 761 | -88 | 1,592 | |||||||||
| 1 Jan | 559.65 | 18.7 | 2.5 | 19.21 | 615 | -41 | 1,680 | |||||||||
| 31 Dec | 556.35 | 16 | 1.9 | 16.45 | 781 | -39 | 1,721 | |||||||||
| 30 Dec | 550.00 | 14 | -1.95 | 19.93 | 1,555 | 872 | 1,762 | |||||||||
| 29 Dec | 552.10 | 15.9 | -2.8 | 20.06 | 445 | 44 | 888 | |||||||||
| 26 Dec | 554.65 | 18.7 | 2.4 | 21.49 | 714 | 105 | 844 | |||||||||
| 24 Dec | 548.10 | 16.1 | -0.85 | 21.42 | 729 | 126 | 732 | |||||||||
| 23 Dec | 546.90 | 16.85 | 5.6 | 23.49 | 1,616 | 446 | 610 | |||||||||
| 22 Dec | 539.95 | 11.3 | -0.5 | 19.70 | 129 | 71 | 165 | |||||||||
| 19 Dec | 539.65 | 11.75 | 0.7 | 20.24 | 44 | 10 | 94 | |||||||||
| 18 Dec | 535.80 | 10.85 | -2.4 | 20.86 | 62 | 14 | 81 | |||||||||
| 17 Dec | 541.30 | 13.2 | -3.7 | 20.11 | 24 | 3 | 75 | |||||||||
| 16 Dec | 548.70 | 16.9 | -3.3 | 19.22 | 28 | -4 | 72 | |||||||||
| 15 Dec | 553.45 | 20.2 | 1.85 | 19.14 | 96 | 31 | 75 | |||||||||
| 12 Dec | 548.15 | 18.35 | 5.35 | 21.70 | 42 | 7 | 43 | |||||||||
| 11 Dec | 536.10 | 13 | 1.95 | 20.51 | 30 | -1 | 38 | |||||||||
| 10 Dec | 529.70 | 11.45 | 0.85 | 22.57 | 2 | 0 | 40 | |||||||||
| 9 Dec | 533.05 | 10.6 | -0.6 | 19.57 | 3 | 1 | 39 | |||||||||
| 8 Dec | 528.95 | 11.2 | -4.1 | 21.17 | 12 | 5 | 37 | |||||||||
| 5 Dec | 533.80 | 15.3 | 0.7 | - | 0 | 7 | 0 | |||||||||
| 4 Dec | 536.90 | 15.3 | 0.7 | 21.24 | 10 | 6 | 31 | |||||||||
| 3 Dec | 535.35 | 14.6 | -3.6 | 20.27 | 7 | 0 | 24 | |||||||||
| 2 Dec | 543.00 | 18.2 | -0.5 | 20.35 | 6 | -1 | 24 | |||||||||
| 1 Dec | 543.35 | 18.7 | -3.15 | 20.98 | 15 | -3 | 23 | |||||||||
| 28 Nov | 550.20 | 21.85 | 0.6 | 19.68 | 5 | 1 | 27 | |||||||||
| 27 Nov | 548.70 | 21 | -0.85 | 18.82 | 6 | 2 | 25 | |||||||||
| 26 Nov | 550.00 | 21.85 | 0.7 | 18.41 | 9 | 8 | 22 | |||||||||
| 25 Nov | 545.85 | 21.15 | -21.95 | 20.38 | 14 | 13 | 13 | |||||||||
| 21 Nov | 547.55 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 555.75 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 555.30 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 557.80 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 563.20 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 559.35 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 562.55 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 557.55 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 556.10 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 558.40 | 43.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 577.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 31 Oct | 565.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 567.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 550 expiring on 27JAN2026
Delta for 550 CE is 0.34
Historical price for 550 CE is as follows
On 9 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 5.2, which was -4.3 lower than the previous day. The implied volatity was 20.03, the open interest changed by 183 which increased total open position to 1941
On 8 Jan AMBUJACEM was trading at 546.70. The strike last trading price was 9.05, which was -9.7 lower than the previous day. The implied volatity was 19.32, the open interest changed by 173 which increased total open position to 1758
On 7 Jan AMBUJACEM was trading at 562.00. The strike last trading price was 18.75, which was -1.1 lower than the previous day. The implied volatity was 18.34, the open interest changed by -2 which decreased total open position to 1586
On 6 Jan AMBUJACEM was trading at 563.55. The strike last trading price was 19.75, which was -6.05 lower than the previous day. The implied volatity was 18.05, the open interest changed by 7 which increased total open position to 1587
On 5 Jan AMBUJACEM was trading at 571.25. The strike last trading price was 25.5, which was 2.8 higher than the previous day. The implied volatity was 15.30, the open interest changed by -10 which decreased total open position to 1580
On 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 23.5, which was 4.5 higher than the previous day. The implied volatity was 18.67, the open interest changed by -88 which decreased total open position to 1592
On 1 Jan AMBUJACEM was trading at 559.65. The strike last trading price was 18.7, which was 2.5 higher than the previous day. The implied volatity was 19.21, the open interest changed by -41 which decreased total open position to 1680
On 31 Dec AMBUJACEM was trading at 556.35. The strike last trading price was 16, which was 1.9 higher than the previous day. The implied volatity was 16.45, the open interest changed by -39 which decreased total open position to 1721
On 30 Dec AMBUJACEM was trading at 550.00. The strike last trading price was 14, which was -1.95 lower than the previous day. The implied volatity was 19.93, the open interest changed by 872 which increased total open position to 1762
On 29 Dec AMBUJACEM was trading at 552.10. The strike last trading price was 15.9, which was -2.8 lower than the previous day. The implied volatity was 20.06, the open interest changed by 44 which increased total open position to 888
On 26 Dec AMBUJACEM was trading at 554.65. The strike last trading price was 18.7, which was 2.4 higher than the previous day. The implied volatity was 21.49, the open interest changed by 105 which increased total open position to 844
On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 16.1, which was -0.85 lower than the previous day. The implied volatity was 21.42, the open interest changed by 126 which increased total open position to 732
On 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 16.85, which was 5.6 higher than the previous day. The implied volatity was 23.49, the open interest changed by 446 which increased total open position to 610
On 22 Dec AMBUJACEM was trading at 539.95. The strike last trading price was 11.3, which was -0.5 lower than the previous day. The implied volatity was 19.70, the open interest changed by 71 which increased total open position to 165
On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 11.75, which was 0.7 higher than the previous day. The implied volatity was 20.24, the open interest changed by 10 which increased total open position to 94
On 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 10.85, which was -2.4 lower than the previous day. The implied volatity was 20.86, the open interest changed by 14 which increased total open position to 81
On 17 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 13.2, which was -3.7 lower than the previous day. The implied volatity was 20.11, the open interest changed by 3 which increased total open position to 75
On 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 16.9, which was -3.3 lower than the previous day. The implied volatity was 19.22, the open interest changed by -4 which decreased total open position to 72
On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 20.2, which was 1.85 higher than the previous day. The implied volatity was 19.14, the open interest changed by 31 which increased total open position to 75
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 18.35, which was 5.35 higher than the previous day. The implied volatity was 21.70, the open interest changed by 7 which increased total open position to 43
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 13, which was 1.95 higher than the previous day. The implied volatity was 20.51, the open interest changed by -1 which decreased total open position to 38
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 11.45, which was 0.85 higher than the previous day. The implied volatity was 22.57, the open interest changed by 0 which decreased total open position to 40
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 10.6, which was -0.6 lower than the previous day. The implied volatity was 19.57, the open interest changed by 1 which increased total open position to 39
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 11.2, which was -4.1 lower than the previous day. The implied volatity was 21.17, the open interest changed by 5 which increased total open position to 37
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 15.3, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 15.3, which was 0.7 higher than the previous day. The implied volatity was 21.24, the open interest changed by 6 which increased total open position to 31
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 14.6, which was -3.6 lower than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 24
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 18.2, which was -0.5 lower than the previous day. The implied volatity was 20.35, the open interest changed by -1 which decreased total open position to 24
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 18.7, which was -3.15 lower than the previous day. The implied volatity was 20.98, the open interest changed by -3 which decreased total open position to 23
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 21.85, which was 0.6 higher than the previous day. The implied volatity was 19.68, the open interest changed by 1 which increased total open position to 27
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 21, which was -0.85 lower than the previous day. The implied volatity was 18.82, the open interest changed by 2 which increased total open position to 25
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 21.85, which was 0.7 higher than the previous day. The implied volatity was 18.41, the open interest changed by 8 which increased total open position to 22
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 21.15, which was -21.95 lower than the previous day. The implied volatity was 20.38, the open interest changed by 13 which increased total open position to 13
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 43.1, 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 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 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
On 31 Oct AMBUJACEM was trading at 565.40. 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
On 30 Oct AMBUJACEM was trading at 567.90. 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 27JAN2026 550 PE | |||||||
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Delta: -0.64
Vega: 0.44
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 536.95 | 17.1 | 6 | 22.77 | 1,174 | 142 | 1,793 |
| 8 Jan | 546.70 | 11.95 | 7.7 | 22.85 | 1,556 | 66 | 1,662 |
| 7 Jan | 562.00 | 4.15 | -0.3 | 19.05 | 777 | 82 | 1,594 |
| 6 Jan | 563.55 | 4.5 | 1.5 | 20.14 | 496 | 74 | 1,516 |
| 5 Jan | 571.25 | 3.05 | -1.05 | 20.55 | 616 | 57 | 1,441 |
| 2 Jan | 565.40 | 3.95 | -1.75 | 19.24 | 1,037 | -10 | 1,392 |
| 1 Jan | 559.65 | 5.75 | -1.3 | 18.56 | 524 | 59 | 1,405 |
| 31 Dec | 556.35 | 7.1 | -2.45 | 19.44 | 460 | 8 | 1,346 |
| 30 Dec | 550.00 | 9.65 | -0.35 | 18.85 | 1,127 | 477 | 1,341 |
| 29 Dec | 552.10 | 10 | 0.15 | 21.05 | 475 | 120 | 859 |
| 26 Dec | 554.65 | 9.6 | -3.7 | 20.78 | 336 | 104 | 737 |
| 24 Dec | 548.10 | 12.95 | -2.6 | 22.02 | 403 | 214 | 619 |
| 23 Dec | 546.90 | 15.05 | -2.15 | 23.78 | 698 | 286 | 402 |
| 22 Dec | 539.95 | 16.8 | -3.7 | 21.33 | 97 | 65 | 116 |
| 19 Dec | 539.65 | 20.5 | 4.9 | - | 0 | 0 | 51 |
| 18 Dec | 535.80 | 20.5 | 4.9 | 22.00 | 1 | 0 | 50 |
| 17 Dec | 541.30 | 15.6 | 4.1 | 19.48 | 4 | 0 | 50 |
| 16 Dec | 548.70 | 11.5 | -11 | - | 0 | 0 | 50 |
| 15 Dec | 553.45 | 11.5 | -11 | 21.55 | 7 | 0 | 49 |
| 12 Dec | 548.15 | 22.5 | -0.05 | - | 0 | 0 | 49 |
| 11 Dec | 536.10 | 22.5 | -0.05 | 24.86 | 1 | 0 | 48 |
| 10 Dec | 529.70 | 22.55 | -1.2 | - | 0 | 0 | 48 |
| 9 Dec | 533.05 | 22.55 | -1.2 | 21.43 | 10 | 7 | 50 |
| 8 Dec | 528.95 | 23.7 | 1.45 | 21.02 | 6 | 2 | 43 |
| 5 Dec | 533.80 | 22.25 | 1.25 | 22.13 | 11 | 2 | 42 |
| 4 Dec | 536.90 | 21 | 3.75 | 22.37 | 2 | 1 | 40 |
| 3 Dec | 535.35 | 17.25 | 3.25 | - | 0 | 0 | 0 |
| 2 Dec | 543.00 | 17.25 | 3.25 | - | 0 | 2 | 0 |
| 1 Dec | 543.35 | 17.25 | 3.25 | 21.06 | 6 | 1 | 38 |
| 28 Nov | 550.20 | 14 | -1.95 | 20.27 | 2 | 1 | 36 |
| 27 Nov | 548.70 | 15.95 | -0.55 | 22.15 | 4 | 1 | 33 |
| 26 Nov | 550.00 | 16.5 | -1.6 | 23.44 | 18 | 15 | 30 |
| 25 Nov | 545.85 | 18.1 | 0.05 | 22.89 | 1 | 0 | 14 |
| 21 Nov | 547.55 | 18.05 | 2.1 | - | 3 | 2 | 15 |
| 20 Nov | 555.75 | 15.95 | 1 | - | 0 | 2 | 0 |
| 19 Nov | 555.30 | 15.95 | 1 | 24.18 | 2 | 1 | 12 |
| 18 Nov | 557.80 | 14.95 | 0 | 24.32 | 2 | 1 | 10 |
| 14 Nov | 563.20 | 14.95 | 0 | 25.42 | 2 | 1 | 8 |
| 13 Nov | 559.35 | 14.95 | 1 | 23.73 | 3 | 2 | 6 |
| 12 Nov | 562.55 | 13.95 | -1.9 | 23.72 | 3 | 2 | 3 |
| 11 Nov | 557.55 | 15.85 | -14.05 | 24.36 | 1 | 0 | 0 |
| 10 Nov | 556.10 | 29.9 | 0 | 2.15 | 0 | 0 | 0 |
| 6 Nov | 558.40 | 29.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 577.20 | 29.9 | 0 | 4.29 | 0 | 0 | 0 |
| 31 Oct | 565.40 | 29.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 567.90 | 29.9 | 0 | 3.30 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 550 expiring on 27JAN2026
Delta for 550 PE is -0.64
Historical price for 550 PE is as follows
On 9 Jan AMBUJACEM was trading at 536.95. The strike last trading price was 17.1, which was 6 higher than the previous day. The implied volatity was 22.77, the open interest changed by 142 which increased total open position to 1793
On 8 Jan AMBUJACEM was trading at 546.70. The strike last trading price was 11.95, which was 7.7 higher than the previous day. The implied volatity was 22.85, the open interest changed by 66 which increased total open position to 1662
On 7 Jan AMBUJACEM was trading at 562.00. The strike last trading price was 4.15, which was -0.3 lower than the previous day. The implied volatity was 19.05, the open interest changed by 82 which increased total open position to 1594
On 6 Jan AMBUJACEM was trading at 563.55. The strike last trading price was 4.5, which was 1.5 higher than the previous day. The implied volatity was 20.14, the open interest changed by 74 which increased total open position to 1516
On 5 Jan AMBUJACEM was trading at 571.25. The strike last trading price was 3.05, which was -1.05 lower than the previous day. The implied volatity was 20.55, the open interest changed by 57 which increased total open position to 1441
On 2 Jan AMBUJACEM was trading at 565.40. The strike last trading price was 3.95, which was -1.75 lower than the previous day. The implied volatity was 19.24, the open interest changed by -10 which decreased total open position to 1392
On 1 Jan AMBUJACEM was trading at 559.65. The strike last trading price was 5.75, which was -1.3 lower than the previous day. The implied volatity was 18.56, the open interest changed by 59 which increased total open position to 1405
On 31 Dec AMBUJACEM was trading at 556.35. The strike last trading price was 7.1, which was -2.45 lower than the previous day. The implied volatity was 19.44, the open interest changed by 8 which increased total open position to 1346
On 30 Dec AMBUJACEM was trading at 550.00. The strike last trading price was 9.65, which was -0.35 lower than the previous day. The implied volatity was 18.85, the open interest changed by 477 which increased total open position to 1341
On 29 Dec AMBUJACEM was trading at 552.10. The strike last trading price was 10, which was 0.15 higher than the previous day. The implied volatity was 21.05, the open interest changed by 120 which increased total open position to 859
On 26 Dec AMBUJACEM was trading at 554.65. The strike last trading price was 9.6, which was -3.7 lower than the previous day. The implied volatity was 20.78, the open interest changed by 104 which increased total open position to 737
On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 12.95, which was -2.6 lower than the previous day. The implied volatity was 22.02, the open interest changed by 214 which increased total open position to 619
On 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 15.05, which was -2.15 lower than the previous day. The implied volatity was 23.78, the open interest changed by 286 which increased total open position to 402
On 22 Dec AMBUJACEM was trading at 539.95. The strike last trading price was 16.8, which was -3.7 lower than the previous day. The implied volatity was 21.33, the open interest changed by 65 which increased total open position to 116
On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 20.5, which was 4.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 20.5, which was 4.9 higher than the previous day. The implied volatity was 22.00, the open interest changed by 0 which decreased total open position to 50
On 17 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 15.6, which was 4.1 higher than the previous day. The implied volatity was 19.48, the open interest changed by 0 which decreased total open position to 50
On 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 11.5, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 11.5, which was -11 lower than the previous day. The implied volatity was 21.55, the open interest changed by 0 which decreased total open position to 49
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 22.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 22.5, which was -0.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 48
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 22.55, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 22.55, which was -1.2 lower than the previous day. The implied volatity was 21.43, the open interest changed by 7 which increased total open position to 50
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 23.7, which was 1.45 higher than the previous day. The implied volatity was 21.02, the open interest changed by 2 which increased total open position to 43
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 22.25, which was 1.25 higher than the previous day. The implied volatity was 22.13, the open interest changed by 2 which increased total open position to 42
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 21, which was 3.75 higher than the previous day. The implied volatity was 22.37, the open interest changed by 1 which increased total open position to 40
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 17.25, which was 3.25 higher 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 17.25, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 17.25, which was 3.25 higher than the previous day. The implied volatity was 21.06, the open interest changed by 1 which increased total open position to 38
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 14, which was -1.95 lower than the previous day. The implied volatity was 20.27, the open interest changed by 1 which increased total open position to 36
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 15.95, which was -0.55 lower than the previous day. The implied volatity was 22.15, the open interest changed by 1 which increased total open position to 33
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 16.5, which was -1.6 lower than the previous day. The implied volatity was 23.44, the open interest changed by 15 which increased total open position to 30
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 18.1, which was 0.05 higher than the previous day. The implied volatity was 22.89, the open interest changed by 0 which decreased total open position to 14
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 18.05, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 15.95, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 15.95, which was 1 higher than the previous day. The implied volatity was 24.18, the open interest changed by 1 which increased total open position to 12
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 14.95, which was 0 lower than the previous day. The implied volatity was 24.32, the open interest changed by 1 which increased total open position to 10
On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 14.95, which was 0 lower than the previous day. The implied volatity was 25.42, the open interest changed by 1 which increased total open position to 8
On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 14.95, which was 1 higher than the previous day. The implied volatity was 23.73, the open interest changed by 2 which increased total open position to 6
On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 13.95, which was -1.9 lower than the previous day. The implied volatity was 23.72, the open interest changed by 2 which increased total open position to 3
On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 15.85, which was -14.05 lower than the previous day. The implied volatity was 24.36, 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 29.9, which was 0 lower than the previous day. The implied volatity was 2.15, 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 29.9, 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 29.9, which was 0 lower than the previous day. The implied volatity was 4.29, 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 29.9, 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 29.9, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0































































































































































































































