[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
533.8 -3.10 (-0.58%)
L: 531.8 H: 537.5

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Historical option data for AMBUJACEM

05 Dec 2025 03:30 PM IST
AMBUJACEM 30-DEC-2025 550 CE
Delta: 0.33
Vega: 0.51
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 535.00 5.3 -1.15 18.04 797 202 2,073
4 Dec 536.90 6.55 -0.05 18.07 1,729 -113 1,871
3 Dec 535.35 6.5 -2.95 17.71 1,287 260 1,984
2 Dec 543.00 9.55 -0.15 17.71 1,363 104 1,733
1 Dec 543.35 9.65 -2.95 17.85 961 279 1,640
28 Nov 550.20 12.5 0.4 15.88 723 -17 1,360
27 Nov 548.70 12.05 -1.55 15.30 695 46 1,369
26 Nov 550.00 13.6 2.6 15.84 1,401 155 1,323
25 Nov 545.85 10.3 -2 14.38 1,326 550 1,160
24 Nov 544.60 13 -1.7 16.06 861 377 603
21 Nov 547.55 14.3 -6.15 18.03 389 148 225
20 Nov 555.75 20.65 0.15 18.67 68 10 76
19 Nov 555.30 20.65 -2.2 19.24 52 34 65
18 Nov 557.80 22.9 -1.1 19.67 20 9 31
17 Nov 560.30 24 -7 18.21 6 3 22
14 Nov 563.20 31 -2.1 - 0 0 0
13 Nov 559.35 31 -2.1 28.02 2 0 19
12 Nov 562.55 33.1 6.45 28.18 17 -1 20
11 Nov 557.55 26.95 0.65 22.50 27 14 19
10 Nov 556.10 26.4 -3.9 23.39 2 0 5
7 Nov 558.80 30.3 -4.55 25.00 4 0 2
6 Nov 558.40 34.85 -1.15 - 0 1 0
4 Nov 567.40 34.85 -1.15 22.27 1 0 1
3 Nov 577.20 36 5.7 - 0 0 0
31 Oct 565.40 36 5.7 - 0 0 0
30 Oct 567.90 36 5.7 - 0 0 0
29 Oct 571.75 36 5.7 15.85 1 0 1
28 Oct 554.90 30.3 -23.5 - 0 1 0
27 Oct 560.25 30.3 -23.5 19.38 2 1 1
24 Oct 555.00 53.8 0 - 0 0 0
21 Oct 567.50 53.8 0 - 0 0 0
20 Oct 565.50 53.8 0 - 0 0 0
17 Oct 563.60 53.8 0 - 0 0 0
16 Oct 569.70 53.8 0 - 0 0 0
15 Oct 567.75 53.8 0 - 0 0 0
14 Oct 563.60 53.8 0 - 0 0 0
13 Oct 566.75 53.8 0 - 0 0 0
10 Oct 569.25 53.8 0 - 0 0 0
9 Oct 565.90 53.8 0 - 0 0 0
8 Oct 566.30 53.8 0 - 0 0 0
7 Oct 569.95 0 0 - 0 0 0
6 Oct 573.80 0 0 - 0 0 0
3 Oct 576.15 0 0 - 0 0 0


For Ambuja Cements Ltd - strike price 550 expiring on 30DEC2025

Delta for 550 CE is 0.33

Historical price for 550 CE is as follows

On 5 Dec AMBUJACEM was trading at 535.00. The strike last trading price was 5.3, which was -1.15 lower than the previous day. The implied volatity was 18.04, the open interest changed by 202 which increased total open position to 2073


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 6.55, which was -0.05 lower than the previous day. The implied volatity was 18.07, the open interest changed by -113 which decreased total open position to 1871


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 6.5, which was -2.95 lower than the previous day. The implied volatity was 17.71, the open interest changed by 260 which increased total open position to 1984


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 9.55, which was -0.15 lower than the previous day. The implied volatity was 17.71, the open interest changed by 104 which increased total open position to 1733


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 9.65, which was -2.95 lower than the previous day. The implied volatity was 17.85, the open interest changed by 279 which increased total open position to 1640


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 12.5, which was 0.4 higher than the previous day. The implied volatity was 15.88, the open interest changed by -17 which decreased total open position to 1360


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 12.05, which was -1.55 lower than the previous day. The implied volatity was 15.30, the open interest changed by 46 which increased total open position to 1369


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 13.6, which was 2.6 higher than the previous day. The implied volatity was 15.84, the open interest changed by 155 which increased total open position to 1323


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 10.3, which was -2 lower than the previous day. The implied volatity was 14.38, the open interest changed by 550 which increased total open position to 1160


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 13, which was -1.7 lower than the previous day. The implied volatity was 16.06, the open interest changed by 377 which increased total open position to 603


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 14.3, which was -6.15 lower than the previous day. The implied volatity was 18.03, the open interest changed by 148 which increased total open position to 225


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 20.65, which was 0.15 higher than the previous day. The implied volatity was 18.67, the open interest changed by 10 which increased total open position to 76


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 20.65, which was -2.2 lower than the previous day. The implied volatity was 19.24, the open interest changed by 34 which increased total open position to 65


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 22.9, which was -1.1 lower than the previous day. The implied volatity was 19.67, the open interest changed by 9 which increased total open position to 31


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 24, which was -7 lower than the previous day. The implied volatity was 18.21, the open interest changed by 3 which increased total open position to 22


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 31, which was -2.1 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 31, which was -2.1 lower than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 19


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 33.1, which was 6.45 higher than the previous day. The implied volatity was 28.18, the open interest changed by -1 which decreased total open position to 20


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 26.95, which was 0.65 higher than the previous day. The implied volatity was 22.50, the open interest changed by 14 which increased total open position to 19


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 26.4, which was -3.9 lower than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 5


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 30.3, which was -4.55 lower than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 2


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 34.85, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 34.85, which was -1.15 lower than the previous day. The implied volatity was 22.27, the open interest changed by 0 which decreased total open position to 1


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 36, which was 5.7 higher 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 36, which was 5.7 higher 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 36, which was 5.7 higher 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 36, which was 5.7 higher than the previous day. The implied volatity was 15.85, the open interest changed by 0 which decreased total open position to 1


On 28 Oct AMBUJACEM was trading at 554.90. The strike last trading price was 30.3, which was -23.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 30.3, which was -23.5 lower than the previous day. The implied volatity was 19.38, the open interest changed by 1 which increased total open position to 1


On 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 53.8, 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 21 Oct AMBUJACEM was trading at 567.50. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 565.50. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 569.70. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 567.75. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 566.75. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 569.25. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 565.90. The strike last trading price was 53.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Oct AMBUJACEM was trading at 566.30. The strike last trading price was 53.8, 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 Oct AMBUJACEM was trading at 569.95. 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 6 Oct AMBUJACEM was trading at 573.80. 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 3 Oct AMBUJACEM was trading at 576.15. 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 30DEC2025 550 PE
Delta: -0.67
Vega: 0.50
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 535.00 17.2 1.6 17.95 198 -86 1,513
4 Dec 536.90 15.6 -2 18.26 154 46 1,595
3 Dec 535.35 16.9 4.4 20.14 532 -51 1,555
2 Dec 543.00 12.1 -0.5 18.14 378 95 1,608
1 Dec 543.35 12.65 2.8 18.43 498 -36 1,511
28 Nov 550.20 9.95 -0.35 18.46 340 123 1,546
27 Nov 548.70 10.55 1.3 18.84 428 132 1,421
26 Nov 550.00 9.25 -2.65 17.76 454 111 1,289
25 Nov 545.85 12.6 -0.35 19.58 1,020 623 1,175
24 Nov 544.60 12.25 -0.65 20.55 482 224 550
21 Nov 547.55 13 2.8 20.21 455 136 319
20 Nov 555.75 10.2 -0.5 21.50 105 43 183
19 Nov 555.30 10.6 0.5 21.37 202 70 179
18 Nov 557.80 9.7 0.8 21.24 37 25 109
17 Nov 560.30 8.9 0.4 21.21 18 12 83
14 Nov 563.20 8.5 -2.3 21.35 20 -6 73
13 Nov 559.35 10.8 0.8 22.39 13 8 77
12 Nov 562.55 10 -2 22.32 21 9 68
11 Nov 557.55 12 -0.5 23.34 19 13 58
10 Nov 556.10 12.5 1.6 22.73 4 0 44
7 Nov 558.80 10.9 -1.05 21.55 15 7 43
6 Nov 558.40 11.95 1.3 22.33 2 1 35
4 Nov 567.40 10.65 1.05 24.18 9 2 34
3 Nov 577.20 9.6 -2.55 26.89 7 1 31
31 Oct 565.40 12.15 0.35 - 6 1 26
30 Oct 567.90 11.8 0.8 24.98 14 9 24
29 Oct 571.75 11 -4.45 25.93 16 11 14
28 Oct 554.90 15.45 -0.45 24.03 1 0 2
27 Oct 560.25 15.9 -1.05 27.22 1 0 1
24 Oct 555.00 16.95 -8.55 - 1 0 0
21 Oct 567.50 25.5 0 3.19 0 0 0
20 Oct 565.50 25.5 0 - 0 0 0
17 Oct 563.60 25.5 0 2.81 0 0 0
16 Oct 569.70 25.5 0 - 0 0 0
15 Oct 567.75 25.5 0 - 0 0 0
14 Oct 563.60 25.5 0 - 0 0 0
13 Oct 566.75 25.5 0 - 0 0 0
10 Oct 569.25 25.5 0 - 0 0 0
9 Oct 565.90 25.5 0 - 0 0 0
8 Oct 566.30 25.5 0 - 0 0 0
7 Oct 569.95 25.5 0 - 0 0 0
6 Oct 573.80 0 0 - 0 0 0
3 Oct 576.15 0 0 4.12 0 0 0


For Ambuja Cements Ltd - strike price 550 expiring on 30DEC2025

Delta for 550 PE is -0.67

Historical price for 550 PE is as follows

On 5 Dec AMBUJACEM was trading at 535.00. The strike last trading price was 17.2, which was 1.6 higher than the previous day. The implied volatity was 17.95, the open interest changed by -86 which decreased total open position to 1513


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 15.6, which was -2 lower than the previous day. The implied volatity was 18.26, the open interest changed by 46 which increased total open position to 1595


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 16.9, which was 4.4 higher than the previous day. The implied volatity was 20.14, the open interest changed by -51 which decreased total open position to 1555


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 12.1, which was -0.5 lower than the previous day. The implied volatity was 18.14, the open interest changed by 95 which increased total open position to 1608


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 12.65, which was 2.8 higher than the previous day. The implied volatity was 18.43, the open interest changed by -36 which decreased total open position to 1511


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 9.95, which was -0.35 lower than the previous day. The implied volatity was 18.46, the open interest changed by 123 which increased total open position to 1546


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 10.55, which was 1.3 higher than the previous day. The implied volatity was 18.84, the open interest changed by 132 which increased total open position to 1421


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 9.25, which was -2.65 lower than the previous day. The implied volatity was 17.76, the open interest changed by 111 which increased total open position to 1289


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 12.6, which was -0.35 lower than the previous day. The implied volatity was 19.58, the open interest changed by 623 which increased total open position to 1175


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 12.25, which was -0.65 lower than the previous day. The implied volatity was 20.55, the open interest changed by 224 which increased total open position to 550


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 13, which was 2.8 higher than the previous day. The implied volatity was 20.21, the open interest changed by 136 which increased total open position to 319


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 10.2, which was -0.5 lower than the previous day. The implied volatity was 21.50, the open interest changed by 43 which increased total open position to 183


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 10.6, which was 0.5 higher than the previous day. The implied volatity was 21.37, the open interest changed by 70 which increased total open position to 179


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 9.7, which was 0.8 higher than the previous day. The implied volatity was 21.24, the open interest changed by 25 which increased total open position to 109


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 8.9, which was 0.4 higher than the previous day. The implied volatity was 21.21, the open interest changed by 12 which increased total open position to 83


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 8.5, which was -2.3 lower than the previous day. The implied volatity was 21.35, the open interest changed by -6 which decreased total open position to 73


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 10.8, which was 0.8 higher than the previous day. The implied volatity was 22.39, the open interest changed by 8 which increased total open position to 77


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 22.32, the open interest changed by 9 which increased total open position to 68


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 12, which was -0.5 lower than the previous day. The implied volatity was 23.34, the open interest changed by 13 which increased total open position to 58


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 12.5, which was 1.6 higher than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 44


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 10.9, which was -1.05 lower than the previous day. The implied volatity was 21.55, the open interest changed by 7 which increased total open position to 43


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 11.95, which was 1.3 higher than the previous day. The implied volatity was 22.33, the open interest changed by 1 which increased total open position to 35


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 10.65, which was 1.05 higher than the previous day. The implied volatity was 24.18, the open interest changed by 2 which increased total open position to 34


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 9.6, which was -2.55 lower than the previous day. The implied volatity was 26.89, the open interest changed by 1 which increased total open position to 31


On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 12.15, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26


On 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 11.8, which was 0.8 higher than the previous day. The implied volatity was 24.98, the open interest changed by 9 which increased total open position to 24


On 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 11, which was -4.45 lower than the previous day. The implied volatity was 25.93, the open interest changed by 11 which increased total open position to 14


On 28 Oct AMBUJACEM was trading at 554.90. The strike last trading price was 15.45, which was -0.45 lower than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 2


On 27 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 15.9, which was -1.05 lower than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 1


On 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 16.95, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct AMBUJACEM was trading at 567.50. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0


On 20 Oct AMBUJACEM was trading at 565.50. The strike last trading price was 25.5, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


On 16 Oct AMBUJACEM was trading at 569.70. The strike last trading price was 25.5, 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 Oct AMBUJACEM was trading at 567.75. The strike last trading price was 25.5, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 25.5, 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 Oct AMBUJACEM was trading at 566.75. The strike last trading price was 25.5, 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 Oct AMBUJACEM was trading at 569.25. The strike last trading price was 25.5, 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 Oct AMBUJACEM was trading at 565.90. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Oct AMBUJACEM was trading at 566.30. The strike last trading price was 25.5, 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 Oct AMBUJACEM was trading at 569.95. The strike last trading price was 25.5, 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 Oct AMBUJACEM was trading at 573.80. 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 3 Oct AMBUJACEM was trading at 576.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0