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 555 CE
Delta: 0.39 Vega: 0.47 Theta: -0.28 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	548.15	5.6 ₹ 5,880	2.45 2572.50	16.98	1,911 20,06,550	-141 -1,48,050	592 6,21,600
11 Dec	536.10	3.05 ₹ 3,202.5	0.85 892.50	17.36	365 3,83,250	11 11,550	732 7,68,600
10 Dec	529.70	2.15 ₹ 2,257.5	-0.75 -787.50	18.91	204 2,14,200	71 74,550	721 7,57,050
9 Dec	533.05	2.8 ₹ 2,940	-0.1 -105.00	18.44	451 4,73,550	-101 -1,06,050	650 6,82,500
8 Dec	528.95	2.8 ₹ 2,940	-1.15 -1207.50	19.25	686 7,20,300	45 47,250	751 7,88,550

5 Dec	533.80	4 ₹ 4,200	-0.95 -997.50	17.82	237 2,48,850	16 16,800	707 7,42,350
4 Dec	536.90	4.9 ₹ 5,145	-0.15 -157.50	17.97	233 2,44,650	-23 -24,150	674 7,07,700
3 Dec	535.35	5.05 ₹ 5,302.5	-2.35 -2467.50	17.99	274 2,87,700	10 10,500	699 7,33,950
2 Dec	543.00	7.4 ₹ 7,770	-0.25 -262.50	17.60	169 1,77,450	-7 -7,350	689 7,23,450
1 Dec	543.35	7.5 ₹ 7,875	-2.55 -2677.50	17.70	253 2,65,650	32 33,600	696 7,30,800
28 Nov	550.20	10 ₹ 10,500	0.45 472.50	15.97	462 4,85,100	214 2,24,700	664 6,97,200
27 Nov	548.70	9.6 ₹ 10,080	-1.4 -1470.00	15.43	302 3,17,100	55 57,750	454 4,76,700
26 Nov	550.00	11 ₹ 11,550	2.3 2415.00	15.94	493 5,17,650	112 1,17,600	399 4,18,950
25 Nov	545.85	8.35 ₹ 8,767.5	-1.6 -1680.00	14.95	257 2,69,850	114 1,19,700	286 3,00,300
24 Nov	544.60	10.55 ₹ 11,077.5	-1.65 -1732.50	16.16	133 1,39,650	19 19,950	171 1,79,550
21 Nov	547.55	12.15 ₹ 12,757.5	-5.65 -5932.50	18.09	150 1,57,500	91 95,550	149 1,56,450
20 Nov	555.75	18.1 ₹ 19,005	0.2 210.00	19.27	79 82,950	10 10,500	57 59,850
19 Nov	555.30	18 ₹ 18,900	-1.75 -1837.50	19.59	43 45,150	21 22,050	28 29,400
18 Nov	557.80	19.9 ₹ 20,895	-2.9 -3045.00	19.71	15 15,750	5 5,250	8 8,400
17 Nov	560.30	22.55 ₹ 23,677.5	-0.2 -210.00	-	0 0	0 0	0 0
14 Nov	563.20	22.55 ₹ 23,677.5	-0.2 -210.00	-	0 0	1 1,050	0 0
13 Nov	559.35	22.55 ₹ 23,677.5	-0.2 -210.00	20.71	4 4,200	0 0	2 2,100
12 Nov	562.55	22.75 ₹ 23,887.5	-10.45 -10972.50	-	0 0	2 2,100	0 0
11 Nov	557.55	22.75 ₹ 23,887.5	-10.45 -10972.50	20.91	2 2,100	0 0	0 0
10 Nov	556.10	33.2 ₹ 34,860	0 0.00	-	0 0	0 0	0 0
7 Nov	558.80	33.2 ₹ 34,860	0 0.00	-	0 0	0 0	0 0
6 Nov	558.40	33.2 ₹ 34,860	0 0.00	-	0 0	0 0	0 0
4 Nov	567.40	33.2 ₹ 34,860	0 0.00	-	0 0	0 0	0 0
3 Nov	577.20	33.2 ₹ 34,860	0 0.00	-	0 0	0 0	0 0
31 Oct	565.40	33.2 ₹ 34,860	0 0.00	-	0 0	0 0	0 0
30 Oct	567.90	33.2 ₹ 34,860	0 0.00	-	0 0	0 0	0 0
29 Oct	571.75	33.2 ₹ 34,860	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 555 expiring on 30DEC2025

Delta for 555 CE is 0.39

Historical price for 555 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 5.6, which was 2.45 higher than the previous day. The implied volatity was 16.98, the open interest changed by -141 which decreased total open position to 592

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 3.05, which was 0.85 higher than the previous day. The implied volatity was 17.36, the open interest changed by 11 which increased total open position to 732

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 18.91, the open interest changed by 71 which increased total open position to 721

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 2.8, which was -0.1 lower than the previous day. The implied volatity was 18.44, the open interest changed by -101 which decreased total open position to 650

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 19.25, the open interest changed by 45 which increased total open position to 751

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 4, which was -0.95 lower than the previous day. The implied volatity was 17.82, the open interest changed by 16 which increased total open position to 707

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 4.9, which was -0.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by -23 which decreased total open position to 674

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 5.05, which was -2.35 lower than the previous day. The implied volatity was 17.99, the open interest changed by 10 which increased total open position to 699

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 7.4, which was -0.25 lower than the previous day. The implied volatity was 17.60, the open interest changed by -7 which decreased total open position to 689

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 7.5, which was -2.55 lower than the previous day. The implied volatity was 17.70, the open interest changed by 32 which increased total open position to 696

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 10, which was 0.45 higher than the previous day. The implied volatity was 15.97, the open interest changed by 214 which increased total open position to 664

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 9.6, which was -1.4 lower than the previous day. The implied volatity was 15.43, the open interest changed by 55 which increased total open position to 454

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 11, which was 2.3 higher than the previous day. The implied volatity was 15.94, the open interest changed by 112 which increased total open position to 399

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 8.35, which was -1.6 lower than the previous day. The implied volatity was 14.95, the open interest changed by 114 which increased total open position to 286

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 10.55, which was -1.65 lower than the previous day. The implied volatity was 16.16, the open interest changed by 19 which increased total open position to 171

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 12.15, which was -5.65 lower than the previous day. The implied volatity was 18.09, the open interest changed by 91 which increased total open position to 149

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 18.1, which was 0.2 higher than the previous day. The implied volatity was 19.27, the open interest changed by 10 which increased total open position to 57

On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 18, which was -1.75 lower than the previous day. The implied volatity was 19.59, the open interest changed by 21 which increased total open position to 28

On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 19.9, which was -2.9 lower than the previous day. The implied volatity was 19.71, the open interest changed by 5 which increased total open position to 8

On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 22.55, which was -0.2 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 22.55, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 22.55, which was -0.2 lower than the previous day. The implied volatity was 20.71, the open interest changed by 0 which decreased total open position to 2

On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 22.75, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 22.75, which was -10.45 lower than the previous day. The implied volatity was 20.91, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 555 PE
Delta: -0.60 Vega: 0.47 Theta: -0.15 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	548.15	12.4 ₹ 13,020	-6.65 -6982.50	18.65	396 4,15,800	-57 -59,850	380 3,99,000
11 Dec	536.10	18.9 ₹ 19,845	-5.1 -5355.00	18.96	38 39,900	-15 -15,750	438 4,59,900
10 Dec	529.70	24 ₹ 25,200	2.2 2310.00	14.96	11 11,550	-3 -3,150	454 4,76,700
9 Dec	533.05	21.8 ₹ 22,890	-2.3 -2415.00	16.87	24 25,200	-10 -10,500	458 4,80,900
8 Dec	528.95	24.2 ₹ 25,410	3.1 3255.00	18.24	38 39,900	-14 -14,700	467 4,90,350
5 Dec	533.80	20.95 ₹ 21,997.5	1.05 1102.50	19.39	18 18,900	-7 -7,350	481 5,05,050
4 Dec	536.90	19.9 ₹ 20,895	-0.7 -735.00	20.11	11 11,550	-8 -8,400	489 5,13,450
3 Dec	535.35	20.55 ₹ 21,577.5	8.15 8557.50	20.84	24 25,200	0 0	497 5,21,850
2 Dec	543.00	12.5 ₹ 13,125	-0.25 -262.50	-	0 0	0 0	0 0
1 Dec	543.35	12.5 ₹ 13,125	-0.25 -262.50	-	0 0	88 92,400	0 0
28 Nov	550.20	12.5 ₹ 13,125	-0.25 -262.50	18.66	181 1,90,050	88 92,400	497 5,21,850
27 Nov	548.70	12.85 ₹ 13,492.5	1.3 1365.00	18.61	129 1,35,450	61 64,050	407 4,27,350
26 Nov	550.00	11.55 ₹ 12,127.5	-3.05 -3202.50	17.72	149 1,56,450	94 98,700	343 3,60,150
25 Nov	545.85	15.05 ₹ 15,802.5	-1.8 -1890.00	19.34	231 2,42,550	156 1,63,800	248 2,60,400
24 Nov	544.60	16.85 ₹ 17,692.5	2.05 2152.50	23.65	66 69,300	30 31,500	93 97,650
21 Nov	547.55	14.8 ₹ 15,540	2.65 2782.50	19.56	21 22,050	9 9,450	61 64,050
20 Nov	555.75	12.35 ₹ 12,967.5	-0.6 -630.00	21.65	37 38,850	17 17,850	52 54,600
19 Nov	555.30	13 ₹ 13,650	0.75 787.50	21.79	29 30,450	15 15,750	32 33,600
18 Nov	557.80	12.25 ₹ 12,862.5	1.1 1155.00	22.05	22 23,100	13 13,650	15 15,750
17 Nov	560.30	11.15 ₹ 11,707.5	-16.35 -17167.50	21.78	2 2,100	1 1,050	1 1,050
14 Nov	563.20	27.5 ₹ 28,875	0 0.00	2.39	0 0	0 0	0 0
13 Nov	559.35	27.5 ₹ 28,875	0 0.00	1.73	0 0	0 0	0 0
12 Nov	562.55	27.5 ₹ 28,875	0 0.00	2.33	0 0	0 0	0 0
11 Nov	557.55	27.5 ₹ 28,875	0 0.00	1.63	0 0	0 0	0 0
10 Nov	556.10	27.5 ₹ 28,875	0 0.00	1.24	0 0	0 0	0 0
7 Nov	558.80	27.5 ₹ 28,875	0 0.00	1.73	0 0	0 0	0 0
6 Nov	558.40	27.5 ₹ 28,875	0 0.00	1.60	0 0	0 0	0 0
4 Nov	567.40	27.5 ₹ 28,875	0 0.00	2.87	0 0	0 0	0 0
3 Nov	577.20	27.5 ₹ 28,875	0 0.00	4.07	0 0	0 0	0 0
31 Oct	565.40	27.5 ₹ 28,875	0 0.00	-	0 0	0 0	0 0
30 Oct	567.90	27.5 ₹ 28,875	0 0.00	2.87	0 0	0 0	0 0
29 Oct	571.75	27.5 ₹ 28,875	0 0.00	3.31	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 555 expiring on 30DEC2025

Delta for 555 PE is -0.60

Historical price for 555 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 12.4, which was -6.65 lower than the previous day. The implied volatity was 18.65, the open interest changed by -57 which decreased total open position to 380

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 18.9, which was -5.1 lower than the previous day. The implied volatity was 18.96, the open interest changed by -15 which decreased total open position to 438

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 24, which was 2.2 higher than the previous day. The implied volatity was 14.96, the open interest changed by -3 which decreased total open position to 454

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 21.8, which was -2.3 lower than the previous day. The implied volatity was 16.87, the open interest changed by -10 which decreased total open position to 458

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 24.2, which was 3.1 higher than the previous day. The implied volatity was 18.24, the open interest changed by -14 which decreased total open position to 467

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 20.95, which was 1.05 higher than the previous day. The implied volatity was 19.39, the open interest changed by -7 which decreased total open position to 481

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 19.9, which was -0.7 lower than the previous day. The implied volatity was 20.11, the open interest changed by -8 which decreased total open position to 489

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 20.55, which was 8.15 higher than the previous day. The implied volatity was 20.84, the open interest changed by 0 which decreased total open position to 497

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 12.5, which was -0.25 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 12.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 0

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 12.5, which was -0.25 lower than the previous day. The implied volatity was 18.66, the open interest changed by 88 which increased total open position to 497

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 12.85, which was 1.3 higher than the previous day. The implied volatity was 18.61, the open interest changed by 61 which increased total open position to 407

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 11.55, which was -3.05 lower than the previous day. The implied volatity was 17.72, the open interest changed by 94 which increased total open position to 343

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 15.05, which was -1.8 lower than the previous day. The implied volatity was 19.34, the open interest changed by 156 which increased total open position to 248

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 16.85, which was 2.05 higher than the previous day. The implied volatity was 23.65, the open interest changed by 30 which increased total open position to 93

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 14.8, which was 2.65 higher than the previous day. The implied volatity was 19.56, the open interest changed by 9 which increased total open position to 61

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 12.35, which was -0.6 lower than the previous day. The implied volatity was 21.65, the open interest changed by 17 which increased total open position to 52

On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 13, which was 0.75 higher than the previous day. The implied volatity was 21.79, the open interest changed by 15 which increased total open position to 32

On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 12.25, which was 1.1 higher than the previous day. The implied volatity was 22.05, the open interest changed by 13 which increased total open position to 15

On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 11.15, which was -16.35 lower than the previous day. The implied volatity was 21.78, the open interest changed by 1 which increased total open position to 1

On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 27.5, which was 0 lower than the previous day. The implied volatity was 2.39, 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 27.5, which was 0 lower than the previous day. The implied volatity was 1.73, 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 27.5, which was 0 lower than the previous day. The implied volatity was 2.33, 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 27.5, which was 0 lower than the previous day. The implied volatity was 1.63, 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 27.5, which was 0 lower than the previous day. The implied volatity was 1.24, 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 27.5, which was 0 lower than the previous day. The implied volatity was 1.73, 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 27.5, which was 0 lower than the previous day. The implied volatity was 1.60, 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 27.5, which was 0 lower than the previous day. The implied volatity was 2.87, 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 27.5, which was 0 lower than the previous day. The implied volatity was 4.07, 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 27.5, 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 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 27.5, which was 0 lower than the previous day. The implied volatity was 2.87, 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 27.5, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0

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