AMBUJACEM

Ambuja Cements Ltd

548.1 +1.20 (0.22%)

L: 547.6 H: 553.4

Back to Option Chain

Historical option data for AMBUJACEM
24 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 27-JAN-2026 555 CE
Delta: 0.50 Vega: 0.67 Theta: -0.29 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	548.10	13.95 ₹ 14,647.5	-0.6 -630.00	21.90	178 1,86,900	72 75,600	146 1,53,300
23 Dec	546.90	14.8 ₹ 15,540	5.8 6090.00	23.98	163 1,71,150	70 73,500	74 77,700
22 Dec	539.95	9 ₹ 9,450	0 0.00	19.27	3 3,150	0 0	1 1,050
19 Dec	539.65	9 ₹ 9,450	-18.55 -19477.50	-	1 1,050	0 0	0 0
18 Dec	535.80	27.55 ₹ 28,927.5	0 0.00	2.36	0 0	0 0	0 0
17 Dec	541.30	27.55 ₹ 28,927.5	0 0.00	1.36	0 0	0 0	0 0

16 Dec	548.70	27.55 ₹ 28,927.5	0 0.00	-	0 0	0 0	0 0
15 Dec	553.45	27.55 ₹ 28,927.5	0 0.00	-	0 0	0 0	0 0
12 Dec	548.15	27.55 ₹ 28,927.5	0 0.00	0.32	0 0	0 0	0 0
11 Dec	536.10	27.55 ₹ 28,927.5	0 0.00	1.89	0 0	0 0	0 0
10 Dec	529.70	27.55 ₹ 28,927.5	0 0.00	2.94	0 0	0 0	0 0
9 Dec	533.05	27.55 ₹ 28,927.5	0 0.00	2.38	0 0	0 0	0 0
8 Dec	528.95	27.55 ₹ 28,927.5	0 0.00	2.70	0 0	0 0	0 0
5 Dec	533.80	27.55 ₹ 28,927.5	0 0.00	1.85	0 0	0 0	0 0
4 Dec	536.90	27.55 ₹ 28,927.5	0 0.00	1.44	0 0	0 0	0 0
3 Dec	535.35	27.55 ₹ 28,927.5	0 0.00	1.61	0 0	0 0	0 0
2 Dec	543.00	27.55 ₹ 28,927.5	0 0.00	0.49	0 0	0 0	0 0
1 Dec	543.35	27.55 ₹ 28,927.5	0 0.00	0.54	0 0	0 0	0 0
28 Nov	550.20	27.55 ₹ 28,927.5	0 0.00	-	0 0	0 0	0 0
27 Nov	548.70	27.55 ₹ 28,927.5	0 0.00	-	0 0	0 0	0 0
26 Nov	550.00	27.55 ₹ 28,927.5	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 555 expiring on 27JAN2026

Delta for 555 CE is 0.50

Historical price for 555 CE is as follows

On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 13.95, which was -0.6 lower than the previous day. The implied volatity was 21.90, the open interest changed by 72 which increased total open position to 146

On 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 14.8, which was 5.8 higher than the previous day. The implied volatity was 23.98, the open interest changed by 70 which increased total open position to 74

On 22 Dec AMBUJACEM was trading at 539.95. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 1

On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 9, which was -18.55 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 27.55, which was 0 lower than the previous day. The implied volatity was 2.36, 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 27.55, which was 0 lower than the previous day. The implied volatity was 1.36, 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 27.55, 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 27.55, 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 27.55, which was 0 lower than the previous day. The implied volatity was 0.32, 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 27.55, which was 0 lower than the previous day. The implied volatity was 1.89, 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 27.55, which was 0 lower than the previous day. The implied volatity was 2.94, 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 27.55, which was 0 lower than the previous day. The implied volatity was 2.38, 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 27.55, which was 0 lower than the previous day. The implied volatity was 2.70, 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 27.55, which was 0 lower than the previous day. The implied volatity was 1.85, 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 27.55, which was 0 lower than the previous day. The implied volatity was 1.44, 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 27.55, which was 0 lower than the previous day. The implied volatity was 1.61, 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 27.55, which was 0 lower than the previous day. The implied volatity was 0.49, 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 27.55, which was 0 lower than the previous day. The implied volatity was 0.54, 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 27.55, 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 27.55, 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 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 27.55, 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 555 PE
Delta: -0.50 Vega: 0.67 Theta: -0.14 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	548.10	15.6 ₹ 16,380	-2.25 -2362.50	22.27	46 48,300	24 25,200	63 66,150
23 Dec	546.90	17.9 ₹ 18,795	-3.1 -3255.00	24.19	73 76,650	38 39,900	39 40,950
22 Dec	539.95	21 ₹ 22,050	-9.9 -10395.00	-	0 0	0 0	1 1,050
19 Dec	539.65	21 ₹ 22,050	-9.9 -10395.00	-	0 0	0 0	1 1,050
18 Dec	535.80	21 ₹ 22,050	-9.9 -10395.00	18.09	1 1,050	0 0	0 0
17 Dec	541.30	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
16 Dec	548.70	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
15 Dec	553.45	30.9 ₹ 32,445	0 0.00	0.76	0 0	0 0	0 0
12 Dec	548.15	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
11 Dec	536.10	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
10 Dec	529.70	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
9 Dec	533.05	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
8 Dec	528.95	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
5 Dec	533.80	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
4 Dec	536.90	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
3 Dec	535.35	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
2 Dec	543.00	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
1 Dec	543.35	30.9 ₹ 32,445	0 0.00	-	0 0	0 0	0 0
28 Nov	550.20	30.9 ₹ 32,445	0 0.00	0.53	0 0	0 0	0 0
27 Nov	548.70	30.9 ₹ 32,445	0 0.00	0.48	0 0	0 0	0 0
26 Nov	550.00	30.9 ₹ 32,445	0 0.00	0.75	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 555 expiring on 27JAN2026

Delta for 555 PE is -0.50

Historical price for 555 PE is as follows

On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 15.6, which was -2.25 lower than the previous day. The implied volatity was 22.27, the open interest changed by 24 which increased total open position to 63

On 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 17.9, which was -3.1 lower than the previous day. The implied volatity was 24.19, the open interest changed by 38 which increased total open position to 39

On 22 Dec AMBUJACEM was trading at 539.95. The strike last trading price was 21, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 21, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 21, which was -9.9 lower than the previous day. The implied volatity was 18.09, 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 30.9, 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 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 30.9, 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 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was 0.76, 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 30.9, 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 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 30.9, 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 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 30.9, 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 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 30.9, 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 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 30.9, 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 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 30.9, 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 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 30.9, 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 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 30.9, 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 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 30.9, 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 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 30.9, 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 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was 0.53, 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 30.9, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0

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