[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
533.05 +4.10 (0.78%)
L: 523.4 H: 534.5

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Historical option data for AMBUJACEM

09 Dec 2025 04:10 PM IST
AMBUJACEM 30-DEC-2025 560 CE
Delta: 0.17
Vega: 0.32
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 2.1 0 18.97 320 2 1,607
8 Dec 528.95 2.15 -0.75 19.81 929 -24 1,570
5 Dec 533.80 2.95 -0.8 18.34 790 -30 1,600
4 Dec 536.90 3.7 -0.15 18.15 724 -68 1,639
3 Dec 535.35 3.9 -1.8 18.30 861 51 1,708
2 Dec 543.00 5.8 -0.1 17.84 801 -35 1,659
1 Dec 543.35 5.8 -2.2 17.74 695 64 1,694
28 Nov 550.20 7.9 0.45 16.11 754 41 1,630
27 Nov 548.70 7.4 -1.45 15.35 528 45 1,589
26 Nov 550.00 8.85 2 16.15 1,596 441 1,544
25 Nov 545.85 6.25 -1.85 14.72 695 220 1,096
24 Nov 544.60 8.5 -1.55 16.34 1,138 140 888
21 Nov 547.55 9.8 -5.15 18.14 810 258 746
20 Nov 555.75 15.15 0.2 18.91 541 193 491
19 Nov 555.30 14.9 -2.3 18.96 223 95 296
18 Nov 557.80 17.05 -1.6 19.60 129 39 200
17 Nov 560.30 18.45 -2.05 19.06 23 6 160
14 Nov 563.20 20.5 0.5 18.61 44 36 154
13 Nov 559.35 20 -2.15 21.07 8 6 117
12 Nov 562.55 22.15 0.95 20.43 75 57 112
11 Nov 557.55 21.2 0.75 22.42 50 45 56
10 Nov 556.10 20.5 -1.75 22.85 12 9 11
7 Nov 558.80 22.25 -26 22.09 4 2 2
6 Nov 558.40 48.25 0 - 0 0 0
4 Nov 567.40 48.25 0 - 0 0 0
3 Nov 577.20 48.25 0 - 0 0 0
31 Oct 565.40 48.25 0 - 0 0 0
30 Oct 567.90 48.25 0 - 0 0 0
29 Oct 571.75 48.25 0 - 0 0 0
28 Oct 554.90 48.25 0 - 0 0 0
27 Oct 560.25 48.25 0 - 0 0 0
24 Oct 555.00 48.25 0 - 0 0 0
21 Oct 567.50 48.25 0 - 0 0 0
20 Oct 565.50 48.25 0 - 0 0 0
17 Oct 563.60 48.25 0 - 0 0 0
16 Oct 569.70 48.25 0 - 0 0 0
15 Oct 567.75 48.25 0 - 0 0 0
14 Oct 563.60 48.25 0 - 0 0 0
13 Oct 566.75 48.25 0 - 0 0 0
10 Oct 569.25 48.25 0 - 0 0 0
9 Oct 565.90 48.25 0 - 0 0 0
8 Oct 566.30 48.25 0 - 0 0 0
7 Oct 569.95 48.25 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 560 expiring on 30DEC2025

Delta for 560 CE is 0.17

Historical price for 560 CE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 18.97, the open interest changed by 2 which increased total open position to 1607


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 19.81, the open interest changed by -24 which decreased total open position to 1570


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 2.95, which was -0.8 lower than the previous day. The implied volatity was 18.34, the open interest changed by -30 which decreased total open position to 1600


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 3.7, which was -0.15 lower than the previous day. The implied volatity was 18.15, the open interest changed by -68 which decreased total open position to 1639


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 3.9, which was -1.8 lower than the previous day. The implied volatity was 18.30, the open interest changed by 51 which increased total open position to 1708


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 5.8, which was -0.1 lower than the previous day. The implied volatity was 17.84, the open interest changed by -35 which decreased total open position to 1659


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 5.8, which was -2.2 lower than the previous day. The implied volatity was 17.74, the open interest changed by 64 which increased total open position to 1694


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 7.9, which was 0.45 higher than the previous day. The implied volatity was 16.11, the open interest changed by 41 which increased total open position to 1630


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 7.4, which was -1.45 lower than the previous day. The implied volatity was 15.35, the open interest changed by 45 which increased total open position to 1589


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 8.85, which was 2 higher than the previous day. The implied volatity was 16.15, the open interest changed by 441 which increased total open position to 1544


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 6.25, which was -1.85 lower than the previous day. The implied volatity was 14.72, the open interest changed by 220 which increased total open position to 1096


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 8.5, which was -1.55 lower than the previous day. The implied volatity was 16.34, the open interest changed by 140 which increased total open position to 888


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 9.8, which was -5.15 lower than the previous day. The implied volatity was 18.14, the open interest changed by 258 which increased total open position to 746


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 15.15, which was 0.2 higher than the previous day. The implied volatity was 18.91, the open interest changed by 193 which increased total open position to 491


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 14.9, which was -2.3 lower than the previous day. The implied volatity was 18.96, the open interest changed by 95 which increased total open position to 296


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 17.05, which was -1.6 lower than the previous day. The implied volatity was 19.60, the open interest changed by 39 which increased total open position to 200


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 18.45, which was -2.05 lower than the previous day. The implied volatity was 19.06, the open interest changed by 6 which increased total open position to 160


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 20.5, which was 0.5 higher than the previous day. The implied volatity was 18.61, the open interest changed by 36 which increased total open position to 154


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 20, which was -2.15 lower than the previous day. The implied volatity was 21.07, the open interest changed by 6 which increased total open position to 117


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 22.15, which was 0.95 higher than the previous day. The implied volatity was 20.43, the open interest changed by 57 which increased total open position to 112


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 21.2, which was 0.75 higher than the previous day. The implied volatity was 22.42, the open interest changed by 45 which increased total open position to 56


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 20.5, which was -1.75 lower than the previous day. The implied volatity was 22.85, the open interest changed by 9 which increased total open position to 11


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 22.25, which was -26 lower than the previous day. The implied volatity was 22.09, the open interest changed by 2 which increased total open position to 2


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 Oct AMBUJACEM was trading at 554.90. The strike last trading price was 48.25, 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 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 48.25, 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 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 48.25, 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 560 PE
Delta: -0.83
Vega: 0.33
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 26.8 -1.9 19.47 57 -7 497
8 Dec 528.95 29.4 4.1 21.37 47 -3 505
5 Dec 533.80 24.95 0.4 18.64 22 -2 505
4 Dec 536.90 24.55 0 22.32 34 6 508
3 Dec 535.35 24.05 5.15 20.76 50 0 502
2 Dec 543.00 18.55 -0.25 18.80 39 2 501
1 Dec 543.35 18.85 3.75 18.60 48 10 498
28 Nov 550.20 15.3 -0.45 18.75 64 13 487
27 Nov 548.70 15.9 1.8 19.05 36 11 473
26 Nov 550.00 14.2 -4.05 17.72 185 16 454
25 Nov 545.85 18.95 0.35 20.85 187 110 436
24 Nov 544.60 17.6 -0.65 20.76 229 121 325
21 Nov 547.55 18.5 3.65 20.49 63 31 201
20 Nov 555.75 14.6 -0.8 21.58 142 72 170
19 Nov 555.30 15.35 1.05 21.80 60 16 97
18 Nov 557.80 14.1 1 21.55 91 29 83
17 Nov 560.30 13 1 21.47 30 18 52
14 Nov 563.20 12 -2.65 21.12 11 7 34
13 Nov 559.35 14.35 0.05 21.66 5 3 27
12 Nov 562.55 14.4 -2.75 23.70 27 18 22
11 Nov 557.55 17.25 6.6 - 0 3 0
10 Nov 556.10 17.25 6.6 23.18 3 2 3
7 Nov 558.80 10.65 -19.15 - 0 0 0
6 Nov 558.40 10.65 -19.15 - 0 1 0
4 Nov 567.40 10.65 -19.15 19.82 1 0 0
3 Nov 577.20 29.8 0 3.44 0 0 0
31 Oct 565.40 29.8 0 - 0 0 0
30 Oct 567.90 29.8 0 2.22 0 0 0
29 Oct 571.75 29.8 0 3.00 0 0 0
28 Oct 554.90 29.8 0 - 0 0 0
27 Oct 560.25 29.8 0 1.51 0 0 0
24 Oct 555.00 29.8 0 0.72 0 0 0
21 Oct 567.50 29.8 0 2.22 0 0 0
20 Oct 565.50 29.8 0 - 0 0 0
17 Oct 563.60 29.8 0 1.84 0 0 0
16 Oct 569.70 29.8 0 - 0 0 0
15 Oct 567.75 29.8 0 - 0 0 0
14 Oct 563.60 29.8 0 - 0 0 0
13 Oct 566.75 29.8 0 - 0 0 0
10 Oct 569.25 29.8 0 - 0 0 0
9 Oct 565.90 29.8 0 - 0 0 0
8 Oct 566.30 29.8 0 - 0 0 0
7 Oct 569.95 29.8 0 - 0 0 0
6 Oct 573.80 0 0 - 0 0 0
3 Oct 576.15 0 0 3.13 0 0 0


For Ambuja Cements Ltd - strike price 560 expiring on 30DEC2025

Delta for 560 PE is -0.83

Historical price for 560 PE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 26.8, which was -1.9 lower than the previous day. The implied volatity was 19.47, the open interest changed by -7 which decreased total open position to 497


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 29.4, which was 4.1 higher than the previous day. The implied volatity was 21.37, the open interest changed by -3 which decreased total open position to 505


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 24.95, which was 0.4 higher than the previous day. The implied volatity was 18.64, the open interest changed by -2 which decreased total open position to 505


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 24.55, which was 0 lower than the previous day. The implied volatity was 22.32, the open interest changed by 6 which increased total open position to 508


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 24.05, which was 5.15 higher than the previous day. The implied volatity was 20.76, the open interest changed by 0 which decreased total open position to 502


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 18.55, which was -0.25 lower than the previous day. The implied volatity was 18.80, the open interest changed by 2 which increased total open position to 501


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 18.85, which was 3.75 higher than the previous day. The implied volatity was 18.60, the open interest changed by 10 which increased total open position to 498


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 15.3, which was -0.45 lower than the previous day. The implied volatity was 18.75, the open interest changed by 13 which increased total open position to 487


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 15.9, which was 1.8 higher than the previous day. The implied volatity was 19.05, the open interest changed by 11 which increased total open position to 473


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 14.2, which was -4.05 lower than the previous day. The implied volatity was 17.72, the open interest changed by 16 which increased total open position to 454


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 18.95, which was 0.35 higher than the previous day. The implied volatity was 20.85, the open interest changed by 110 which increased total open position to 436


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 17.6, which was -0.65 lower than the previous day. The implied volatity was 20.76, the open interest changed by 121 which increased total open position to 325


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 18.5, which was 3.65 higher than the previous day. The implied volatity was 20.49, the open interest changed by 31 which increased total open position to 201


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 14.6, which was -0.8 lower than the previous day. The implied volatity was 21.58, the open interest changed by 72 which increased total open position to 170


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 15.35, which was 1.05 higher than the previous day. The implied volatity was 21.80, the open interest changed by 16 which increased total open position to 97


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 14.1, which was 1 higher than the previous day. The implied volatity was 21.55, the open interest changed by 29 which increased total open position to 83


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 13, which was 1 higher than the previous day. The implied volatity was 21.47, the open interest changed by 18 which increased total open position to 52


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 12, which was -2.65 lower than the previous day. The implied volatity was 21.12, the open interest changed by 7 which increased total open position to 34


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 14.35, which was 0.05 higher than the previous day. The implied volatity was 21.66, the open interest changed by 3 which increased total open position to 27


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 14.4, which was -2.75 lower than the previous day. The implied volatity was 23.70, the open interest changed by 18 which increased total open position to 22


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 17.25, which was 6.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 17.25, which was 6.6 higher than the previous day. The implied volatity was 23.18, the open interest changed by 2 which increased total open position to 3


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 10.65, which was -19.15 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 10.65, which was -19.15 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 10.65, which was -19.15 lower than the previous day. The implied volatity was 19.82, 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 29.8, which was 0 lower than the previous day. The implied volatity was 3.44, 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 29.8, 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 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 29.8, which was 0 lower than the previous day. The implied volatity was 2.22, 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 29.8, which was 0 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0


On 28 Oct AMBUJACEM was trading at 554.90. The strike last trading price was 29.8, 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 27 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 29.8, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 29.8, which was 0 lower than the previous day. The implied volatity was 0.72, 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 29.8, which was 0 lower than the previous day. The implied volatity was 2.22, 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 29.8, 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 29.8, which was 0 lower than the previous day. The implied volatity was 1.84, 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 29.8, 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 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 3.13, the open interest changed by 0 which decreased total open position to 0