AMBUJACEM

Ambuja Cements Ltd

548.1 +1.20 (0.22%)

L: 547.6 H: 553.4

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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 560 CE
Delta: 0.44 Vega: 0.66 Theta: -0.28 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	548.10	11.7 ₹ 12,285	-0.8 -840.00	21.83	736 7,72,800	132 1,38,600	821 8,62,050
23 Dec	546.90	12.55 ₹ 13,177.5	5 5250.00	23.81	1,472 15,45,600	522 5,48,100	692 7,26,600
22 Dec	539.95	7.45 ₹ 7,822.5	-0.7 -735.00	19.55	172 1,80,600	87 91,350	170 1,78,500
19 Dec	539.65	7.8 ₹ 8,190	-0.2 -210.00	19.87	54 56,700	14 14,700	83 87,150
18 Dec	535.80	8 ₹ 8,400	-1.3 -1365.00	21.72	27 28,350	17 17,850	68 71,400
17 Dec	541.30	9.3 ₹ 9,765	-3.25 -3412.50	20.24	27 28,350	-7 -7,350	50 52,500

16 Dec	548.70	12.5 ₹ 13,125	-2.9 -3045.00	19.81	30 31,500	-9 -9,450	58 60,900
15 Dec	553.45	15.4 ₹ 16,170	2.8 2940.00	19.94	64 67,200	15 15,750	67 70,350
12 Dec	548.15	12.3 ₹ 12,915	3.15 3307.50	19.83	30 31,500	14 14,700	50 52,500
11 Dec	536.10	9.15 ₹ 9,607.5	2.15 2257.50	20.34	11 11,550	6 6,300	35 36,750
10 Dec	529.70	7 ₹ 7,350	-1.45 -1522.50	20.66	5 5,250	1 1,050	29 30,450
9 Dec	533.05	8.45 ₹ 8,872.5	-0.95 -997.50	21.03	8 8,400	3 3,150	30 31,500
8 Dec	528.95	9.4 ₹ 9,870	-0.5 -525.00	23.18	1 1,050	0 0	28 29,400
5 Dec	533.80	9.9 ₹ 10,395	-1.75 -1837.50	20.97	2 2,100	0 0	28 29,400
4 Dec	536.90	11.65 ₹ 12,232.5	0.45 472.50	21.51	11 11,550	8 8,400	27 28,350
3 Dec	535.35	11.2 ₹ 11,760	-3.3 -3465.00	21.21	18 18,900	11 11,550	17 17,850
2 Dec	543.00	14.5 ₹ 15,225	-3.5 -3675.00	21.29	5 5,250	0 0	5 5,250
1 Dec	543.35	18 ₹ 18,900	1.85 1942.50	-	0 0	1 1,050	0 0
28 Nov	550.20	18 ₹ 18,900	1.85 1942.50	21.05	1 1,050	0 0	4 4,200
27 Nov	548.70	16.15 ₹ 16,957.5	-1.85 -1942.50	19.04	1 1,050	0 0	3 3,150
26 Nov	550.00	18 ₹ 18,900	1.65 1732.50	19.93	1 1,050	0 0	2 2,100
25 Nov	545.85	16.35 ₹ 17,167.5	-21.8 -22890.00	20.37	2 2,100	1 1,050	1 1,050
21 Nov	547.55	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
20 Nov	555.75	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
19 Nov	555.30	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
14 Nov	563.20	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
13 Nov	559.35	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
12 Nov	562.55	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
11 Nov	557.55	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
10 Nov	556.10	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
6 Nov	558.40	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
3 Nov	577.20	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
31 Oct	565.40	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0
30 Oct	567.90	38.15 ₹ 40,057.5	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 560 expiring on 27JAN2026

Delta for 560 CE is 0.44

Historical price for 560 CE is as follows

On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 11.7, which was -0.8 lower than the previous day. The implied volatity was 21.83, the open interest changed by 132 which increased total open position to 821

On 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 12.55, which was 5 higher than the previous day. The implied volatity was 23.81, the open interest changed by 522 which increased total open position to 692

On 22 Dec AMBUJACEM was trading at 539.95. The strike last trading price was 7.45, which was -0.7 lower than the previous day. The implied volatity was 19.55, the open interest changed by 87 which increased total open position to 170

On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 7.8, which was -0.2 lower than the previous day. The implied volatity was 19.87, the open interest changed by 14 which increased total open position to 83

On 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 8, which was -1.3 lower than the previous day. The implied volatity was 21.72, the open interest changed by 17 which increased total open position to 68

On 17 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 9.3, which was -3.25 lower than the previous day. The implied volatity was 20.24, the open interest changed by -7 which decreased total open position to 50

On 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 12.5, which was -2.9 lower than the previous day. The implied volatity was 19.81, the open interest changed by -9 which decreased total open position to 58

On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 15.4, which was 2.8 higher than the previous day. The implied volatity was 19.94, the open interest changed by 15 which increased total open position to 67

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 12.3, which was 3.15 higher than the previous day. The implied volatity was 19.83, the open interest changed by 14 which increased total open position to 50

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 9.15, which was 2.15 higher than the previous day. The implied volatity was 20.34, the open interest changed by 6 which increased total open position to 35

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 7, which was -1.45 lower than the previous day. The implied volatity was 20.66, the open interest changed by 1 which increased total open position to 29

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 8.45, which was -0.95 lower than the previous day. The implied volatity was 21.03, the open interest changed by 3 which increased total open position to 30

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 9.4, which was -0.5 lower than the previous day. The implied volatity was 23.18, the open interest changed by 0 which decreased total open position to 28

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 9.9, which was -1.75 lower than the previous day. The implied volatity was 20.97, the open interest changed by 0 which decreased total open position to 28

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 11.65, which was 0.45 higher than the previous day. The implied volatity was 21.51, the open interest changed by 8 which increased total open position to 27

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 11.2, which was -3.3 lower than the previous day. The implied volatity was 21.21, the open interest changed by 11 which increased total open position to 17

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 14.5, which was -3.5 lower than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 5

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 18, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 18, which was 1.85 higher than the previous day. The implied volatity was 21.05, the open interest changed by 0 which decreased total open position to 4

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 16.15, which was -1.85 lower than the previous day. The implied volatity was 19.04, the open interest changed by 0 which decreased total open position to 3

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 18, which was 1.65 higher than the previous day. The implied volatity was 19.93, the open interest changed by 0 which decreased total open position to 2

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 16.35, which was -21.8 lower than the previous day. The implied volatity was 20.37, the open interest changed by 1 which increased total open position to 1

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 560 PE
Delta: -0.55 Vega: 0.66 Theta: -0.13 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	548.10	18.4 ₹ 19,320	-2.9 -3045.00	22.35	216 2,26,800	25 26,250	561 5,89,050
23 Dec	546.90	20.8 ₹ 21,840	-2.7 -2835.00	24.33	329 3,45,450	161 1,69,050	535 5,61,750
22 Dec	539.95	23.5 ₹ 24,675	-0.6 -630.00	22.31	148 1,55,400	96 1,00,800	373 3,91,650
19 Dec	539.65	24.6 ₹ 25,830	-3.1 -3255.00	22.16	125 1,31,250	39 40,950	278 2,91,900
18 Dec	535.80	27.7 ₹ 29,085	3.25 3412.50	23.20	30 31,500	15 15,750	240 2,52,000
17 Dec	541.30	24.45 ₹ 25,672.5	3.3 3465.00	23.70	18 18,900	-5 -5,250	220 2,31,000
16 Dec	548.70	21.15 ₹ 22,207.5	4.6 4830.00	25.02	237 2,48,850	224 2,35,200	225 2,36,250
15 Dec	553.45	16.55 ₹ 17,377.5	-18.25 -19162.50	22.20	1 1,050	0 0	0 0
12 Dec	548.15	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
11 Dec	536.10	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
10 Dec	529.70	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
9 Dec	533.05	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
8 Dec	528.95	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
5 Dec	533.80	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
4 Dec	536.90	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
3 Dec	535.35	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
2 Dec	543.00	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
1 Dec	543.35	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
28 Nov	550.20	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
27 Nov	548.70	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
26 Nov	550.00	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
25 Nov	545.85	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
21 Nov	547.55	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
20 Nov	555.75	34.8 ₹ 36,540	0 0.00	0.88	0 0	0 0	0 0
19 Nov	555.30	34.8 ₹ 36,540	0 0.00	0.76	0 0	0 0	0 0
14 Nov	563.20	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
13 Nov	559.35	34.8 ₹ 36,540	0 0.00	1.24	0 0	0 0	0 0
12 Nov	562.55	34.8 ₹ 36,540	0 0.00	1.63	0 0	0 0	0 0
11 Nov	557.55	34.8 ₹ 36,540	0 0.00	1.22	0 0	0 0	0 0
10 Nov	556.10	34.8 ₹ 36,540	0 0.00	0.94	0 0	0 0	0 0
6 Nov	558.40	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
3 Nov	577.20	34.8 ₹ 36,540	0 0.00	3.29	0 0	0 0	0 0
31 Oct	565.40	34.8 ₹ 36,540	0 0.00	-	0 0	0 0	0 0
30 Oct	567.90	34.8 ₹ 36,540	0 0.00	2.30	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 560 expiring on 27JAN2026

Delta for 560 PE is -0.55

Historical price for 560 PE is as follows

On 24 Dec AMBUJACEM was trading at 548.10. The strike last trading price was 18.4, which was -2.9 lower than the previous day. The implied volatity was 22.35, the open interest changed by 25 which increased total open position to 561

On 23 Dec AMBUJACEM was trading at 546.90. The strike last trading price was 20.8, which was -2.7 lower than the previous day. The implied volatity was 24.33, the open interest changed by 161 which increased total open position to 535

On 22 Dec AMBUJACEM was trading at 539.95. The strike last trading price was 23.5, which was -0.6 lower than the previous day. The implied volatity was 22.31, the open interest changed by 96 which increased total open position to 373

On 19 Dec AMBUJACEM was trading at 539.65. The strike last trading price was 24.6, which was -3.1 lower than the previous day. The implied volatity was 22.16, the open interest changed by 39 which increased total open position to 278

On 18 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 27.7, which was 3.25 higher than the previous day. The implied volatity was 23.20, the open interest changed by 15 which increased total open position to 240

On 17 Dec AMBUJACEM was trading at 541.30. The strike last trading price was 24.45, which was 3.3 higher than the previous day. The implied volatity was 23.70, the open interest changed by -5 which decreased total open position to 220

On 16 Dec AMBUJACEM was trading at 548.70. The strike last trading price was 21.15, which was 4.6 higher than the previous day. The implied volatity was 25.02, the open interest changed by 224 which increased total open position to 225

On 15 Dec AMBUJACEM was trading at 553.45. The strike last trading price was 16.55, which was -18.25 lower than the previous day. The implied volatity was 22.20, 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 34.8, 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 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 34.8, 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 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 34.8, 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 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 34.8, 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 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 34.8, 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 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 34.8, 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 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 34.8, 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 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 34.8, 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 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 34.8, 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 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 34.8, 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 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 34.8, 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 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 34.8, 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 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 34.8, 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 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 34.8, 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 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 34.8, 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 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 34.8, which was 0 lower than the previous day. The implied volatity was 0.88, 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 34.8, 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 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 34.8, 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 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 34.8, 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 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 34.8, 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 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 34.8, which was 0 lower than the previous day. The implied volatity was 1.22, 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 34.8, which was 0 lower than the previous day. The implied volatity was 0.94, 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 34.8, 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 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 34.8, which was 0 lower than the previous day. The implied volatity was 3.29, 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 34.8, 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 34.8, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0

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