AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 565 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0.38
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 548.15 | 2.8 | 1.2 | 16.12 | 669 | 31 | 310 | |||||||||
| 11 Dec | 536.10 | 1.6 | 0.4 | 18.36 | 138 | 63 | 278 | |||||||||
| 10 Dec | 529.70 | 1.2 | -0.4 | 20.05 | 52 | 8 | 215 | |||||||||
| 9 Dec | 533.05 | 1.6 | -0.05 | 19.59 | 34 | 4 | 206 | |||||||||
| 8 Dec | 528.95 | 1.6 | -0.55 | 20.17 | 128 | -35 | 203 | |||||||||
| 5 Dec | 533.80 | 2.2 | -0.6 | 18.29 | 131 | -4 | 238 | |||||||||
| 4 Dec | 536.90 | 2.75 | -0.15 | 18.31 | 150 | 6 | 241 | |||||||||
| 3 Dec | 535.35 | 3.05 | -1.3 | 18.76 | 165 | 0 | 236 | |||||||||
| 2 Dec | 543.00 | 4.45 | -0.15 | 17.98 | 108 | -5 | 236 | |||||||||
| 1 Dec | 543.35 | 4.5 | -1.7 | 17.96 | 146 | 34 | 239 | |||||||||
| 28 Nov | 550.20 | 6.2 | 0.45 | 16.33 | 82 | 12 | 202 | |||||||||
| 27 Nov | 548.70 | 5.8 | -1.05 | 15.66 | 37 | 4 | 190 | |||||||||
| 26 Nov | 550.00 | 7.25 | 2 | 16.69 | 141 | 1 | 181 | |||||||||
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| 25 Nov | 545.85 | 5 | -1.4 | 15.29 | 148 | 46 | 180 | |||||||||
| 24 Nov | 544.60 | 6.6 | -1.5 | 16.25 | 126 | 53 | 134 | |||||||||
| 21 Nov | 547.55 | 8.2 | -4.6 | 18.24 | 35 | 6 | 81 | |||||||||
| 20 Nov | 555.75 | 12.8 | 0.15 | 19.00 | 36 | 10 | 68 | |||||||||
| 19 Nov | 555.30 | 12.75 | -1.95 | 19.25 | 75 | 36 | 57 | |||||||||
| 18 Nov | 557.80 | 14.75 | -1.2 | 19.88 | 13 | -5 | 21 | |||||||||
| 17 Nov | 560.30 | 15.95 | -1.7 | 19.27 | 25 | 12 | 24 | |||||||||
| 14 Nov | 563.20 | 17.65 | -3.3 | 18.58 | 5 | 0 | 12 | |||||||||
| 13 Nov | 559.35 | 20.95 | -0.55 | 25.44 | 3 | 0 | 12 | |||||||||
| 12 Nov | 562.55 | 21.5 | 2.5 | 23.06 | 1 | 0 | 12 | |||||||||
| 11 Nov | 557.55 | 19 | -1 | - | 0 | 1 | 0 | |||||||||
| 10 Nov | 556.10 | 19 | -1 | 23.98 | 3 | 0 | 11 | |||||||||
| 7 Nov | 558.80 | 20 | 0 | 22.46 | 10 | 4 | 10 | |||||||||
| 6 Nov | 558.40 | 20 | -11.6 | 22.93 | 7 | 4 | 5 | |||||||||
| 4 Nov | 567.40 | 31.6 | 3.1 | 29.59 | 1 | 0 | 0 | |||||||||
| 3 Nov | 577.20 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 565.40 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 567.90 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 571.75 | 28.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 565 expiring on 30DEC2025
Delta for 565 CE is 0.25
Historical price for 565 CE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 2.8, which was 1.2 higher than the previous day. The implied volatity was 16.12, the open interest changed by 31 which increased total open position to 310
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 1.6, which was 0.4 higher than the previous day. The implied volatity was 18.36, the open interest changed by 63 which increased total open position to 278
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 20.05, the open interest changed by 8 which increased total open position to 215
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 19.59, the open interest changed by 4 which increased total open position to 206
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 20.17, the open interest changed by -35 which decreased total open position to 203
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 2.2, which was -0.6 lower than the previous day. The implied volatity was 18.29, the open interest changed by -4 which decreased total open position to 238
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 18.31, the open interest changed by 6 which increased total open position to 241
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 3.05, which was -1.3 lower than the previous day. The implied volatity was 18.76, the open interest changed by 0 which decreased total open position to 236
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 4.45, which was -0.15 lower than the previous day. The implied volatity was 17.98, the open interest changed by -5 which decreased total open position to 236
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 4.5, which was -1.7 lower than the previous day. The implied volatity was 17.96, the open interest changed by 34 which increased total open position to 239
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 6.2, which was 0.45 higher than the previous day. The implied volatity was 16.33, the open interest changed by 12 which increased total open position to 202
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 5.8, which was -1.05 lower than the previous day. The implied volatity was 15.66, the open interest changed by 4 which increased total open position to 190
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 7.25, which was 2 higher than the previous day. The implied volatity was 16.69, the open interest changed by 1 which increased total open position to 181
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 5, which was -1.4 lower than the previous day. The implied volatity was 15.29, the open interest changed by 46 which increased total open position to 180
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 6.6, which was -1.5 lower than the previous day. The implied volatity was 16.25, the open interest changed by 53 which increased total open position to 134
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 8.2, which was -4.6 lower than the previous day. The implied volatity was 18.24, the open interest changed by 6 which increased total open position to 81
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 12.8, which was 0.15 higher than the previous day. The implied volatity was 19.00, the open interest changed by 10 which increased total open position to 68
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 12.75, which was -1.95 lower than the previous day. The implied volatity was 19.25, the open interest changed by 36 which increased total open position to 57
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 14.75, which was -1.2 lower than the previous day. The implied volatity was 19.88, the open interest changed by -5 which decreased total open position to 21
On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 15.95, which was -1.7 lower than the previous day. The implied volatity was 19.27, the open interest changed by 12 which increased total open position to 24
On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 17.65, which was -3.3 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 12
On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 20.95, which was -0.55 lower than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 12
On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 21.5, which was 2.5 higher than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 12
On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 19, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 19, which was -1 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 11
On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 22.46, the open interest changed by 4 which increased total open position to 10
On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 20, which was -11.6 lower than the previous day. The implied volatity was 22.93, the open interest changed by 4 which increased total open position to 5
On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 31.6, which was 3.1 higher than the previous day. The implied volatity was 29.59, 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 28.5, 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 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 28.5, 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 28.5, 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 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 28.5, 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
| AMBUJACEM 30DEC2025 565 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 548.15 | 30.6 | 0.75 | - | 0 | 0 | 54 |
| 11 Dec | 536.10 | 30.6 | 0.75 | - | 0 | 0 | 54 |
| 10 Dec | 529.70 | 30.6 | 0.75 | - | 0 | 0 | 54 |
| 9 Dec | 533.05 | 30.6 | 0.75 | - | 0 | 0 | 0 |
| 8 Dec | 528.95 | 30.6 | 0.75 | - | 5 | -1 | 53 |
| 5 Dec | 533.80 | 29.2 | 11.8 | 20.62 | 13 | 4 | 55 |
| 4 Dec | 536.90 | 17.05 | -3.75 | - | 0 | 0 | 0 |
| 3 Dec | 535.35 | 17.05 | -3.75 | - | 0 | 0 | 0 |
| 2 Dec | 543.00 | 17.05 | -3.75 | - | 0 | 0 | 0 |
| 1 Dec | 543.35 | 17.05 | -3.75 | - | 0 | 0 | 0 |
| 28 Nov | 550.20 | 17.05 | -3.75 | - | 0 | 0 | 0 |
| 27 Nov | 548.70 | 17.05 | -3.75 | - | 0 | 20 | 0 |
| 26 Nov | 550.00 | 17.05 | -3.75 | 17.53 | 47 | 18 | 49 |
| 25 Nov | 545.85 | 20.8 | -0.55 | 18.79 | 1 | 0 | 30 |
| 24 Nov | 544.60 | 21.35 | -0.65 | 21.89 | 12 | 3 | 30 |
| 21 Nov | 547.55 | 22 | 4.7 | 21.60 | 5 | 2 | 25 |
| 20 Nov | 555.75 | 17.4 | -0.3 | 21.93 | 14 | 13 | 22 |
| 19 Nov | 555.30 | 17.7 | 2.15 | 21.49 | 8 | 5 | 7 |
| 18 Nov | 557.80 | 15.55 | -0.35 | 20.23 | 1 | 0 | 1 |
| 17 Nov | 560.30 | 15.9 | -16.75 | 22.24 | 1 | 0 | 0 |
| 14 Nov | 563.20 | 32.65 | 0 | 0.94 | 0 | 0 | 0 |
| 13 Nov | 559.35 | 32.65 | 0 | 0.16 | 0 | 0 | 0 |
| 12 Nov | 562.55 | 32.65 | 0 | 0.91 | 0 | 0 | 0 |
| 11 Nov | 557.55 | 32.65 | 0 | 0.15 | 0 | 0 | 0 |
| 10 Nov | 556.10 | 32.65 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 558.80 | 32.65 | 0 | 0.31 | 0 | 0 | 0 |
| 6 Nov | 558.40 | 32.65 | 0 | 0.14 | 0 | 0 | 0 |
| 4 Nov | 567.40 | 32.65 | 0 | 1.49 | 0 | 0 | 0 |
| 3 Nov | 577.20 | 32.65 | 0 | 3.08 | 0 | 0 | 0 |
| 31 Oct | 565.40 | 32.65 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 567.90 | 32.65 | 0 | 1.56 | 0 | 0 | 0 |
| 29 Oct | 571.75 | 32.65 | 0 | 2.30 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 565 expiring on 30DEC2025
Delta for 565 PE is -
Historical price for 565 PE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 30.6, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 30.6, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 30.6, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 30.6, which was 0.75 higher 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 30.6, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 53
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 29.2, which was 11.8 higher than the previous day. The implied volatity was 20.62, the open interest changed by 4 which increased total open position to 55
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 17.05, which was -3.75 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 17.05, which was -3.75 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 17.05, which was -3.75 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 17.05, which was -3.75 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 17.05, which was -3.75 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 17.05, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 17.05, which was -3.75 lower than the previous day. The implied volatity was 17.53, the open interest changed by 18 which increased total open position to 49
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 20.8, which was -0.55 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 30
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 21.35, which was -0.65 lower than the previous day. The implied volatity was 21.89, the open interest changed by 3 which increased total open position to 30
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 22, which was 4.7 higher than the previous day. The implied volatity was 21.60, the open interest changed by 2 which increased total open position to 25
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 17.4, which was -0.3 lower than the previous day. The implied volatity was 21.93, the open interest changed by 13 which increased total open position to 22
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 17.7, which was 2.15 higher than the previous day. The implied volatity was 21.49, the open interest changed by 5 which increased total open position to 7
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 15.55, which was -0.35 lower than the previous day. The implied volatity was 20.23, the open interest changed by 0 which decreased total open position to 1
On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 15.9, which was -16.75 lower than the previous day. The implied volatity was 22.24, 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 32.65, 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 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 32.65, which was 0 lower than the previous day. The implied volatity was 0.16, 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 32.65, which was 0 lower than the previous day. The implied volatity was 0.91, 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 32.65, which was 0 lower than the previous day. The implied volatity was 0.15, 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 32.65, 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 32.65, which was 0 lower than the previous day. The implied volatity was 0.31, 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 32.65, which was 0 lower than the previous day. The implied volatity was 0.14, 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 32.65, which was 0 lower than the previous day. The implied volatity was 1.49, 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 32.65, which was 0 lower than the previous day. The implied volatity was 3.08, 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 32.65, 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 32.65, which was 0 lower than the previous day. The implied volatity was 1.56, 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 32.65, 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































































































































































































































