[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
548.15 +12.05 (2.25%)
L: 536.9 H: 549.95

Back to Option Chain


Historical option data for AMBUJACEM

12 Dec 2025 04:10 PM IST
AMBUJACEM 30-DEC-2025 565 CE
Delta: 0.25
Vega: 0.38
Theta: -0.21
Gamma: 0.02
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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