[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
533.8 -3.10 (-0.58%)
L: 531.8 H: 537.5

Back to Option Chain


Historical option data for AMBUJACEM

05 Dec 2025 04:10 PM IST
AMBUJACEM 30-DEC-2025 570 CE
Delta: 0.13
Vega: 0.30
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 533.80 1.7 -0.45 19.16 415 99 1,123
4 Dec 536.90 2.1 -0.1 18.71 270 19 1,023
3 Dec 535.35 2.25 -1.05 19.53 674 44 1,001
2 Dec 543.00 3.4 -0.15 18.19 364 -54 956
1 Dec 543.35 3.5 -1.25 18.26 444 16 1,009
28 Nov 550.20 4.6 0.05 16.16 459 -28 994
27 Nov 548.70 4.5 -1.05 15.94 293 54 1,019
26 Nov 550.00 5.45 1.5 16.42 1,180 97 967
25 Nov 545.85 3.9 -1.15 15.65 342 102 873
24 Nov 544.60 5.3 -1.25 16.62 767 241 682
21 Nov 547.55 6.4 -4 18.19 350 116 439
20 Nov 555.75 10.55 -0.1 18.84 195 61 323
19 Nov 555.30 10.55 -1.9 19.11 156 72 261
18 Nov 557.80 12.25 -1.3 19.54 235 122 190
17 Nov 560.30 13.8 -1.45 19.59 52 30 67
14 Nov 563.20 15.25 -1.85 18.79 27 8 37
13 Nov 559.35 17.1 -0.65 23.57 4 1 29
12 Nov 562.55 17.75 1.4 21.53 9 1 29
11 Nov 557.55 16.35 -0.4 22.41 9 5 27
10 Nov 556.10 16.75 -0.8 23.95 4 1 21
7 Nov 558.80 17.55 -0.35 22.35 15 -2 21
6 Nov 558.40 18.3 -4.8 23.48 12 0 23
4 Nov 567.40 23.1 -6.7 22.85 24 8 22
3 Nov 577.20 29.8 7.05 22.02 9 4 13
31 Oct 565.40 22.75 -1.55 - 3 1 7
30 Oct 567.90 24.3 5.8 22.63 4 2 4
29 Oct 571.75 18.5 -24.6 - 0 2 0
28 Oct 554.90 18.5 -24.6 22.98 2 1 1
27 Oct 560.25 43.1 0 - 0 0 0
24 Oct 555.00 43.1 0 0.68 0 0 0
21 Oct 567.50 43.1 0 - 0 0 0
20 Oct 565.50 43.1 0 - 0 0 0
17 Oct 563.60 43.1 0 - 0 0 0
16 Oct 569.70 43.1 0 - 0 0 0
15 Oct 567.75 43.1 0 - 0 0 0
14 Oct 563.60 43.1 0 - 0 0 0
13 Oct 566.75 43.1 0 - 0 0 0
10 Oct 569.25 43.1 0 - 0 0 0
9 Oct 565.90 43.1 0 - 0 0 0
8 Oct 566.30 43.1 0 - 0 0 0
7 Oct 569.95 43.1 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 570 expiring on 30DEC2025

Delta for 570 CE is 0.13

Historical price for 570 CE is as follows

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 19.16, the open interest changed by 99 which increased total open position to 1123


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 2.1, which was -0.1 lower than the previous day. The implied volatity was 18.71, the open interest changed by 19 which increased total open position to 1023


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 2.25, which was -1.05 lower than the previous day. The implied volatity was 19.53, the open interest changed by 44 which increased total open position to 1001


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 3.4, which was -0.15 lower than the previous day. The implied volatity was 18.19, the open interest changed by -54 which decreased total open position to 956


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 3.5, which was -1.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 16 which increased total open position to 1009


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 4.6, which was 0.05 higher than the previous day. The implied volatity was 16.16, the open interest changed by -28 which decreased total open position to 994


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 4.5, which was -1.05 lower than the previous day. The implied volatity was 15.94, the open interest changed by 54 which increased total open position to 1019


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 5.45, which was 1.5 higher than the previous day. The implied volatity was 16.42, the open interest changed by 97 which increased total open position to 967


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 3.9, which was -1.15 lower than the previous day. The implied volatity was 15.65, the open interest changed by 102 which increased total open position to 873


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 5.3, which was -1.25 lower than the previous day. The implied volatity was 16.62, the open interest changed by 241 which increased total open position to 682


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 6.4, which was -4 lower than the previous day. The implied volatity was 18.19, the open interest changed by 116 which increased total open position to 439


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 10.55, which was -0.1 lower than the previous day. The implied volatity was 18.84, the open interest changed by 61 which increased total open position to 323


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 10.55, which was -1.9 lower than the previous day. The implied volatity was 19.11, the open interest changed by 72 which increased total open position to 261


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 12.25, which was -1.3 lower than the previous day. The implied volatity was 19.54, the open interest changed by 122 which increased total open position to 190


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 13.8, which was -1.45 lower than the previous day. The implied volatity was 19.59, the open interest changed by 30 which increased total open position to 67


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 15.25, which was -1.85 lower than the previous day. The implied volatity was 18.79, the open interest changed by 8 which increased total open position to 37


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 17.1, which was -0.65 lower than the previous day. The implied volatity was 23.57, the open interest changed by 1 which increased total open position to 29


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 17.75, which was 1.4 higher than the previous day. The implied volatity was 21.53, the open interest changed by 1 which increased total open position to 29


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 16.35, which was -0.4 lower than the previous day. The implied volatity was 22.41, the open interest changed by 5 which increased total open position to 27


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 16.75, which was -0.8 lower than the previous day. The implied volatity was 23.95, the open interest changed by 1 which increased total open position to 21


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 17.55, which was -0.35 lower than the previous day. The implied volatity was 22.35, the open interest changed by -2 which decreased total open position to 21


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 18.3, which was -4.8 lower than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 23


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 23.1, which was -6.7 lower than the previous day. The implied volatity was 22.85, the open interest changed by 8 which increased total open position to 22


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 29.8, which was 7.05 higher than the previous day. The implied volatity was 22.02, the open interest changed by 4 which increased total open position to 13


On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 22.75, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7


On 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 24.3, which was 5.8 higher than the previous day. The implied volatity was 22.63, the open interest changed by 2 which increased total open position to 4


On 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 18.5, which was -24.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 28 Oct AMBUJACEM was trading at 554.90. The strike last trading price was 18.5, which was -24.6 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 1


On 27 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 43.1, 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 43.1, which was 0 lower than the previous day. The implied volatity was 0.68, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 570 PE
Delta: -0.87
Vega: 0.30
Theta: 0.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 533.80 33.6 0.45 19.46 8 -1 409
4 Dec 536.90 33.15 0.15 24.51 14 0 410
3 Dec 535.35 33 5.5 23.54 7 -1 411
2 Dec 543.00 27.5 7.1 22.31 8 0 412
1 Dec 543.35 20.5 -3.9 - 0 0 0
28 Nov 550.20 20.5 -3.9 - 0 0 0
27 Nov 548.70 20.5 -3.9 - 0 2 0
26 Nov 550.00 20.5 -3.9 17.80 13 2 412
25 Nov 545.85 24.3 -1.2 18.84 167 147 409
24 Nov 544.60 23.9 -0.3 20.83 83 61 261
21 Nov 547.55 23.8 4.6 18.91 14 1 200
20 Nov 555.75 19.2 -1.85 20.58 14 6 200
19 Nov 555.30 21.05 1.3 22.21 41 3 195
18 Nov 557.80 19.25 1.1 21.57 239 164 192
17 Nov 560.30 18.15 1.15 21.84 13 7 27
14 Nov 563.20 17 -1.15 21.66 10 5 19
13 Nov 559.35 18.15 -0.75 20.18 3 1 12
12 Nov 562.55 18.9 -2.65 22.63 3 0 11
11 Nov 557.55 21.45 0.45 23.58 5 3 10
10 Nov 556.10 21 1.4 - 0 0 0
7 Nov 558.80 21 1.4 - 0 1 0
6 Nov 558.40 21 1.4 22.16 5 -1 5
4 Nov 567.40 19.6 -14.95 25.33 7 5 5
3 Nov 577.20 34.55 0 2.40 0 0 0
31 Oct 565.40 34.55 0 - 0 0 0
30 Oct 567.90 34.55 0 0.90 0 0 0
29 Oct 571.75 34.55 0 1.71 0 0 0
28 Oct 554.90 34.55 0 - 0 0 0
27 Oct 560.25 34.55 0 - 0 0 0
24 Oct 555.00 34.55 0 - 0 0 0
21 Oct 567.50 34.55 0 0.99 0 0 0
20 Oct 565.50 34.55 0 0.93 0 0 0
17 Oct 563.60 34.55 0 0.69 0 0 0
16 Oct 569.70 34.55 0 - 0 0 0
15 Oct 567.75 34.55 0 - 0 0 0
14 Oct 563.60 34.55 0 - 0 0 0
13 Oct 566.75 34.55 0 - 0 0 0
10 Oct 569.25 34.55 0 - 0 0 0
9 Oct 565.90 34.55 0 1.01 0 0 0
8 Oct 566.30 34.55 0 - 0 0 0
7 Oct 569.95 34.55 0 - 0 0 0
6 Oct 573.80 0 0 - 0 0 0
3 Oct 576.15 0 0 2.32 0 0 0


For Ambuja Cements Ltd - strike price 570 expiring on 30DEC2025

Delta for 570 PE is -0.87

Historical price for 570 PE is as follows

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 33.6, which was 0.45 higher than the previous day. The implied volatity was 19.46, the open interest changed by -1 which decreased total open position to 409


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 33.15, which was 0.15 higher than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 410


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 33, which was 5.5 higher than the previous day. The implied volatity was 23.54, the open interest changed by -1 which decreased total open position to 411


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 27.5, which was 7.1 higher than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 412


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 20.5, which was -3.9 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 20.5, which was -3.9 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 20.5, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 20.5, which was -3.9 lower than the previous day. The implied volatity was 17.80, the open interest changed by 2 which increased total open position to 412


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 24.3, which was -1.2 lower than the previous day. The implied volatity was 18.84, the open interest changed by 147 which increased total open position to 409


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 23.9, which was -0.3 lower than the previous day. The implied volatity was 20.83, the open interest changed by 61 which increased total open position to 261


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 23.8, which was 4.6 higher than the previous day. The implied volatity was 18.91, the open interest changed by 1 which increased total open position to 200


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 19.2, which was -1.85 lower than the previous day. The implied volatity was 20.58, the open interest changed by 6 which increased total open position to 200


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 21.05, which was 1.3 higher than the previous day. The implied volatity was 22.21, the open interest changed by 3 which increased total open position to 195


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 19.25, which was 1.1 higher than the previous day. The implied volatity was 21.57, the open interest changed by 164 which increased total open position to 192


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 18.15, which was 1.15 higher than the previous day. The implied volatity was 21.84, the open interest changed by 7 which increased total open position to 27


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 17, which was -1.15 lower than the previous day. The implied volatity was 21.66, the open interest changed by 5 which increased total open position to 19


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 18.15, which was -0.75 lower than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 12


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 18.9, which was -2.65 lower than the previous day. The implied volatity was 22.63, the open interest changed by 0 which decreased total open position to 11


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 21.45, which was 0.45 higher than the previous day. The implied volatity was 23.58, the open interest changed by 3 which increased total open position to 10


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 21, which was 1.4 higher 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 21, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 21, which was 1.4 higher than the previous day. The implied volatity was 22.16, the open interest changed by -1 which decreased total open position to 5


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 19.6, which was -14.95 lower than the previous day. The implied volatity was 25.33, the open interest changed by 5 which increased total open position to 5


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 34.55, which was 0 lower than the previous day. The implied volatity was 2.40, 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 34.55, 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 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 34.55, which was 0 lower than the previous day. The implied volatity was 0.90, 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 34.55, which was 0 lower than the previous day. The implied volatity was 1.71, 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 34.55, 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 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 34.55, 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 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 34.55, 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 21 Oct AMBUJACEM was trading at 567.50. The strike last trading price was 34.55, which was 0 lower than the previous day. The implied volatity was 0.99, 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 34.55, which was 0 lower than the previous day. The implied volatity was 0.93, 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 34.55, which was 0 lower than the previous day. The implied volatity was 0.69, 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 34.55, 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 Oct AMBUJACEM was trading at 567.75. The strike last trading price was 34.55, 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 14 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 34.55, 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 13 Oct AMBUJACEM was trading at 566.75. The strike last trading price was 34.55, 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 10 Oct AMBUJACEM was trading at 569.25. The strike last trading price was 34.55, 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 9 Oct AMBUJACEM was trading at 565.90. The strike last trading price was 34.55, which was 0 lower than the previous day. The implied volatity was 1.01, 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 34.55, 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 7 Oct AMBUJACEM was trading at 569.95. The strike last trading price was 34.55, 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 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 2.32, the open interest changed by 0 which decreased total open position to 0