AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 575 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.27
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 548.15 | 1.45 | 0.55 | 17.38 | 130 | 29 | 193 | |||||||||
| 11 Dec | 536.10 | 0.85 | 0.25 | 19.46 | 20 | 3 | 165 | |||||||||
| 10 Dec | 529.70 | 0.6 | -0.3 | 20.65 | 7 | 2 | 161 | |||||||||
| 9 Dec | 533.05 | 0.9 | -0.1 | 20.60 | 47 | -7 | 154 | |||||||||
| 8 Dec | 528.95 | 1 | -0.2 | 21.56 | 26 | 4 | 162 | |||||||||
| 5 Dec | 533.80 | 1.2 | -0.4 | 18.92 | 27 | 8 | 159 | |||||||||
| 4 Dec | 536.90 | 1.6 | -0.1 | 19.11 | 35 | 9 | 150 | |||||||||
| 3 Dec | 535.35 | 1.75 | -0.75 | 19.30 | 157 | -9 | 142 | |||||||||
| 2 Dec | 543.00 | 2.5 | -0.15 | 18.21 | 39 | 3 | 152 | |||||||||
| 1 Dec | 543.35 | 2.6 | -1.15 | 18.30 | 63 | 11 | 144 | |||||||||
| 28 Nov | 550.20 | 3.65 | 0.2 | 16.66 | 62 | 1 | 133 | |||||||||
| 27 Nov | 548.70 | 3.55 | -0.6 | 16.40 | 149 | -25 | 134 | |||||||||
| 26 Nov | 550.00 | 4.2 | 1 | 16.56 | 152 | -4 | 160 | |||||||||
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| 25 Nov | 545.85 | 2.85 | -1.05 | 15.64 | 99 | 20 | 165 | |||||||||
| 24 Nov | 544.60 | 4.1 | -1 | 16.74 | 117 | 64 | 136 | |||||||||
| 21 Nov | 547.55 | 5 | -3.7 | 17.85 | 37 | 16 | 72 | |||||||||
| 20 Nov | 555.75 | 8.7 | -0.6 | 18.86 | 28 | 13 | 55 | |||||||||
| 19 Nov | 555.30 | 9.3 | -1.2 | 19.93 | 23 | 12 | 41 | |||||||||
| 18 Nov | 557.80 | 10.5 | -5.85 | 19.87 | 1 | 0 | 30 | |||||||||
| 17 Nov | 560.30 | 16.35 | 4.65 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 563.20 | 16.35 | 4.65 | - | 0 | 1 | 0 | |||||||||
| 13 Nov | 559.35 | 16.35 | 4.65 | 25.28 | 2 | 0 | 29 | |||||||||
| 12 Nov | 562.55 | 11.7 | -2.2 | - | 0 | 1 | 0 | |||||||||
| 11 Nov | 557.55 | 11.7 | -2.2 | 19.25 | 1 | 0 | 28 | |||||||||
| 10 Nov | 556.10 | 13.9 | -4.5 | - | 0 | 19 | 0 | |||||||||
| 7 Nov | 558.80 | 13.9 | -4.5 | 20.57 | 19 | 0 | 9 | |||||||||
| 6 Nov | 558.40 | 18.4 | -1 | 26.26 | 6 | 3 | 9 | |||||||||
| 4 Nov | 567.40 | 19.4 | -5.95 | 21.49 | 5 | 3 | 5 | |||||||||
| 3 Nov | 577.20 | 25.35 | 1.05 | 20.32 | 3 | 1 | 1 | |||||||||
| 31 Oct | 565.40 | 24.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 567.90 | 24.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 571.75 | 24.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 575 expiring on 30DEC2025
Delta for 575 CE is 0.14
Historical price for 575 CE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 1.45, which was 0.55 higher than the previous day. The implied volatity was 17.38, the open interest changed by 29 which increased total open position to 193
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 19.46, the open interest changed by 3 which increased total open position to 165
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 20.65, the open interest changed by 2 which increased total open position to 161
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 20.60, the open interest changed by -7 which decreased total open position to 154
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 21.56, the open interest changed by 4 which increased total open position to 162
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 18.92, the open interest changed by 8 which increased total open position to 159
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 19.11, the open interest changed by 9 which increased total open position to 150
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 1.75, which was -0.75 lower than the previous day. The implied volatity was 19.30, the open interest changed by -9 which decreased total open position to 142
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 18.21, the open interest changed by 3 which increased total open position to 152
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 2.6, which was -1.15 lower than the previous day. The implied volatity was 18.30, the open interest changed by 11 which increased total open position to 144
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 3.65, which was 0.2 higher than the previous day. The implied volatity was 16.66, the open interest changed by 1 which increased total open position to 133
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 3.55, which was -0.6 lower than the previous day. The implied volatity was 16.40, the open interest changed by -25 which decreased total open position to 134
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 4.2, which was 1 higher than the previous day. The implied volatity was 16.56, the open interest changed by -4 which decreased total open position to 160
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 15.64, the open interest changed by 20 which increased total open position to 165
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 16.74, the open interest changed by 64 which increased total open position to 136
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 5, which was -3.7 lower than the previous day. The implied volatity was 17.85, the open interest changed by 16 which increased total open position to 72
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 8.7, which was -0.6 lower than the previous day. The implied volatity was 18.86, the open interest changed by 13 which increased total open position to 55
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 9.3, which was -1.2 lower than the previous day. The implied volatity was 19.93, the open interest changed by 12 which increased total open position to 41
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 10.5, which was -5.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 0 which decreased total open position to 30
On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 16.35, which was 4.65 higher 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 16.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 16.35, which was 4.65 higher than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 29
On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 11.7, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 11.7, which was -2.2 lower than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 28
On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 13.9, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 0
On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 13.9, which was -4.5 lower than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 9
On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 18.4, which was -1 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 9
On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 19.4, which was -5.95 lower than the previous day. The implied volatity was 21.49, the open interest changed by 3 which increased total open position to 5
On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 25.35, which was 1.05 higher than the previous day. The implied volatity was 20.32, the open interest changed by 1 which increased total open position to 1
On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 24.3, 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 24.3, 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 24.3, 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 575 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 | 42.15 | 4.5 | - | 0 | 0 | 68 |
| 11 Dec | 536.10 | 42.15 | 4.5 | - | 0 | 0 | 68 |
| 10 Dec | 529.70 | 42.15 | 4.5 | - | 0 | 0 | 68 |
| 9 Dec | 533.05 | 42.15 | 4.5 | - | 0 | 0 | 0 |
| 8 Dec | 528.95 | 42.15 | 4.5 | 18.56 | 14 | 1 | 69 |
| 5 Dec | 533.80 | 37.65 | 9.05 | - | 0 | 0 | 0 |
| 4 Dec | 536.90 | 37.65 | 9.05 | - | 0 | 0 | 0 |
| 3 Dec | 535.35 | 37.65 | 9.05 | 25.01 | 4 | 0 | 68 |
| 2 Dec | 543.00 | 28.4 | -0.6 | - | 0 | 0 | 0 |
| 1 Dec | 543.35 | 28.4 | -0.6 | - | 0 | 0 | 0 |
| 28 Nov | 550.20 | 28.4 | -0.6 | - | 0 | 0 | 0 |
| 27 Nov | 548.70 | 28.4 | -0.6 | - | 0 | 0 | 0 |
| 26 Nov | 550.00 | 28.4 | -0.6 | - | 0 | 4 | 0 |
| 25 Nov | 545.85 | 28.4 | -0.6 | 19.55 | 4 | 3 | 67 |
| 24 Nov | 544.60 | 29 | 0.55 | 23.49 | 143 | -80 | 65 |
| 21 Nov | 547.55 | 28.5 | 5 | 21.32 | 34 | -8 | 149 |
| 20 Nov | 555.75 | 23.5 | -0.75 | 22.36 | 42 | 22 | 158 |
| 19 Nov | 555.30 | 24 | 0.75 | 22.08 | 29 | 17 | 137 |
| 18 Nov | 557.80 | 22.7 | 0.7 | 22.29 | 127 | 119 | 120 |
| 17 Nov | 560.30 | 22 | -16.35 | - | 0 | 0 | 0 |
| 14 Nov | 563.20 | 22 | -16.35 | - | 0 | 1 | 0 |
| 13 Nov | 559.35 | 22 | -16.35 | 21.22 | 1 | 0 | 0 |
| 12 Nov | 562.55 | 38.35 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 557.55 | 38.35 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 556.10 | 38.35 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 558.80 | 38.35 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 558.40 | 38.35 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 567.40 | 38.35 | 0 | 0.13 | 0 | 0 | 0 |
| 3 Nov | 577.20 | 38.35 | 0 | 1.75 | 0 | 0 | 0 |
| 31 Oct | 565.40 | 38.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 567.90 | 38.35 | 0 | 0.29 | 0 | 0 | 0 |
| 29 Oct | 571.75 | 38.35 | 0 | 1.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 575 expiring on 30DEC2025
Delta for 575 PE is -
Historical price for 575 PE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 42.15, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 42.15, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 42.15, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 42.15, which was 4.5 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 42.15, which was 4.5 higher than the previous day. The implied volatity was 18.56, the open interest changed by 1 which increased total open position to 69
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 37.65, which was 9.05 higher 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 37.65, which was 9.05 higher 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 37.65, which was 9.05 higher than the previous day. The implied volatity was 25.01, the open interest changed by 0 which decreased total open position to 68
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 28.4, which was -0.6 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 28.4, which was -0.6 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 28.4, which was -0.6 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 28.4, which was -0.6 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 28.4, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 28.4, which was -0.6 lower than the previous day. The implied volatity was 19.55, the open interest changed by 3 which increased total open position to 67
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 29, which was 0.55 higher than the previous day. The implied volatity was 23.49, the open interest changed by -80 which decreased total open position to 65
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 28.5, which was 5 higher than the previous day. The implied volatity was 21.32, the open interest changed by -8 which decreased total open position to 149
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 23.5, which was -0.75 lower than the previous day. The implied volatity was 22.36, the open interest changed by 22 which increased total open position to 158
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 24, which was 0.75 higher than the previous day. The implied volatity was 22.08, the open interest changed by 17 which increased total open position to 137
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 22.7, which was 0.7 higher than the previous day. The implied volatity was 22.29, the open interest changed by 119 which increased total open position to 120
On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 22, which was -16.35 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 22, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 22, which was -16.35 lower than the previous day. The implied volatity was 21.22, 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 38.35, 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 38.35, 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 38.35, 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 38.35, 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 38.35, 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 38.35, which was 0 lower than the previous day. The implied volatity was 0.13, 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 38.35, which was 0 lower than the previous day. The implied volatity was 1.75, 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 38.35, 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 38.35, which was 0 lower than the previous day. The implied volatity was 0.29, 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 38.35, which was 0 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































