[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
533.05 +4.10 (0.78%)
L: 523.4 H: 534.5

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Historical option data for AMBUJACEM

09 Dec 2025 04:10 PM IST
AMBUJACEM 30-DEC-2025 590 CE
Delta: 0.04
Vega: 0.11
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 0.45 -0.05 22.71 25 -3 317
8 Dec 528.95 0.5 -0.05 23.41 46 -8 320
5 Dec 533.80 0.55 -0.15 20.71 23 -10 328
4 Dec 536.90 0.7 -0.05 20.27 28 11 337
3 Dec 535.35 0.75 -0.4 20.22 79 19 326
2 Dec 543.00 1.15 -0.1 19.41 23 7 306
1 Dec 543.35 1.2 -0.5 19.40 69 -1 299
28 Nov 550.20 1.7 0.05 17.73 49 27 300
27 Nov 548.70 1.65 -0.3 17.46 61 -15 274
26 Nov 550.00 1.9 0.35 17.27 127 7 289
25 Nov 545.85 1.6 -0.25 17.71 281 53 281
24 Nov 544.60 1.85 -0.9 17.29 311 -21 229
21 Nov 547.55 2.65 -2.25 18.94 219 102 250
20 Nov 555.75 4.7 -0.35 19.11 114 77 151
19 Nov 555.30 5.05 -0.9 19.84 61 40 74
18 Nov 557.80 6 -0.55 20.02 22 4 34
17 Nov 560.30 6.55 -1.05 19.41 28 2 30
14 Nov 563.20 7.6 -1.45 18.89 26 -7 28
13 Nov 559.35 9.05 -1.6 22.62 6 3 37
12 Nov 562.55 10.65 0.65 22.63 29 17 33
11 Nov 557.55 10 0.9 23.62 6 1 15
10 Nov 556.10 9.1 -2.35 23.12 4 1 14
7 Nov 558.80 11.45 -1.2 24.10 8 1 14
6 Nov 558.40 12.65 -1.4 25.74 14 -3 13
4 Nov 567.40 14.05 -5.05 22.63 19 8 15
3 Nov 577.20 19.1 4.5 22.04 5 0 7
31 Oct 565.40 14.6 3 - 0 4 0
30 Oct 567.90 14.6 3 21.87 4 3 6
29 Oct 571.75 11.6 -0.95 15.73 1 0 2
27 Oct 560.25 12.55 -0.45 21.40 1 0 1
24 Oct 555.00 13 -21.05 23.92 1 0 0
21 Oct 567.50 34.05 0 1.46 0 0 0
20 Oct 565.50 34.05 0 1.58 0 0 0
17 Oct 563.60 34.05 0 1.73 0 0 0
16 Oct 569.70 34.05 0 0.92 0 0 0
15 Oct 567.75 34.05 0 - 0 0 0
14 Oct 563.60 34.05 0 1.78 0 0 0
13 Oct 566.75 34.05 0 1.32 0 0 0
10 Oct 569.25 34.05 0 0.88 0 0 0
9 Oct 565.90 34.05 0 1.33 0 0 0
8 Oct 566.30 34.05 0 1.33 0 0 0
7 Oct 569.95 34.05 0 0.74 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 590 expiring on 30DEC2025

Delta for 590 CE is 0.04

Historical price for 590 CE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 22.71, the open interest changed by -3 which decreased total open position to 317


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 23.41, the open interest changed by -8 which decreased total open position to 320


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 20.71, the open interest changed by -10 which decreased total open position to 328


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 20.27, the open interest changed by 11 which increased total open position to 337


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 20.22, the open interest changed by 19 which increased total open position to 326


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 19.41, the open interest changed by 7 which increased total open position to 306


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 19.40, the open interest changed by -1 which decreased total open position to 299


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 17.73, the open interest changed by 27 which increased total open position to 300


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 17.46, the open interest changed by -15 which decreased total open position to 274


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 1.9, which was 0.35 higher than the previous day. The implied volatity was 17.27, the open interest changed by 7 which increased total open position to 289


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 17.71, the open interest changed by 53 which increased total open position to 281


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 1.85, which was -0.9 lower than the previous day. The implied volatity was 17.29, the open interest changed by -21 which decreased total open position to 229


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 2.65, which was -2.25 lower than the previous day. The implied volatity was 18.94, the open interest changed by 102 which increased total open position to 250


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 19.11, the open interest changed by 77 which increased total open position to 151


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 5.05, which was -0.9 lower than the previous day. The implied volatity was 19.84, the open interest changed by 40 which increased total open position to 74


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 6, which was -0.55 lower than the previous day. The implied volatity was 20.02, the open interest changed by 4 which increased total open position to 34


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 6.55, which was -1.05 lower than the previous day. The implied volatity was 19.41, the open interest changed by 2 which increased total open position to 30


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 7.6, which was -1.45 lower than the previous day. The implied volatity was 18.89, the open interest changed by -7 which decreased total open position to 28


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 9.05, which was -1.6 lower than the previous day. The implied volatity was 22.62, the open interest changed by 3 which increased total open position to 37


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 10.65, which was 0.65 higher than the previous day. The implied volatity was 22.63, the open interest changed by 17 which increased total open position to 33


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 23.62, the open interest changed by 1 which increased total open position to 15


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 9.1, which was -2.35 lower than the previous day. The implied volatity was 23.12, the open interest changed by 1 which increased total open position to 14


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 11.45, which was -1.2 lower than the previous day. The implied volatity was 24.10, the open interest changed by 1 which increased total open position to 14


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 12.65, which was -1.4 lower than the previous day. The implied volatity was 25.74, the open interest changed by -3 which decreased total open position to 13


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 14.05, which was -5.05 lower than the previous day. The implied volatity was 22.63, the open interest changed by 8 which increased total open position to 15


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 19.1, which was 4.5 higher than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 7


On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 14.6, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 14.6, which was 3 higher than the previous day. The implied volatity was 21.87, the open interest changed by 3 which increased total open position to 6


On 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 11.6, which was -0.95 lower than the previous day. The implied volatity was 15.73, the open interest changed by 0 which decreased total open position to 2


On 27 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 12.55, which was -0.45 lower than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 1


On 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 13, which was -21.05 lower than the previous day. The implied volatity was 23.92, 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 34.05, which was 0 lower than the previous day. The implied volatity was 1.46, 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 34.05, which was 0 lower than the previous day. The implied volatity was 1.58, 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 34.05, which was 0 lower than the previous day. The implied volatity was 1.73, 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 34.05, which was 0 lower than the previous day. The implied volatity was 0.92, 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 34.05, 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 34.05, which was 0 lower than the previous day. The implied volatity was 1.78, 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 34.05, which was 0 lower than the previous day. The implied volatity was 1.32, 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 34.05, 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 9 Oct AMBUJACEM was trading at 565.90. The strike last trading price was 34.05, which was 0 lower than the previous day. The implied volatity was 1.33, 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 34.05, which was 0 lower than the previous day. The implied volatity was 1.33, 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 34.05, which was 0 lower than the previous day. The implied volatity was 0.74, 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 590 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 60 16.15 - 0 0 0
8 Dec 528.95 60 16.15 37.29 2 0 333
5 Dec 533.80 43.85 6.8 - 0 0 0
4 Dec 536.90 43.85 6.8 - 0 0 0
3 Dec 535.35 43.85 6.8 - 0 4 0
2 Dec 543.00 43.85 6.8 22.05 8 5 334
1 Dec 543.35 37.05 0.15 - 0 3 0
28 Nov 550.20 37.05 0.15 17.42 6 3 329
27 Nov 548.70 36.9 -4.85 - 0 4 0
26 Nov 550.00 36.9 -4.85 19.74 16 3 325
25 Nov 545.85 41.75 -2.95 22.27 250 171 322
24 Nov 544.60 44.7 4.7 31.57 12 9 151
21 Nov 547.55 40 7.6 20.35 2 0 140
20 Nov 555.75 32.4 -1.85 20.04 29 16 130
19 Nov 555.30 34.25 4.75 21.85 104 95 110
18 Nov 557.80 29.5 1.5 - 0 0 0
17 Nov 560.30 29.5 1.5 - 0 0 0
14 Nov 563.20 29.5 1.5 - 0 2 0
13 Nov 559.35 29.5 1.5 18.23 2 1 14
12 Nov 562.55 28 -17.15 18.70 13 12 12
11 Nov 557.55 45.15 0 - 0 0 0
10 Nov 556.10 45.15 0 - 0 0 0
7 Nov 558.80 45.15 0 - 0 0 0
6 Nov 558.40 45.15 0 - 0 0 0
4 Nov 567.40 45.15 0 - 0 0 0
3 Nov 577.20 45.15 0 - 0 0 0
31 Oct 565.40 45.15 0 - 0 0 0
30 Oct 567.90 45.15 0 - 0 0 0
29 Oct 571.75 45.15 0 - 0 0 0
27 Oct 560.25 45.15 0 - 0 0 0
24 Oct 555.00 45.15 0 - 0 0 0
21 Oct 567.50 45.15 0 - 0 0 0
20 Oct 565.50 45.15 0 - 0 0 0
17 Oct 563.60 45.15 0 - 0 0 0
16 Oct 569.70 45.15 0 - 0 0 0
15 Oct 567.75 45.15 0 - 0 0 0
14 Oct 563.60 45.15 0 - 0 0 0
13 Oct 566.75 45.15 0 - 0 0 0
10 Oct 569.25 45.15 0 - 0 0 0
9 Oct 565.90 45.15 0 - 0 0 0
8 Oct 566.30 45.15 0 - 0 0 0
7 Oct 569.95 45.15 0 - 0 0 0
6 Oct 573.80 0 0 - 0 0 0
3 Oct 576.15 0 0 0.20 0 0 0


For Ambuja Cements Ltd - strike price 590 expiring on 30DEC2025

Delta for 590 PE is -

Historical price for 590 PE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 60, which was 16.15 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 60, which was 16.15 higher than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 333


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 43.85, which was 6.8 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 43.85, which was 6.8 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 43.85, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 43.85, which was 6.8 higher than the previous day. The implied volatity was 22.05, the open interest changed by 5 which increased total open position to 334


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 37.05, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 37.05, which was 0.15 higher than the previous day. The implied volatity was 17.42, the open interest changed by 3 which increased total open position to 329


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 36.9, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 36.9, which was -4.85 lower than the previous day. The implied volatity was 19.74, the open interest changed by 3 which increased total open position to 325


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 41.75, which was -2.95 lower than the previous day. The implied volatity was 22.27, the open interest changed by 171 which increased total open position to 322


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 44.7, which was 4.7 higher than the previous day. The implied volatity was 31.57, the open interest changed by 9 which increased total open position to 151


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 40, which was 7.6 higher than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 140


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 32.4, which was -1.85 lower than the previous day. The implied volatity was 20.04, the open interest changed by 16 which increased total open position to 130


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 34.25, which was 4.75 higher than the previous day. The implied volatity was 21.85, the open interest changed by 95 which increased total open position to 110


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 29.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 29.5, which was 1.5 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 29.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 29.5, which was 1.5 higher than the previous day. The implied volatity was 18.23, the open interest changed by 1 which increased total open position to 14


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 28, which was -17.15 lower than the previous day. The implied volatity was 18.70, the open interest changed by 12 which increased total open position to 12


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 45.15, 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 45.15, 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 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 45.15, 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 45.15, 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 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 45.15, 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 45.15, 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 45.15, 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 45.15, 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 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 45.15, 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 27 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 45.15, 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 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 45.15, 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 21 Oct AMBUJACEM was trading at 567.50. The strike last trading price was 45.15, 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 Oct AMBUJACEM was trading at 565.50. The strike last trading price was 45.15, 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 17 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 45.15, 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 16 Oct AMBUJACEM was trading at 569.70. The strike last trading price was 45.15, 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 15 Oct AMBUJACEM was trading at 567.75. The strike last trading price was 45.15, 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 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 45.15, 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 Oct AMBUJACEM was trading at 566.75. The strike last trading price was 45.15, 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 Oct AMBUJACEM was trading at 569.25. The strike last trading price was 45.15, 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 9 Oct AMBUJACEM was trading at 565.90. The strike last trading price was 45.15, 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 8 Oct AMBUJACEM was trading at 566.30. The strike last trading price was 45.15, 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 7 Oct AMBUJACEM was trading at 569.95. The strike last trading price was 45.15, 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 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 0.20, the open interest changed by 0 which decreased total open position to 0