AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 595 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.12
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 548.15 | 0.5 | 0.1 | 21.40 | 29 | -1 | 91 | |||||||||
| 11 Dec | 536.10 | 0.4 | 0 | - | 0 | 0 | 92 | |||||||||
| 10 Dec | 529.70 | 0.4 | 0 | - | 0 | 0 | 92 | |||||||||
| 9 Dec | 533.05 | 0.4 | 0 | 23.79 | 2 | 0 | 92 | |||||||||
| 8 Dec | 528.95 | 0.4 | -0.25 | 23.97 | 15 | 1 | 91 | |||||||||
| 5 Dec | 533.80 | 0.65 | -0.65 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 536.90 | 0.65 | -0.65 | - | 0 | -2 | 0 | |||||||||
| 3 Dec | 535.35 | 0.65 | -0.65 | 21.11 | 2 | -1 | 91 | |||||||||
| 2 Dec | 543.00 | 1.3 | 0.05 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 543.35 | 1.3 | 0.05 | - | 0 | 3 | 0 | |||||||||
| 28 Nov | 550.20 | 1.3 | 0.05 | 18.03 | 13 | 3 | 92 | |||||||||
| 27 Nov | 548.70 | 1.25 | -0.25 | 17.72 | 20 | -8 | 89 | |||||||||
| 26 Nov | 550.00 | 1.55 | 0.3 | 17.85 | 57 | 13 | 98 | |||||||||
| 25 Nov | 545.85 | 1.25 | -0.15 | 18.06 | 39 | -2 | 85 | |||||||||
| 24 Nov | 544.60 | 1.4 | -0.8 | 17.47 | 117 | 17 | 87 | |||||||||
| 21 Nov | 547.55 | 2.2 | -1.7 | 19.23 | 20 | 8 | 70 | |||||||||
| 20 Nov | 555.75 | 4 | -0.35 | 19.65 | 68 | 28 | 57 | |||||||||
| 19 Nov | 555.30 | 4.35 | -0.75 | 20.40 | 21 | 17 | 28 | |||||||||
| 18 Nov | 557.80 | 5.15 | -12.15 | 20.49 | 16 | 12 | 12 | |||||||||
| 17 Nov | 560.30 | 17.3 | 0 | 4.17 | 0 | 0 | 0 | |||||||||
| 14 Nov | 563.20 | 17.3 | 0 | 3.58 | 0 | 0 | 0 | |||||||||
| 13 Nov | 559.35 | 17.3 | 0 | 3.86 | 0 | 0 | 0 | |||||||||
| 12 Nov | 562.55 | 17.3 | 0 | 3.52 | 0 | 0 | 0 | |||||||||
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| 11 Nov | 557.55 | 17.3 | 0 | 3.83 | 0 | 0 | 0 | |||||||||
| 10 Nov | 556.10 | 17.3 | 0 | 4.08 | 0 | 0 | 0 | |||||||||
| 7 Nov | 558.80 | 17.3 | 0 | 3.55 | 0 | 0 | 0 | |||||||||
| 6 Nov | 558.40 | 17.3 | 0 | 3.62 | 0 | 0 | 0 | |||||||||
| 4 Nov | 567.40 | 17.3 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
| 3 Nov | 577.20 | 17.3 | 0 | 0.93 | 0 | 0 | 0 | |||||||||
| 31 Oct | 565.40 | 17.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 567.90 | 17.3 | 0 | 2.34 | 0 | 0 | 0 | |||||||||
| 29 Oct | 571.75 | 17.3 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 595 expiring on 30DEC2025
Delta for 595 CE is 0.05
Historical price for 595 CE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 21.40, the open interest changed by -1 which decreased total open position to 91
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 23.79, the open interest changed by 0 which decreased total open position to 92
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 91
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.65, which was -0.65 lower 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 0.65, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 21.11, the open interest changed by -1 which decreased total open position to 91
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 1.3, which was 0.05 higher 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 1.3, which was 0.05 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 1.3, which was 0.05 higher than the previous day. The implied volatity was 18.03, the open interest changed by 3 which increased total open position to 92
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 17.72, the open interest changed by -8 which decreased total open position to 89
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 1.55, which was 0.3 higher than the previous day. The implied volatity was 17.85, the open interest changed by 13 which increased total open position to 98
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 18.06, the open interest changed by -2 which decreased total open position to 85
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 17.47, the open interest changed by 17 which increased total open position to 87
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 2.2, which was -1.7 lower than the previous day. The implied volatity was 19.23, the open interest changed by 8 which increased total open position to 70
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 4, which was -0.35 lower than the previous day. The implied volatity was 19.65, the open interest changed by 28 which increased total open position to 57
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was 20.40, the open interest changed by 17 which increased total open position to 28
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 5.15, which was -12.15 lower than the previous day. The implied volatity was 20.49, the open interest changed by 12 which increased total open position to 12
On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 4.17, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.58, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.86, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.52, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.83, 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 17.3, which was 0 lower than the previous day. The implied volatity was 4.08, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.55, 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 17.3, which was 0 lower than the previous day. The implied volatity was 3.62, 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 17.3, which was 0 lower than the previous day. The implied volatity was 2.57, 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 17.3, 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 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 17.3, 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 17.3, which was 0 lower than the previous day. The implied volatity was 2.34, 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 17.3, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30DEC2025 595 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 | 51.15 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 536.10 | 51.15 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 529.70 | 51.15 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 533.05 | 51.15 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 528.95 | 51.15 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 533.80 | 51.15 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 536.90 | 51.15 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 535.35 | 51.15 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 543.00 | 51.15 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 543.35 | 51.15 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 550.20 | 51.15 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 548.70 | 51.15 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 550.00 | 51.15 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 545.85 | 51.15 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 544.60 | 51.15 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 547.55 | 51.15 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 555.75 | 51.15 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 555.30 | 51.15 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 557.80 | 51.15 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 560.30 | 51.15 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 563.20 | 51.15 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 559.35 | 51.15 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 562.55 | 51.15 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 557.55 | 51.15 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 556.10 | 51.15 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 558.80 | 51.15 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 558.40 | 51.15 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 567.40 | 51.15 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 577.20 | 51.15 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 565.40 | 51.15 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 567.90 | 51.15 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 571.75 | 51.15 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 595 expiring on 30DEC2025
Delta for 595 PE is -
Historical price for 595 PE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 51.15, 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 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 51.15, 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 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 51.15, 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 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 51.15, 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 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 51.15, 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 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 51.15, 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 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 51.15, 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 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 51.15, 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 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 51.15, 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 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 51.15, 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 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 51.15, 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 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 51.15, 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 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 51.15, 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 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 51.15, 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 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 51.15, 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 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 51.15, 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 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 51.15, 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 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 51.15, 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 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 51.15, 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 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 51.15, 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 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 51.15, 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 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 51.15, 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 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 51.15, 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 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 51.15, 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 51.15, 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 51.15, 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 51.15, 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 51.15, 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 51.15, 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 51.15, 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 51.15, 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 51.15, 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































































































































































































































