[--[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 600 CE
Delta: 0.03
Vega: 0.09
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 0.35 -0.05 24.75 192 -33 1,072
8 Dec 528.95 0.35 -0.1 24.93 99 -6 1,105
5 Dec 533.80 0.4 -0.05 22.37 64 28 1,111
4 Dec 536.90 0.45 -0.15 21.44 67 33 1,082
3 Dec 535.35 0.55 -0.2 21.86 188 18 1,048
2 Dec 543.00 0.7 -0.1 20.28 151 25 1,030
1 Dec 543.35 0.75 -0.3 20.33 80 24 1,003
28 Nov 550.20 1 -0.05 18.37 140 37 980
27 Nov 548.70 1 -0.2 18.22 102 16 943
26 Nov 550.00 1.25 0.2 18.35 318 104 926
25 Nov 545.85 1 -0.3 18.51 270 123 822
24 Nov 544.60 1.35 -0.55 18.77 334 68 693
21 Nov 547.55 1.85 -1.45 19.91 426 170 624
20 Nov 555.75 3.3 -0.2 19.94 382 116 453
19 Nov 555.30 3.6 -0.6 20.63 310 12 333
18 Nov 557.80 4.25 -0.15 20.63 160 45 321
17 Nov 560.30 4.4 -0.9 19.74 44 26 275
14 Nov 563.20 5.3 -0.55 19.25 140 59 247
13 Nov 559.35 5.85 -1.65 21.58 102 15 188
12 Nov 562.55 7.4 0.55 22.06 203 51 173
11 Nov 557.55 6.9 0.05 23.18 48 -3 122
10 Nov 556.10 6.8 -2.1 23.37 14 -1 124
7 Nov 558.80 8.9 0.85 24.45 29 0 125
6 Nov 558.40 7.9 -2.95 23.15 31 11 126
4 Nov 567.40 10.7 -5.1 22.62 236 -56 113
3 Nov 577.20 16.3 4.4 23.61 107 41 169
31 Oct 565.40 11.75 -2.25 - 50 41 128
30 Oct 567.90 14 0.6 25.12 30 0 59
29 Oct 571.75 14 4.3 22.39 64 51 58
27 Oct 560.25 10.4 0.3 22.44 4 3 6
24 Oct 555.00 10.1 -19.95 23.95 3 2 2
21 Oct 567.50 30.05 0 2.57 0 0 0
20 Oct 565.50 30.05 0 2.52 0 0 0
17 Oct 563.60 30.05 0 2.64 0 0 0
16 Oct 569.70 30.05 0 2.05 0 0 0
15 Oct 567.75 30.05 0 - 0 0 0
14 Oct 563.60 30.05 0 2.66 0 0 0
13 Oct 566.75 30.05 0 2.43 0 0 0
10 Oct 569.25 30.05 0 1.97 0 0 0
9 Oct 565.90 30.05 0 2.40 0 0 0
8 Oct 566.30 30.05 0 2.41 0 0 0
7 Oct 569.95 30.05 0 1.82 0 0 0
6 Oct 573.80 30.05 0 - 0 0 0
3 Oct 576.15 30.05 0 1.38 0 0 0


For Ambuja Cements Ltd - strike price 600 expiring on 30DEC2025

Delta for 600 CE is 0.03

Historical price for 600 CE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 24.75, the open interest changed by -33 which decreased total open position to 1072


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 24.93, the open interest changed by -6 which decreased total open position to 1105


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 22.37, the open interest changed by 28 which increased total open position to 1111


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 21.44, the open interest changed by 33 which increased total open position to 1082


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 21.86, the open interest changed by 18 which increased total open position to 1048


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 20.28, the open interest changed by 25 which increased total open position to 1030


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 20.33, the open interest changed by 24 which increased total open position to 1003


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 18.37, the open interest changed by 37 which increased total open position to 980


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 18.22, the open interest changed by 16 which increased total open position to 943


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 18.35, the open interest changed by 104 which increased total open position to 926


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 18.51, the open interest changed by 123 which increased total open position to 822


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 18.77, the open interest changed by 68 which increased total open position to 693


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 1.85, which was -1.45 lower than the previous day. The implied volatity was 19.91, the open interest changed by 170 which increased total open position to 624


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 3.3, which was -0.2 lower than the previous day. The implied volatity was 19.94, the open interest changed by 116 which increased total open position to 453


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 3.6, which was -0.6 lower than the previous day. The implied volatity was 20.63, the open interest changed by 12 which increased total open position to 333


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 4.25, which was -0.15 lower than the previous day. The implied volatity was 20.63, the open interest changed by 45 which increased total open position to 321


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 4.4, which was -0.9 lower than the previous day. The implied volatity was 19.74, the open interest changed by 26 which increased total open position to 275


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 5.3, which was -0.55 lower than the previous day. The implied volatity was 19.25, the open interest changed by 59 which increased total open position to 247


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 5.85, which was -1.65 lower than the previous day. The implied volatity was 21.58, the open interest changed by 15 which increased total open position to 188


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 7.4, which was 0.55 higher than the previous day. The implied volatity was 22.06, the open interest changed by 51 which increased total open position to 173


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 6.9, which was 0.05 higher than the previous day. The implied volatity was 23.18, the open interest changed by -3 which decreased total open position to 122


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 6.8, which was -2.1 lower than the previous day. The implied volatity was 23.37, the open interest changed by -1 which decreased total open position to 124


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 8.9, which was 0.85 higher than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 125


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 7.9, which was -2.95 lower than the previous day. The implied volatity was 23.15, the open interest changed by 11 which increased total open position to 126


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 10.7, which was -5.1 lower than the previous day. The implied volatity was 22.62, the open interest changed by -56 which decreased total open position to 113


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 16.3, which was 4.4 higher than the previous day. The implied volatity was 23.61, the open interest changed by 41 which increased total open position to 169


On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 11.75, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 128


On 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 14, which was 0.6 higher than the previous day. The implied volatity was 25.12, the open interest changed by 0 which decreased total open position to 59


On 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 14, which was 4.3 higher than the previous day. The implied volatity was 22.39, the open interest changed by 51 which increased total open position to 58


On 27 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 10.4, which was 0.3 higher than the previous day. The implied volatity was 22.44, the open interest changed by 3 which increased total open position to 6


On 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 10.1, which was -19.95 lower than the previous day. The implied volatity was 23.95, the open interest changed by 2 which increased total open position to 2


On 21 Oct AMBUJACEM was trading at 567.50. The strike last trading price was 30.05, 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 20 Oct AMBUJACEM was trading at 565.50. The strike last trading price was 30.05, which was 0 lower than the previous day. The implied volatity was 2.52, 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 30.05, which was 0 lower than the previous day. The implied volatity was 2.64, 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 30.05, which was 0 lower than the previous day. The implied volatity was 2.05, 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 30.05, 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 30.05, which was 0 lower than the previous day. The implied volatity was 2.66, 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 30.05, which was 0 lower than the previous day. The implied volatity was 2.43, 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 30.05, which was 0 lower than the previous day. The implied volatity was 1.97, 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 30.05, 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 8 Oct AMBUJACEM was trading at 566.30. The strike last trading price was 30.05, which was 0 lower than the previous day. The implied volatity was 2.41, 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 30.05, which was 0 lower than the previous day. The implied volatity was 1.82, 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 30.05, 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 3 Oct AMBUJACEM was trading at 576.15. The strike last trading price was 30.05, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30DEC2025 600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 64.3 3.65 - 8 -5 670
8 Dec 528.95 60.65 -1.3 - 37 -16 688
5 Dec 533.80 61.95 4.4 21.82 5 2 704
4 Dec 536.90 57.55 -2.15 - 14 2 702
3 Dec 535.35 59.7 6.75 24.79 5 -2 700
2 Dec 543.00 52.95 4.5 - 0 0 0
1 Dec 543.35 52.95 4.5 20.03 4 0 702
28 Nov 550.20 48.45 2.3 - 0 1 0
27 Nov 548.70 48.45 2.3 23.80 3 1 702
26 Nov 550.00 46.15 -5.2 21.43 14 2 701
25 Nov 545.85 51.25 0.5 24.67 128 105 693
24 Nov 544.60 50.7 4.2 28.10 118 107 589
21 Nov 547.55 46.5 3.75 - 18 14 479
20 Nov 555.75 42.5 -0.75 24.12 297 278 460
19 Nov 555.30 43.1 2.1 23.73 15 11 182
18 Nov 557.80 41 3.45 23.53 12 5 167
17 Nov 560.30 37.55 -0.25 21.12 2 1 161
14 Nov 563.20 37.8 -1.55 24.42 1 0 159
13 Nov 559.35 39.35 4.75 21.78 94 69 140
12 Nov 562.55 34.6 -7.65 19.10 64 42 59
11 Nov 557.55 41.65 -2.2 24.41 13 12 16
10 Nov 556.10 43.85 4.1 25.05 1 0 3
7 Nov 558.80 39.75 -1.25 21.98 1 0 3
6 Nov 558.40 41 13.85 22.74 3 1 2
4 Nov 567.40 27.15 -5.85 12.70 1 0 1
3 Nov 577.20 33 -18.05 28.87 1 0 0
31 Oct 565.40 51.05 0 - 0 0 0
30 Oct 567.90 51.05 0 - 0 0 0
29 Oct 571.75 51.05 0 - 0 0 0
27 Oct 560.25 51.05 0 - 0 0 0
24 Oct 555.00 51.05 0 - 0 0 0
21 Oct 567.50 51.05 0 - 0 0 0
20 Oct 565.50 51.05 0 - 0 0 0
17 Oct 563.60 51.05 0 - 0 0 0
16 Oct 569.70 51.05 0 - 0 0 0
15 Oct 567.75 51.05 0 - 0 0 0
14 Oct 563.60 51.05 0 - 0 0 0
13 Oct 566.75 51.05 0 - 0 0 0
10 Oct 569.25 51.05 0 - 0 0 0
9 Oct 565.90 51.05 0 - 0 0 0
8 Oct 566.30 51.05 0 - 0 0 0
7 Oct 569.95 51.05 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 600 expiring on 30DEC2025

Delta for 600 PE is -

Historical price for 600 PE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 64.3, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 670


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 60.65, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 688


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 61.95, which was 4.4 higher than the previous day. The implied volatity was 21.82, the open interest changed by 2 which increased total open position to 704


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 57.55, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 702


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 59.7, which was 6.75 higher than the previous day. The implied volatity was 24.79, the open interest changed by -2 which decreased total open position to 700


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 52.95, 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 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 52.95, which was 4.5 higher than the previous day. The implied volatity was 20.03, the open interest changed by 0 which decreased total open position to 702


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 48.45, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 48.45, which was 2.3 higher than the previous day. The implied volatity was 23.80, the open interest changed by 1 which increased total open position to 702


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 46.15, which was -5.2 lower than the previous day. The implied volatity was 21.43, the open interest changed by 2 which increased total open position to 701


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 51.25, which was 0.5 higher than the previous day. The implied volatity was 24.67, the open interest changed by 105 which increased total open position to 693


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 50.7, which was 4.2 higher than the previous day. The implied volatity was 28.10, the open interest changed by 107 which increased total open position to 589


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 46.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 479


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 42.5, which was -0.75 lower than the previous day. The implied volatity was 24.12, the open interest changed by 278 which increased total open position to 460


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 43.1, which was 2.1 higher than the previous day. The implied volatity was 23.73, the open interest changed by 11 which increased total open position to 182


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 41, which was 3.45 higher than the previous day. The implied volatity was 23.53, the open interest changed by 5 which increased total open position to 167


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 37.55, which was -0.25 lower than the previous day. The implied volatity was 21.12, the open interest changed by 1 which increased total open position to 161


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 37.8, which was -1.55 lower than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 159


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 39.35, which was 4.75 higher than the previous day. The implied volatity was 21.78, the open interest changed by 69 which increased total open position to 140


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 34.6, which was -7.65 lower than the previous day. The implied volatity was 19.10, the open interest changed by 42 which increased total open position to 59


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 41.65, which was -2.2 lower than the previous day. The implied volatity was 24.41, the open interest changed by 12 which increased total open position to 16


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 43.85, which was 4.1 higher than the previous day. The implied volatity was 25.05, the open interest changed by 0 which decreased total open position to 3


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 39.75, which was -1.25 lower than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 3


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 41, which was 13.85 higher than the previous day. The implied volatity was 22.74, the open interest changed by 1 which increased total open position to 2


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 27.15, which was -5.85 lower than the previous day. The implied volatity was 12.70, the open interest changed by 0 which decreased total open position to 1


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 33, which was -18.05 lower than the previous day. The implied volatity was 28.87, 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 51.05, 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 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 51.05, 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 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 51.05, 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 27 Oct AMBUJACEM was trading at 560.25. The strike last trading price was 51.05, 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 24 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 51.05, 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 21 Oct AMBUJACEM was trading at 567.50. The strike last trading price was 51.05, 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 20 Oct AMBUJACEM was trading at 565.50. The strike last trading price was 51.05, 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 17 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 51.05, 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 16 Oct AMBUJACEM was trading at 569.70. The strike last trading price was 51.05, 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 15 Oct AMBUJACEM was trading at 567.75. The strike last trading price was 51.05, 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 51.05, 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 13 Oct AMBUJACEM was trading at 566.75. The strike last trading price was 51.05, 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 10 Oct AMBUJACEM was trading at 569.25. The strike last trading price was 51.05, 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 9 Oct AMBUJACEM was trading at 565.90. The strike last trading price was 51.05, 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 8 Oct AMBUJACEM was trading at 566.30. The strike last trading price was 51.05, 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 7 Oct AMBUJACEM was trading at 569.95. The strike last trading price was 51.05, 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 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