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AMBUJACEM

Ambuja Cements Ltd
548.15 +12.05 (2.25%)
L: 536.9 H: 549.95

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Historical option data for AMBUJACEM

12 Dec 2025 04:10 PM IST
AMBUJACEM 30-DEC-2025 605 CE
Delta: 0.04
Vega: 0.09
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 0.4 0.1 23.89 17 7 121
11 Dec 536.10 0.3 0.1 - 0 0 114
10 Dec 529.70 0.3 0.1 27.40 4 -3 114
9 Dec 533.05 0.2 -0.1 23.67 2 0 119
8 Dec 528.95 0.3 0 25.72 65 -32 120
5 Dec 533.80 0.35 0.05 23.23 6 0 153
4 Dec 536.90 0.3 -0.15 21.34 34 -1 153
3 Dec 535.35 0.45 -0.15 22.64 8 -1 154
2 Dec 543.00 0.6 -0.1 20.75 48 30 155
1 Dec 543.35 0.7 -0.1 21.45 3 -1 125
28 Nov 550.20 0.8 0 18.86 10 4 126
27 Nov 548.70 0.8 -0.2 18.69 5 0 123
26 Nov 550.00 1 0.1 18.79 50 -8 122
25 Nov 545.85 0.8 -0.25 18.93 60 32 130
24 Nov 544.60 1.05 -0.5 19.02 74 14 99
21 Nov 547.55 1.5 -1.4 20.06 57 -20 86
20 Nov 555.75 2.9 -0.1 20.65 41 21 105
19 Nov 555.30 2.9 -0.55 20.69 81 24 83
18 Nov 557.80 3.45 -0.75 20.68 59 46 58
17 Nov 560.30 4.2 -0.2 20.90 2 0 12
14 Nov 563.20 4.4 -1.45 19.43 8 0 12
13 Nov 559.35 5.85 -1.35 - 0 0 0
12 Nov 562.55 5.85 -1.35 - 0 2 0
11 Nov 557.55 5.85 -1.35 22.92 4 2 12
10 Nov 556.10 7.2 0.15 - 0 0 0
7 Nov 558.80 7.2 0.15 23.70 1 0 10
6 Nov 558.40 7.3 -2.65 24.04 7 5 10
4 Nov 567.40 9.95 -2.65 23.48 4 1 5
3 Nov 577.20 12.6 2.55 21.52 8 2 3
31 Oct 565.40 10.05 -1.35 - 1 0 1
30 Oct 567.90 11.4 -3.05 23.89 1 0 0
29 Oct 571.75 14.45 0 2.79 0 0 0


For Ambuja Cements Ltd - strike price 605 expiring on 30DEC2025

Delta for 605 CE is 0.04

Historical price for 605 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 23.89, the open interest changed by 7 which increased total open position to 121


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 27.40, the open interest changed by -3 which decreased total open position to 114


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 119


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 25.72, the open interest changed by -32 which decreased total open position to 120


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 153


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by -1 which decreased total open position to 153


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 22.64, the open interest changed by -1 which decreased total open position to 154


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 20.75, the open interest changed by 30 which increased total open position to 155


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 21.45, the open interest changed by -1 which decreased total open position to 125


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 18.86, the open interest changed by 4 which increased total open position to 126


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 18.69, the open interest changed by 0 which decreased total open position to 123


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 18.79, the open interest changed by -8 which decreased total open position to 122


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 18.93, the open interest changed by 32 which increased total open position to 130


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 1.05, which was -0.5 lower than the previous day. The implied volatity was 19.02, the open interest changed by 14 which increased total open position to 99


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 1.5, which was -1.4 lower than the previous day. The implied volatity was 20.06, the open interest changed by -20 which decreased total open position to 86


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 2.9, which was -0.1 lower than the previous day. The implied volatity was 20.65, the open interest changed by 21 which increased total open position to 105


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 20.69, the open interest changed by 24 which increased total open position to 83


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 3.45, which was -0.75 lower than the previous day. The implied volatity was 20.68, the open interest changed by 46 which increased total open position to 58


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 4.2, which was -0.2 lower than the previous day. The implied volatity was 20.90, the open interest changed by 0 which decreased total open position to 12


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 4.4, which was -1.45 lower than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 12


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 5.85, which was -1.35 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 5.85, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 5.85, which was -1.35 lower than the previous day. The implied volatity was 22.92, the open interest changed by 2 which increased total open position to 12


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 7.2, which was 0.15 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 7.2, which was 0.15 higher than the previous day. The implied volatity was 23.70, the open interest changed by 0 which decreased total open position to 10


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 7.3, which was -2.65 lower than the previous day. The implied volatity was 24.04, the open interest changed by 5 which increased total open position to 10


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 9.95, which was -2.65 lower than the previous day. The implied volatity was 23.48, the open interest changed by 1 which increased total open position to 5


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 12.6, which was 2.55 higher than the previous day. The implied volatity was 21.52, the open interest changed by 2 which increased total open position to 3


On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 10.05, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 11.4, which was -3.05 lower than the previous day. The implied volatity was 23.89, 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 14.45, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30DEC2025 605 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 58.2 0 - 0 0 0
11 Dec 536.10 58.2 0 - 0 0 0
10 Dec 529.70 58.2 0 - 0 0 0
9 Dec 533.05 58.2 0 - 0 0 0
8 Dec 528.95 58.2 0 - 0 0 0
5 Dec 533.80 58.2 0 - 0 0 0
4 Dec 536.90 58.2 0 - 0 0 0
3 Dec 535.35 58.2 0 - 0 0 0
2 Dec 543.00 58.2 0 - 0 0 0
1 Dec 543.35 58.2 0 - 0 0 0
28 Nov 550.20 58.2 0 - 0 0 0
27 Nov 548.70 58.2 0 - 0 0 0
26 Nov 550.00 58.2 0 - 0 0 0
25 Nov 545.85 58.2 0 - 0 0 0
24 Nov 544.60 58.2 0 - 0 0 0
21 Nov 547.55 58.2 0 - 0 0 0
20 Nov 555.75 58.2 0 - 0 0 0
19 Nov 555.30 58.2 0 - 0 0 0
18 Nov 557.80 58.2 0 - 0 0 0
17 Nov 560.30 58.2 0 - 0 0 0
14 Nov 563.20 58.2 0 - 0 0 0
13 Nov 559.35 58.2 0 - 0 0 0
12 Nov 562.55 58.2 0 - 0 0 0
11 Nov 557.55 58.2 0 - 0 0 0
10 Nov 556.10 58.2 0 - 0 0 0
7 Nov 558.80 58.2 0 - 0 0 0
6 Nov 558.40 58.2 0 - 0 0 0
4 Nov 567.40 58.2 0 - 0 0 0
3 Nov 577.20 58.2 0 - 0 0 0
31 Oct 565.40 58.2 0 - 0 0 0
30 Oct 567.90 58.2 0 - 0 0 0
29 Oct 571.75 58.2 0 - 0 0 0


For Ambuja Cements Ltd - strike price 605 expiring on 30DEC2025

Delta for 605 PE is -

Historical price for 605 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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 58.2, 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