AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 615 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.07
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 548.15 | 0.3 | 0.15 | 25.88 | 7 | 0 | 29 | |||||||||
| 11 Dec | 536.10 | 0.15 | -0.05 | - | 0 | 0 | 29 | |||||||||
| 10 Dec | 529.70 | 0.15 | -0.05 | 27.45 | 2 | 0 | 30 | |||||||||
| 9 Dec | 533.05 | 0.2 | -0.05 | - | 0 | 1 | 0 | |||||||||
| 8 Dec | 528.95 | 0.2 | -0.05 | 26.81 | 30 | 4 | 33 | |||||||||
| 5 Dec | 533.80 | 0.25 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 536.90 | 0.25 | -0.1 | 23.29 | 2 | 0 | 29 | |||||||||
| 3 Dec | 535.35 | 0.35 | -0.1 | 24.05 | 3 | 0 | 29 | |||||||||
| 2 Dec | 543.00 | 0.45 | -0.15 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 543.35 | 0.45 | -0.15 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 550.20 | 0.45 | -0.15 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 548.70 | 0.45 | -0.15 | - | 0 | -1 | 0 | |||||||||
| 26 Nov | 550.00 | 0.45 | -0.15 | 18.36 | 3 | -1 | 29 | |||||||||
| 25 Nov | 545.85 | 0.6 | -0.05 | 20.61 | 7 | 0 | 29 | |||||||||
| 24 Nov | 544.60 | 0.65 | -0.4 | 19.62 | 22 | 0 | 29 | |||||||||
| 21 Nov | 547.55 | 1.05 | -0.7 | 20.94 | 30 | -7 | 29 | |||||||||
| 20 Nov | 555.75 | 1.75 | -0.6 | 20.52 | 26 | -4 | 40 | |||||||||
| 19 Nov | 555.30 | 2.35 | -0.1 | 22.25 | 60 | 32 | 45 | |||||||||
| 18 Nov | 557.80 | 2.45 | 0.65 | 21.37 | 17 | 11 | 13 | |||||||||
| 17 Nov | 560.30 | 1.8 | -10.2 | 18.51 | 2 | 0 | 0 | |||||||||
| 14 Nov | 563.20 | 12 | 0 | 5.76 | 0 | 0 | 0 | |||||||||
| 13 Nov | 559.35 | 12 | 0 | 6.24 | 0 | 0 | 0 | |||||||||
| 12 Nov | 562.55 | 12 | 0 | 5.81 | 0 | 0 | 0 | |||||||||
| 11 Nov | 557.55 | 12 | 0 | 6.12 | 0 | 0 | 0 | |||||||||
| 10 Nov | 556.10 | 12 | 0 | 6.38 | 0 | 0 | 0 | |||||||||
| 7 Nov | 558.80 | 12 | 0 | 5.82 | 0 | 0 | 0 | |||||||||
| 6 Nov | 558.40 | 12 | 0 | 5.86 | 0 | 0 | 0 | |||||||||
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| 4 Nov | 567.40 | 12 | 0 | 4.65 | 0 | 0 | 0 | |||||||||
| 3 Nov | 577.20 | 12 | 0 | 3.19 | 0 | 0 | 0 | |||||||||
| 31 Oct | 565.40 | 12 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 567.90 | 12 | 0 | 4.36 | 0 | 0 | 0 | |||||||||
| 29 Oct | 571.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 615 expiring on 30DEC2025
Delta for 615 CE is 0.03
Historical price for 615 CE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 29
On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 30
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.81, the open interest changed by 4 which increased total open position to 33
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.25, which was -0.1 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 0.25, which was -0.1 lower than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 29
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 29
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.45, which was -0.15 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 0.45, which was -0.15 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 0.45, which was -0.15 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 0.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 18.36, the open interest changed by -1 which decreased total open position to 29
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 20.61, the open interest changed by 0 which decreased total open position to 29
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 19.62, the open interest changed by 0 which decreased total open position to 29
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 1.05, which was -0.7 lower than the previous day. The implied volatity was 20.94, the open interest changed by -7 which decreased total open position to 29
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 1.75, which was -0.6 lower than the previous day. The implied volatity was 20.52, the open interest changed by -4 which decreased total open position to 40
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 2.35, which was -0.1 lower than the previous day. The implied volatity was 22.25, the open interest changed by 32 which increased total open position to 45
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 2.45, which was 0.65 higher than the previous day. The implied volatity was 21.37, the open interest changed by 11 which increased total open position to 13
On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 1.8, which was -10.2 lower than the previous day. The implied volatity was 18.51, 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 12, which was 0 lower than the previous day. The implied volatity was 5.76, 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 12, which was 0 lower than the previous day. The implied volatity was 6.24, 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 12, which was 0 lower than the previous day. The implied volatity was 5.81, 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 12, which was 0 lower than the previous day. The implied volatity was 6.12, 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 12, which was 0 lower than the previous day. The implied volatity was 6.38, 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 12, which was 0 lower than the previous day. The implied volatity was 5.82, 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 12, which was 0 lower than the previous day. The implied volatity was 5.86, 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 12, which was 0 lower than the previous day. The implied volatity was 4.65, 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 12, which was 0 lower than the previous day. The implied volatity was 3.19, 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 12, 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 12, which was 0 lower than the previous day. The implied volatity was 4.36, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30DEC2025 615 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 | 65.65 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 536.10 | 65.65 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 529.70 | 65.65 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 533.05 | 65.65 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 528.95 | 65.65 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 533.80 | 65.65 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 536.90 | 65.65 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 535.35 | 65.65 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 543.00 | 65.65 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 543.35 | 65.65 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 550.20 | 65.65 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 548.70 | 65.65 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 550.00 | 65.65 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 545.85 | 65.65 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 544.60 | 65.65 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 547.55 | 65.65 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 555.75 | 65.65 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 555.30 | 65.65 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 557.80 | 65.65 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 560.30 | 65.65 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 563.20 | 65.65 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 559.35 | 65.65 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 562.55 | 65.65 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 557.55 | 65.65 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 556.10 | 65.65 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 558.80 | 65.65 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 558.40 | 65.65 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 567.40 | 65.65 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 577.20 | 65.65 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 565.40 | 65.65 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 567.90 | 65.65 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 571.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 615 expiring on 30DEC2025
Delta for 615 PE is -
Historical price for 615 PE is as follows
On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 65.65, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































