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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 620 CE
Delta: 0.02
Vega: 0.07
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 0.3 0.1 30.00 5 -3 68
8 Dec 528.95 0.2 0 28.17 37 -12 71
5 Dec 533.80 0.2 0 25.00 3 -1 83
4 Dec 536.90 0.2 -0.05 23.58 6 3 87
3 Dec 535.35 0.25 -0.15 24.22 13 3 84
2 Dec 543.00 0.4 0.05 23.48 21 10 81
1 Dec 543.35 0.35 -0.1 22.60 2 0 71
28 Nov 550.20 0.45 -0.05 20.53 7 0 71
27 Nov 548.70 0.5 -0.05 20.87 14 0 71
26 Nov 550.00 0.6 0.1 20.59 27 -9 69
25 Nov 545.85 0.5 -0.1 21.20 27 4 74
24 Nov 544.60 0.6 -0.35 20.50 59 -7 69
21 Nov 547.55 0.95 -0.55 21.84 51 -3 72
20 Nov 555.75 1.45 -0.3 20.86 45 5 74
19 Nov 555.30 1.7 -0.3 21.69 150 -5 68
18 Nov 557.80 2 -0.4 21.51 23 13 73
17 Nov 560.30 2.4 -1.25 - 0 17 0
14 Nov 563.20 2.4 -1.25 19.80 37 15 58
13 Nov 559.35 3.65 -0.3 23.87 1 0 42
12 Nov 562.55 3.95 0.45 23.20 28 2 42
11 Nov 557.55 3.5 -0.35 23.05 3 1 40
10 Nov 556.10 3.85 2.55 24.24 43 36 38
7 Nov 558.80 1.3 -21.9 16.57 2 0 0
6 Nov 558.40 23.2 0 6.39 0 0 0
4 Nov 567.40 23.2 0 5.14 0 0 0
3 Nov 577.20 23.2 0 3.76 0 0 0
31 Oct 565.40 23.2 0 - 0 0 0
30 Oct 567.90 23.2 0 4.88 0 0 0
29 Oct 571.75 23.2 0 4.18 0 0 0
6 Oct 573.80 0 0 - 0 0 0
3 Oct 576.15 0 0 2.71 0 0 0


For Ambuja Cements Ltd - strike price 620 expiring on 30DEC2025

Delta for 620 CE is 0.02

Historical price for 620 CE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 30.00, the open interest changed by -3 which decreased total open position to 68


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.17, the open interest changed by -12 which decreased total open position to 71


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 25.00, the open interest changed by -1 which decreased total open position to 83


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 23.58, the open interest changed by 3 which increased total open position to 87


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 24.22, the open interest changed by 3 which increased total open position to 84


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 23.48, the open interest changed by 10 which increased total open position to 81


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 71


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 20.53, the open interest changed by 0 which decreased total open position to 71


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 71


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 20.59, the open interest changed by -9 which decreased total open position to 69


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 21.20, the open interest changed by 4 which increased total open position to 74


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 20.50, the open interest changed by -7 which decreased total open position to 69


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 21.84, the open interest changed by -3 which decreased total open position to 72


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 20.86, the open interest changed by 5 which increased total open position to 74


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by -5 which decreased total open position to 68


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 21.51, the open interest changed by 13 which increased total open position to 73


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 19.80, the open interest changed by 15 which increased total open position to 58


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 3.65, which was -0.3 lower than the previous day. The implied volatity was 23.87, the open interest changed by 0 which decreased total open position to 42


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 3.95, which was 0.45 higher than the previous day. The implied volatity was 23.20, the open interest changed by 2 which increased total open position to 42


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 23.05, the open interest changed by 1 which increased total open position to 40


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 3.85, which was 2.55 higher than the previous day. The implied volatity was 24.24, the open interest changed by 36 which increased total open position to 38


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 1.3, which was -21.9 lower than the previous day. The implied volatity was 16.57, 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 23.2, which was 0 lower than the previous day. The implied volatity was 6.39, 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 23.2, which was 0 lower than the previous day. The implied volatity was 5.14, 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 23.2, which was 0 lower than the previous day. The implied volatity was 3.76, 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 23.2, 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 23.2, which was 0 lower than the previous day. The implied volatity was 4.88, 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 23.2, which was 0 lower than the previous day. The implied volatity was 4.18, 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 2.71, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30DEC2025 620 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 69.5 0 - 0 0 0
8 Dec 528.95 69.5 0 - 0 0 48
5 Dec 533.80 69.5 0 - 0 0 0
4 Dec 536.90 69.5 0 - 0 0 0
3 Dec 535.35 69.5 0 - 0 0 0
2 Dec 543.00 69.5 0 - 0 0 0
1 Dec 543.35 69.5 0 - 0 0 0
28 Nov 550.20 69.5 0 - 0 0 0
27 Nov 548.70 69.5 0 - 0 0 0
26 Nov 550.00 69.5 0 - 0 13 0
25 Nov 545.85 69.5 0 - 13 6 41
24 Nov 544.60 69.5 2 32.42 33 16 18
21 Nov 547.55 67.5 7 22.49 1 0 1
20 Nov 555.75 60.5 -3.4 - 0 1 0
19 Nov 555.30 60.5 -3.4 24.91 1 0 0
18 Nov 557.80 63.9 0 - 0 0 0
17 Nov 560.30 63.9 0 - 0 0 0
14 Nov 563.20 63.9 0 - 0 0 0
13 Nov 559.35 63.9 0 - 0 0 0
12 Nov 562.55 63.9 0 - 0 0 0
11 Nov 557.55 63.9 0 - 0 0 0
10 Nov 556.10 63.9 0 - 0 0 0
7 Nov 558.80 63.9 0 - 0 0 0
6 Nov 558.40 63.9 0 - 0 0 0
4 Nov 567.40 63.9 0 - 0 0 0
3 Nov 577.20 63.9 0 - 0 0 0
31 Oct 565.40 63.9 0 - 0 0 0
30 Oct 567.90 63.9 0 - 0 0 0
29 Oct 571.75 63.9 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 620 expiring on 30DEC2025

Delta for 620 PE is -

Historical price for 620 PE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 69.5, 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 69.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 69.5, 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 69.5, 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 69.5, 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 69.5, 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 69.5, 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 69.5, 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 69.5, 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 69.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 69.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 41


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 69.5, which was 2 higher than the previous day. The implied volatity was 32.42, the open interest changed by 16 which increased total open position to 18


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 67.5, which was 7 higher than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 1


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 60.5, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 60.5, which was -3.4 lower than the previous day. The implied volatity was 24.91, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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 63.9, 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