AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
09 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 620 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.05
Gamma: 0.00
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| 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 | |||||||||
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| 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: -
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| 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































































































































































































































