[--[65.84.65.76]--]

AMBUJACEM

Ambuja Cements Ltd
533.05 +4.10 (0.78%)
L: 523.4 H: 534.5

Back to Option Chain


Historical option data for AMBUJACEM

09 Dec 2025 04:10 PM IST
AMBUJACEM 30-DEC-2025 630 CE
Delta: 0.01
Vega: 0.03
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 0.1 0 28.24 18 0 144
8 Dec 528.95 0.1 -0.05 28.06 28 -26 146
5 Dec 533.80 0.15 -0.05 26.43 7 0 176
4 Dec 536.90 0.2 -0.1 25.97 4 0 179
3 Dec 535.35 0.3 0 - 0 0 0
2 Dec 543.00 0.3 0 24.72 5 0 179
1 Dec 543.35 0.3 0 24.39 16 0 164
28 Nov 550.20 0.3 -0.05 21.42 10 -1 165
27 Nov 548.70 0.3 -0.1 21.21 2 -1 167
26 Nov 550.00 0.4 0 21.41 17 7 168
25 Nov 545.85 0.4 -0.05 22.25 31 8 161
24 Nov 544.60 0.45 -0.2 21.69 44 19 153
21 Nov 547.55 0.65 -0.35 22.49 55 2 133
20 Nov 555.75 1 -0.2 21.50 146 75 131
19 Nov 555.30 1.25 -0.15 22.56 88 33 55
18 Nov 557.80 1.4 -0.05 22.10 4 1 21
17 Nov 560.30 1.45 -1.7 21.22 8 1 19
14 Nov 563.20 3.15 0.45 - 0 0 0
13 Nov 559.35 3.15 0.45 - 0 1 0
12 Nov 562.55 3.15 0.45 23.76 3 1 18
11 Nov 557.55 2.75 -1.35 - 0 4 0
10 Nov 556.10 2.75 -1.35 24.34 4 3 16
7 Nov 558.80 4.1 0 25.63 3 -2 14
6 Nov 558.40 4.1 -0.8 25.63 2 1 16
4 Nov 567.40 4.9 -3.05 23.78 11 -2 15
3 Nov 577.20 7.95 2.7 24.33 20 13 18
31 Oct 565.40 5.25 -0.25 - 0 2 0
30 Oct 567.90 5.25 -0.25 23.07 2 1 4
29 Oct 571.75 5.5 -0.95 21.51 2 1 2


For Ambuja Cements Ltd - strike price 630 expiring on 30DEC2025

Delta for 630 CE is 0.01

Historical price for 630 CE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 144


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 28.06, the open interest changed by -26 which decreased total open position to 146


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 176


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 25.97, the open interest changed by 0 which decreased total open position to 179


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.3, 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 0.3, which was 0 lower than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 179


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 164


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 21.42, the open interest changed by -1 which decreased total open position to 165


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 21.21, the open interest changed by -1 which decreased total open position to 167


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 21.41, the open interest changed by 7 which increased total open position to 168


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 22.25, the open interest changed by 8 which increased total open position to 161


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 21.69, the open interest changed by 19 which increased total open position to 153


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 22.49, the open interest changed by 2 which increased total open position to 133


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 21.50, the open interest changed by 75 which increased total open position to 131


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 22.56, the open interest changed by 33 which increased total open position to 55


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 22.10, the open interest changed by 1 which increased total open position to 21


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 1.45, which was -1.7 lower than the previous day. The implied volatity was 21.22, the open interest changed by 1 which increased total open position to 19


On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 3.15, which was 0.45 higher 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 3.15, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 3.15, which was 0.45 higher than the previous day. The implied volatity was 23.76, the open interest changed by 1 which increased total open position to 18


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 2.75, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 2.75, which was -1.35 lower than the previous day. The implied volatity was 24.34, the open interest changed by 3 which increased total open position to 16


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 25.63, the open interest changed by -2 which decreased total open position to 14


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 4.1, which was -0.8 lower than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 16


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 4.9, which was -3.05 lower than the previous day. The implied volatity was 23.78, the open interest changed by -2 which decreased total open position to 15


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 7.95, which was 2.7 higher than the previous day. The implied volatity was 24.33, the open interest changed by 13 which increased total open position to 18


On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 5.25, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 5.25, which was -0.25 lower than the previous day. The implied volatity was 23.07, the open interest changed by 1 which increased total open position to 4


On 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 5.5, which was -0.95 lower than the previous day. The implied volatity was 21.51, the open interest changed by 1 which increased total open position to 2


AMBUJACEM 30DEC2025 630 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 533.05 83.95 0.7 - 0 0 0
8 Dec 528.95 83.95 0.7 - 0 0 63
5 Dec 533.80 83.95 0.7 - 0 1 0
4 Dec 536.90 83.95 0.7 - 7 0 62
3 Dec 535.35 83.25 3.25 - 0 -6 0
2 Dec 543.00 83.25 3.25 33.56 8 -7 61
1 Dec 543.35 80 -1.85 - 0 0 0
28 Nov 550.20 80 -1.85 - 0 0 0
27 Nov 548.70 80 -1.85 - 0 0 0
26 Nov 550.00 80 -1.85 - 0 2 0
25 Nov 545.85 80 -1.85 30.52 2 1 67
24 Nov 544.60 81.85 6.6 41.39 25 24 65
21 Nov 547.55 75.25 6.55 - 4 0 37
20 Nov 555.75 68.25 7.25 - 0 0 0
19 Nov 555.30 68.25 7.25 - 0 0 0
18 Nov 557.80 68.25 7.25 - 0 0 0
17 Nov 560.30 68.25 7.25 - 0 0 0
14 Nov 563.20 68.25 7.25 - 0 0 0
13 Nov 559.35 68.25 7.25 - 0 0 0
12 Nov 562.55 68.25 7.25 - 0 0 0
11 Nov 557.55 68.25 7.25 - 0 20 0
10 Nov 556.10 68.25 7.25 24.27 20 19 36
7 Nov 558.80 61 -9.8 - 0 0 0
6 Nov 558.40 61 -9.8 - 0 17 0
4 Nov 567.40 61 -9.8 28.09 17 13 13
3 Nov 577.20 70.8 0 - 0 0 0
31 Oct 565.40 70.8 0 - 0 0 0
30 Oct 567.90 70.8 0 - 0 0 0
29 Oct 571.75 70.8 0 - 0 0 0


For Ambuja Cements Ltd - strike price 630 expiring on 30DEC2025

Delta for 630 PE is -

Historical price for 630 PE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 83.95, which was 0.7 higher 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 83.95, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 83.95, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 83.95, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 83.25, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 83.25, which was 3.25 higher than the previous day. The implied volatity was 33.56, the open interest changed by -7 which decreased total open position to 61


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 80, which was -1.85 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 80, which was -1.85 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 80, which was -1.85 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 80, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 80, which was -1.85 lower than the previous day. The implied volatity was 30.52, the open interest changed by 1 which increased total open position to 67


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 81.85, which was 6.6 higher than the previous day. The implied volatity was 41.39, the open interest changed by 24 which increased total open position to 65


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 75.25, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 68.25, which was 7.25 higher 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 68.25, which was 7.25 higher 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 68.25, which was 7.25 higher 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 68.25, which was 7.25 higher 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 68.25, which was 7.25 higher 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 68.25, which was 7.25 higher 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 68.25, which was 7.25 higher 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 68.25, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 68.25, which was 7.25 higher than the previous day. The implied volatity was 24.27, the open interest changed by 19 which increased total open position to 36


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 61, which was -9.8 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 61, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 61, which was -9.8 lower than the previous day. The implied volatity was 28.09, the open interest changed by 13 which increased total open position to 13


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 70.8, 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 70.8, 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 70.8, 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 70.8, 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