AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
09 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 630 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.02
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































