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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AMBUJACEM 30-DEC-2025 640 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 ₹ 105	0 0.00	30.26	7 7,350	0 0	44 46,200
8 Dec	528.95	0.1 ₹ 105	0 0.00	30.40	50 52,500	-13 -13,650	45 47,250
5 Dec	533.80	0.1 ₹ 105	-0.2 -210.00	27.20	6 6,300	0 0	61 64,050
4 Dec	536.90	0.3 ₹ 315	0.05 52.50	29.91	1 1,050	0 0	61 64,050
3 Dec	535.35	0.25 ₹ 262.5	-0.05 -52.50	-	0 0	0 0	0 0
2 Dec	543.00	0.25 ₹ 262.5	-0.05 -52.50	26.39	4 4,200	0 0	61 64,050
1 Dec	543.35	0.3 ₹ 315	0.15 157.50	-	0 0	-2 -2,100	0 0
28 Nov	550.20	0.3 ₹ 315	0.15 157.50	23.61	2 2,100	-1 -1,050	62 65,100
27 Nov	548.70	0.15 ₹ 157.5	-0.15 -157.50	21.18	6 6,300	-3 -3,150	63 66,150
26 Nov	550.00	0.3 ₹ 315	0.15 157.50	22.25	55 57,750	43 45,150	66 69,300
25 Nov	545.85	0.1 ₹ 105	-0.65 -682.50	20.49	7 7,350	-1 -1,050	22 23,100
24 Nov	544.60	0.75 ₹ 787.5	-0.2 -210.00	-	0 0	0 0	0 0
21 Nov	547.55	0.75 ₹ 787.5	-0.2 -210.00	-	0 0	-1 -1,050	0 0
20 Nov	555.75	0.75 ₹ 787.5	-0.2 -210.00	22.49	9 9,450	-1 -1,050	23 24,150

19 Nov	555.30	0.95 ₹ 997.5	-0.2 -210.00	23.52	23 24,150	6 6,300	25 26,250
18 Nov	557.80	1.15 ₹ 1,207.5	0 0.00	-	0 0	-1 -1,050	0 0
17 Nov	560.30	1.15 ₹ 1,207.5	0 0.00	22.41	2 2,100	-1 -1,050	19 19,950
14 Nov	563.20	1.15 ₹ 1,207.5	-0.4 -420.00	20.86	11 11,550	2 2,100	20 21,000
13 Nov	559.35	1.55 ₹ 1,627.5	-0.65 -682.50	23.22	3 3,150	0 0	17 17,850
12 Nov	562.55	2.2 ₹ 2,310	0.1 105.00	23.85	7 7,350	4 4,200	14 14,700
11 Nov	557.55	2.1 ₹ 2,205	-0.2 -210.00	24.58	3 3,150	2 2,100	9 9,450
10 Nov	556.10	2.3 ₹ 2,415	-1.45 -1522.50	25.51	7 7,350	-4 -4,200	6 6,300
4 Nov	567.40	3.7 ₹ 3,885	-2.1 -2205.00	24.07	3 3,150	0 0	11 11,550
3 Nov	577.20	5.7 ₹ 5,985	1.55 1627.50	23.86	13 13,650	9 9,450	10 10,500
31 Oct	565.40	4.15 ₹ 4,357.5	3.8 3990.00	-	2 2,100	0 0	2 2,100

For Ambuja Cements Ltd - strike price 640 expiring on 30DEC2025

Delta for 640 CE is 0.01

Historical price for 640 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 30.26, the open interest changed by 0 which decreased total open position to 44

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 30.40, the open interest changed by -13 which decreased total open position to 45

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.1, which was -0.2 lower than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 61

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 61

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.25, 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 0

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 61

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 23.61, the open interest changed by -1 which decreased total open position to 62

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 21.18, the open interest changed by -3 which decreased total open position to 63

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 22.25, the open interest changed by 43 which increased total open position to 66

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.1, which was -0.65 lower than the previous day. The implied volatity was 20.49, the open interest changed by -1 which decreased total open position to 22

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 0.75, which was -0.2 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 0.75, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 22.49, the open interest changed by -1 which decreased total open position to 23

On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 23.52, the open interest changed by 6 which increased total open position to 25

On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 22.41, the open interest changed by -1 which decreased total open position to 19

On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 20.86, the open interest changed by 2 which increased total open position to 20

On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 17

On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 23.85, the open interest changed by 4 which increased total open position to 14

On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 24.58, the open interest changed by 2 which increased total open position to 9

On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 2.3, which was -1.45 lower than the previous day. The implied volatity was 25.51, the open interest changed by -4 which decreased total open position to 6

On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 3.7, which was -2.1 lower than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 11

On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 5.7, which was 1.55 higher than the previous day. The implied volatity was 23.86, the open interest changed by 9 which increased total open position to 10

On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 4.15, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

AMBUJACEM 30DEC2025 640 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	533.05	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	0 0
8 Dec	528.95	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	1 1,050
5 Dec	533.80	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	0 0
4 Dec	536.90	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	0 0
3 Dec	535.35	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	0 0
2 Dec	543.00	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	0 0
1 Dec	543.35	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	0 0
28 Nov	550.20	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	0 0
27 Nov	548.70	91 ₹ 95,550	12.95 13597.50	-	0 0	0 0	0 0
26 Nov	550.00	91 ₹ 95,550	12.95 13597.50	-	0 0	1 1,050	0 0
25 Nov	545.85	91 ₹ 95,550	12.95 13597.50	37.05	1 1,050	0 0	0 0
24 Nov	544.60	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
21 Nov	547.55	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
20 Nov	555.75	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
19 Nov	555.30	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
18 Nov	557.80	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
17 Nov	560.30	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
14 Nov	563.20	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
13 Nov	559.35	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
12 Nov	562.55	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
11 Nov	557.55	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
10 Nov	556.10	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
4 Nov	567.40	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
3 Nov	577.20	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0
31 Oct	565.40	78.05 ₹ 81,952.5	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 640 expiring on 30DEC2025

Delta for 640 PE is -

Historical price for 640 PE is as follows

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 91, which was 12.95 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 91, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 91, which was 12.95 higher 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 91, which was 12.95 higher 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 91, which was 12.95 higher 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 91, which was 12.95 higher 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 91, which was 12.95 higher 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 91, which was 12.95 higher 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 91, which was 12.95 higher 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 91, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 91, which was 12.95 higher than the previous day. The implied volatity was 37.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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

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