AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
09 Dec 2025 04:10 PM IST
| AMBUJACEM 30-DEC-2025 650 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.02
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 533.05 | 0.05 | 0 | 30.52 | 37 | 0 | 367 | |||||||||
| 8 Dec | 528.95 | 0.05 | 0 | 30.24 | 1 | 0 | 367 | |||||||||
| 5 Dec | 533.80 | 0.05 | -0.05 | 27.15 | 2 | 0 | 367 | |||||||||
| 4 Dec | 536.90 | 0.1 | 0 | 27.90 | 3 | 0 | 367 | |||||||||
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| 3 Dec | 535.35 | 0.1 | 0 | 27.67 | 26 | 0 | 367 | |||||||||
| 2 Dec | 543.00 | 0.1 | -0.05 | 25.24 | 101 | -18 | 367 | |||||||||
| 1 Dec | 543.35 | 0.15 | 0 | 26.26 | 10 | 0 | 385 | |||||||||
| 28 Nov | 550.20 | 0.15 | 0 | 23.46 | 27 | 0 | 385 | |||||||||
| 27 Nov | 548.70 | 0.15 | 0 | 23.26 | 64 | -9 | 367 | |||||||||
| 26 Nov | 550.00 | 0.15 | 0.05 | 22.37 | 220 | -5 | 381 | |||||||||
| 25 Nov | 545.85 | 0.1 | -0.2 | 21.91 | 384 | 314 | 378 | |||||||||
| 24 Nov | 544.60 | 0.3 | -0.1 | 24.72 | 25 | 13 | 59 | |||||||||
| 21 Nov | 547.55 | 0.4 | -0.15 | 24.69 | 16 | 11 | 45 | |||||||||
| 20 Nov | 555.75 | 0.55 | -0.15 | 23.31 | 18 | 8 | 33 | |||||||||
| 19 Nov | 555.30 | 0.7 | -0.1 | 24.26 | 52 | 16 | 21 | |||||||||
| 18 Nov | 557.80 | 0.75 | -0.25 | 23.60 | 4 | 3 | 4 | |||||||||
For Ambuja Cements Ltd - strike price 650 expiring on 30DEC2025
Delta for 650 CE is 0.00
Historical price for 650 CE is as follows
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 367
On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 367
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 367
On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 27.90, the open interest changed by 0 which decreased total open position to 367
On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 27.67, the open interest changed by 0 which decreased total open position to 367
On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 25.24, the open interest changed by -18 which decreased total open position to 367
On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 385
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 23.46, the open interest changed by 0 which decreased total open position to 385
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 23.26, the open interest changed by -9 which decreased total open position to 367
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 22.37, the open interest changed by -5 which decreased total open position to 381
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 0.1, which was -0.2 lower than the previous day. The implied volatity was 21.91, the open interest changed by 314 which increased total open position to 378
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 24.72, the open interest changed by 13 which increased total open position to 59
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 24.69, the open interest changed by 11 which increased total open position to 45
On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 23.31, the open interest changed by 8 which increased total open position to 33
On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 24.26, the open interest changed by 16 which increased total open position to 21
On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 23.60, the open interest changed by 3 which increased total open position to 4
| AMBUJACEM 30DEC2025 650 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 | 95 | -3 | - | 0 | 0 | 0 |
| 8 Dec | 528.95 | 95 | -3 | - | 0 | 0 | 674 |
| 5 Dec | 533.80 | 95 | -3 | - | 0 | 0 | 0 |
| 4 Dec | 536.90 | 95 | -3 | - | 0 | 0 | 0 |
| 3 Dec | 535.35 | 95 | -3 | - | 0 | 0 | 0 |
| 2 Dec | 543.00 | 95 | -3 | - | 0 | 0 | 0 |
| 1 Dec | 543.35 | 95 | -3 | - | 0 | -1 | 0 |
| 28 Nov | 550.20 | 95 | -3 | 21.46 | 1 | 0 | 675 |
| 27 Nov | 548.70 | 98 | -1.6 | - | 0 | -1 | 0 |
| 26 Nov | 550.00 | 98 | -1.6 | 43.29 | 1 | 0 | 676 |
| 25 Nov | 545.85 | 99.95 | 1.95 | 36.30 | 645 | 634 | 676 |
| 24 Nov | 544.60 | 98 | 5 | 31.80 | 40 | 10 | 12 |
| 21 Nov | 547.55 | 93 | 3 | - | 1 | 0 | 1 |
| 20 Nov | 555.75 | 90 | 4.4 | - | 0 | 1 | 0 |
| 19 Nov | 555.30 | 90 | 4.4 | 31.17 | 1 | 0 | 0 |
| 18 Nov | 557.80 | 85.6 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 650 expiring on 30DEC2025
Delta for 650 PE is -
Historical price for 650 PE is as follows
On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 95, which was -3 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 95, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 674
On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 95, which was -3 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 95, which was -3 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 95, which was -3 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 95, which was -3 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 95, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 95, which was -3 lower than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 675
On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 98, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 98, which was -1.6 lower than the previous day. The implied volatity was 43.29, the open interest changed by 0 which decreased total open position to 676
On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 99.95, which was 1.95 higher than the previous day. The implied volatity was 36.30, the open interest changed by 634 which increased total open position to 676
On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 98, which was 5 higher than the previous day. The implied volatity was 31.80, the open interest changed by 10 which increased total open position to 12
On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 93, which was 3 higher than the previous day. The implied volatity was -, 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 90, which was 4.4 higher 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 90, which was 4.4 higher than the previous day. The implied volatity was 31.17, 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 85.6, 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































































































































































































































