[--[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 650 CE
Delta: 0.00
Vega: 0.02
Theta: -0.01
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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