AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 100 | 19 | - | 1 | 0 | 16 | |||||||||
| 21 Sept | 582.45 | 81 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 581.00 | 81 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 560.55 | 70 | 7 | 58.35 | 1 | -1 | 17 | |||||||||
For Ambuja Cements Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 100, which was 19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 81, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 81, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 70, which was 7 higher than the previous day. The implied volatity was 58.35, the open interest changed by -1 which decreased total open position to 17
| AMBUJACEM 30SEP2025 500 PE | |||||||
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Delta: -0.01
Vega: 0.03
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.2 | -0.1 | 51.43 | 12 | 0 | 133 |
| 21 Sept | 582.45 | 0.25 | 0.05 | 42.63 | 11 | -2 | 135 |
| 18 Sept | 581.00 | 0.2 | 0 | 38.56 | 6 | 0 | 137 |
| 14 Sept | 560.55 | 0.6 | -0.3 | 31.03 | 94 | -19 | 249 |
For Ambuja Cements Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -0.01
Historical price for 500 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 51.43, the open interest changed by 0 which decreased total open position to 133
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 42.63, the open interest changed by -2 which decreased total open position to 135
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 38.56, the open interest changed by 0 which decreased total open position to 137
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 31.03, the open interest changed by -19 which decreased total open position to 249
