AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 505 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 | 98 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 582.45 | 98 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 581.00 | 98 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 560.55 | 98 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 505 expiring on 30SEP2025
Delta for 505 CE is -
Historical price for 505 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 98, 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 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 98, 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 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 98, 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 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 98, 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
| AMBUJACEM 30SEP2025 505 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 5.2 | 0 | 28.04 | 0 | 0 | 0 |
| 21 Sept | 582.45 | 5.2 | 0 | 23.15 | 0 | 0 | 0 |
| 18 Sept | 581.00 | 5.2 | 0 | 20.96 | 0 | 0 | 0 |
| 14 Sept | 560.55 | 5.2 | 0 | 13.76 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 505 expiring on 30SEP2025
Delta for 505 PE is -0.00
Historical price for 505 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 0
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 23.15, 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 5.2, which was 0 lower than the previous day. The implied volatity was 20.96, 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 5.2, which was 0 lower than the previous day. The implied volatity was 13.76, the open interest changed by 0 which decreased total open position to 0
