AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 510 CE | ||||||||||||||||
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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 | 50.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 582.45 | 50.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 581.00 | 50.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 560.55 | 50.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 510 expiring on 30SEP2025
Delta for 510 CE is 0.00
Historical price for 510 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 50.1, 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 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 50.1, 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 50.1, 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 50.1, 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
| AMBUJACEM 30SEP2025 510 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 | 46.44 | 5 | -1 | 53 |
| 21 Sept | 582.45 | 0.3 | 0.1 | 39.01 | 6 | -4 | 54 |
| 18 Sept | 581.00 | 0.2 | -0.05 | 34.15 | 7 | -6 | 59 |
| 14 Sept | 560.55 | 0.9 | -0.3 | 29.11 | 78 | -10 | 59 |
For Ambuja Cements Ltd - strike price 510 expiring on 30SEP2025
Delta for 510 PE is -0.01
Historical price for 510 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 46.44, the open interest changed by -1 which decreased total open position to 53
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 39.01, the open interest changed by -4 which decreased total open position to 54
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.15, the open interest changed by -6 which decreased total open position to 59
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 29.11, the open interest changed by -10 which decreased total open position to 59
