AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 515 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 | 89.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 582.45 | 89.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Sept | 581.00 | 89.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 560.55 | 89.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 515 expiring on 30SEP2025
Delta for 515 CE is -
Historical price for 515 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 89.7, 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 89.7, 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 89.7, 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 89.7, 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 515 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 | 0.3 | 0 | 0.00 | 0 | -4 | 0 |
| 21 Sept | 582.45 | 0.3 | 0.05 | 36.60 | 5 | -4 | 12 |
| 18 Sept | 581.00 | 0.25 | -0.1 | 33.10 | 9 | -8 | 15 |
| 14 Sept | 560.55 | 1.15 | -0.35 | 28.41 | 4 | 2 | 23 |
For Ambuja Cements Ltd - strike price 515 expiring on 30SEP2025
Delta for 515 PE is 0.00
Historical price for 515 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 36.60, the open interest changed by -4 which decreased total open position to 12
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 33.10, the open interest changed by -8 which decreased total open position to 15
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 28.41, the open interest changed by 2 which increased total open position to 23
