AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 52.55 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 582.45 | 52.55 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 581.00 | 52.55 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 560.55 | 44.75 | 2.05 | 26.29 | 10 | 3 | 20 | |||||||||
For Ambuja Cements Ltd - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.00
Historical price for 520 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 52.55, which was -0.05 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 52.55, which was -0.05 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 52.55, which was -0.05 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 44.75, which was 2.05 higher than the previous day. The implied volatity was 26.29, the open interest changed by 3 which increased total open position to 20
| AMBUJACEM 30SEP2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.05
Theta: -0.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.4 | 0.05 | 45.43 | 8 | -6 | 224 |
| 21 Sept | 582.45 | 0.35 | 0 | 35.09 | 27 | -15 | 231 |
| 18 Sept | 581.00 | 0.3 | -0.1 | 31.70 | 670 | -509 | 246 |
| 14 Sept | 560.55 | 1.5 | -0.25 | 27.88 | 257 | -56 | 821 |
For Ambuja Cements Ltd - strike price 520 expiring on 30SEP2025
Delta for 520 PE is -0.03
Historical price for 520 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 45.43, the open interest changed by -6 which decreased total open position to 224
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 35.09, the open interest changed by -15 which decreased total open position to 231
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 31.70, the open interest changed by -509 which decreased total open position to 246
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 27.88, the open interest changed by -56 which decreased total open position to 821
