AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 525 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 582.45 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 581.00 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 560.55 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 525 expiring on 30SEP2025
Delta for 525 CE is -
Historical price for 525 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 81.7, 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 81.7, 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 81.7, 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 81.7, 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 525 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 0.4 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 582.45 | 0.4 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 581.00 | 0.4 | 0 | 0.00 | 0 | -9 | 0 |
| 14 Sept | 560.55 | 1.75 | -0.3 | 26.51 | 53 | -17 | 56 |
For Ambuja Cements Ltd - strike price 525 expiring on 30SEP2025
Delta for 525 PE is 0.00
Historical price for 525 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.4, 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 0.4, 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 0.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 1.75, which was -0.3 lower than the previous day. The implied volatity was 26.51, the open interest changed by -17 which decreased total open position to 56
