AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 530 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.21
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 67.35 | 24.75 | 79.25 | 2 | 0 | 28 | |||||||||
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| 21 Sept | 582.45 | 43.15 | 0.55 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 581.00 | 43.15 | 0.55 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 560.55 | 35.05 | -1.3 | 22.63 | 49 | 7 | 41 | |||||||||
For Ambuja Cements Ltd - strike price 530 expiring on 30SEP2025
Delta for 530 CE is 0.84
Historical price for 530 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 67.35, which was 24.75 higher than the previous day. The implied volatity was 79.25, the open interest changed by 0 which decreased total open position to 28
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 43.15, which was 0.55 higher 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 43.15, which was 0.55 higher 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 35.05, which was -1.3 lower than the previous day. The implied volatity was 22.63, the open interest changed by 7 which increased total open position to 41
| AMBUJACEM 30SEP2025 530 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.45 | 0 | 40.53 | 36 | -14 | 113 |
| 21 Sept | 582.45 | 0.45 | -0.05 | 31.60 | 23 | -3 | 127 |
| 18 Sept | 581.00 | 0.5 | 0.1 | 29.70 | 244 | -131 | 169 |
| 14 Sept | 560.55 | 2.1 | -0.45 | 25.31 | 321 | -67 | 389 |
For Ambuja Cements Ltd - strike price 530 expiring on 30SEP2025
Delta for 530 PE is -0.03
Historical price for 530 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 40.53, the open interest changed by -14 which decreased total open position to 113
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.60, the open interest changed by -3 which decreased total open position to 127
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 29.70, the open interest changed by -131 which decreased total open position to 169
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 25.31, the open interest changed by -67 which decreased total open position to 389
