AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 535 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 | |||||||||
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| 22 Sept | 590.30 | 44.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 582.45 | 44.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 581.00 | 44.65 | 0 | 0.00 | 0 | -3 | 0 | |||||||||
| 14 Sept | 560.55 | 30.7 | -0.75 | 22.48 | 32 | 5 | 31 | |||||||||
For Ambuja Cements Ltd - strike price 535 expiring on 30SEP2025
Delta for 535 CE is 0.00
Historical price for 535 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 44.65, 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 44.65, 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 44.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 30.7, which was -0.75 lower than the previous day. The implied volatity was 22.48, the open interest changed by 5 which increased total open position to 31
| AMBUJACEM 30SEP2025 535 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.2 | -0.3 | 32.89 | 2 | 0 | 94 |
| 21 Sept | 582.45 | 0.5 | 0 | 29.67 | 3 | 0 | 94 |
| 18 Sept | 581.00 | 0.5 | 0.1 | 27.24 | 24 | -1 | 96 |
| 14 Sept | 560.55 | 2.65 | -0.5 | 24.48 | 83 | -21 | 125 |
For Ambuja Cements Ltd - strike price 535 expiring on 30SEP2025
Delta for 535 PE is -0.02
Historical price for 535 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.2, which was -0.3 lower than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 94
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 94
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 27.24, the open interest changed by -1 which decreased total open position to 96
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 24.48, the open interest changed by -21 which decreased total open position to 125
