AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 540 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.25
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 59.85 | 15.7 | 80.64 | 7 | -1 | 119 | |||||||||
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| 21 Sept | 582.45 | 44 | 1.15 | - | 49 | 6 | 119 | |||||||||
| 18 Sept | 581.00 | 42.85 | 0 | 0.00 | 0 | -10 | 0 | |||||||||
| 14 Sept | 560.55 | 26.85 | 0.2 | 23.22 | 68 | 14 | 121 | |||||||||
For Ambuja Cements Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 CE is 0.79
Historical price for 540 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 59.85, which was 15.7 higher than the previous day. The implied volatity was 80.64, the open interest changed by -1 which decreased total open position to 119
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 44, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 119
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 26.85, which was 0.2 higher than the previous day. The implied volatity was 23.22, the open interest changed by 14 which increased total open position to 121
| AMBUJACEM 30SEP2025 540 PE | |||||||
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Delta: -0.03
Vega: 0.07
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.4 | -0.05 | 33.97 | 86 | -43 | 179 |
| 21 Sept | 582.45 | 0.4 | -0.2 | 25.97 | 91 | -22 | 227 |
| 18 Sept | 581.00 | 0.65 | 0.15 | 26.14 | 335 | -144 | 248 |
| 14 Sept | 560.55 | 3.45 | -0.5 | 23.96 | 582 | -89 | 463 |
For Ambuja Cements Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 PE is -0.03
Historical price for 540 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 lower than the previous day. The implied volatity was 33.97, the open interest changed by -43 which decreased total open position to 179
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 25.97, the open interest changed by -22 which decreased total open position to 227
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 26.14, the open interest changed by -144 which decreased total open position to 248
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 3.45, which was -0.5 lower than the previous day. The implied volatity was 23.96, the open interest changed by -89 which decreased total open position to 463
