AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 545 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.26
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 55.45 | 16.45 | 78.06 | 14 | -2 | 58 | |||||||||
| 21 Sept | 582.45 | 39 | 1.55 | - | 28 | 4 | 60 | |||||||||
| 18 Sept | 581.00 | 37.45 | -1.1 | 23.65 | 6 | -1 | 56 | |||||||||
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| 14 Sept | 560.55 | 22.95 | -0.3 | 22.97 | 57 | 7 | 59 | |||||||||
For Ambuja Cements Ltd - strike price 545 expiring on 30SEP2025
Delta for 545 CE is 0.78
Historical price for 545 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 55.45, which was 16.45 higher than the previous day. The implied volatity was 78.06, the open interest changed by -2 which decreased total open position to 58
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 39, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 60
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 37.45, which was -1.1 lower than the previous day. The implied volatity was 23.65, the open interest changed by -1 which decreased total open position to 56
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 22.95, which was -0.3 lower than the previous day. The implied volatity was 22.97, the open interest changed by 7 which increased total open position to 59
| AMBUJACEM 30SEP2025 545 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.35 | -0.4 | 30.35 | 14 | -5 | 89 |
| 21 Sept | 582.45 | 0.8 | 0.1 | 27.14 | 29 | 8 | 92 |
| 18 Sept | 581.00 | 0.7 | 0.05 | 23.95 | 21 | -5 | 86 |
| 14 Sept | 560.55 | 4.35 | -0.7 | 23.17 | 191 | -33 | 154 |
For Ambuja Cements Ltd - strike price 545 expiring on 30SEP2025
Delta for 545 PE is -0.03
Historical price for 545 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 30.35, the open interest changed by -5 which decreased total open position to 89
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 27.14, the open interest changed by 8 which increased total open position to 92
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 23.95, the open interest changed by -5 which decreased total open position to 86
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 4.35, which was -0.7 lower than the previous day. The implied volatity was 23.17, the open interest changed by -33 which decreased total open position to 154
