AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 550 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.14
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 42.5 | 7.8 | 36.58 | 73 | -14 | 184 | |||||||||
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| 21 Sept | 582.45 | 34.8 | 2.3 | 20.37 | 80 | 2 | 198 | |||||||||
| 18 Sept | 581.00 | 32.5 | -1.75 | 21.28 | 47 | 6 | 196 | |||||||||
| 14 Sept | 560.55 | 19.05 | -0.65 | 22.10 | 420 | -95 | 259 | |||||||||
| 17 Aug | 578.05 | 48.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 550 expiring on 30SEP2025
Delta for 550 CE is 0.91
Historical price for 550 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 42.5, which was 7.8 higher than the previous day. The implied volatity was 36.58, the open interest changed by -14 which decreased total open position to 184
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 34.8, which was 2.3 higher than the previous day. The implied volatity was 20.37, the open interest changed by 2 which increased total open position to 198
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 32.5, which was -1.75 lower than the previous day. The implied volatity was 21.28, the open interest changed by 6 which increased total open position to 196
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 19.05, which was -0.65 lower than the previous day. The implied volatity was 22.10, the open interest changed by -95 which decreased total open position to 259
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 48.5, 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
| AMBUJACEM 30SEP2025 550 PE | |||||||
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Delta: -0.05
Vega: 0.08
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.5 | -0.4 | 29.46 | 294 | -117 | 445 |
| 21 Sept | 582.45 | 0.8 | -0.1 | 24.36 | 188 | 5 | 568 |
| 18 Sept | 581.00 | 0.95 | 0.15 | 22.96 | 239 | -44 | 555 |
| 14 Sept | 560.55 | 5.6 | -0.9 | 22.69 | 1,013 | 11 | 819 |
| 17 Aug | 578.05 | 8.4 | -0.3 | 26.86 | 4 | 4 | 9 |
For Ambuja Cements Ltd - strike price 550 expiring on 30SEP2025
Delta for 550 PE is -0.05
Historical price for 550 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 29.46, the open interest changed by -117 which decreased total open position to 445
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 24.36, the open interest changed by 5 which increased total open position to 568
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 22.96, the open interest changed by -44 which decreased total open position to 555
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 5.6, which was -0.9 lower than the previous day. The implied volatity was 22.69, the open interest changed by 11 which increased total open position to 819
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 8.4, which was -0.3 lower than the previous day. The implied volatity was 26.86, the open interest changed by 4 which increased total open position to 9
