AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 555 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.16
Theta: -0.48
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 37.8 | 10.1 | 34.99 | 82 | -31 | 179 | |||||||||
| 21 Sept | 582.45 | 27.7 | 0.3 | - | 1 | 0 | 210 | |||||||||
| 18 Sept | 581.00 | 27.4 | -1.8 | 17.81 | 57 | -18 | 210 | |||||||||
| 14 Sept | 560.55 | 16.1 | -0.25 | 22.71 | 292 | -43 | 1,849 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 578.05 | 60 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 555 expiring on 30SEP2025
Delta for 555 CE is 0.89
Historical price for 555 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 37.8, which was 10.1 higher than the previous day. The implied volatity was 34.99, the open interest changed by -31 which decreased total open position to 179
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 27.7, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 27.4, which was -1.8 lower than the previous day. The implied volatity was 17.81, the open interest changed by -18 which decreased total open position to 210
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 16.1, which was -0.25 lower than the previous day. The implied volatity was 22.71, the open interest changed by -43 which decreased total open position to 1849
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30SEP2025 555 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.10
Theta: -0.17
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.65 | -0.65 | 27.99 | 203 | -38 | 171 |
| 21 Sept | 582.45 | 1.25 | 0 | 24.23 | 203 | 33 | 208 |
| 18 Sept | 581.00 | 1.3 | 0.25 | 21.99 | 137 | -34 | 175 |
| 14 Sept | 560.55 | 7.4 | -0.9 | 22.77 | 449 | -10 | 448 |
| 17 Aug | 578.05 | 16.7 | 0 | 3.77 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 555 expiring on 30SEP2025
Delta for 555 PE is -0.06
Historical price for 555 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 27.99, the open interest changed by -38 which decreased total open position to 171
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 24.23, the open interest changed by 33 which increased total open position to 208
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 21.99, the open interest changed by -34 which decreased total open position to 175
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 7.4, which was -0.9 lower than the previous day. The implied volatity was 22.77, the open interest changed by -10 which decreased total open position to 448
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
