AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
17 Aug 2025 12:54 AM IST
| AMBUJACEM 30SEP2025 560 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.62
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 578.05 | 30 | -4.5 | 17.25 | 1 | 0 | 23 | |||||||||
For Ambuja Cements Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 CE is 0.77
Historical price for 560 CE is as follows
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 30, which was -4.5 lower than the previous day. The implied volatity was 17.25, the open interest changed by 0 which decreased total open position to 23
| AMBUJACEM 30SEP2025 560 PE | |||||||
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Delta: -0.29
Vega: 0.71
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 578.05 | 10 | -25.85 | 24.88 | 1 | 1 | 0 |
For Ambuja Cements Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 PE is -0.29
Historical price for 560 PE is as follows
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 10, which was -25.85 lower than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 0
