AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 560 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.18
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 33 | 7.6 | 32.44 | 340 | -83 | 535 | |||||||||
| 21 Sept | 582.45 | 25.2 | 1.6 | 18.15 | 250 | -61 | 619 | |||||||||
| 18 Sept | 581.00 | 23.25 | -1.8 | 19.46 | 844 | -472 | 680 | |||||||||
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| 14 Sept | 560.55 | 12.85 | -0.55 | 21.95 | 2,542 | -164 | 1,706 | |||||||||
| 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 0.88
Historical price for 560 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 33, which was 7.6 higher than the previous day. The implied volatity was 32.44, the open interest changed by -83 which decreased total open position to 535
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 25.2, which was 1.6 higher than the previous day. The implied volatity was 18.15, the open interest changed by -61 which decreased total open position to 619
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 23.25, which was -1.8 lower than the previous day. The implied volatity was 19.46, the open interest changed by -472 which decreased total open position to 680
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 12.85, which was -0.55 lower than the previous day. The implied volatity was 21.95, the open interest changed by -164 which decreased total open position to 1706
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: -0.08
Vega: 0.13
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 0.9 | -0.9 | 26.87 | 507 | 12 | 980 |
| 21 Sept | 582.45 | 1.7 | 0.05 | 23.26 | 510 | 22 | 973 |
| 18 Sept | 581.00 | 1.8 | 0.3 | 21.09 | 1,340 | -532 | 943 |
| 14 Sept | 560.55 | 9.2 | -1.15 | 22.16 | 1,190 | 2 | 1,847 |
| 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 -0.08
Historical price for 560 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 26.87, the open interest changed by 12 which increased total open position to 980
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 23.26, the open interest changed by 22 which increased total open position to 973
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 1.8, which was 0.3 higher than the previous day. The implied volatity was 21.09, the open interest changed by -532 which decreased total open position to 943
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 9.2, which was -1.15 lower than the previous day. The implied volatity was 22.16, the open interest changed by 2 which increased total open position to 1847
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
