AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 565 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.20
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 28.15 | 7.1 | 29.38 | 127 | -1 | 161 | |||||||||
| 21 Sept | 582.45 | 21 | 1.85 | 19.08 | 66 | -6 | 162 | |||||||||
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| 18 Sept | 581.00 | 19.55 | -0.55 | 20.87 | 68 | -6 | 168 | |||||||||
| 14 Sept | 560.55 | 10.3 | -0.55 | 21.91 | 1,346 | -34 | 368 | |||||||||
| 17 Aug | 578.05 | 53.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 565 expiring on 30SEP2025
Delta for 565 CE is 0.86
Historical price for 565 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 28.15, which was 7.1 higher than the previous day. The implied volatity was 29.38, the open interest changed by -1 which decreased total open position to 161
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 21, which was 1.85 higher than the previous day. The implied volatity was 19.08, the open interest changed by -6 which decreased total open position to 162
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 19.55, which was -0.55 lower than the previous day. The implied volatity was 20.87, the open interest changed by -6 which decreased total open position to 168
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 10.3, which was -0.55 lower than the previous day. The implied volatity was 21.91, the open interest changed by -34 which decreased total open position to 368
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 53.6, 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 565 PE | |||||||
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Delta: -0.11
Vega: 0.16
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 1.15 | -1.3 | 25.14 | 481 | 16 | 298 |
| 21 Sept | 582.45 | 2.55 | 0.15 | 23.17 | 255 | -23 | 286 |
| 18 Sept | 581.00 | 2.6 | 0.4 | 20.56 | 261 | -55 | 305 |
| 14 Sept | 560.55 | 11.95 | -0.8 | 22.77 | 449 | 26 | 264 |
| 17 Aug | 578.05 | 12 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 565 expiring on 30SEP2025
Delta for 565 PE is -0.11
Historical price for 565 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 1.15, which was -1.3 lower than the previous day. The implied volatity was 25.14, the open interest changed by 16 which increased total open position to 298
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 2.55, which was 0.15 higher than the previous day. The implied volatity was 23.17, the open interest changed by -23 which decreased total open position to 286
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 2.6, which was 0.4 higher than the previous day. The implied volatity was 20.56, the open interest changed by -55 which decreased total open position to 305
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 11.95, which was -0.8 lower than the previous day. The implied volatity was 22.77, the open interest changed by 26 which increased total open position to 264
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 12, 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
