AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
15 Oct 2025 01:01 AM IST
| AMBUJACEM 28-OCT-2025 570 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Oct | 563.60 | 7.6 | -2.1 | - | 1,819 | 421 | 1,288 | |||||||||
| 28 Sept | 565.20 | 16.6 | -9.2 | 24.62 | 317 | 128 | 238 | |||||||||
| 22 Sept | 590.30 | 34.7 | 5.95 | 26.64 | 28 | -7 | 102 | |||||||||
| 21 Sept | 582.45 | 28.75 | 3.25 | 23.75 | 36 | -3 | 109 | |||||||||
| 18 Sept | 581.00 | 25.25 | -2.85 | 20.98 | 17 | -4 | 112 | |||||||||
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| 14 Sept | 560.55 | 17.15 | 0.15 | 22.70 | 48 | 14 | 110 | |||||||||
| 17 Aug | 578.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 570 expiring on 28OCT2025
Delta for 570 CE is -
Historical price for 570 CE is as follows
On 15 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 7.6, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 421 which increased total open position to 1288
On 28 Sept AMBUJACEM was trading at 565.20. The strike last trading price was 16.6, which was -9.2 lower than the previous day. The implied volatity was 24.62, the open interest changed by 128 which increased total open position to 238
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 34.7, which was 5.95 higher than the previous day. The implied volatity was 26.64, the open interest changed by -7 which decreased total open position to 102
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 28.75, which was 3.25 higher than the previous day. The implied volatity was 23.75, the open interest changed by -3 which decreased total open position to 109
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 25.25, which was -2.85 lower than the previous day. The implied volatity was 20.98, the open interest changed by -4 which decreased total open position to 112
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 17.15, which was 0.15 higher than the previous day. The implied volatity was 22.70, the open interest changed by 14 which increased total open position to 110
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 0, 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 28OCT2025 570 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Oct | 563.60 | 12.65 | 1.2 | - | 226 | -17 | 714 |
| 28 Sept | 565.20 | 17.75 | 6.75 | 26.84 | 276 | 67 | 228 |
| 22 Sept | 590.30 | 9 | -1.75 | 26.47 | 83 | 26 | 89 |
| 21 Sept | 582.45 | 10.75 | 0.75 | 25.00 | 13 | 6 | 61 |
| 18 Sept | 581.00 | 9.6 | -1.1 | 21.79 | 40 | 23 | 55 |
| 14 Sept | 560.55 | 20.85 | -7 | 25.02 | 13 | 12 | 11 |
| 17 Aug | 578.05 | 27.85 | 0 | 2.24 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 570 expiring on 28OCT2025
Delta for 570 PE is -
Historical price for 570 PE is as follows
On 15 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 12.65, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 714
On 28 Sept AMBUJACEM was trading at 565.20. The strike last trading price was 17.75, which was 6.75 higher than the previous day. The implied volatity was 26.84, the open interest changed by 67 which increased total open position to 228
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 9, which was -1.75 lower than the previous day. The implied volatity was 26.47, the open interest changed by 26 which increased total open position to 89
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 10.75, which was 0.75 higher than the previous day. The implied volatity was 25.00, the open interest changed by 6 which increased total open position to 61
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 9.6, which was -1.1 lower than the previous day. The implied volatity was 21.79, the open interest changed by 23 which increased total open position to 55
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 20.85, which was -7 lower than the previous day. The implied volatity was 25.02, the open interest changed by 12 which increased total open position to 11
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 27.85, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
