AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 570 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.24
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 24 | 6.7 | 29.16 | 574 | -30 | 688 | |||||||||
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| 21 Sept | 582.45 | 17.4 | 1.7 | 20.51 | 843 | -32 | 718 | |||||||||
| 18 Sept | 581.00 | 15 | -1.6 | 18.41 | 1,230 | -21 | 750 | |||||||||
| 14 Sept | 560.55 | 8.2 | -0.5 | 22.06 | 2,369 | -78 | 1,201 | |||||||||
| 17 Aug | 578.05 | 26.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 570 expiring on 30SEP2025
Delta for 570 CE is 0.81
Historical price for 570 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 24, which was 6.7 higher than the previous day. The implied volatity was 29.16, the open interest changed by -30 which decreased total open position to 688
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 17.4, which was 1.7 higher than the previous day. The implied volatity was 20.51, the open interest changed by -32 which decreased total open position to 718
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 15, which was -1.6 lower than the previous day. The implied volatity was 18.41, the open interest changed by -21 which decreased total open position to 750
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 8.2, which was -0.5 lower than the previous day. The implied volatity was 22.06, the open interest changed by -78 which decreased total open position to 1201
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 26.5, 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
| AMBUJACEM 30SEP2025 570 PE | |||||||
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Delta: -0.15
Vega: 0.20
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 1.65 | -2 | 24.19 | 1,850 | -68 | 911 |
| 21 Sept | 582.45 | 3.6 | 0 | 22.76 | 1,763 | 175 | 955 |
| 18 Sept | 581.00 | 3.9 | 0.6 | 20.61 | 1,171 | -123 | 809 |
| 14 Sept | 560.55 | 14.6 | -0.85 | 22.48 | 544 | -48 | 856 |
| 17 Aug | 578.05 | 40.75 | 0 | 2.30 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 570 expiring on 30SEP2025
Delta for 570 PE is -0.15
Historical price for 570 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 1.65, which was -2 lower than the previous day. The implied volatity was 24.19, the open interest changed by -68 which decreased total open position to 911
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 22.76, the open interest changed by 175 which increased total open position to 955
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 3.9, which was 0.6 higher than the previous day. The implied volatity was 20.61, the open interest changed by -123 which decreased total open position to 809
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 14.6, which was -0.85 lower than the previous day. The implied volatity was 22.48, the open interest changed by -48 which decreased total open position to 856
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 40.75, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
