AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 575 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.26
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 19.35 | 5.5 | 26.11 | 571 | -47 | 356 | |||||||||
| 21 Sept | 582.45 | 13.5 | 1.3 | 19.56 | 830 | 14 | 403 | |||||||||
| 18 Sept | 581.00 | 11.95 | -1.15 | 19.28 | 301 | 3 | 390 | |||||||||
| 14 Sept | 560.55 | 6.55 | -0.25 | 22.45 | 875 | 63 | 510 | |||||||||
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| 17 Aug | 578.05 | 47.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 575 expiring on 30SEP2025
Delta for 575 CE is 0.77
Historical price for 575 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 19.35, which was 5.5 higher than the previous day. The implied volatity was 26.11, the open interest changed by -47 which decreased total open position to 356
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 13.5, which was 1.3 higher than the previous day. The implied volatity was 19.56, the open interest changed by 14 which increased total open position to 403
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 11.95, which was -1.15 lower than the previous day. The implied volatity was 19.28, the open interest changed by 3 which increased total open position to 390
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 6.55, which was -0.25 lower than the previous day. The implied volatity was 22.45, the open interest changed by 63 which increased total open position to 510
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 47.65, 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 575 PE | |||||||
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Delta: -0.21
Vega: 0.25
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 2.45 | -2.8 | 23.62 | 1,132 | 47 | 314 |
| 21 Sept | 582.45 | 5.15 | -0.05 | 22.82 | 1,006 | 21 | 265 |
| 18 Sept | 581.00 | 5.4 | 0.45 | 20.14 | 357 | 41 | 247 |
| 14 Sept | 560.55 | 17.9 | -1.2 | 22.83 | 141 | -10 | 214 |
| 17 Aug | 578.05 | 14 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 575 expiring on 30SEP2025
Delta for 575 PE is -0.21
Historical price for 575 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 2.45, which was -2.8 lower than the previous day. The implied volatity was 23.62, the open interest changed by 47 which increased total open position to 314
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 5.15, which was -0.05 lower than the previous day. The implied volatity was 22.82, the open interest changed by 21 which increased total open position to 265
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 5.4, which was 0.45 higher than the previous day. The implied volatity was 20.14, the open interest changed by 41 which increased total open position to 247
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 17.9, which was -1.2 lower than the previous day. The implied volatity was 22.83, the open interest changed by -10 which decreased total open position to 214
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 14, 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
