AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
26 Oct 2025 01:39 AM IST
| AMBUJACEM 28-OCT-2025 580 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Oct | 555.00 | 0.25 | -0.75 | - | 727 | -188 | 957 | |||||||||
| 25 Oct | 555.00 | 0.25 | -0.75 | - | 727 | -188 | 957 | |||||||||
| 18 Oct | 563.60 | 2.8 | -2.6 | - | 1,336 | 1 | 1,224 | |||||||||
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| 15 Oct | 563.60 | 4.4 | -1.55 | - | 1,257 | -45 | 1,210 | |||||||||
| 28 Sept | 565.20 | 12.45 | -7.55 | 24.97 | 428 | 43 | 386 | |||||||||
| 22 Sept | 590.30 | 27.85 | 5.8 | 26.03 | 511 | -11 | 318 | |||||||||
| 21 Sept | 582.45 | 22 | 2.15 | 22.74 | 431 | 146 | 329 | |||||||||
| 18 Sept | 581.00 | 19.5 | -2.3 | 21.19 | 159 | 61 | 184 | |||||||||
| 14 Sept | 560.55 | 13.65 | 0.45 | 23.60 | 29 | 9 | 79 | |||||||||
| 17 Aug | 578.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 580 expiring on 28OCT2025
Delta for 580 CE is -
Historical price for 580 CE is as follows
On 26 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 0.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -188 which decreased total open position to 957
On 25 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 0.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -188 which decreased total open position to 957
On 18 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 2.8, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1224
On 15 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 4.4, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 1210
On 28 Sept AMBUJACEM was trading at 565.20. The strike last trading price was 12.45, which was -7.55 lower than the previous day. The implied volatity was 24.97, the open interest changed by 43 which increased total open position to 386
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 27.85, which was 5.8 higher than the previous day. The implied volatity was 26.03, the open interest changed by -11 which decreased total open position to 318
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 22, which was 2.15 higher than the previous day. The implied volatity was 22.74, the open interest changed by 146 which increased total open position to 329
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 19.5, which was -2.3 lower than the previous day. The implied volatity was 21.19, the open interest changed by 61 which increased total open position to 184
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 13.65, which was 0.45 higher than the previous day. The implied volatity was 23.60, the open interest changed by 9 which increased total open position to 79
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 580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Oct | 555.00 | 25.25 | 9.75 | - | 93 | -32 | 383 |
| 25 Oct | 555.00 | 25.25 | 9.75 | - | 93 | -32 | 383 |
| 18 Oct | 563.60 | 18 | 4.25 | - | 78 | -11 | 452 |
| 15 Oct | 563.60 | 19.15 | 1.55 | - | 84 | -13 | 453 |
| 28 Sept | 565.20 | 23.45 | 8.3 | 27.12 | 150 | 14 | 326 |
| 22 Sept | 590.30 | 12.5 | -2.6 | 26.53 | 222 | 63 | 259 |
| 21 Sept | 582.45 | 15.1 | 1.2 | 25.53 | 92 | 37 | 195 |
| 18 Sept | 581.00 | 13.7 | -1.15 | 21.89 | 148 | 102 | 159 |
| 14 Sept | 560.55 | 23.85 | -6.3 | 21.62 | 14 | 8 | 39 |
| 17 Aug | 578.05 | 32.15 | 0 | 1.07 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 580 expiring on 28OCT2025
Delta for 580 PE is -
Historical price for 580 PE is as follows
On 26 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 25.25, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 383
On 25 Oct AMBUJACEM was trading at 555.00. The strike last trading price was 25.25, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 383
On 18 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 18, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 452
On 15 Oct AMBUJACEM was trading at 563.60. The strike last trading price was 19.15, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 453
On 28 Sept AMBUJACEM was trading at 565.20. The strike last trading price was 23.45, which was 8.3 higher than the previous day. The implied volatity was 27.12, the open interest changed by 14 which increased total open position to 326
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 12.5, which was -2.6 lower than the previous day. The implied volatity was 26.53, the open interest changed by 63 which increased total open position to 259
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 15.1, which was 1.2 higher than the previous day. The implied volatity was 25.53, the open interest changed by 37 which increased total open position to 195
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 13.7, which was -1.15 lower than the previous day. The implied volatity was 21.89, the open interest changed by 102 which increased total open position to 159
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 23.85, which was -6.3 lower than the previous day. The implied volatity was 21.62, the open interest changed by 8 which increased total open position to 39
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
