AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 580 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.31
Theta: -0.61
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 15.85 | 5.05 | 26.46 | 2,684 | -365 | 658 | |||||||||
| 21 Sept | 582.45 | 10.75 | 1.25 | 20.59 | 3,783 | -161 | 1,021 | |||||||||
| 18 Sept | 581.00 | 8.9 | -1.35 | 18.89 | 2,634 | 127 | 1,183 | |||||||||
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| 14 Sept | 560.55 | 5.05 | -0.3 | 22.50 | 2,475 | -37 | 1,625 | |||||||||
| 17 Aug | 578.05 | 26 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 CE is 0.70
Historical price for 580 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 15.85, which was 5.05 higher than the previous day. The implied volatity was 26.46, the open interest changed by -365 which decreased total open position to 658
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 10.75, which was 1.25 higher than the previous day. The implied volatity was 20.59, the open interest changed by -161 which decreased total open position to 1021
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 8.9, which was -1.35 lower than the previous day. The implied volatity was 18.89, the open interest changed by 127 which increased total open position to 1183
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 5.05, which was -0.3 lower than the previous day. The implied volatity was 22.50, the open interest changed by -37 which decreased total open position to 1625
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 26, 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 580 PE | |||||||
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Delta: -0.28
Vega: 0.30
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 3.7 | -3.4 | 23.53 | 3,634 | 142 | 952 |
| 21 Sept | 582.45 | 7 | -0.1 | 22.62 | 1,609 | 66 | 807 |
| 18 Sept | 581.00 | 7.75 | 0.85 | 20.70 | 1,302 | 47 | 754 |
| 14 Sept | 560.55 | 21.85 | -0.55 | 24.01 | 158 | -27 | 589 |
| 17 Aug | 578.05 | 18.9 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 PE is -0.28
Historical price for 580 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 3.7, which was -3.4 lower than the previous day. The implied volatity was 23.53, the open interest changed by 142 which increased total open position to 952
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 7, which was -0.1 lower than the previous day. The implied volatity was 22.62, the open interest changed by 66 which increased total open position to 807
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 7.75, which was 0.85 higher than the previous day. The implied volatity was 20.70, the open interest changed by 47 which increased total open position to 754
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 21.85, which was -0.55 lower than the previous day. The implied volatity was 24.01, the open interest changed by -27 which decreased total open position to 589
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 18.9, 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
