AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 585 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.33
Theta: -0.64
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 12.6 | 4.25 | 26.31 | 2,395 | -308 | 218 | |||||||||
| 21 Sept | 582.45 | 8.4 | 1.35 | 21.34 | 2,591 | 69 | 523 | |||||||||
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| 18 Sept | 581.00 | 6.85 | -1.05 | 19.73 | 986 | 74 | 456 | |||||||||
| 14 Sept | 560.55 | 4 | -0.3 | 22.99 | 738 | 40 | 481 | |||||||||
| 17 Aug | 578.05 | 42.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 585 expiring on 30SEP2025
Delta for 585 CE is 0.62
Historical price for 585 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 12.6, which was 4.25 higher than the previous day. The implied volatity was 26.31, the open interest changed by -308 which decreased total open position to 218
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 8.4, which was 1.35 higher than the previous day. The implied volatity was 21.34, the open interest changed by 69 which increased total open position to 523
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 6.85, which was -1.05 lower than the previous day. The implied volatity was 19.73, the open interest changed by 74 which increased total open position to 456
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 4, which was -0.3 lower than the previous day. The implied volatity was 22.99, the open interest changed by 40 which increased total open position to 481
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 42.2, 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 585 PE | |||||||
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Delta: -0.37
Vega: 0.33
Theta: -0.43
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 5.45 | -4.1 | 23.69 | 1,450 | 57 | 208 |
| 21 Sept | 582.45 | 9.35 | -0.7 | 22.61 | 453 | -2 | 151 |
| 18 Sept | 581.00 | 10.25 | 0.55 | 20.50 | 300 | 62 | 159 |
| 14 Sept | 560.55 | 25.5 | -1.05 | 23.95 | 36 | -1 | 94 |
| 17 Aug | 578.05 | 28.55 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 585 expiring on 30SEP2025
Delta for 585 PE is -0.37
Historical price for 585 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 5.45, which was -4.1 lower than the previous day. The implied volatity was 23.69, the open interest changed by 57 which increased total open position to 208
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 9.35, which was -0.7 lower than the previous day. The implied volatity was 22.61, the open interest changed by -2 which decreased total open position to 151
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 10.25, which was 0.55 higher than the previous day. The implied volatity was 20.50, the open interest changed by 62 which increased total open position to 159
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 25.5, which was -1.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by -1 which decreased total open position to 94
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 28.55, 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
