AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 590 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.35
Theta: -0.67
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 10 | 3.7 | 26.83 | 7,939 | 51 | 1,325 | |||||||||
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| 21 Sept | 582.45 | 6.35 | 1.05 | 21.70 | 5,184 | 214 | 1,275 | |||||||||
| 18 Sept | 581.00 | 5 | -1 | 19.94 | 2,201 | -60 | 1,060 | |||||||||
| 14 Sept | 560.55 | 3.05 | -0.4 | 23.16 | 1,299 | 254 | 879 | |||||||||
| 17 Aug | 578.05 | 37.85 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 590 expiring on 30SEP2025
Delta for 590 CE is 0.53
Historical price for 590 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 10, which was 3.7 higher than the previous day. The implied volatity was 26.83, the open interest changed by 51 which increased total open position to 1325
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 6.35, which was 1.05 higher than the previous day. The implied volatity was 21.70, the open interest changed by 214 which increased total open position to 1275
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 19.94, the open interest changed by -60 which decreased total open position to 1060
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 3.05, which was -0.4 lower than the previous day. The implied volatity was 23.16, the open interest changed by 254 which increased total open position to 879
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 37.85, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30SEP2025 590 PE | |||||||
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Delta: -0.47
Vega: 0.35
Theta: -0.45
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 7.8 | -4.85 | 24.22 | 3,451 | 634 | 901 |
| 21 Sept | 582.45 | 12.75 | -0.4 | 24.17 | 613 | 64 | 266 |
| 18 Sept | 581.00 | 13.85 | 1.2 | 21.93 | 221 | 34 | 202 |
| 14 Sept | 560.55 | 29.55 | -1.25 | 24.31 | 36 | -2 | 205 |
| 17 Aug | 578.05 | 18.5 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 590 expiring on 30SEP2025
Delta for 590 PE is -0.47
Historical price for 590 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 7.8, which was -4.85 lower than the previous day. The implied volatity was 24.22, the open interest changed by 634 which increased total open position to 901
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 12.75, which was -0.4 lower than the previous day. The implied volatity was 24.17, the open interest changed by 64 which increased total open position to 266
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 13.85, which was 1.2 higher than the previous day. The implied volatity was 21.93, the open interest changed by 34 which increased total open position to 202
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 29.55, which was -1.25 lower than the previous day. The implied volatity was 24.31, the open interest changed by -2 which decreased total open position to 205
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 18.5, 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
