AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 595 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.35
Theta: -0.65
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 7.7 | 2.9 | 26.99 | 3,517 | 203 | 390 | |||||||||
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| 21 Sept | 582.45 | 4.85 | 1 | 22.41 | 1,539 | -229 | 187 | |||||||||
| 18 Sept | 581.00 | 3.75 | -1.1 | 20.68 | 1,024 | -80 | 416 | |||||||||
| 14 Sept | 560.55 | 2.5 | -0.2 | 23.99 | 58 | 9 | 321 | |||||||||
| 17 Aug | 578.05 | 37.15 | 0 | 1.36 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 595 expiring on 30SEP2025
Delta for 595 CE is 0.45
Historical price for 595 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 7.7, which was 2.9 higher than the previous day. The implied volatity was 26.99, the open interest changed by 203 which increased total open position to 390
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 4.85, which was 1 higher than the previous day. The implied volatity was 22.41, the open interest changed by -229 which decreased total open position to 187
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 3.75, which was -1.1 lower than the previous day. The implied volatity was 20.68, the open interest changed by -80 which decreased total open position to 416
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 2.5, which was -0.2 lower than the previous day. The implied volatity was 23.99, the open interest changed by 9 which increased total open position to 321
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 37.15, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30SEP2025 595 PE | |||||||
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Delta: -0.56
Vega: 0.34
Theta: -0.44
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 10.7 | -5.45 | 24.97 | 1,044 | 85 | 111 |
| 21 Sept | 582.45 | 16.4 | -0.45 | 25.48 | 77 | 3 | 27 |
| 18 Sept | 581.00 | 16.5 | 0.1 | 19.84 | 44 | 2 | 23 |
| 14 Sept | 560.55 | 34.25 | -0.45 | 26.11 | 36 | 7 | 34 |
| 17 Aug | 578.05 | 33.4 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 595 expiring on 30SEP2025
Delta for 595 PE is -0.56
Historical price for 595 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 10.7, which was -5.45 lower than the previous day. The implied volatity was 24.97, the open interest changed by 85 which increased total open position to 111
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 16.4, which was -0.45 lower than the previous day. The implied volatity was 25.48, the open interest changed by 3 which increased total open position to 27
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 16.5, which was 0.1 higher than the previous day. The implied volatity was 19.84, the open interest changed by 2 which increased total open position to 23
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 34.25, which was -0.45 lower than the previous day. The implied volatity was 26.11, the open interest changed by 7 which increased total open position to 34
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 33.4, 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
