AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 600 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.33
Theta: -0.63
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 590.30 | 6 | 2.35 | 27.73 | 22,392 | 765 | 2,814 | |||||||||
| 21 Sept | 582.45 | 3.7 | 0.8 | 23.17 | 8,297 | -152 | 2,049 | |||||||||
| 18 Sept | 581.00 | 2.75 | -1 | 21.24 | 1,920 | 215 | 2,204 | |||||||||
| 14 Sept | 560.55 | 2 | -0.2 | 24.59 | 806 | -17 | 2,049 | |||||||||
| 17 Aug | 578.05 | 12.5 | -1.65 | 22.45 | 19 | 3 | 36 | |||||||||
For Ambuja Cements Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 CE is 0.37
Historical price for 600 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 6, which was 2.35 higher than the previous day. The implied volatity was 27.73, the open interest changed by 765 which increased total open position to 2814
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 3.7, which was 0.8 higher than the previous day. The implied volatity was 23.17, the open interest changed by -152 which decreased total open position to 2049
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 2.75, which was -1 lower than the previous day. The implied volatity was 21.24, the open interest changed by 215 which increased total open position to 2204
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 24.59, the open interest changed by -17 which decreased total open position to 2049
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 12.5, which was -1.65 lower than the previous day. The implied volatity was 22.45, the open interest changed by 3 which increased total open position to 36
| AMBUJACEM 30SEP2025 600 PE | |||||||
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Delta: -0.64
Vega: 0.33
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 13.95 | -6.2 | 25.48 | 1,273 | 237 | 421 |
| 21 Sept | 582.45 | 20.3 | -0.75 | 26.71 | 215 | -99 | 184 |
| 18 Sept | 581.00 | 20.5 | 0.2 | 20.32 | 89 | -1 | 282 |
| 14 Sept | 560.55 | 38 | -0.6 | 24.41 | 62 | 1 | 350 |
| 17 Aug | 578.05 | 35 | 1.7 | 32.54 | 1 | 1 | 1 |
For Ambuja Cements Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.64
Historical price for 600 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 13.95, which was -6.2 lower than the previous day. The implied volatity was 25.48, the open interest changed by 237 which increased total open position to 421
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 20.3, which was -0.75 lower than the previous day. The implied volatity was 26.71, the open interest changed by -99 which decreased total open position to 184
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 20.5, which was 0.2 higher than the previous day. The implied volatity was 20.32, the open interest changed by -1 which decreased total open position to 282
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 38, which was -0.6 lower than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 350
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 35, which was 1.7 higher than the previous day. The implied volatity was 32.54, the open interest changed by 1 which increased total open position to 1
