AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 28OCT2025 600 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.74
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 17.35 | 4.6 | 26.08 | 2,308 | 345 | 969 | |||||||||
| 21 Sept | 582.45 | 13 | 2.35 | 23.33 | 950 | 249 | 621 | |||||||||
| 18 Sept | 581.00 | 10.3 | -2.7 | 20.84 | 455 | 208 | 376 | |||||||||
| 14 Sept | 560.55 | 7.55 | -0.3 | 23.71 | 88 | 25 | 81 | |||||||||
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| 17 Aug | 578.05 | 43.4 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 600 expiring on 28OCT2025
Delta for 600 CE is 0.48
Historical price for 600 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 17.35, which was 4.6 higher than the previous day. The implied volatity was 26.08, the open interest changed by 345 which increased total open position to 969
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 13, which was 2.35 higher than the previous day. The implied volatity was 23.33, the open interest changed by 249 which increased total open position to 621
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 10.3, which was -2.7 lower than the previous day. The implied volatity was 20.84, the open interest changed by 208 which increased total open position to 376
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 7.55, which was -0.3 lower than the previous day. The implied volatity was 23.71, the open interest changed by 25 which increased total open position to 81
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 28OCT2025 600 PE | |||||||
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Delta: -0.52
Vega: 0.74
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 21.95 | -3.1 | 26.74 | 411 | 135 | 551 |
| 21 Sept | 582.45 | 25.8 | 1.2 | 25.98 | 266 | 155 | 415 |
| 18 Sept | 581.00 | 25.7 | -0.25 | 23.47 | 344 | 217 | 262 |
| 14 Sept | 560.55 | 40.5 | -7.3 | 25.88 | 13 | 12 | 17 |
| 17 Aug | 578.05 | 41.85 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 600 expiring on 28OCT2025
Delta for 600 PE is -0.52
Historical price for 600 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 21.95, which was -3.1 lower than the previous day. The implied volatity was 26.74, the open interest changed by 135 which increased total open position to 551
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 25.8, which was 1.2 higher than the previous day. The implied volatity was 25.98, the open interest changed by 155 which increased total open position to 415
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 25.7, which was -0.25 lower than the previous day. The implied volatity was 23.47, the open interest changed by 217 which increased total open position to 262
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 40.5, which was -7.3 lower than the previous day. The implied volatity was 25.88, the open interest changed by 12 which increased total open position to 17
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 41.85, 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
