AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 605 CE | ||||||||||||||||
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Delta: 0.30
Vega: 0.30
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 4.5 | 1.85 | 27.99 | 2,206 | 143 | 432 | |||||||||
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| 21 Sept | 582.45 | 2.75 | 0.6 | 23.69 | 502 | 5 | 292 | |||||||||
| 18 Sept | 581.00 | 2.1 | -0.75 | 22.16 | 312 | 73 | 285 | |||||||||
| 14 Sept | 560.55 | 1.65 | -0.1 | 25.38 | 279 | 93 | 181 | |||||||||
| 17 Aug | 578.05 | 32.55 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 605 expiring on 30SEP2025
Delta for 605 CE is 0.30
Historical price for 605 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 4.5, which was 1.85 higher than the previous day. The implied volatity was 27.99, the open interest changed by 143 which increased total open position to 432
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 2.75, which was 0.6 higher than the previous day. The implied volatity was 23.69, the open interest changed by 5 which increased total open position to 292
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 22.16, the open interest changed by 73 which increased total open position to 285
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 1.65, which was -0.1 lower than the previous day. The implied volatity was 25.38, the open interest changed by 93 which increased total open position to 181
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 32.55, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30SEP2025 605 PE | |||||||
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Delta: -0.72
Vega: 0.29
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 17.5 | -6.8 | 25.73 | 181 | 9 | 29 |
| 21 Sept | 582.45 | 24.35 | -1.25 | 27.70 | 10 | -2 | 22 |
| 18 Sept | 581.00 | 25.6 | 1.05 | 23.91 | 37 | -3 | 22 |
| 14 Sept | 560.55 | 42.7 | -1 | 25.50 | 25 | 1 | 30 |
| 17 Aug | 578.05 | 38.7 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 605 expiring on 30SEP2025
Delta for 605 PE is -0.72
Historical price for 605 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 17.5, which was -6.8 lower than the previous day. The implied volatity was 25.73, the open interest changed by 9 which increased total open position to 29
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 24.35, which was -1.25 lower than the previous day. The implied volatity was 27.70, the open interest changed by -2 which decreased total open position to 22
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 25.6, which was 1.05 higher than the previous day. The implied volatity was 23.91, the open interest changed by -3 which decreased total open position to 22
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 42.7, which was -1 lower than the previous day. The implied volatity was 25.50, the open interest changed by 1 which increased total open position to 30
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 38.7, 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
