AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 610 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.27
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 590.30 | 3.5 | 1.5 | 28.93 | 4,432 | 345 | 692 | |||||||||
| 21 Sept | 582.45 | 2.05 | 0.5 | 24.29 | 1,713 | 112 | 347 | |||||||||
| 18 Sept | 581.00 | 1.55 | -0.65 | 22.78 | 280 | 35 | 237 | |||||||||
| 14 Sept | 560.55 | 1.25 | -0.1 | 25.58 | 265 | -25 | 272 | |||||||||
| 17 Aug | 578.05 | 8 | -22.4 | 20.73 | 2 | 1 | 1 | |||||||||
For Ambuja Cements Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 CE is 0.24
Historical price for 610 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 3.5, which was 1.5 higher than the previous day. The implied volatity was 28.93, the open interest changed by 345 which increased total open position to 692
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 2.05, which was 0.5 higher than the previous day. The implied volatity was 24.29, the open interest changed by 112 which increased total open position to 347
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 22.78, the open interest changed by 35 which increased total open position to 237
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 25.58, the open interest changed by -25 which decreased total open position to 272
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 8, which was -22.4 lower than the previous day. The implied volatity was 20.73, the open interest changed by 1 which increased total open position to 1
| AMBUJACEM 30SEP2025 610 PE | |||||||
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Delta: -0.79
Vega: 0.25
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 21.35 | -6.15 | 25.83 | 123 | -6 | 17 |
| 21 Sept | 582.45 | 27.5 | -11.65 | 24.63 | 4 | -3 | 24 |
| 18 Sept | 581.00 | 38.5 | -0.65 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 560.55 | 47.65 | -2.05 | 27.48 | 2 | 0 | 26 |
| 17 Aug | 578.05 | 34 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 PE is -0.79
Historical price for 610 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 21.35, which was -6.15 lower than the previous day. The implied volatity was 25.83, the open interest changed by -6 which decreased total open position to 17
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 27.5, which was -11.65 lower than the previous day. The implied volatity was 24.63, the open interest changed by -3 which decreased total open position to 24
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 38.5, which was -0.65 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 47.65, which was -2.05 lower than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 26
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 34, 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
