AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 615 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.24
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 2.6 | 1 | 29.34 | 973 | 59 | 336 | |||||||||
| 21 Sept | 582.45 | 1.55 | 0.4 | 25.01 | 678 | 217 | 277 | |||||||||
| 18 Sept | 581.00 | 1.15 | -0.45 | 23.44 | 60 | -2 | 61 | |||||||||
| 14 Sept | 560.55 | 1.05 | -0.05 | 26.43 | 41 | -13 | 58 | |||||||||
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| 17 Aug | 578.05 | 28.35 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 615 expiring on 30SEP2025
Delta for 615 CE is 0.19
Historical price for 615 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 2.6, which was 1 higher than the previous day. The implied volatity was 29.34, the open interest changed by 59 which increased total open position to 336
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 1.55, which was 0.4 higher than the previous day. The implied volatity was 25.01, the open interest changed by 217 which increased total open position to 277
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 23.44, the open interest changed by -2 which decreased total open position to 61
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 26.43, the open interest changed by -13 which decreased total open position to 58
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 28.35, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30SEP2025 615 PE | |||||||
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Delta: -0.86
Vega: 0.20
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 25.2 | -7.5 | 24.51 | 116 | -10 | 12 |
| 21 Sept | 582.45 | 32.7 | -0.95 | 28.53 | 3 | 1 | 21 |
| 18 Sept | 581.00 | 32.35 | -1.3 | 0.00 | 0 | 9 | 0 |
| 14 Sept | 560.55 | 52.75 | 6.5 | 30.09 | 2 | 0 | 12 |
| 17 Aug | 578.05 | 44.45 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 615 expiring on 30SEP2025
Delta for 615 PE is -0.86
Historical price for 615 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 25.2, which was -7.5 lower than the previous day. The implied volatity was 24.51, the open interest changed by -10 which decreased total open position to 12
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 32.7, which was -0.95 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 21
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 32.35, which was -1.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 52.75, which was 6.5 higher than the previous day. The implied volatity was 30.09, the open interest changed by 0 which decreased total open position to 12
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 44.45, 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
