AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 620 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.21
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 590.30 | 2.1 | 0.9 | 30.67 | 4,930 | 838 | 1,475 | |||||||||
| 21 Sept | 582.45 | 1.25 | 0.35 | 26.16 | 1,669 | 97 | 639 | |||||||||
| 18 Sept | 581.00 | 0.85 | -0.35 | 24.06 | 275 | 44 | 540 | |||||||||
| 14 Sept | 560.55 | 0.8 | -0.05 | 26.67 | 85 | -10 | 570 | |||||||||
| 17 Aug | 578.05 | 7.6 | -19.5 | 23.77 | 1 | 1 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.15
Historical price for 620 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 2.1, which was 0.9 higher than the previous day. The implied volatity was 30.67, the open interest changed by 838 which increased total open position to 1475
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 26.16, the open interest changed by 97 which increased total open position to 639
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 24.06, the open interest changed by 44 which increased total open position to 540
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 26.67, the open interest changed by -10 which decreased total open position to 570
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 7.6, which was -19.5 lower than the previous day. The implied volatity was 23.77, the open interest changed by 1 which increased total open position to 0
| AMBUJACEM 30SEP2025 620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.15
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 29.65 | -7.75 | 24.66 | 349 | -94 | 174 |
| 21 Sept | 582.45 | 37.4 | -7.4 | 30.21 | 6 | -1 | 268 |
| 18 Sept | 581.00 | 44.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 560.55 | 59.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 578.05 | 70.45 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.90
Historical price for 620 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 29.65, which was -7.75 lower than the previous day. The implied volatity was 24.66, the open interest changed by -94 which decreased total open position to 174
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 37.4, which was -7.4 lower than the previous day. The implied volatity was 30.21, the open interest changed by -1 which decreased total open position to 268
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 44.8, 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
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 59.75, 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
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 70.45, 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
