AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 625 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.17
Theta: -0.36
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 1.55 | 0.55 | 31.08 | 975 | 408 | 459 | |||||||||
| 21 Sept | 582.45 | 0.95 | 0.35 | 26.84 | 95 | 20 | 51 | |||||||||
| 18 Sept | 581.00 | 0.6 | -0.4 | 24.43 | 17 | 4 | 30 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 560.55 | 0.65 | 0.05 | 27.27 | 1 | -1 | 39 | |||||||||
| 17 Aug | 578.05 | 10 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 625 expiring on 30SEP2025
Delta for 625 CE is 0.12
Historical price for 625 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 31.08, the open interest changed by 408 which increased total open position to 459
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 26.84, the open interest changed by 20 which increased total open position to 51
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 24.43, the open interest changed by 4 which increased total open position to 30
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 27.27, the open interest changed by -1 which decreased total open position to 39
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 10, 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
| AMBUJACEM 30SEP2025 625 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 40 | 0 | 0.00 | 0 | -1 | 0 |
| 21 Sept | 582.45 | 40 | -3 | - | 1 | -1 | 11 |
| 18 Sept | 581.00 | 41.7 | -1.3 | 0.00 | 0 | 6 | 0 |
| 14 Sept | 560.55 | 61.35 | -4.75 | 25.21 | 2 | 0 | 5 |
| 17 Aug | 578.05 | 50.55 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 625 expiring on 30SEP2025
Delta for 625 PE is 0.00
Historical price for 625 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 40, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 41.7, which was -1.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 61.35, which was -4.75 lower than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 5
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 50.55, 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
