AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 630 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.15
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 1.2 | 0.45 | 31.93 | 2,722 | -80 | 342 | |||||||||
| 21 Sept | 582.45 | 0.7 | 0.15 | 27.31 | 767 | 216 | 423 | |||||||||
| 18 Sept | 581.00 | 0.55 | -0.2 | 26.09 | 57 | 19 | 205 | |||||||||
| 14 Sept | 560.55 | 0.6 | 0 | 28.51 | 32 | -7 | 244 | |||||||||
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| 17 Aug | 578.05 | 10.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 CE is 0.09
Historical price for 630 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 1.2, which was 0.45 higher than the previous day. The implied volatity was 31.93, the open interest changed by -80 which decreased total open position to 342
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 27.31, the open interest changed by 216 which increased total open position to 423
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 26.09, the open interest changed by 19 which increased total open position to 205
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 28.51, the open interest changed by -7 which decreased total open position to 244
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 10.4, 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 630 PE | |||||||
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Delta: -0.96
Vega: 0.07
Theta: 0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 38.95 | -8.6 | 24.11 | 133 | -20 | 144 |
| 21 Sept | 582.45 | 47.55 | 0.05 | 36.56 | 24 | -3 | 164 |
| 18 Sept | 581.00 | 47.5 | 1.1 | - | 1 | 0 | 167 |
| 14 Sept | 560.55 | 65.95 | -7.1 | 19.86 | 29 | -25 | 165 |
| 17 Aug | 578.05 | 53.5 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.96
Historical price for 630 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 38.95, which was -8.6 lower than the previous day. The implied volatity was 24.11, the open interest changed by -20 which decreased total open position to 144
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 47.55, which was 0.05 higher than the previous day. The implied volatity was 36.56, the open interest changed by -3 which decreased total open position to 164
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 47.5, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 167
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 65.95, which was -7.1 lower than the previous day. The implied volatity was 19.86, the open interest changed by -25 which decreased total open position to 165
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 53.5, 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
