AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.10
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 0.75 | 0.25 | 33.85 | 1,432 | 11 | 171 | |||||||||
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| 21 Sept | 582.45 | 0.6 | 0.2 | 30.76 | 124 | 40 | 159 | |||||||||
| 18 Sept | 581.00 | 0.4 | -0.05 | 28.45 | 16 | 2 | 119 | |||||||||
| 14 Sept | 560.55 | 0.4 | 0 | 29.68 | 6 | -4 | 88 | |||||||||
| 17 Aug | 578.05 | 5.3 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.06
Historical price for 640 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 33.85, the open interest changed by 11 which increased total open position to 171
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was 30.76, the open interest changed by 40 which increased total open position to 159
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 28.45, the open interest changed by 2 which increased total open position to 119
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 29.68, the open interest changed by -4 which decreased total open position to 88
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 5.3, which was -0.05 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 640 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 590.30 | 48 | -9.5 | - | 78 | -2 | 19 |
| 21 Sept | 582.45 | 57.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 581.00 | 57.5 | -17.5 | - | 7 | -5 | 23 |
| 14 Sept | 560.55 | 75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 578.05 | 84.45 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -
Historical price for 640 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 48, which was -9.5 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 19
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 57.5, 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
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 57.5, which was -17.5 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 23
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 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 84.45, 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
