[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

590.3 7.85 (1.35%)

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Historical option data for AMBUJACEM

22 Sep 2025 08:00 PM IST
AMBUJACEM 30SEP2025 645 CE
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 18.25 0 0.00 0 0 0
21 Sept 582.45 18.25 0 0.00 0 0 0
18 Sept 581.00 18.25 0 0.00 0 0 0
14 Sept 560.55 18.25 0 0.00 0 0 0
17 Aug 578.05 18.25 0 7.21 0 0 0


For Ambuja Cements Ltd - strike price 645 expiring on 30SEP2025

Delta for 645 CE is 0.00

Historical price for 645 CE is as follows

On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 18.25, 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 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 18.25, 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 18.25, 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 18.25, 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 18.25, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30SEP2025 645 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 64 0 0.00 0 0 0
21 Sept 582.45 64 0 0.00 0 0 0
18 Sept 581.00 64 0 0.00 0 0 0
14 Sept 560.55 64 0 0.00 0 0 0
17 Aug 578.05 64 0 - 0 0 0


For Ambuja Cements Ltd - strike price 645 expiring on 30SEP2025

Delta for 645 PE is 0.00

Historical price for 645 PE is as follows

On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 64, 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 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 64, 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 64, 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 64, 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 64, 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