AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
28 Sep 2025 10:07 PM IST
| AMBUJACEM 28-OCT-2025 645 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.26
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 565.20 | 1.9 | -1.3 | 29.55 | 7 | 4 | 9 | |||||||||
| 22 Sept | 590.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 582.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 581.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 560.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 645 expiring on 28OCT2025
Delta for 645 CE is 0.09
Historical price for 645 CE is as follows
On 28 Sept AMBUJACEM was trading at 565.20. The strike last trading price was 1.9, which was -1.3 lower than the previous day. The implied volatity was 29.55, the open interest changed by 4 which increased total open position to 9
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 28OCT2025 645 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 565.20 | 85.9 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 590.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 582.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 581.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 560.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 645 expiring on 28OCT2025
Delta for 645 PE is -
Historical price for 645 PE is as follows
On 28 Sept AMBUJACEM was trading at 565.20. The strike last trading price was 85.9, 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
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0, 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 0, 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 0, 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 0, 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
