AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 650 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.06
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 590.30 | 0.35 | 0.05 | 33.81 | 1,591 | 115 | 973 | |||||||||
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| 21 Sept | 582.45 | 0.3 | 0.1 | 30.96 | 838 | 10 | 858 | |||||||||
| 18 Sept | 581.00 | 0.2 | 0 | 28.88 | 23 | -1 | 848 | |||||||||
| 14 Sept | 560.55 | 0.25 | 0 | 30.28 | 40 | 8 | 849 | |||||||||
| 17 Aug | 578.05 | 3.1 | -0.65 | 24.54 | 3 | 1 | 20 | |||||||||
For Ambuja Cements Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.03
Historical price for 650 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 33.81, the open interest changed by 115 which increased total open position to 973
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 30.96, the open interest changed by 10 which increased total open position to 858
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.88, the open interest changed by -1 which decreased total open position to 848
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 30.28, the open interest changed by 8 which increased total open position to 849
On 17 Aug AMBUJACEM was trading at 578.05. The strike last trading price was 3.1, which was -0.65 lower than the previous day. The implied volatity was 24.54, the open interest changed by 1 which increased total open position to 20
| AMBUJACEM 30SEP2025 650 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 | 57.1 | -6.4 | - | 52 | 10 | 1,020 |
| 21 Sept | 582.45 | 63.5 | -1.5 | - | 8 | -3 | 1,011 |
| 18 Sept | 581.00 | 65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 560.55 | 65 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 578.05 | 91.85 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -
Historical price for 650 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 57.1, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 1020
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 63.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 1011
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 65, 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 65, 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 91.85, 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
