AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
28 Sep 2025 10:07 PM IST
| AMBUJACEM 28-OCT-2025 650 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.22
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 565.20 | 1.4 | -1.3 | 28.82 | 134 | -1 | 316 | |||||||||
| 22 Sept | 590.30 | 4.7 | 1.45 | 28.20 | 567 | 77 | 252 | |||||||||
| 21 Sept | 582.45 | 3.35 | 1 | 26.57 | 134 | 45 | 174 | |||||||||
| 18 Sept | 581.00 | 2.2 | -0.8 | 23.93 | 24 | 10 | 130 | |||||||||
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| 14 Sept | 560.55 | 2.5 | 0.2 | 28.25 | 11 | 1 | 121 | |||||||||
For Ambuja Cements Ltd - strike price 650 expiring on 28OCT2025
Delta for 650 CE is 0.07
Historical price for 650 CE is as follows
On 28 Sept AMBUJACEM was trading at 565.20. The strike last trading price was 1.4, which was -1.3 lower than the previous day. The implied volatity was 28.82, the open interest changed by -1 which decreased total open position to 316
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 4.7, which was 1.45 higher than the previous day. The implied volatity was 28.20, the open interest changed by 77 which increased total open position to 252
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 3.35, which was 1 higher than the previous day. The implied volatity was 26.57, the open interest changed by 45 which increased total open position to 174
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 2.2, which was -0.8 lower than the previous day. The implied volatity was 23.93, the open interest changed by 10 which increased total open position to 130
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 2.5, which was 0.2 higher than the previous day. The implied volatity was 28.25, the open interest changed by 1 which increased total open position to 121
| AMBUJACEM 28OCT2025 650 PE | |||||||
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Delta: -0.88
Vega: 0.34
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 565.20 | 82.55 | 14.95 | 36.48 | 25 | 22 | 155 |
| 22 Sept | 590.30 | 58.45 | -6.55 | 28.47 | 19 | 7 | 121 |
| 21 Sept | 582.45 | 65 | -0.75 | 29.47 | 25 | 16 | 113 |
| 18 Sept | 581.00 | 65 | -0.75 | 0.00 | 0 | -2 | 0 |
| 14 Sept | 560.55 | 80 | 7.75 | - | 100 | 100 | 89 |
For Ambuja Cements Ltd - strike price 650 expiring on 28OCT2025
Delta for 650 PE is -0.88
Historical price for 650 PE is as follows
On 28 Sept AMBUJACEM was trading at 565.20. The strike last trading price was 82.55, which was 14.95 higher than the previous day. The implied volatity was 36.48, the open interest changed by 22 which increased total open position to 155
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 58.45, which was -6.55 lower than the previous day. The implied volatity was 28.47, the open interest changed by 7 which increased total open position to 121
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 65, which was -0.75 lower than the previous day. The implied volatity was 29.47, the open interest changed by 16 which increased total open position to 113
On 18 Sept AMBUJACEM was trading at 581.00. The strike last trading price was 65, which was -0.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Sept AMBUJACEM was trading at 560.55. The strike last trading price was 80, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 89
