AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Sep 2025 08:00 PM IST
| AMBUJACEM 30SEP2025 655 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.07
Theta: -0.17
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 590.30 | 0.45 | -0.15 | 37.63 | 54 | 15 | 23 | |||||||||
| 21 Sept | 582.45 | 0.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 560.55 | 0.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ambuja Cements Ltd - strike price 655 expiring on 30SEP2025
Delta for 655 CE is 0.04
Historical price for 655 CE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 37.63, the open interest changed by 15 which increased total open position to 23
On 21 Sept AMBUJACEM was trading at 582.45. The strike last trading price was 0.6, 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 0.6, 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 30SEP2025 655 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 | 71.3 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 582.45 | 71.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 560.55 | 71.3 | 0 | 0.00 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 655 expiring on 30SEP2025
Delta for 655 PE is 0.00
Historical price for 655 PE is as follows
On 22 Sept AMBUJACEM was trading at 590.30. The strike last trading price was 71.3, 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 71.3, 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 71.3, 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
