AMBUJACEM

Ambuja Cements Ltd

548.15 +12.05 (2.25%)

L: 536.9 H: 549.95

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Historical option data for AMBUJACEM
12 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AMBUJACEM 30-DEC-2025 535 CE
Delta: 0.76 Vega: 0.38 Theta: -0.29 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	548.15	16.95 ₹ 17,797.5	6.25 6562.50	17.18	308 3,23,400	-38 -39,900	235 2,46,750
11 Dec	536.10	10.9 ₹ 11,445	3.25 3412.50	17.17	691 7,25,550	10 10,500	276 2,89,800
10 Dec	529.70	7.55 ₹ 7,927.5	-1.85 -1942.50	18.18	324 3,40,200	45 47,250	266 2,79,300
9 Dec	533.05	9.5 ₹ 9,975	0.75 787.50	18.34	327 3,43,350	24 25,200	224 2,35,200
8 Dec	528.95	8.8 ₹ 9,240	-2.5 -2625.00	18.68	560 5,88,000	62 65,100	200 2,10,000
5 Dec	533.80	11.5 ₹ 12,075	-1.9 -1995.00	17.18	234 2,45,700	53 55,650	152 1,59,600
4 Dec	536.90	13.6 ₹ 14,280	0.45 472.50	18.21	196 2,05,800	25 26,250	97 1,01,850
3 Dec	535.35	13.2 ₹ 13,860	-9.95 -10447.50	17.28	138 1,44,900	61 64,050	68 71,400
2 Dec	543.00	23.15 ₹ 24,307.5	-3.1 -3255.00	-	0 0	0 0	0 0
1 Dec	543.35	23.15 ₹ 24,307.5	-3.1 -3255.00	-	0 0	0 0	0 0
28 Nov	550.20	23.15 ₹ 24,307.5	-3.1 -3255.00	-	0 0	0 0	0 0
27 Nov	548.70	23.15 ₹ 24,307.5	-3.1 -3255.00	-	0 0	0 0	0 0
26 Nov	550.00	23.15 ₹ 24,307.5	-3.1 -3255.00	-	0 0	0 0	0 0
25 Nov	545.85	23.15 ₹ 24,307.5	-3.1 -3255.00	-	0 0	6 6,300	0 0
24 Nov	544.60	23.15 ₹ 24,307.5	-3.1 -3255.00	17.03	12 12,600	6 6,300	7 7,350
21 Nov	547.55	26.25 ₹ 27,562.5	-17.95 -18847.50	22.56	1 1,050	0 0	0 0
20 Nov	555.75	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
19 Nov	555.30	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
18 Nov	557.80	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
17 Nov	560.30	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
14 Nov	563.20	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
13 Nov	559.35	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
12 Nov	562.55	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
11 Nov	557.55	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0

10 Nov	556.10	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
7 Nov	558.80	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0
6 Nov	558.40	44.2 ₹ 46,410	0 0.00	-	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 535 expiring on 30DEC2025

Delta for 535 CE is 0.76

Historical price for 535 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 16.95, which was 6.25 higher than the previous day. The implied volatity was 17.18, the open interest changed by -38 which decreased total open position to 235

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 10.9, which was 3.25 higher than the previous day. The implied volatity was 17.17, the open interest changed by 10 which increased total open position to 276

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 7.55, which was -1.85 lower than the previous day. The implied volatity was 18.18, the open interest changed by 45 which increased total open position to 266

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 9.5, which was 0.75 higher than the previous day. The implied volatity was 18.34, the open interest changed by 24 which increased total open position to 224

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 8.8, which was -2.5 lower than the previous day. The implied volatity was 18.68, the open interest changed by 62 which increased total open position to 200

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 11.5, which was -1.9 lower than the previous day. The implied volatity was 17.18, the open interest changed by 53 which increased total open position to 152

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 13.6, which was 0.45 higher than the previous day. The implied volatity was 18.21, the open interest changed by 25 which increased total open position to 97

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 13.2, which was -9.95 lower than the previous day. The implied volatity was 17.28, the open interest changed by 61 which increased total open position to 68

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 23.15, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 23.15, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 23.15, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 23.15, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 23.15, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 23.15, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 23.15, which was -3.1 lower than the previous day. The implied volatity was 17.03, the open interest changed by 6 which increased total open position to 7

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 26.25, which was -17.95 lower than the previous day. The implied volatity was 22.56, the open interest changed by 0 which decreased total open position to 0

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 44.2, 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 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 44.2, 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 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 44.2, 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 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 44.2, 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 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 44.2, 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 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 44.2, 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 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 44.2, 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 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 44.2, 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 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 44.2, 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 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 44.2, 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 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 44.2, 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

AMBUJACEM 30DEC2025 535 PE
Delta: -0.26 Vega: 0.39 Theta: -0.16 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	548.15	3.65 ₹ 3,832.5	-3 -3150.00	18.69	803 8,43,150	16 16,800	264 2,77,200
11 Dec	536.10	6.35 ₹ 6,667.5	-4.25 -4462.50	17.44	203 2,13,150	2 2,100	239 2,50,950
10 Dec	529.70	11 ₹ 11,550	1.6 1680.00	18.94	77 80,850	-6 -6,300	238 2,49,900
9 Dec	533.05	9.5 ₹ 9,975	-1.3 -1365.00	18.97	152 1,59,600	-7 -7,350	248 2,60,400
8 Dec	528.95	11.1 ₹ 11,655	2.4 2520.00	19.48	370 3,88,500	-20 -21,000	256 2,68,800
5 Dec	533.80	8.45 ₹ 8,872.5	0.9 945.00	18.27	267 2,80,350	49 51,450	276 2,89,800
4 Dec	536.90	7.45 ₹ 7,822.5	-1.45 -1522.50	17.84	344 3,61,200	-10 -10,500	227 2,38,350
3 Dec	535.35	8.45 ₹ 8,872.5	2.5 2625.00	19.21	445 4,67,250	69 72,450	235 2,46,750
2 Dec	543.00	5.85 ₹ 6,142.5	-0.3 -315.00	18.57	50 52,500	4 4,200	166 1,74,300
1 Dec	543.35	6.15 ₹ 6,457.5	1.55 1627.50	18.59	115 1,20,750	27 28,350	163 1,71,150
28 Nov	550.20	4.7 ₹ 4,935	-0.15 -157.50	18.63	119 1,24,950	44 46,200	138 1,44,900
27 Nov	548.70	4.85 ₹ 5,092.5	0.5 525.00	18.44	48 50,400	2 2,100	93 97,650
26 Nov	550.00	4.35 ₹ 4,567.5	-1.5 -1575.00	18.07	204 2,14,200	47 49,350	94 98,700
25 Nov	545.85	5.85 ₹ 6,142.5	-0.85 -892.50	18.42	50 52,500	24 25,200	47 49,350
24 Nov	544.60	6.7 ₹ 7,035	-0.3 -315.00	20.89	24 25,200	9 9,450	23 24,150
21 Nov	547.55	7 ₹ 7,350	1.45 1522.50	20.12	15 15,750	12 12,600	14 14,700
20 Nov	555.75	5.55 ₹ 5,827.5	-13.15 -13807.50	21.65	4 4,200	2 2,100	2 2,100
19 Nov	555.30	18.7 ₹ 19,635	0 0.00	4.36	0 0	0 0	0 0
18 Nov	557.80	18.7 ₹ 19,635	0 0.00	4.65	0 0	0 0	0 0
17 Nov	560.30	18.7 ₹ 19,635	0 0.00	5.09	0 0	0 0	0 0
14 Nov	563.20	18.7 ₹ 19,635	0 0.00	5.31	0 0	0 0	0 0
13 Nov	559.35	18.7 ₹ 19,635	0 0.00	4.73	0 0	0 0	0 0
12 Nov	562.55	18.7 ₹ 19,635	0 0.00	4.88	0 0	0 0	0 0
11 Nov	557.55	18.7 ₹ 19,635	0 0.00	4.58	0 0	0 0	0 0
10 Nov	556.10	18.7 ₹ 19,635	0 0.00	4.19	0 0	0 0	0 0
7 Nov	558.80	18.7 ₹ 19,635	0 0.00	4.23	0 0	0 0	0 0
6 Nov	558.40	18.7 ₹ 19,635	0 0.00	4.09	0 0	0 0	0 0

For Ambuja Cements Ltd - strike price 535 expiring on 30DEC2025

Delta for 535 PE is -0.26

Historical price for 535 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 3.65, which was -3 lower than the previous day. The implied volatity was 18.69, the open interest changed by 16 which increased total open position to 264

On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 6.35, which was -4.25 lower than the previous day. The implied volatity was 17.44, the open interest changed by 2 which increased total open position to 239

On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 11, which was 1.6 higher than the previous day. The implied volatity was 18.94, the open interest changed by -6 which decreased total open position to 238

On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 9.5, which was -1.3 lower than the previous day. The implied volatity was 18.97, the open interest changed by -7 which decreased total open position to 248

On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 11.1, which was 2.4 higher than the previous day. The implied volatity was 19.48, the open interest changed by -20 which decreased total open position to 256

On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 8.45, which was 0.9 higher than the previous day. The implied volatity was 18.27, the open interest changed by 49 which increased total open position to 276

On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 7.45, which was -1.45 lower than the previous day. The implied volatity was 17.84, the open interest changed by -10 which decreased total open position to 227

On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 8.45, which was 2.5 higher than the previous day. The implied volatity was 19.21, the open interest changed by 69 which increased total open position to 235

On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 5.85, which was -0.3 lower than the previous day. The implied volatity was 18.57, the open interest changed by 4 which increased total open position to 166

On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 6.15, which was 1.55 higher than the previous day. The implied volatity was 18.59, the open interest changed by 27 which increased total open position to 163

On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 4.7, which was -0.15 lower than the previous day. The implied volatity was 18.63, the open interest changed by 44 which increased total open position to 138

On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 4.85, which was 0.5 higher than the previous day. The implied volatity was 18.44, the open interest changed by 2 which increased total open position to 93

On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 4.35, which was -1.5 lower than the previous day. The implied volatity was 18.07, the open interest changed by 47 which increased total open position to 94

On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 5.85, which was -0.85 lower than the previous day. The implied volatity was 18.42, the open interest changed by 24 which increased total open position to 47

On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 6.7, which was -0.3 lower than the previous day. The implied volatity was 20.89, the open interest changed by 9 which increased total open position to 23

On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 7, which was 1.45 higher than the previous day. The implied volatity was 20.12, the open interest changed by 12 which increased total open position to 14

On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 5.55, which was -13.15 lower than the previous day. The implied volatity was 21.65, the open interest changed by 2 which increased total open position to 2

On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0

On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0

On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0

On 14 Nov AMBUJACEM was trading at 563.20. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0

On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0

On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0

On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0

On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0

On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0

On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0

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