[--[65.84.65.76]--]

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
AMBUJACEM 30-DEC-2025 575 CE
Delta: 0.14
Vega: 0.27
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 1.45 0.55 17.38 130 29 193
11 Dec 536.10 0.85 0.25 19.46 20 3 165
10 Dec 529.70 0.6 -0.3 20.65 7 2 161
9 Dec 533.05 0.9 -0.1 20.60 47 -7 154
8 Dec 528.95 1 -0.2 21.56 26 4 162
5 Dec 533.80 1.2 -0.4 18.92 27 8 159
4 Dec 536.90 1.6 -0.1 19.11 35 9 150
3 Dec 535.35 1.75 -0.75 19.30 157 -9 142
2 Dec 543.00 2.5 -0.15 18.21 39 3 152
1 Dec 543.35 2.6 -1.15 18.30 63 11 144
28 Nov 550.20 3.65 0.2 16.66 62 1 133
27 Nov 548.70 3.55 -0.6 16.40 149 -25 134
26 Nov 550.00 4.2 1 16.56 152 -4 160
25 Nov 545.85 2.85 -1.05 15.64 99 20 165
24 Nov 544.60 4.1 -1 16.74 117 64 136
21 Nov 547.55 5 -3.7 17.85 37 16 72
20 Nov 555.75 8.7 -0.6 18.86 28 13 55
19 Nov 555.30 9.3 -1.2 19.93 23 12 41
18 Nov 557.80 10.5 -5.85 19.87 1 0 30
17 Nov 560.30 16.35 4.65 - 0 0 0
14 Nov 563.20 16.35 4.65 - 0 1 0
13 Nov 559.35 16.35 4.65 25.28 2 0 29
12 Nov 562.55 11.7 -2.2 - 0 1 0
11 Nov 557.55 11.7 -2.2 19.25 1 0 28
10 Nov 556.10 13.9 -4.5 - 0 19 0
7 Nov 558.80 13.9 -4.5 20.57 19 0 9
6 Nov 558.40 18.4 -1 26.26 6 3 9
4 Nov 567.40 19.4 -5.95 21.49 5 3 5
3 Nov 577.20 25.35 1.05 20.32 3 1 1
31 Oct 565.40 24.3 0 - 0 0 0
30 Oct 567.90 24.3 0 - 0 0 0
29 Oct 571.75 24.3 0 - 0 0 0


For Ambuja Cements Ltd - strike price 575 expiring on 30DEC2025

Delta for 575 CE is 0.14

Historical price for 575 CE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 1.45, which was 0.55 higher than the previous day. The implied volatity was 17.38, the open interest changed by 29 which increased total open position to 193


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 19.46, the open interest changed by 3 which increased total open position to 165


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 20.65, the open interest changed by 2 which increased total open position to 161


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 20.60, the open interest changed by -7 which decreased total open position to 154


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 21.56, the open interest changed by 4 which increased total open position to 162


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 18.92, the open interest changed by 8 which increased total open position to 159


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 19.11, the open interest changed by 9 which increased total open position to 150


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 1.75, which was -0.75 lower than the previous day. The implied volatity was 19.30, the open interest changed by -9 which decreased total open position to 142


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 18.21, the open interest changed by 3 which increased total open position to 152


On 1 Dec AMBUJACEM was trading at 543.35. The strike last trading price was 2.6, which was -1.15 lower than the previous day. The implied volatity was 18.30, the open interest changed by 11 which increased total open position to 144


On 28 Nov AMBUJACEM was trading at 550.20. The strike last trading price was 3.65, which was 0.2 higher than the previous day. The implied volatity was 16.66, the open interest changed by 1 which increased total open position to 133


On 27 Nov AMBUJACEM was trading at 548.70. The strike last trading price was 3.55, which was -0.6 lower than the previous day. The implied volatity was 16.40, the open interest changed by -25 which decreased total open position to 134


On 26 Nov AMBUJACEM was trading at 550.00. The strike last trading price was 4.2, which was 1 higher than the previous day. The implied volatity was 16.56, the open interest changed by -4 which decreased total open position to 160


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 15.64, the open interest changed by 20 which increased total open position to 165


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 16.74, the open interest changed by 64 which increased total open position to 136


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 5, which was -3.7 lower than the previous day. The implied volatity was 17.85, the open interest changed by 16 which increased total open position to 72


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 8.7, which was -0.6 lower than the previous day. The implied volatity was 18.86, the open interest changed by 13 which increased total open position to 55


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 9.3, which was -1.2 lower than the previous day. The implied volatity was 19.93, the open interest changed by 12 which increased total open position to 41


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 10.5, which was -5.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 0 which decreased total open position to 30


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 16.35, which was 4.65 higher 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 16.35, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 16.35, which was 4.65 higher than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 29


On 12 Nov AMBUJACEM was trading at 562.55. The strike last trading price was 11.7, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov AMBUJACEM was trading at 557.55. The strike last trading price was 11.7, which was -2.2 lower than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 28


On 10 Nov AMBUJACEM was trading at 556.10. The strike last trading price was 13.9, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 0


On 7 Nov AMBUJACEM was trading at 558.80. The strike last trading price was 13.9, which was -4.5 lower than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 9


On 6 Nov AMBUJACEM was trading at 558.40. The strike last trading price was 18.4, which was -1 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 9


On 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 19.4, which was -5.95 lower than the previous day. The implied volatity was 21.49, the open interest changed by 3 which increased total open position to 5


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 25.35, which was 1.05 higher than the previous day. The implied volatity was 20.32, the open interest changed by 1 which increased total open position to 1


On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 24.3, 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 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 24.3, 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 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 24.3, 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 575 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 548.15 42.15 4.5 - 0 0 68
11 Dec 536.10 42.15 4.5 - 0 0 68
10 Dec 529.70 42.15 4.5 - 0 0 68
9 Dec 533.05 42.15 4.5 - 0 0 0
8 Dec 528.95 42.15 4.5 18.56 14 1 69
5 Dec 533.80 37.65 9.05 - 0 0 0
4 Dec 536.90 37.65 9.05 - 0 0 0
3 Dec 535.35 37.65 9.05 25.01 4 0 68
2 Dec 543.00 28.4 -0.6 - 0 0 0
1 Dec 543.35 28.4 -0.6 - 0 0 0
28 Nov 550.20 28.4 -0.6 - 0 0 0
27 Nov 548.70 28.4 -0.6 - 0 0 0
26 Nov 550.00 28.4 -0.6 - 0 4 0
25 Nov 545.85 28.4 -0.6 19.55 4 3 67
24 Nov 544.60 29 0.55 23.49 143 -80 65
21 Nov 547.55 28.5 5 21.32 34 -8 149
20 Nov 555.75 23.5 -0.75 22.36 42 22 158
19 Nov 555.30 24 0.75 22.08 29 17 137
18 Nov 557.80 22.7 0.7 22.29 127 119 120
17 Nov 560.30 22 -16.35 - 0 0 0
14 Nov 563.20 22 -16.35 - 0 1 0
13 Nov 559.35 22 -16.35 21.22 1 0 0
12 Nov 562.55 38.35 0 - 0 0 0
11 Nov 557.55 38.35 0 - 0 0 0
10 Nov 556.10 38.35 0 - 0 0 0
7 Nov 558.80 38.35 0 - 0 0 0
6 Nov 558.40 38.35 0 - 0 0 0
4 Nov 567.40 38.35 0 0.13 0 0 0
3 Nov 577.20 38.35 0 1.75 0 0 0
31 Oct 565.40 38.35 0 - 0 0 0
30 Oct 567.90 38.35 0 0.29 0 0 0
29 Oct 571.75 38.35 0 1.00 0 0 0


For Ambuja Cements Ltd - strike price 575 expiring on 30DEC2025

Delta for 575 PE is -

Historical price for 575 PE is as follows

On 12 Dec AMBUJACEM was trading at 548.15. The strike last trading price was 42.15, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 11 Dec AMBUJACEM was trading at 536.10. The strike last trading price was 42.15, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 10 Dec AMBUJACEM was trading at 529.70. The strike last trading price was 42.15, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 9 Dec AMBUJACEM was trading at 533.05. The strike last trading price was 42.15, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec AMBUJACEM was trading at 528.95. The strike last trading price was 42.15, which was 4.5 higher than the previous day. The implied volatity was 18.56, the open interest changed by 1 which increased total open position to 69


On 5 Dec AMBUJACEM was trading at 533.80. The strike last trading price was 37.65, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec AMBUJACEM was trading at 536.90. The strike last trading price was 37.65, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec AMBUJACEM was trading at 535.35. The strike last trading price was 37.65, which was 9.05 higher than the previous day. The implied volatity was 25.01, the open interest changed by 0 which decreased total open position to 68


On 2 Dec AMBUJACEM was trading at 543.00. The strike last trading price was 28.4, which was -0.6 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 28.4, which was -0.6 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 28.4, which was -0.6 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 28.4, which was -0.6 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 28.4, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 25 Nov AMBUJACEM was trading at 545.85. The strike last trading price was 28.4, which was -0.6 lower than the previous day. The implied volatity was 19.55, the open interest changed by 3 which increased total open position to 67


On 24 Nov AMBUJACEM was trading at 544.60. The strike last trading price was 29, which was 0.55 higher than the previous day. The implied volatity was 23.49, the open interest changed by -80 which decreased total open position to 65


On 21 Nov AMBUJACEM was trading at 547.55. The strike last trading price was 28.5, which was 5 higher than the previous day. The implied volatity was 21.32, the open interest changed by -8 which decreased total open position to 149


On 20 Nov AMBUJACEM was trading at 555.75. The strike last trading price was 23.5, which was -0.75 lower than the previous day. The implied volatity was 22.36, the open interest changed by 22 which increased total open position to 158


On 19 Nov AMBUJACEM was trading at 555.30. The strike last trading price was 24, which was 0.75 higher than the previous day. The implied volatity was 22.08, the open interest changed by 17 which increased total open position to 137


On 18 Nov AMBUJACEM was trading at 557.80. The strike last trading price was 22.7, which was 0.7 higher than the previous day. The implied volatity was 22.29, the open interest changed by 119 which increased total open position to 120


On 17 Nov AMBUJACEM was trading at 560.30. The strike last trading price was 22, which was -16.35 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 22, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov AMBUJACEM was trading at 559.35. The strike last trading price was 22, which was -16.35 lower than the previous day. The implied volatity was 21.22, 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 38.35, 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 38.35, 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 38.35, 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 38.35, 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 38.35, 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 4 Nov AMBUJACEM was trading at 567.40. The strike last trading price was 38.35, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0


On 3 Nov AMBUJACEM was trading at 577.20. The strike last trading price was 38.35, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0


On 31 Oct AMBUJACEM was trading at 565.40. The strike last trading price was 38.35, 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 30 Oct AMBUJACEM was trading at 567.90. The strike last trading price was 38.35, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 29 Oct AMBUJACEM was trading at 571.75. The strike last trading price was 38.35, which was 0 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0