Ambuja Cements Limited

Construction Materials · Cement & Cement Products

NSE: AMBUJACEM BSE: 500425

₹374.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) -10.20

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 29, 2026	363.8000	-11.85	0	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 1, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	363.8000	0	0
Sept. 30, 2026	Dec. 29, 2026	380.1500	382.3000	378.0000	378.0000	10800	10800
Sept. 30, 2026	Nov. 23, 2026	377.0000	380.8000	374.2500	376.3000	1993200	40800
Sept. 30, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	375.6500	0	0
Sept. 30, 2026	Oct. 27, 2026	371.0500	379.0000	370.6000	374.7500	95569200	688800
Sept. 29, 2026	Nov. 23, 2026	376.9000	377.2500	370.0500	373.6500	1952400	231600
Sept. 29, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	367.4000	0	0
Sept. 29, 2026	Oct. 27, 2026	375.5000	375.5000	368.2500	371.4500	94880400	10191600
Sept. 29, 2026	Sept. 29, 2026	372.0000	380.0000	366.0000	369.2500	2504400	-10513200
Sept. 28, 2026	Nov. 23, 2026	383.9000	384.4500	377.2000	378.0000	1720800	672000

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.711

Max Pain 390.0000

Open Interest by Strike (Max Pain: 390.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	129.3000	256.65	0.734	310.0000	-0.033	39.82	0.5500	0	0
0	0	112.0000	219.76	0.715	320.0000	-0.053	37.89	0.9000	58800	67200
0	0	92.4000	170.7	0.707	325.0000	-0.057	34.95	0.9000	51600	51600
2400	0	47.0000	34.92	0.922	330.0000	-0.062	32.02	0.9000	1200	1200
0	0	83.0500	159.12	0.685	335.0000	-0.087	32.15	1.3500	12000	14400
9600	0	37.0000	28.38	0.910	340.0000	-0.108	30.95	1.7000	121200	285600
0	0	74.0500	148.48	0.661	345.0000	-0.135	29.78	2.1500	34800	88800
37200	2400	28.1000	26.89	0.845	350.0000	-0.170	28.72	2.7500	50400	255600
1200	0	20.5000	—		355.0000	-0.217	28.29	3.7000	-18000	105600
96000	2400	19.3500	23.57	0.761	360.0000	-0.268	27.43	4.7500	96000	333600
122400	12000	16.1000	24.27	0.685	365.0000	-0.330	26.96	6.2000	6000	256800
798000	165600	13.0500	24.38	0.608	370.0000	-0.399	26.58	8.0000	-6000	432000
530400	246000	10.3500	24.37	0.528	375.0000	-0.472	26.19	10.1500	66000	277200
1062000	102000	8.0000	24.24	0.448	380.0000	-0.545	26.51	12.9500	34800	613200
223200	22800	6.2500	24.66	0.374	385.0000	-0.614	26.82	16.1000	6000	117600
912000	30000	4.7500	24.83	0.305	390.0000	-0.690	25.43	18.9500	0	367200
186000	4800	3.5500	24.99	0.244	395.0000	-0.700	32.05	24.9000	0	37200
2023200	416400	2.8000	25.81	0.198	400.0000	-0.772	29.07	27.7000	-20400	379200
286800	20400	2.0500	25.94	0.154	405.0000	-0.885	22.27	30.1500	0	22800
481200	140400	1.6500	26.89	0.125	410.0000	-0.929	21.3	34.5500	3600	166800
61200	25200	1.3000	27.63	0.101	415.0000	-0.805	39.72	43.0000	0	13200
524400	45600	1.1000	28.81	0.085	420.0000	-0.964	22.3	44.1500	3600	422400
12000	4800	0.8500	29.31	0.067	425.0000		—	46.3500	0	6000
159600	33600	0.8000	31.04	0.061	430.0000		—	51.3000	0	241200
44400	-3600	0.6500	31.74	0.050	435.0000		—	56.1000	0	109200
87600	-2400	0.5000	32.09	0.039	440.0000		—	60.7000	0	90000
1200	1200	0.2500	30.28	0.022	445.0000		—	65.4500	1200	1200
568800	-12000	0.4000	34.41	0.030	450.0000		—	70.4000	-8400	505200
3600	3600	0.1500	31.25	0.014	455.0000		—	47.6500	0	0
187200	0	0.3500	37.03	0.025	460.0000		—	79.9000	0	30000
0	0	8.2500	81.44	0.198	465.0000		—	55.3000	0	0
21600	0	0.1000	33.98	0.009	470.0000	-0.895	61.39	96.5000	0	22800
798000	-8400	0.1500	38.61	0.011	480.0000	-0.970	46.31	104.0500	-6000	1258800