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) 0.0

Max Pain 310.0000

Open Interest by Strike (Max Pain: 310.0000)

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	108.7000	136.05	0.739	310.0000	-0.049	32.36	1.0000	0	0
0	0	99.4000	127.78	0.720	320.0000	-0.074	31.15	1.5500	0	0
0	0	47.6500	—		325.0000	-0.135	38.1	4.0000	0	0
0	0	90.3500	120.06	0.700	330.0000	-0.108	29.88	2.3500	0	0
0	0	39.8500	—		335.0000	-0.188	38.6	6.1500	0	0
0	0	81.6000	112.93	0.677	340.0000	-0.154	28.45	3.4500	0	0
0	0	32.8000	13.04	0.967	345.0000	-0.248	39.17	9.0000	0	0
0	0	73.2000	106.38	0.652	350.0000	-0.171	21.94	3.0000	0	0
0	0	26.5500	21.5	0.787	355.0000	-0.314	39.87	12.6500	0	0
0	0	65.2000	100.41	0.625	360.0000	-0.288	24.71	6.7500	0	0
0	0	21.1000	24.46	0.661	365.0000	-0.382	40.67	17.1000	0	0
0	0	57.7000	95.1	0.595	370.0000	-0.386	22.24	9.1000	0	0
0	0	16.5000	26.29	0.550	375.0000	-0.449	41.68	22.4000	0	0
0	0	50.6500	90.26	0.563	380.0000	-0.516	18.82	11.9000	0	0
0	0	12.6500	27.5	0.451	385.0000	-0.512	42.9	28.5000	0	0
0	0	44.1500	86.0	0.528	390.0000	-0.720	13.46	15.2500	0	0
0	0	9.5500	28.41	0.363	395.0000	-0.569	44.3	35.3000	0	0
0	0	38.2000	82.22	0.491	400.0000		—	19.1500	0	0
0	0	7.1000	29.14	0.287	405.0000	-0.619	45.94	42.7500	0	0
3600	0	5.9000	29.04	0.250	410.0000		—	23.6500	0	0
0	0	28.0000	76.03	0.415	420.0000		—	28.6500	0	0
0	0	23.7000	73.45	0.376	430.0000		—	34.2000	0	0
0	0	19.9500	71.25	0.338	440.0000		—	40.3000	0	0
0	0	16.6500	69.25	0.301	450.0000		—	46.8500	0	0
0	0	13.8500	67.59	0.266	460.0000		—	53.9000	0	0
22800	0	1.3500	38.23	0.060	480.0000		—	69.1500	0	0