Ambuja Cements Limited

Construction Materials · Cement & Cement Products

NSE: AMBUJACEM BSE: 500425

₹366.50

Oct. 5, 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) +4.15

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. 27, 2026	366.0000	+2.20	95344800	-770400	Short Covering
Oct. 29, 2026	367.8500	+4.05	0	0	—
Nov. 23, 2026	367.6500	+2.35	2049600	-16800	Short Covering
Dec. 29, 2026	370.6500	+2.90	33600	-10800	Short Covering

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	370.0000	370.6500	370.0000	370.6500	33600	-10800
Oct. 5, 2026	Nov. 23, 2026	370.8000	371.4500	365.9500	367.6500	2049600	-16800
Oct. 5, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	367.8500	0	0
Oct. 5, 2026	Oct. 27, 2026	364.9000	369.9000	362.6000	366.0000	95344800	-770400
Oct. 1, 2026	Dec. 29, 2026	371.1000	373.7500	364.0000	367.7500	44400	33600
Oct. 1, 2026	Nov. 23, 2026	370.0000	373.0000	360.1000	365.3000	2066400	73200
Oct. 1, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	363.8000	0	0
Oct. 1, 2026	Oct. 27, 2026	372.3000	373.3500	357.4000	363.8000	96115200	546000
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

Options Chain

As of Oct. 1, 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) —

Max Pain 320.0000

Open Interest by Strike (Max Pain: 320.0000)

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	56.4500	31.48	0.856	320.0000	-0.165	34.87	6.0000	0	0
0	0	48.9500	32.0	0.803	330.0000	-0.214	34.97	8.4000	0	0
0	0	42.0500	32.38	0.744	340.0000	-0.268	34.94	11.3000	0	0
0	0	35.8000	32.71	0.681	350.0000	-0.326	35.05	14.9000	0	0
0	0	30.1500	32.9	0.617	360.0000	-0.387	35.13	19.1000	0	0
0	0	25.1500	33.05	0.551	370.0000	-0.448	35.3	24.0000	0	0
0	0	20.8000	33.2	0.486	380.0000	-0.509	35.46	29.5000	0	0
0	0	17.0500	33.32	0.424	390.0000	-0.567	35.57	35.5500	0	0
0	0	13.8500	33.42	0.365	400.0000	-0.622	35.79	42.2000	0	0
0	0	11.1500	33.5	0.311	410.0000	-0.672	36.11	49.4000	0	0
0	0	8.9000	33.56	0.262	420.0000	-0.717	36.4	57.0000	0	0
0	0	5.5500	33.69	0.181	440.0000	-0.791	37.2	73.3500	0	0