AMBUJACEM AMBUJA CEMENTS LTD
AMBUJA CEMENTS LTD — on this desk since 2 Jan 2006.
Results meeting in 13 days Thu 29 Oct 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 41.35 | 0 | 3,600 | 310 | — | — | — | — |
| — | 31.57 | 0 | 1,200 | 320 | 1,90,800 | 0 | 0.24 | — |
| — | — | — | — | 325 | 2,11,200 | 0 | 0.50 | — |
| — | 22.31 | 0 | 14,400 | 330 | 37,200 | 0 | 0.96 | — |
| — | — | — | — | 335 | 1,11,600 | 0 | 1.71 | — |
| — | 14.20 | 0 | 9,600 | 340 | 4,02,000 | −4,800 | 2.84 | long unwinding |
| — | — | — | — | 345 | 60,000 | 0 | 4.44 | — |
| — | 7.94 | 0 | 1,09,200 | 350at the money | 2,86,800 | 0 | 6.56 | — |
| — | 5.62 | 0 | 28,800 | 355 | 1,58,400 | 0 | 9.23 | — |
| — | 3.82 | 0 | 4,06,800 | 360 | 4,93,200 | 0 | 12.42 | — |
| short covering | 2.50 | −1,200 | 2,37,600 | 365 | 3,04,800 | 0 | 16.09 | — |
| short covering | 1.56 | −21,600 | 10,36,800 | 370 | 3,96,000 | −3,600 | 20.14 | long unwinding |
| short covering | 1.35 | −7,200 | 5,00,400 | 375 | 2,43,600 | −1,200 | 24.51 | long unwinding |
| short covering | 0.54 | −21,600 | 10,58,400 | 380 | 6,06,000 | −1,200 | 29.10 | long unwinding |
| — | 0.30 | −4,800 | 2,97,600 | 385 | 1,32,000 | 0 | 33.85 | — |
| short covering | 0.65 | −7,200 | 9,70,800 | 390 | 3,60,000 | −3,600 | 38.70 | long unwinding |
| — | 0.08 | 0 | 2,50,800 | 395 | 36,000 | 0 | 43.61 | — |
| — | 0.04 | −4,800 | 20,17,200wall | 400 | 3,80,400 | 0 | 48.56 | — |
| — | 0.01 | 0 | 7,44,000 | 48026 strikes away | wall12,58,800 | 0 | 128.37 | — |
The options were priced for a move of about 4.1% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 333 of 669 times the close 5 sessions later was higher.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 1.24% above the share.
In the F&O ban this session — no new positions could be opened; open interest stood at 109% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 1.2–9.3%.
Option prices were dearer than 92 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
Show the recordHide the record
Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 4.1% | 1.24% | in ban |
| Wed 14 Oct | long unwind | 4.7% | 0.50% | in ban |
| Tue 13 Oct | short cover | 4.5% | 1.30% | in ban |
| Mon 12 Oct | short cover | 6.0% | 1.47% | in ban |
| Fri 9 Oct | short cover | 5.2% | 0.44% | in ban |
| Thu 8 Oct | long unwind | 5.2% | 1.31% | in ban |
| Wed 7 Oct | long unwind | 5.3% | 0.55% | in ban |
| Tue 6 Oct | long unwind | 5.9% | 0.58% | in ban |
| Mon 5 Oct | short cover | 5.3% | -0.14% | in ban |
| Thu 1 Oct | short build | 5.9% | 0.43% | |
| Wed 30 Sep | long build | 5.5% | 0.20% | |
| Tue 29 Sep | long unwind | 6.0% | 1.56% | |
| Mon 28 Sep | long unwind | 5.6% | 0.41% | |
| Fri 25 Sep | long build | 1.6% | 0.51% | |
| Thu 24 Sep | long unwind | 2.1% | -0.16% | |
| Wed 23 Sep | long build | 2.2% | -0.11% | |
| Tue 22 Sep | short build | 2.5% | 0.08% | |
| Mon 21 Sep | short build | 2.6% | 0.50% | |
| Fri 18 Sep | long build | 3.1% | 1.22% | |
| Thu 17 Sep | long build | 3.4% | 0.50% |
After a name entered or left the ban
- This stock, on entering the ban: 1 of 5 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 0 of 4 times the close 5 sessions later was higher — too few to read much into.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 1,050 to 1,200 on 29 Apr 2026; contracts either side are compared in shares, not lots.