AMBUJACEM options
Ambuja Cements option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹7.30 | ±2.03% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹351.60 – ₹366.20 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹390 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹480 | 11,54,400 contracts — the largest put position on the chain |
| Heaviest call strike | ₹400 | 19,03,200 contracts — the largest call position on the chain |
| Put-call ratio | 0.76 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 21.97% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹7.30
- Implied range
- ₹352 – ₹366
- Max pain
- ₹390
- Implied volatility
- 21.97%
±2.03% over 4 days, from the ₹360 straddle
What option prices imply, not a forecast of where the stock will trade
₹31 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹480Heaviest call ₹400ATM ₹360 · PCR 0.76
At the close on Friday, 23 October 2026, Ambuja Cements options were pricing a move of ±₹7.30 by the Tuesday, 27 October 2026 expiry — a range of ₹351.60 to ₹366.20 against a closing price of ₹358.90. The figure is the at-the-money straddle at the ₹360 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹390, ₹31.10 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹480 with 11,54,400 contracts, and the heaviest call position at ₹400 with 19,03,200 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 21.97% for the Tuesday, 27 October 2026 expiry. Realised volatility for Ambuja Cements is not yet available for comparison.
This page is a record of where Ambuja Cements's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are Ambuja Cements options pricing this expiry?
- ±₹7.30, or 2.03%, giving a range of ₹351.60 to ₹366.20 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹360 strike.
- What is Ambuja Cements's max pain?
- ₹390 at the last close, against a closing price of ₹358.90. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the Ambuja Cements option chain?
- The largest put position sits at ₹480 with 11,54,400 contracts, and the largest call position at ₹400 with 19,03,200 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for Ambuja Cements options?
- 1,200 shares per lot, with strikes in steps of ₹5. At the implied move of ±₹7.30, one lot corresponds to ±₹8,760 of notional movement.