TBTflow / F&O data / AMBUJACEM futures
AMBUJACEM · AMBUJA CEMENTS LTD · NSE futures · end of day

AMBUJACEM futures today, 23 Oct 2026: long unwinding, OI -1.6 %

As of Friday 23 October 2026, from the exchange's official end-of-day F&O file.

In the F&O ban period for Monday 26 October 2026 (15 sessions in a row): no new F&O positions can be opened, existing ones can only be reduced. Today's ban list →

AMBUJACEM NSE futures (near month, expiry 27 October 2026) closed at ₹362.45, ▼ 2.34 % on the day. Open interest across all months fell 1.62 % to 9.07 Cr — long unwinding: price down and open interest down: positions were closed while price fell, the pattern of buyers selling out.

Build-up
Long unwinding
price ▼ 2.34 % · OI ▼ 1.62 %
Open interest, 20 sessions
Lowest
9.07 Cr all months
Contracts vs 20-day average
2.5×
29.5K contracts
Price in its 20-session range
42 %
0 % = ₹345.45 · 100 % = ₹385.75
AMBUJACEM futures: price and open interest, last 20 sessionsAs of 23 October 2026
Top: near-month close. Bottom: open interest of all months together. The letters are each day's build-up: LB long build-up, SC short covering (price up), SB short build-up, LU long unwinding (price down); blank = no clear build-up.

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Near, next and far month

Contract
expiry · contracts
Close
change
Open interest
change
Near month
27 Oct · 15.5K contracts
362.45
▼ 2.34 %
4.43 Cr
−1.71 Cr
Next month
23 Nov · 14.0K contracts
363.70
▼ 2.55 %
4.63 Cr
+1.56 Cr
Far month
29 Dec · 4 contracts
361.35
▼ 2.55 %
51.6K
+3.6K

Rollover

51.1 % of AMBUJACEM's futures open interest sits in the months after the 27 October 2026 expiry, 4 days before it. Over the last 2 finished cycles it was 65.0 % at the same point, so the roll is behind usual.

AMBUJACEM rollover: share of open interest in later months, by days to expiryAs of 23 October 2026
This cycle (expiry 27 Oct)Average of the last 2 cycles
Roll % = open interest in the months after the nearest expiry ÷ open interest in all months. It climbs every cycle as positions are carried forward before expiry.

Futures premium

The near-month future closed 3.56 rupees above the share (+0.99 %).

AMBUJACEM futures premium over the share, last 20 sessionsAs of 23 October 2026
Near-month futures close minus the underlying's close, as the exchange file gives it. Above zero = futures dearer than the underlying. It shrinks towards zero into expiry.

Last 20 sessions

SessionClose
change
OI
all months · change
Build-up
23 Oct362.45
▼ 2.34 %
9.07 Cr
▼ 1.62 %
Long unwinding
22 Oct371.15
▲ 3.15 %
9.22 Cr
▼ 1.63 %
Short covering
21 Oct359.80
▼ 0.01 %
9.37 Cr
▼ 0.19 %
No clear
19 Oct359.85
▼ 0.81 %
9.39 Cr
▼ 0.13 %
No clear
16 Oct362.80
▲ 2.13 %
9.40 Cr
▼ 0.28 %
No clear
15 Oct355.25
▲ 1.28 %
9.43 Cr
▼ 0.06 %
No clear
14 Oct350.75
▼ 1.07 %
9.43 Cr
▼ 0.12 %
No clear
13 Oct354.55
▲ 0.41 %
9.44 Cr
▼ 0.22 %
No clear
12 Oct353.10
▲ 0.01 %
9.47 Cr
▼ 0.52 %
No clear
9 Oct353.05
▲ 2.20 %
9.52 Cr
▼ 0.62 %
Short covering
8 Oct345.45
▼ 3.73 %
9.58 Cr
▼ 0.75 %
Long unwinding
7 Oct358.85
▼ 1.32 %
9.65 Cr
▼ 0.35 %
No clear
6 Oct363.65
▼ 0.64 %
9.68 Cr
▼ 0.63 %
Long unwinding
5 Oct366.00
▲ 0.60 %
9.74 Cr
▼ 0.81 %
Short covering
1 Oct363.80
▼ 2.92 %
9.82 Cr
▲ 0.67 %
Short build-up
30 Sep374.75
▲ 0.89 %
9.76 Cr
▼ 1.78 %
Short covering
29 Sep369.25
▼ 1.27 %
9.93 Cr
▼ 0.09 %
No clear
28 Sep374.00
▼ 3.05 %
9.94 Cr
▼ 0.03 %
No clear
25 Sep385.75
▲ 0.59 %
9.95 Cr
▲ 0.39 %
No clear
24 Sep383.50
▼ 2.24 %
9.91 Cr
▼ 0.27 %
No clear

All F&O futures pages →

What this page cannot tell you. Open interest and price say how many positions are open and where the day closed. They do not say who holds them, why, or what happens next. A build-up word on one day is common and often reverses.

Quick questions

Is AMBUJACEM futures showing long build-up or short build-up today?
On 23 October 2026 AMBUJACEM futures showed long unwinding: price down 2.34 %, open interest of all months down 1.62 %. That is price down and open interest down: positions were closed while price fell, the pattern of buyers selling out.
What is the AMBUJACEM futures rollover?
51.1 % of AMBUJACEM's futures open interest sits in the months after the 27 October 2026 expiry, 4 days before it. Over the last 2 finished cycles it was 65.0 % at the same point, so the roll is behind usual.
How is the build-up word decided?
From the exchange's day-end file: the near-month close against its previous close, and the open interest of all months together against the previous session. Both must move enough (price 0.25 %, open interest 0.5 %); the direction pair names the word. It describes the day; it is not a forecast.
AMBUJACEM future ka OI aaj kya keh raha hai?
AMBUJACEM future 23 October 2026 ko neeche 2.34 % band hua aur saare months ka open interest ghata 1.62 %. Yeh page roz exchange ki official day-end file se banta hai — yeh sirf batata hai kya hua, aage kya hoga yeh nahi.

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