ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 11000 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 1750 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 12508.00 | 1750 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 12626.00 | 1750 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 12370.00 | 1750 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11000 expiring on 30SEP2025
Delta for 11000 CE is 0.00
Historical price for 11000 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 1750, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 1750, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 1750, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 1750, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30SEP2025 11000 PE | |||||||
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Delta: -0.01
Vega: 0.65
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 4 | -0.05 | 43.87 | 1 | 0 | 127 |
| 21 Sept | 12508.00 | 4.05 | 2.55 | 35.85 | 4 | 1 | 126 |
| 18 Sept | 12626.00 | 1.5 | -1.2 | 31.91 | 1 | 0 | 125 |
| 14 Sept | 12370.00 | 5 | -0.8 | 26.75 | 23 | -9 | 124 |
For Ultratech Cement Limited - strike price 11000 expiring on 30SEP2025
Delta for 11000 PE is -0.01
Historical price for 11000 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 43.87, the open interest changed by 0 which decreased total open position to 127
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 4.05, which was 2.55 higher than the previous day. The implied volatity was 35.85, the open interest changed by 1 which increased total open position to 126
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 1.5, which was -1.2 lower than the previous day. The implied volatity was 31.91, the open interest changed by 0 which decreased total open position to 125
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 5, which was -0.8 lower than the previous day. The implied volatity was 26.75, the open interest changed by -9 which decreased total open position to 124
