ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 11500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 1058.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 12508.00 | 1058.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 12626.00 | 1058.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 12370.00 | 1058.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11500 expiring on 30SEP2025
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 1058.3, which was 0 lower than the previous day. The implied volatity was -, 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 1058.3, which was 0 lower than the previous day. The implied volatity was -, 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 1058.3, which was 0 lower than the previous day. The implied volatity was -, 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 1058.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30SEP2025 11500 PE | |||||||
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Delta: -0.02
Vega: 0.72
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 3.15 | -3.8 | 30.63 | 17 | 5 | 173 |
| 21 Sept | 12508.00 | 3.6 | -0.35 | 24.32 | 22 | 2 | 169 |
| 18 Sept | 12626.00 | 3.95 | -0.3 | 25.87 | 43 | 21 | 167 |
| 14 Sept | 12370.00 | 15.2 | 1.3 | 22.49 | 47 | -28 | 178 |
For Ultratech Cement Limited - strike price 11500 expiring on 30SEP2025
Delta for 11500 PE is -0.02
Historical price for 11500 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 3.15, which was -3.8 lower than the previous day. The implied volatity was 30.63, the open interest changed by 5 which increased total open position to 173
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 3.6, which was -0.35 lower than the previous day. The implied volatity was 24.32, the open interest changed by 2 which increased total open position to 169
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 3.95, which was -0.3 lower than the previous day. The implied volatity was 25.87, the open interest changed by 21 which increased total open position to 167
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 15.2, which was 1.3 higher than the previous day. The implied volatity was 22.49, the open interest changed by -28 which decreased total open position to 178
