ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 11600 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 | 1050 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 12508.00 | 1050 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 12626.00 | 1050 | 157.6 | - | 2 | -1 | 14 | |||||||||
| 14 Sept | 12370.00 | 850 | -200 | 22.58 | 2 | 0 | 11 | |||||||||
| 17 Aug | 12317.00 | 966.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11600 expiring on 30SEP2025
Delta for 11600 CE is 0.00
Historical price for 11600 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 1050, 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 1050, 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 1050, which was 157.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 14
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 850, which was -200 lower than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 11
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 966.05, 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 11600 PE | |||||||
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Delta: -0.02
Vega: 1.01
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 4.85 | -1.05 | 30.18 | 94 | -31 | 416 |
| 21 Sept | 12508.00 | 7.25 | 2.2 | 24.99 | 49 | -18 | 447 |
| 18 Sept | 12626.00 | 6.6 | 1.9 | 26.26 | 10 | -2 | 465 |
| 14 Sept | 12370.00 | 15 | -1.9 | 20.43 | 65 | 27 | 519 |
| 17 Aug | 12317.00 | 75 | -354.2 | 20.32 | 65 | 32 | 32 |
For Ultratech Cement Limited - strike price 11600 expiring on 30SEP2025
Delta for 11600 PE is -0.02
Historical price for 11600 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 4.85, which was -1.05 lower than the previous day. The implied volatity was 30.18, the open interest changed by -31 which decreased total open position to 416
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 7.25, which was 2.2 higher than the previous day. The implied volatity was 24.99, the open interest changed by -18 which decreased total open position to 447
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 6.6, which was 1.9 higher than the previous day. The implied volatity was 26.26, the open interest changed by -2 which decreased total open position to 465
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 15, which was -1.9 lower than the previous day. The implied volatity was 20.43, the open interest changed by 27 which increased total open position to 519
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 75, which was -354.2 lower than the previous day. The implied volatity was 20.32, the open interest changed by 32 which increased total open position to 32
