ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 11700 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 | 768.2 | -15.3 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 12508.00 | 768.2 | -15.3 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 12626.00 | 768.2 | -15.3 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 12370.00 | 730.75 | -263.5 | 13.72 | 3 | 3 | 3 | |||||||||
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| 17 Aug | 12317.00 | 918.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11700 expiring on 30SEP2025
Delta for 11700 CE is 0.00
Historical price for 11700 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 768.2, which was -15.3 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 768.2, which was -15.3 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 768.2, which was -15.3 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 730.75, which was -263.5 lower than the previous day. The implied volatity was 13.72, the open interest changed by 3 which increased total open position to 3
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 918.1, 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 11700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 1.03
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 4.55 | -2.05 | 27.40 | 24 | -4 | 102 |
| 21 Sept | 12508.00 | 6.75 | 0.85 | 22.42 | 81 | -30 | 107 |
| 18 Sept | 12626.00 | 5.9 | 0.6 | 23.68 | 35 | 14 | 138 |
| 14 Sept | 12370.00 | 21.6 | -1.45 | 20.12 | 93 | -27 | 108 |
| 17 Aug | 12317.00 | 250.45 | 0 | 4.22 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11700 expiring on 30SEP2025
Delta for 11700 PE is -0.02
Historical price for 11700 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 4.55, which was -2.05 lower than the previous day. The implied volatity was 27.40, the open interest changed by -4 which decreased total open position to 102
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 6.75, which was 0.85 higher than the previous day. The implied volatity was 22.42, the open interest changed by -30 which decreased total open position to 107
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 5.9, which was 0.6 higher than the previous day. The implied volatity was 23.68, the open interest changed by 14 which increased total open position to 138
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 21.6, which was -1.45 lower than the previous day. The implied volatity was 20.12, the open interest changed by -27 which decreased total open position to 108
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 250.45, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
