ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 11900 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 | 577.65 | -15.55 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 12508.00 | 577.65 | -15.55 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 12626.00 | 577.65 | -15.55 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 12370.00 | 548.1 | -404.25 | 15.35 | 1 | 1 | 1 | |||||||||
| 17 Aug | 12317.00 | 789.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11900 expiring on 30SEP2025
Delta for 11900 CE is 0.00
Historical price for 11900 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 577.65, which was -15.55 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 577.65, which was -15.55 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 577.65, which was -15.55 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 548.1, which was -404.25 lower than the previous day. The implied volatity was 15.35, the open interest changed by 1 which increased total open position to 1
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 789.65, 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 11900 PE | |||||||
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Delta: -0.04
Vega: 1.64
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 7.7 | -3.95 | 24.64 | 64 | -10 | 78 |
| 21 Sept | 12508.00 | 11.5 | 1.85 | 19.94 | 99 | -9 | 88 |
| 18 Sept | 12626.00 | 9.65 | 1.15 | 21.39 | 58 | -34 | 96 |
| 14 Sept | 12370.00 | 37.85 | -4.75 | 18.69 | 214 | 30 | 112 |
| 17 Aug | 12317.00 | 319.95 | 0 | 3.15 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11900 expiring on 30SEP2025
Delta for 11900 PE is -0.04
Historical price for 11900 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 7.7, which was -3.95 lower than the previous day. The implied volatity was 24.64, the open interest changed by -10 which decreased total open position to 78
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 11.5, which was 1.85 higher than the previous day. The implied volatity was 19.94, the open interest changed by -9 which decreased total open position to 88
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 9.65, which was 1.15 higher than the previous day. The implied volatity was 21.39, the open interest changed by -34 which decreased total open position to 96
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 37.85, which was -4.75 lower than the previous day. The implied volatity was 18.69, the open interest changed by 30 which increased total open position to 112
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 319.95, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
