ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12000 CE | ||||||||||||||||
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Delta: 0.88
Vega: 3.82
Theta: -10.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 709.25 | 134.7 | 32.50 | 20 | -3 | 144 | |||||||||
| 21 Sept | 12508.00 | 558 | -120.3 | 17.57 | 29 | -8 | 152 | |||||||||
| 18 Sept | 12626.00 | 679.45 | -21.55 | - | 45 | 15 | 155 | |||||||||
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| 14 Sept | 12370.00 | 514.9 | 15.85 | 22.51 | 36 | 21 | 107 | |||||||||
| 17 Aug | 12317.00 | 748.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12000 expiring on 30SEP2025
Delta for 12000 CE is 0.88
Historical price for 12000 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 709.25, which was 134.7 higher than the previous day. The implied volatity was 32.50, the open interest changed by -3 which decreased total open position to 144
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 558, which was -120.3 lower than the previous day. The implied volatity was 17.57, the open interest changed by -8 which decreased total open position to 152
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 679.45, which was -21.55 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 155
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 514.9, which was 15.85 higher than the previous day. The implied volatity was 22.51, the open interest changed by 21 which increased total open position to 107
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 748.65, 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 12000 PE | |||||||
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Delta: -0.05
Vega: 1.93
Theta: -2.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 9 | -7.35 | 22.65 | 455 | -122 | 706 |
| 21 Sept | 12508.00 | 14.05 | 3.55 | 18.29 | 676 | -50 | 827 |
| 18 Sept | 12626.00 | 11 | 1.7 | 19.66 | 246 | 0 | 879 |
| 14 Sept | 12370.00 | 55.35 | -3.95 | 18.68 | 985 | 38 | 995 |
| 17 Aug | 12317.00 | 124 | -0.45 | 0.00 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12000 expiring on 30SEP2025
Delta for 12000 PE is -0.05
Historical price for 12000 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 9, which was -7.35 lower than the previous day. The implied volatity was 22.65, the open interest changed by -122 which decreased total open position to 706
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 14.05, which was 3.55 higher than the previous day. The implied volatity was 18.29, the open interest changed by -50 which decreased total open position to 827
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 11, which was 1.7 higher than the previous day. The implied volatity was 19.66, the open interest changed by 0 which decreased total open position to 879
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 55.35, which was -3.95 lower than the previous day. The implied volatity was 18.68, the open interest changed by 38 which increased total open position to 995
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 124, which was -0.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
