ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12100 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 | 672.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 12508.00 | 672.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 12626.00 | 672.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 12370.00 | 672.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 12317.00 | 672.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12100 expiring on 30SEP2025
Delta for 12100 CE is -
Historical price for 12100 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 672.85, 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 672.85, 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 672.85, 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 672.85, 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 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 672.85, 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 12100 PE | |||||||
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Delta: -0.07
Vega: 2.49
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 12.3 | -10.15 | 21.29 | 642 | -217 | 353 |
| 21 Sept | 12508.00 | 21 | 6.6 | 17.47 | 863 | 70 | 576 |
| 18 Sept | 12626.00 | 14.45 | 2.1 | 18.46 | 198 | -13 | 500 |
| 14 Sept | 12370.00 | 76 | -0.2 | 18.39 | 1,295 | 84 | 367 |
| 17 Aug | 12317.00 | 401.1 | 0 | 2.03 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12100 expiring on 30SEP2025
Delta for 12100 PE is -0.07
Historical price for 12100 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 12.3, which was -10.15 lower than the previous day. The implied volatity was 21.29, the open interest changed by -217 which decreased total open position to 353
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 21, which was 6.6 higher than the previous day. The implied volatity was 17.47, the open interest changed by 70 which increased total open position to 576
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 14.45, which was 2.1 higher than the previous day. The implied volatity was 18.46, the open interest changed by -13 which decreased total open position to 500
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 76, which was -0.2 lower than the previous day. The implied volatity was 18.39, the open interest changed by 84 which increased total open position to 367
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 401.1, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
