ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12200 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 | |||||||||
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| 22 Sept | 12650.00 | 481.9 | -1.55 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 12508.00 | 481.9 | -1.55 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 12626.00 | 481.9 | -86.45 | - | 8 | -6 | 62 | |||||||||
| 14 Sept | 12370.00 | 337.95 | -11.6 | 18.65 | 34 | -2 | 32 | |||||||||
| 17 Aug | 12317.00 | 653.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12200 expiring on 30SEP2025
Delta for 12200 CE is 0.00
Historical price for 12200 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 481.9, which was -1.55 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 481.9, which was -1.55 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 481.9, which was -86.45 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 62
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 337.95, which was -11.6 lower than the previous day. The implied volatity was 18.65, the open interest changed by -2 which decreased total open position to 32
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 653.75, 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 12200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 3.19
Theta: -3.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 17.05 | -18.5 | 19.92 | 767 | -75 | 611 |
| 21 Sept | 12508.00 | 30 | 8.1 | 16.40 | 791 | 29 | 677 |
| 18 Sept | 12626.00 | 21.5 | 3.8 | 17.78 | 302 | -50 | 657 |
| 14 Sept | 12370.00 | 104 | -2.55 | 18.25 | 648 | 22 | 447 |
| 17 Aug | 12317.00 | 476.9 | 0 | 0.00 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12200 expiring on 30SEP2025
Delta for 12200 PE is -0.10
Historical price for 12200 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 17.05, which was -18.5 lower than the previous day. The implied volatity was 19.92, the open interest changed by -75 which decreased total open position to 611
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 30, which was 8.1 higher than the previous day. The implied volatity was 16.40, the open interest changed by 29 which increased total open position to 677
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 21.5, which was 3.8 higher than the previous day. The implied volatity was 17.78, the open interest changed by -50 which decreased total open position to 657
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 104, which was -2.55 lower than the previous day. The implied volatity was 18.25, the open interest changed by 22 which increased total open position to 447
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 476.9, 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
