ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12300 CE | ||||||||||||||||
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Delta: 0.82
Vega: 4.96
Theta: -9.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 415 | 104.45 | 22.73 | 122 | 5 | 79 | |||||||||
| 21 Sept | 12508.00 | 309.4 | -101.35 | 18.15 | 44 | -11 | 74 | |||||||||
| 18 Sept | 12626.00 | 409.75 | -75.75 | 15.04 | 21 | -9 | 85 | |||||||||
| 14 Sept | 12370.00 | 272.45 | -14.55 | 18.39 | 411 | 58 | 143 | |||||||||
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| 17 Aug | 12317.00 | 567.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12300 expiring on 30SEP2025
Delta for 12300 CE is 0.82
Historical price for 12300 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 415, which was 104.45 higher than the previous day. The implied volatity was 22.73, the open interest changed by 5 which increased total open position to 79
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 309.4, which was -101.35 lower than the previous day. The implied volatity was 18.15, the open interest changed by -11 which decreased total open position to 74
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 409.75, which was -75.75 lower than the previous day. The implied volatity was 15.04, the open interest changed by -9 which decreased total open position to 85
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 272.45, which was -14.55 lower than the previous day. The implied volatity was 18.39, the open interest changed by 58 which increased total open position to 143
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 567.85, 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 12300 PE | |||||||
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Delta: -0.14
Vega: 4.17
Theta: -4.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 25.65 | -27.5 | 18.93 | 1,014 | 114 | 747 |
| 21 Sept | 12508.00 | 50 | 16.65 | 16.35 | 1,518 | -102 | 643 |
| 18 Sept | 12626.00 | 33.85 | 7 | 17.47 | 857 | 43 | 734 |
| 14 Sept | 12370.00 | 141 | -4.9 | 18.30 | 764 | 69 | 528 |
| 17 Aug | 12317.00 | 494.1 | 0 | 0.91 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12300 expiring on 30SEP2025
Delta for 12300 PE is -0.14
Historical price for 12300 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 25.65, which was -27.5 lower than the previous day. The implied volatity was 18.93, the open interest changed by 114 which increased total open position to 747
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 50, which was 16.65 higher than the previous day. The implied volatity was 16.35, the open interest changed by -102 which decreased total open position to 643
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 33.85, which was 7 higher than the previous day. The implied volatity was 17.47, the open interest changed by 43 which increased total open position to 734
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 141, which was -4.9 lower than the previous day. The implied volatity was 18.30, the open interest changed by 69 which increased total open position to 528
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 494.1, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
