ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12400 CE | ||||||||||||||||
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Delta: 0.76
Vega: 5.86
Theta: -10.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 331.1 | 89.2 | 21.58 | 201 | -3 | 540 | |||||||||
| 21 Sept | 12508.00 | 250 | -69.45 | 19.28 | 227 | -2 | 543 | |||||||||
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| 18 Sept | 12626.00 | 319.1 | -74 | 13.85 | 111 | -19 | 545 | |||||||||
| 14 Sept | 12370.00 | 217.2 | -15 | 18.39 | 2,648 | 319 | 975 | |||||||||
| 17 Aug | 12317.00 | 567.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12400 expiring on 30SEP2025
Delta for 12400 CE is 0.76
Historical price for 12400 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 331.1, which was 89.2 higher than the previous day. The implied volatity was 21.58, the open interest changed by -3 which decreased total open position to 540
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 250, which was -69.45 lower than the previous day. The implied volatity was 19.28, the open interest changed by -2 which decreased total open position to 543
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 319.1, which was -74 lower than the previous day. The implied volatity was 13.85, the open interest changed by -19 which decreased total open position to 545
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 217.2, which was -15 lower than the previous day. The implied volatity was 18.39, the open interest changed by 319 which increased total open position to 975
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 12400 PE | |||||||
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Delta: -0.20
Vega: 5.30
Theta: -5.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 39.05 | -43.45 | 18.03 | 1,145 | 28 | 657 |
| 21 Sept | 12508.00 | 77.85 | 26 | 16.17 | 1,096 | 13 | 630 |
| 18 Sept | 12626.00 | 63.85 | 23.05 | 18.88 | 712 | -71 | 621 |
| 14 Sept | 12370.00 | 183.6 | -3.5 | 18.16 | 986 | 41 | 498 |
| 17 Aug | 12317.00 | 818.2 | 0 | 0.35 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12400 expiring on 30SEP2025
Delta for 12400 PE is -0.20
Historical price for 12400 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 39.05, which was -43.45 lower than the previous day. The implied volatity was 18.03, the open interest changed by 28 which increased total open position to 657
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 77.85, which was 26 higher than the previous day. The implied volatity was 16.17, the open interest changed by 13 which increased total open position to 630
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 63.85, which was 23.05 higher than the previous day. The implied volatity was 18.88, the open interest changed by -71 which decreased total open position to 621
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 183.6, which was -3.5 lower than the previous day. The implied volatity was 18.16, the open interest changed by 41 which increased total open position to 498
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 818.2, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
