ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
28 Sep 2025 10:07 PM IST
| ULTRACEMCO 28-OCT-2025 12400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 13.83
Theta: -5.54
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 12070.00 | 195 | -40 | 19.76 | 468 | -90 | 435 | |||||||||
| 22 Sept | 12650.00 | 558.6 | 47.7 | 22.08 | 1 | 0 | 5 | |||||||||
| 21 Sept | 12508.00 | 510.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 12626.00 | 510.9 | -44.1 | 18.85 | 4 | 1 | 5 | |||||||||
| 14 Sept | 12370.00 | 406.9 | -12.25 | 19.04 | 3 | 2 | 2 | |||||||||
| 17 Aug | 12317.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12400 expiring on 28OCT2025
Delta for 12400 CE is 0.40
Historical price for 12400 CE is as follows
On 28 Sept ULTRACEMCO was trading at 12070.00. The strike last trading price was 195, which was -40 lower than the previous day. The implied volatity was 19.76, the open interest changed by -90 which decreased total open position to 435
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 558.6, which was 47.7 higher than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 5
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 510.9, 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
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 510.9, which was -44.1 lower than the previous day. The implied volatity was 18.85, the open interest changed by 1 which increased total open position to 5
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 406.9, which was -12.25 lower than the previous day. The implied volatity was 19.04, the open interest changed by 2 which increased total open position to 2
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 0, 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 28OCT2025 12400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 13.98
Theta: -3.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 12070.00 | 446.4 | 61.65 | 23.33 | 111 | 11 | 106 |
| 22 Sept | 12650.00 | 172 | -47.8 | 20.68 | 10 | 4 | 22 |
| 21 Sept | 12508.00 | 219.8 | 33.65 | 20.22 | 7 | 0 | 18 |
| 18 Sept | 12626.00 | 180.05 | -5.25 | 20.53 | 17 | 13 | 18 |
| 14 Sept | 12370.00 | 625.35 | 0 | 0.77 | 0 | 0 | 0 |
| 17 Aug | 12317.00 | 0 | 0 | 0.76 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12400 expiring on 28OCT2025
Delta for 12400 PE is -0.58
Historical price for 12400 PE is as follows
On 28 Sept ULTRACEMCO was trading at 12070.00. The strike last trading price was 446.4, which was 61.65 higher than the previous day. The implied volatity was 23.33, the open interest changed by 11 which increased total open position to 106
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 172, which was -47.8 lower than the previous day. The implied volatity was 20.68, the open interest changed by 4 which increased total open position to 22
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 219.8, which was 33.65 higher than the previous day. The implied volatity was 20.22, the open interest changed by 0 which decreased total open position to 18
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 180.05, which was -5.25 lower than the previous day. The implied volatity was 20.53, the open interest changed by 13 which increased total open position to 18
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 625.35, which was 0 lower than the previous day. The implied volatity was 0.77, 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 0, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
