ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12500 CE | ||||||||||||||||
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Delta: 0.68
Vega: 6.67
Theta: -10.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 250.7 | 69.2 | 20.08 | 1,659 | -215 | 531 | |||||||||
| 21 Sept | 12508.00 | 181 | -67.5 | 18.05 | 1,582 | 59 | 750 | |||||||||
| 18 Sept | 12626.00 | 251.45 | -60.65 | 15.05 | 863 | -35 | 685 | |||||||||
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| 14 Sept | 12370.00 | 170 | -13.85 | 18.42 | 4,010 | 410 | 1,311 | |||||||||
| 17 Aug | 12317.00 | 297.7 | -45.8 | 18.02 | 3 | 3 | 3 | |||||||||
For Ultratech Cement Limited - strike price 12500 expiring on 30SEP2025
Delta for 12500 CE is 0.68
Historical price for 12500 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 250.7, which was 69.2 higher than the previous day. The implied volatity was 20.08, the open interest changed by -215 which decreased total open position to 531
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 181, which was -67.5 lower than the previous day. The implied volatity was 18.05, the open interest changed by 59 which increased total open position to 750
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 251.45, which was -60.65 lower than the previous day. The implied volatity was 15.05, the open interest changed by -35 which decreased total open position to 685
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 170, which was -13.85 lower than the previous day. The implied volatity was 18.42, the open interest changed by 410 which increased total open position to 1311
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 297.7, which was -45.8 lower than the previous day. The implied volatity was 18.02, the open interest changed by 3 which increased total open position to 3
| ULTRACEMCO 30SEP2025 12500 PE | |||||||
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Delta: -0.29
Vega: 6.39
Theta: -5.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 58.3 | -61.15 | 17.01 | 2,718 | 92 | 940 |
| 21 Sept | 12508.00 | 115.45 | 35.6 | 15.95 | 5,316 | 25 | 848 |
| 18 Sept | 12626.00 | 91.7 | 30.05 | 18.69 | 1,703 | -116 | 823 |
| 14 Sept | 12370.00 | 234.65 | -2.7 | 18.07 | 786 | 22 | 686 |
| 17 Aug | 12317.00 | 598.8 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12500 expiring on 30SEP2025
Delta for 12500 PE is -0.29
Historical price for 12500 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 58.3, which was -61.15 lower than the previous day. The implied volatity was 17.01, the open interest changed by 92 which increased total open position to 940
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 115.45, which was 35.6 higher than the previous day. The implied volatity was 15.95, the open interest changed by 25 which increased total open position to 848
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 91.7, which was 30.05 higher than the previous day. The implied volatity was 18.69, the open interest changed by -116 which decreased total open position to 823
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 234.65, which was -2.7 lower than the previous day. The implied volatity was 18.07, the open interest changed by 22 which increased total open position to 686
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 598.8, 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
