ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12600 CE | ||||||||||||||||
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Delta: 0.58
Vega: 7.31
Theta: -10.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 12650.00 | 181.8 | 49.45 | 19.39 | 5,647 | -542 | 873 | |||||||||
| 21 Sept | 12508.00 | 131.5 | -55.3 | 17.99 | 3,750 | 447 | 1,435 | |||||||||
| 18 Sept | 12626.00 | 186.25 | -57.05 | 15.02 | 1,762 | 145 | 959 | |||||||||
| 14 Sept | 12370.00 | 131 | -12 | 18.50 | 1,476 | 46 | 1,190 | |||||||||
| 17 Aug | 12317.00 | 310.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12600 expiring on 30SEP2025
Delta for 12600 CE is 0.58
Historical price for 12600 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 181.8, which was 49.45 higher than the previous day. The implied volatity was 19.39, the open interest changed by -542 which decreased total open position to 873
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 131.5, which was -55.3 lower than the previous day. The implied volatity was 17.99, the open interest changed by 447 which increased total open position to 1435
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 186.25, which was -57.05 lower than the previous day. The implied volatity was 15.02, the open interest changed by 145 which increased total open position to 959
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 131, which was -12 lower than the previous day. The implied volatity was 18.50, the open interest changed by 46 which increased total open position to 1190
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 310.6, 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
| ULTRACEMCO 30SEP2025 12600 PE | |||||||
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Delta: -0.40
Vega: 7.25
Theta: -6.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 93.45 | -75.95 | 16.98 | 2,330 | -10 | 417 |
| 21 Sept | 12508.00 | 165.6 | 50.35 | 15.90 | 1,564 | -117 | 428 |
| 18 Sept | 12626.00 | 115.75 | 24.05 | 17.15 | 1,553 | -100 | 549 |
| 14 Sept | 12370.00 | 291.85 | -4.35 | 17.81 | 131 | 8 | 507 |
| 17 Aug | 12317.00 | 937.75 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12600 expiring on 30SEP2025
Delta for 12600 PE is -0.40
Historical price for 12600 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 93.45, which was -75.95 lower than the previous day. The implied volatity was 16.98, the open interest changed by -10 which decreased total open position to 417
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 165.6, which was 50.35 higher than the previous day. The implied volatity was 15.90, the open interest changed by -117 which decreased total open position to 428
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 115.75, which was 24.05 higher than the previous day. The implied volatity was 17.15, the open interest changed by -100 which decreased total open position to 549
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 291.85, which was -4.35 lower than the previous day. The implied volatity was 17.81, the open interest changed by 8 which increased total open position to 507
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 937.75, 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
