ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 28OCT2025 12600 CE | ||||||||||||||||
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Delta: 0.60
Vega: 15.36
Theta: -6.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 12650.00 | 402.05 | 65.2 | 19.73 | 145 | -13 | 56 | |||||||||
| 21 Sept | 12508.00 | 350 | -54.5 | 20.12 | 56 | 21 | 70 | |||||||||
| 18 Sept | 12626.00 | 407.1 | -21.1 | 18.43 | 38 | 22 | 47 | |||||||||
| 14 Sept | 12370.00 | 305 | -12.9 | 19.35 | 7 | 3 | 21 | |||||||||
| 17 Aug | 12317.00 | 0 | 0 | 0.20 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12600 expiring on 28OCT2025
Delta for 12600 CE is 0.60
Historical price for 12600 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 402.05, which was 65.2 higher than the previous day. The implied volatity was 19.73, the open interest changed by -13 which decreased total open position to 56
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 350, which was -54.5 lower than the previous day. The implied volatity was 20.12, the open interest changed by 21 which increased total open position to 70
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 407.1, which was -21.1 lower than the previous day. The implied volatity was 18.43, the open interest changed by 22 which increased total open position to 47
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 305, which was -12.9 lower than the previous day. The implied volatity was 19.35, the open interest changed by 3 which increased total open position to 21
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 0.20, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 28OCT2025 12600 PE | |||||||
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Delta: -0.41
Vega: 15.39
Theta: -2.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 246 | -74.85 | 20.55 | 42 | 0 | 80 |
| 21 Sept | 12508.00 | 320.85 | 54.55 | 21.03 | 36 | 11 | 79 |
| 18 Sept | 12626.00 | 266.3 | 28.3 | 21.19 | 32 | -2 | 68 |
| 14 Sept | 12370.00 | 397.2 | -12.7 | 20.49 | 5 | 5 | 54 |
| 17 Aug | 12317.00 | 0 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12600 expiring on 28OCT2025
Delta for 12600 PE is -0.41
Historical price for 12600 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 246, which was -74.85 lower than the previous day. The implied volatity was 20.55, the open interest changed by 0 which decreased total open position to 80
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 320.85, which was 54.55 higher than the previous day. The implied volatity was 21.03, the open interest changed by 11 which increased total open position to 79
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 266.3, which was 28.3 higher than the previous day. The implied volatity was 21.19, the open interest changed by -2 which decreased total open position to 68
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 397.2, which was -12.7 lower than the previous day. The implied volatity was 20.49, the open interest changed by 5 which increased total open position to 54
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
