ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12700 CE | ||||||||||||||||
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Delta: 0.47
Vega: 7.45
Theta: -10.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 129 | 35.05 | 19.21 | 9,436 | -271 | 1,905 | |||||||||
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| 21 Sept | 12508.00 | 99.5 | -36.5 | 18.86 | 2,688 | 255 | 2,191 | |||||||||
| 18 Sept | 12626.00 | 134.95 | -49.8 | 15.30 | 3,584 | 223 | 1,916 | |||||||||
| 14 Sept | 12370.00 | 100.45 | -8.95 | 18.72 | 1,849 | 0 | 1,584 | |||||||||
| 17 Aug | 12317.00 | 255.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12700 expiring on 30SEP2025
Delta for 12700 CE is 0.47
Historical price for 12700 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 129, which was 35.05 higher than the previous day. The implied volatity was 19.21, the open interest changed by -271 which decreased total open position to 1905
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 99.5, which was -36.5 lower than the previous day. The implied volatity was 18.86, the open interest changed by 255 which increased total open position to 2191
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 134.95, which was -49.8 lower than the previous day. The implied volatity was 15.30, the open interest changed by 223 which increased total open position to 1916
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 100.45, which was -8.95 lower than the previous day. The implied volatity was 18.72, the open interest changed by 0 which decreased total open position to 1584
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 255.55, 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 12700 PE | |||||||
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Delta: -0.53
Vega: 7.45
Theta: -5.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 136.4 | -93.55 | 16.36 | 2,089 | 109 | 554 |
| 21 Sept | 12508.00 | 212.65 | 46.8 | 14.00 | 495 | -23 | 445 |
| 18 Sept | 12626.00 | 169.55 | 36.9 | 17.96 | 1,349 | -51 | 469 |
| 14 Sept | 12370.00 | 368 | 3.95 | 18.72 | 59 | -12 | 461 |
| 17 Aug | 12317.00 | 715.05 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12700 expiring on 30SEP2025
Delta for 12700 PE is -0.53
Historical price for 12700 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 136.4, which was -93.55 lower than the previous day. The implied volatity was 16.36, the open interest changed by 109 which increased total open position to 554
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 212.65, which was 46.8 higher than the previous day. The implied volatity was 14.00, the open interest changed by -23 which decreased total open position to 445
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 169.55, which was 36.9 higher than the previous day. The implied volatity was 17.96, the open interest changed by -51 which decreased total open position to 469
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 368, which was 3.95 higher than the previous day. The implied volatity was 18.72, the open interest changed by -12 which decreased total open position to 461
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 715.05, 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
