ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 7.03
Theta: -9.61
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 87.35 | 23.85 | 19.06 | 5,870 | -309 | 1,904 | |||||||||
| 21 Sept | 12508.00 | 64.2 | -31.6 | 18.21 | 2,627 | 89 | 2,221 | |||||||||
| 18 Sept | 12626.00 | 96 | -40.5 | 15.71 | 2,613 | -1 | 2,123 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 12370.00 | 76.1 | -6.45 | 18.95 | 1,614 | 117 | 2,020 | |||||||||
| 17 Aug | 12317.00 | 421.65 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12800 expiring on 30SEP2025
Delta for 12800 CE is 0.36
Historical price for 12800 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 87.35, which was 23.85 higher than the previous day. The implied volatity was 19.06, the open interest changed by -309 which decreased total open position to 1904
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 64.2, which was -31.6 lower than the previous day. The implied volatity was 18.21, the open interest changed by 89 which increased total open position to 2221
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 96, which was -40.5 lower than the previous day. The implied volatity was 15.71, the open interest changed by -1 which decreased total open position to 2123
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 76.1, which was -6.45 lower than the previous day. The implied volatity was 18.95, the open interest changed by 117 which increased total open position to 2020
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 421.65, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30SEP2025 12800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 6.89
Theta: -4.74
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 196.75 | -100.8 | 16.38 | 409 | 3 | 367 |
| 21 Sept | 12508.00 | 307.3 | 82.85 | 17.03 | 250 | -23 | 364 |
| 18 Sept | 12626.00 | 232.1 | 47.75 | 18.67 | 522 | -2 | 393 |
| 14 Sept | 12370.00 | 432.25 | -7 | 17.68 | 78 | -31 | 389 |
| 17 Aug | 12317.00 | 1065.6 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12800 expiring on 30SEP2025
Delta for 12800 PE is -0.66
Historical price for 12800 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 196.75, which was -100.8 lower than the previous day. The implied volatity was 16.38, the open interest changed by 3 which increased total open position to 367
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 307.3, which was 82.85 higher than the previous day. The implied volatity was 17.03, the open interest changed by -23 which decreased total open position to 364
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 232.1, which was 47.75 higher than the previous day. The implied volatity was 18.67, the open interest changed by -2 which decreased total open position to 393
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 432.25, which was -7 lower than the previous day. The implied volatity was 17.68, the open interest changed by -31 which decreased total open position to 389
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 1065.6, 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
