ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 12900 CE | ||||||||||||||||
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Delta: 0.26
Vega: 6.13
Theta: -8.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 56.3 | 11.4 | 18.94 | 3,903 | -149 | 977 | |||||||||
| 21 Sept | 12508.00 | 45.1 | -22.65 | 18.71 | 1,459 | 62 | 1,130 | |||||||||
| 18 Sept | 12626.00 | 67.1 | -32.7 | 16.16 | 1,953 | 174 | 1,060 | |||||||||
| 14 Sept | 12370.00 | 57.6 | -3.8 | 19.26 | 930 | 61 | 1,086 | |||||||||
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| 17 Aug | 12317.00 | 322.05 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12900 expiring on 30SEP2025
Delta for 12900 CE is 0.26
Historical price for 12900 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 56.3, which was 11.4 higher than the previous day. The implied volatity was 18.94, the open interest changed by -149 which decreased total open position to 977
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 45.1, which was -22.65 lower than the previous day. The implied volatity was 18.71, the open interest changed by 62 which increased total open position to 1130
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 67.1, which was -32.7 lower than the previous day. The implied volatity was 16.16, the open interest changed by 174 which increased total open position to 1060
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 57.6, which was -3.8 lower than the previous day. The implied volatity was 19.26, the open interest changed by 61 which increased total open position to 1086
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 322.05, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30SEP2025 12900 PE | |||||||
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Delta: -0.77
Vega: 5.71
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 266.95 | -103.5 | 16.10 | 196 | -3 | 329 |
| 21 Sept | 12508.00 | 386.4 | 89.8 | 17.03 | 26 | -4 | 332 |
| 18 Sept | 12626.00 | 305.1 | 58.45 | 19.66 | 52 | -1 | 336 |
| 14 Sept | 12370.00 | 502.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 12317.00 | 842.2 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12900 expiring on 30SEP2025
Delta for 12900 PE is -0.77
Historical price for 12900 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 266.95, which was -103.5 lower than the previous day. The implied volatity was 16.10, the open interest changed by -3 which decreased total open position to 329
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 386.4, which was 89.8 higher than the previous day. The implied volatity was 17.03, the open interest changed by -4 which decreased total open position to 332
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 305.1, which was 58.45 higher than the previous day. The implied volatity was 19.66, the open interest changed by -1 which decreased total open position to 336
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 502.05, 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
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 842.2, 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
