ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 13000 CE | ||||||||||||||||
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Delta: 0.18
Vega: 4.99
Theta: -6.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 12650.00 | 35.25 | 3.45 | 18.90 | 8,141 | -112 | 3,289 | |||||||||
| 21 Sept | 12508.00 | 32.5 | -14.05 | 19.43 | 4,228 | 376 | 3,427 | |||||||||
| 18 Sept | 12626.00 | 46 | -26.5 | 16.59 | 3,277 | 115 | 3,029 | |||||||||
| 14 Sept | 12370.00 | 41.8 | -4.1 | 19.34 | 3,535 | 243 | 3,597 | |||||||||
| 17 Aug | 12317.00 | 122 | -18.5 | 17.85 | 14 | -1 | 55 | |||||||||
For Ultratech Cement Limited - strike price 13000 expiring on 30SEP2025
Delta for 13000 CE is 0.18
Historical price for 13000 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 35.25, which was 3.45 higher than the previous day. The implied volatity was 18.90, the open interest changed by -112 which decreased total open position to 3289
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 32.5, which was -14.05 lower than the previous day. The implied volatity was 19.43, the open interest changed by 376 which increased total open position to 3427
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 46, which was -26.5 lower than the previous day. The implied volatity was 16.59, the open interest changed by 115 which increased total open position to 3029
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 41.8, which was -4.1 lower than the previous day. The implied volatity was 19.34, the open interest changed by 243 which increased total open position to 3597
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 122, which was -18.5 lower than the previous day. The implied volatity was 17.85, the open interest changed by -1 which decreased total open position to 55
| ULTRACEMCO 30SEP2025 13000 PE | |||||||
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Delta: -0.88
Vega: 3.85
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 343.55 | -132.35 | 14.82 | 85 | -12 | 108 |
| 21 Sept | 12508.00 | 476.75 | 100.4 | 18.07 | 35 | -8 | 120 |
| 18 Sept | 12626.00 | 384.75 | 66.15 | 20.70 | 45 | 0 | 127 |
| 14 Sept | 12370.00 | 603.5 | -2.35 | 18.66 | 13 | -1 | 146 |
| 17 Aug | 12317.00 | 1201.25 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 13000 expiring on 30SEP2025
Delta for 13000 PE is -0.88
Historical price for 13000 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 343.55, which was -132.35 lower than the previous day. The implied volatity was 14.82, the open interest changed by -12 which decreased total open position to 108
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 476.75, which was 100.4 higher than the previous day. The implied volatity was 18.07, the open interest changed by -8 which decreased total open position to 120
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 384.75, which was 66.15 higher than the previous day. The implied volatity was 20.70, the open interest changed by 0 which decreased total open position to 127
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 603.5, which was -2.35 lower than the previous day. The implied volatity was 18.66, the open interest changed by -1 which decreased total open position to 146
On 17 Aug ULTRACEMCO was trading at 12317.00. The strike last trading price was 1201.25, 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
