ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 13100 CE | ||||||||||||||||
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Delta: 0.13
Vega: 4.03
Theta: -5.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 24.7 | 2.25 | 19.90 | 1,616 | -162 | 1,074 | |||||||||
| 21 Sept | 12508.00 | 22.35 | -8.65 | 19.87 | 874 | 106 | 1,231 | |||||||||
| 18 Sept | 12626.00 | 29.25 | -22.8 | 16.67 | 804 | 52 | 1,131 | |||||||||
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| 14 Sept | 12370.00 | 32.55 | -1.75 | 19.93 | 521 | 8 | 677 | |||||||||
For Ultratech Cement Limited - strike price 13100 expiring on 30SEP2025
Delta for 13100 CE is 0.13
Historical price for 13100 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 24.7, which was 2.25 higher than the previous day. The implied volatity was 19.90, the open interest changed by -162 which decreased total open position to 1074
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 22.35, which was -8.65 lower than the previous day. The implied volatity was 19.87, the open interest changed by 106 which increased total open position to 1231
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 29.25, which was -22.8 lower than the previous day. The implied volatity was 16.67, the open interest changed by 52 which increased total open position to 1131
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 32.55, which was -1.75 lower than the previous day. The implied volatity was 19.93, the open interest changed by 8 which increased total open position to 677
| ULTRACEMCO 30SEP2025 13100 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 421.4 | -71.8 | - | 33 | -3 | 16 |
| 21 Sept | 12508.00 | 493.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 493.2 | -127.8 | 25.17 | 9 | 5 | 18 |
| 14 Sept | 12370.00 | 621 | 0 | 0.00 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 13100 expiring on 30SEP2025
Delta for 13100 PE is -
Historical price for 13100 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 421.4, which was -71.8 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 16
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 493.2, 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 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 493.2, which was -127.8 lower than the previous day. The implied volatity was 25.17, the open interest changed by 5 which increased total open position to 18
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 621, 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
