ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 13200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 3.11
Theta: -4.31
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 16.45 | 0.75 | 20.56 | 1,140 | -19 | 1,241 | |||||||||
| 21 Sept | 12508.00 | 15.8 | -5.3 | 20.48 | 900 | -175 | 1,260 | |||||||||
| 18 Sept | 12626.00 | 21.5 | -15.35 | 17.61 | 1,175 | 402 | 1,434 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 12370.00 | 23.65 | -2.2 | 20.12 | 621 | 17 | 520 | |||||||||
For Ultratech Cement Limited - strike price 13200 expiring on 30SEP2025
Delta for 13200 CE is 0.09
Historical price for 13200 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 16.45, which was 0.75 higher than the previous day. The implied volatity was 20.56, the open interest changed by -19 which decreased total open position to 1241
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 15.8, which was -5.3 lower than the previous day. The implied volatity was 20.48, the open interest changed by -175 which decreased total open position to 1260
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 21.5, which was -15.35 lower than the previous day. The implied volatity was 17.61, the open interest changed by 402 which increased total open position to 1434
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 23.65, which was -2.2 lower than the previous day. The implied volatity was 20.12, the open interest changed by 17 which increased total open position to 520
| ULTRACEMCO 30SEP2025 13200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1.00
Vega: 0.19
Theta: 3.47
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 526.3 | -55.65 | 10.16 | 35 | -12 | 11 |
| 21 Sept | 12508.00 | 581.95 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 581.95 | 21.35 | 26.72 | 5 | -1 | 21 |
| 14 Sept | 12370.00 | 560.3 | -0.3 | 0.00 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 13200 expiring on 30SEP2025
Delta for 13200 PE is -1.00
Historical price for 13200 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 526.3, which was -55.65 lower than the previous day. The implied volatity was 10.16, the open interest changed by -12 which decreased total open position to 11
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 581.95, 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 581.95, which was 21.35 higher than the previous day. The implied volatity was 26.72, the open interest changed by -1 which decreased total open position to 21
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 560.3, which was -0.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
