ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 13300 CE | ||||||||||||||||
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Delta: 0.07
Vega: 2.45
Theta: -3.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 11.95 | 0 | 21.64 | 600 | 4 | 562 | |||||||||
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| 21 Sept | 12508.00 | 12 | -3.5 | 21.40 | 653 | 61 | 558 | |||||||||
| 18 Sept | 12626.00 | 14.5 | -12.1 | 18.09 | 418 | -24 | 496 | |||||||||
| 14 Sept | 12370.00 | 18.75 | -0.8 | 20.77 | 336 | -122 | 468 | |||||||||
For Ultratech Cement Limited - strike price 13300 expiring on 30SEP2025
Delta for 13300 CE is 0.07
Historical price for 13300 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 21.64, the open interest changed by 4 which increased total open position to 562
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 12, which was -3.5 lower than the previous day. The implied volatity was 21.40, the open interest changed by 61 which increased total open position to 558
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 14.5, which was -12.1 lower than the previous day. The implied volatity was 18.09, the open interest changed by -24 which decreased total open position to 496
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 18.75, which was -0.8 lower than the previous day. The implied volatity was 20.77, the open interest changed by -122 which decreased total open position to 468
| ULTRACEMCO 30SEP2025 13300 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 701.25 | 0 | 0.00 | 0 | -1 | 0 |
| 21 Sept | 12508.00 | 701.25 | 22.9 | - | 8 | -1 | 23 |
| 18 Sept | 12626.00 | 678.35 | -165.8 | 29.13 | 13 | 1 | 24 |
| 14 Sept | 12370.00 | 900.7 | -226.25 | 24.56 | 1 | 1 | 0 |
For Ultratech Cement Limited - strike price 13300 expiring on 30SEP2025
Delta for 13300 PE is 0.00
Historical price for 13300 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 701.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 701.25, which was 22.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 23
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 678.35, which was -165.8 lower than the previous day. The implied volatity was 29.13, the open interest changed by 1 which increased total open position to 24
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 900.7, which was -226.25 lower than the previous day. The implied volatity was 24.56, the open interest changed by 1 which increased total open position to 0
