ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 13400 CE | ||||||||||||||||
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Delta: 0.05
Vega: 1.96
Theta: -2.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 9 | -1.5 | 22.81 | 973 | 406 | 678 | |||||||||
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| 21 Sept | 12508.00 | 10.25 | -1.15 | 22.78 | 112 | 9 | 272 | |||||||||
| 18 Sept | 12626.00 | 11.85 | -8.15 | 19.35 | 207 | -31 | 262 | |||||||||
| 14 Sept | 12370.00 | 11 | -4.35 | 20.11 | 136 | -21 | 318 | |||||||||
For Ultratech Cement Limited - strike price 13400 expiring on 30SEP2025
Delta for 13400 CE is 0.05
Historical price for 13400 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 9, which was -1.5 lower than the previous day. The implied volatity was 22.81, the open interest changed by 406 which increased total open position to 678
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 10.25, which was -1.15 lower than the previous day. The implied volatity was 22.78, the open interest changed by 9 which increased total open position to 272
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 11.85, which was -8.15 lower than the previous day. The implied volatity was 19.35, the open interest changed by -31 which decreased total open position to 262
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 11, which was -4.35 lower than the previous day. The implied volatity was 20.11, the open interest changed by -21 which decreased total open position to 318
| ULTRACEMCO 30SEP2025 13400 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 | 712.2 | -28.7 | - | 16 | -6 | 8 |
| 21 Sept | 12508.00 | 740.9 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 740.9 | -209.1 | 24.99 | 8 | -1 | 14 |
| 14 Sept | 12370.00 | 989.45 | 261.35 | 24.17 | 1 | 0 | 15 |
For Ultratech Cement Limited - strike price 13400 expiring on 30SEP2025
Delta for 13400 PE is -
Historical price for 13400 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 712.2, which was -28.7 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 8
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 740.9, 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 740.9, which was -209.1 lower than the previous day. The implied volatity was 24.99, the open interest changed by -1 which decreased total open position to 14
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 989.45, which was 261.35 higher than the previous day. The implied volatity was 24.17, the open interest changed by 0 which decreased total open position to 15
