ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 13500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 1.64
Theta: -2.62
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 12650.00 | 7.4 | -1.1 | 24.27 | 1,206 | -186 | 984 | |||||||||
| 21 Sept | 12508.00 | 9 | -0.3 | 24.20 | 541 | 84 | 1,169 | |||||||||
| 18 Sept | 12626.00 | 9 | -6.65 | 20.22 | 1,076 | -23 | 1,086 | |||||||||
| 14 Sept | 12370.00 | 12.85 | 0.2 | 22.36 | 236 | -32 | 1,052 | |||||||||
For Ultratech Cement Limited - strike price 13500 expiring on 30SEP2025
Delta for 13500 CE is 0.04
Historical price for 13500 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 7.4, which was -1.1 lower than the previous day. The implied volatity was 24.27, the open interest changed by -186 which decreased total open position to 984
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 9, which was -0.3 lower than the previous day. The implied volatity was 24.20, the open interest changed by 84 which increased total open position to 1169
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 9, which was -6.65 lower than the previous day. The implied volatity was 20.22, the open interest changed by -23 which decreased total open position to 1086
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 12.85, which was 0.2 higher than the previous day. The implied volatity was 22.36, the open interest changed by -32 which decreased total open position to 1052
| ULTRACEMCO 30SEP2025 13500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 12650.00 | 919.75 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 12508.00 | 919.75 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 919.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 12370.00 | 919.75 | 0 | 0.00 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 13500 expiring on 30SEP2025
Delta for 13500 PE is 0.00
Historical price for 13500 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 919.75, 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 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 919.75, 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 919.75, 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 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 919.75, 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
