ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 13600 CE | ||||||||||||||||
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Delta: 0.04
Vega: 1.50
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 7.05 | 0.2 | 26.31 | 595 | -303 | 121 | |||||||||
| 21 Sept | 12508.00 | 6.6 | 0.3 | 24.74 | 48 | -15 | 424 | |||||||||
| 18 Sept | 12626.00 | 7 | -4.35 | 21.12 | 207 | -33 | 439 | |||||||||
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| 14 Sept | 12370.00 | 9.2 | -0.8 | 22.47 | 12 | -11 | 96 | |||||||||
For Ultratech Cement Limited - strike price 13600 expiring on 30SEP2025
Delta for 13600 CE is 0.04
Historical price for 13600 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 7.05, which was 0.2 higher than the previous day. The implied volatity was 26.31, the open interest changed by -303 which decreased total open position to 121
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 6.6, which was 0.3 higher than the previous day. The implied volatity was 24.74, the open interest changed by -15 which decreased total open position to 424
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 7, which was -4.35 lower than the previous day. The implied volatity was 21.12, the open interest changed by -33 which decreased total open position to 439
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 9.2, which was -0.8 lower than the previous day. The implied volatity was 22.47, the open interest changed by -11 which decreased total open position to 96
| ULTRACEMCO 30SEP2025 13600 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 | 1140 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 12508.00 | 1140 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 1140 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 12370.00 | 1191.4 | -458.7 | 28.40 | 1 | 1 | 0 |
For Ultratech Cement Limited - strike price 13600 expiring on 30SEP2025
Delta for 13600 PE is 0.00
Historical price for 13600 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 1140, 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 1140, 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 1140, 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 1191.4, which was -458.7 lower than the previous day. The implied volatity was 28.40, the open interest changed by 1 which increased total open position to 0
