ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 13700 CE | ||||||||||||||||
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Delta: 0.03
Vega: 1.16
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 5.1 | -0.65 | 27.00 | 206 | -28 | 135 | |||||||||
| 21 Sept | 12508.00 | 5.55 | 0 | 25.24 | 45 | -5 | 162 | |||||||||
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| 18 Sept | 12626.00 | 5.45 | -3.9 | 22.28 | 418 | -45 | 169 | |||||||||
| 14 Sept | 12370.00 | 132.35 | 0 | 10.32 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 13700 expiring on 30SEP2025
Delta for 13700 CE is 0.03
Historical price for 13700 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 5.1, which was -0.65 lower than the previous day. The implied volatity was 27.00, the open interest changed by -28 which decreased total open position to 135
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 25.24, the open interest changed by -5 which decreased total open position to 162
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 5.45, which was -3.9 lower than the previous day. The implied volatity was 22.28, the open interest changed by -45 which decreased total open position to 169
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 132.35, which was 0 lower than the previous day. The implied volatity was 10.32, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30SEP2025 13700 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 | 1444.4 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 12508.00 | 1444.4 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 1444.4 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 12370.00 | 1444.4 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 13700 expiring on 30SEP2025
Delta for 13700 PE is -
Historical price for 13700 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 1444.4, which was 0 lower than the previous day. The implied volatity was -, 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 1444.4, which was 0 lower than the previous day. The implied volatity was -, 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 1444.4, which was 0 lower than the previous day. The implied volatity was -, 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 1444.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
