ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 14000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.69
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 12650.00 | 2.9 | -1.35 | 30.52 | 906 | -328 | 1,738 | |||||||||
| 21 Sept | 12508.00 | 4.95 | 0.6 | 30.51 | 238 | 54 | 2,063 | |||||||||
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| 18 Sept | 12626.00 | 4.45 | -1 | 26.20 | 439 | 124 | 2,012 | |||||||||
| 14 Sept | 12370.00 | 5.05 | 0.7 | 25.52 | 275 | 0 | 1,769 | |||||||||
For Ultratech Cement Limited - strike price 14000 expiring on 30SEP2025
Delta for 14000 CE is 0.01
Historical price for 14000 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 2.9, which was -1.35 lower than the previous day. The implied volatity was 30.52, the open interest changed by -328 which decreased total open position to 1738
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 4.95, which was 0.6 higher than the previous day. The implied volatity was 30.51, the open interest changed by 54 which increased total open position to 2063
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 4.45, which was -1 lower than the previous day. The implied volatity was 26.20, the open interest changed by 124 which increased total open position to 2012
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 5.05, which was 0.7 higher than the previous day. The implied volatity was 25.52, the open interest changed by 0 which decreased total open position to 1769
| ULTRACEMCO 30SEP2025 14000 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 | 1237.65 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 12508.00 | 1237.65 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 1237.65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 12370.00 | 1237.65 | 0 | 0.00 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 14000 expiring on 30SEP2025
Delta for 14000 PE is 0.00
Historical price for 14000 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 1237.65, 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 1237.65, 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 1237.65, 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 1237.65, 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
