ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 14200 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.61
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 12650.00 | 2.75 | -1.15 | 33.97 | 16 | 1 | 100 | |||||||||
| 21 Sept | 12508.00 | 3.9 | 0.7 | 32.68 | 14 | 0 | 99 | |||||||||
| 18 Sept | 12626.00 | 3.2 | -1.5 | 28.02 | 50 | 3 | 102 | |||||||||
| 14 Sept | 12370.00 | 3.95 | 0.45 | 27.27 | 25 | -1 | 95 | |||||||||
For Ultratech Cement Limited - strike price 14200 expiring on 30SEP2025
Delta for 14200 CE is 0.01
Historical price for 14200 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 2.75, which was -1.15 lower than the previous day. The implied volatity was 33.97, the open interest changed by 1 which increased total open position to 100
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 3.9, which was 0.7 higher than the previous day. The implied volatity was 32.68, the open interest changed by 0 which decreased total open position to 99
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 3.2, which was -1.5 lower than the previous day. The implied volatity was 28.02, the open interest changed by 3 which increased total open position to 102
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 3.95, which was 0.45 higher than the previous day. The implied volatity was 27.27, the open interest changed by -1 which decreased total open position to 95
| ULTRACEMCO 30SEP2025 14200 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 | 2148.8 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 12508.00 | 2148.8 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 2148.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 12370.00 | 2148.8 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 14200 expiring on 30SEP2025
Delta for 14200 PE is -
Historical price for 14200 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 2148.8, 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 2148.8, 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 2148.8, 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 2148.8, 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
