ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
22 Sep 2025 08:01 PM IST
| ULTRACEMCO 30SEP2025 14400 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.55
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 12650.00 | 2.65 | -0.45 | 37.36 | 262 | -9 | 663 | |||||||||
| 21 Sept | 12508.00 | 3.55 | 0.25 | 35.36 | 33 | -21 | 673 | |||||||||
| 18 Sept | 12626.00 | 3.3 | -0.5 | 31.12 | 56 | 10 | 692 | |||||||||
| 14 Sept | 12370.00 | 4.05 | 0.2 | 29.80 | 187 | -23 | 686 | |||||||||
For Ultratech Cement Limited - strike price 14400 expiring on 30SEP2025
Delta for 14400 CE is 0.01
Historical price for 14400 CE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 2.65, which was -0.45 lower than the previous day. The implied volatity was 37.36, the open interest changed by -9 which decreased total open position to 663
On 21 Sept ULTRACEMCO was trading at 12508.00. The strike last trading price was 3.55, which was 0.25 higher than the previous day. The implied volatity was 35.36, the open interest changed by -21 which decreased total open position to 673
On 18 Sept ULTRACEMCO was trading at 12626.00. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 31.12, the open interest changed by 10 which increased total open position to 692
On 14 Sept ULTRACEMCO was trading at 12370.00. The strike last trading price was 4.05, which was 0.2 higher than the previous day. The implied volatity was 29.80, the open interest changed by -23 which decreased total open position to 686
| ULTRACEMCO 30SEP2025 14400 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 | 2323.55 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 12508.00 | 2323.55 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 12626.00 | 2323.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 12370.00 | 2323.55 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 14400 expiring on 30SEP2025
Delta for 14400 PE is -
Historical price for 14400 PE is as follows
On 22 Sept ULTRACEMCO was trading at 12650.00. The strike last trading price was 2323.55, 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 2323.55, 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 2323.55, 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 2323.55, 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
