ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 10000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 20 Dec | 11422.80 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 11670.80 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 11763.95 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 11774.95 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 11942.50 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 12083.90 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 11856.95 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 11898.50 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 11745.80 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11814.80 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 11848.50 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 11932.80 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 11766.80 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 11852.35 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 11648.55 | 1165.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 11202.15 | 1165.45 | 0.00 | 0.00 | 0 | 40 | 0 | |||
| 28 Nov | 10997.80 | 1165.45 | -1120.50 | 26.42 | 40 | 29 | 29 | |||
| 27 Nov | 11139.90 | 2285.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 11121.05 | 2285.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 2285.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 2285.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 2285.95 | 2285.95 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 0 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10000 expiring on 26DEC2024
Delta for 10000 CE is 0.00
Historical price for 10000 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1165.45, which was 0.00 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 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 1165.45, which was 0.00 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 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 1165.45, which was 0.00 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 1165.45, which was 0.00 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 1165.45, which was 0.00 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 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 1165.45, which was 0.00 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 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 1165.45, which was 0.00 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 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 1165.45, which was 0.00 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 1165.45, which was 0.00 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 1165.45, which was 0.00 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 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 1165.45, which was 0.00 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 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 1165.45, which was 0.00 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 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 1165.45, which was 0.00 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 1165.45, which was 0.00 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 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 1165.45, which was 0.00 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 1165.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 40 which increased total open position to 0
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 1165.45, which was -1120.50 lower than the previous day. The implied volatity was 26.42, the open interest changed by 29 which increased total open position to 29
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 2285.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 2285.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 2285.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 2285.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 2285.95, which was 2285.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ULTRACEMCO was trading at 10825.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ULTRACEMCO was trading at 10869.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 26DEC2024 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.46
Theta: -1.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 3 | -0.15 | 48.34 | 65 | 13 | 323 |
| 19 Dec | 11670.80 | 3.15 | 1.95 | 49.19 | 50 | -13 | 310 |
| 18 Dec | 11763.95 | 1.2 | -2.40 | 43.60 | 68 | -25 | 328 |
| 17 Dec | 11774.95 | 3.6 | -0.20 | 47.22 | 28 | -5 | 353 |
| 16 Dec | 11942.50 | 3.8 | 0.80 | 48.67 | 27 | -7 | 358 |
| 13 Dec | 12083.90 | 3 | -1.35 | 43.75 | 87 | -7 | 365 |
| 12 Dec | 11856.95 | 4.35 | 0.65 | 39.66 | 52 | -9 | 372 |
| 11 Dec | 11898.50 | 3.7 | -1.20 | 38.80 | 78 | 19 | 382 |
| 10 Dec | 11745.80 | 4.9 | -0.05 | 37.19 | 43 | -10 | 365 |
| 9 Dec | 11814.80 | 4.95 | -3.40 | 36.74 | 68 | -7 | 375 |
| 6 Dec | 11848.50 | 8.35 | 1.65 | 37.75 | 44 | -30 | 382 |
| 5 Dec | 11932.80 | 6.7 | -0.65 | 36.54 | 264 | -2 | 412 |
| 4 Dec | 11766.80 | 7.35 | -0.10 | 33.85 | 165 | 2 | 415 |
| 3 Dec | 11852.35 | 7.45 | -3.55 | 34.78 | 407 | 48 | 413 |
| 2 Dec | 11648.55 | 11 | -9.55 | 32.96 | 936 | 74 | 377 |
| 29 Nov | 11202.15 | 20.55 | -8.85 | 28.18 | 859 | 184 | 303 |
| 28 Nov | 10997.80 | 29.4 | 7.20 | 27.99 | 146 | 41 | 118 |
| 27 Nov | 11139.90 | 22.2 | 4.55 | 27.31 | 129 | 70 | 77 |
| 26 Nov | 11121.05 | 17.65 | -1.30 | 24.86 | 4 | 2 | 7 |
| 25 Nov | 11457.45 | 18.95 | -41.70 | 30.14 | 4 | 1 | 5 |
| 18 Nov | 10630.90 | 60.65 | 32.60 | 21.42 | 2 | 1 | 3 |
| 8 Nov | 11043.35 | 28.05 | 28.05 | 0.00 | 0 | 0 | 2 |
| 23 Oct | 10753.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10825.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 0 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10000 expiring on 26DEC2024
Delta for 10000 PE is -0.01
Historical price for 10000 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 48.34, the open interest changed by 13 which increased total open position to 323
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 3.15, which was 1.95 higher than the previous day. The implied volatity was 49.19, the open interest changed by -13 which decreased total open position to 310
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 1.2, which was -2.40 lower than the previous day. The implied volatity was 43.60, the open interest changed by -25 which decreased total open position to 328
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 3.6, which was -0.20 lower than the previous day. The implied volatity was 47.22, the open interest changed by -5 which decreased total open position to 353
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 3.8, which was 0.80 higher than the previous day. The implied volatity was 48.67, the open interest changed by -7 which decreased total open position to 358
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 43.75, the open interest changed by -7 which decreased total open position to 365
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 4.35, which was 0.65 higher than the previous day. The implied volatity was 39.66, the open interest changed by -9 which decreased total open position to 372
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 3.7, which was -1.20 lower than the previous day. The implied volatity was 38.80, the open interest changed by 19 which increased total open position to 382
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 4.9, which was -0.05 lower than the previous day. The implied volatity was 37.19, the open interest changed by -10 which decreased total open position to 365
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 4.95, which was -3.40 lower than the previous day. The implied volatity was 36.74, the open interest changed by -7 which decreased total open position to 375
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 8.35, which was 1.65 higher than the previous day. The implied volatity was 37.75, the open interest changed by -30 which decreased total open position to 382
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 6.7, which was -0.65 lower than the previous day. The implied volatity was 36.54, the open interest changed by -2 which decreased total open position to 412
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 7.35, which was -0.10 lower than the previous day. The implied volatity was 33.85, the open interest changed by 2 which increased total open position to 415
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 7.45, which was -3.55 lower than the previous day. The implied volatity was 34.78, the open interest changed by 48 which increased total open position to 413
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 11, which was -9.55 lower than the previous day. The implied volatity was 32.96, the open interest changed by 74 which increased total open position to 377
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 20.55, which was -8.85 lower than the previous day. The implied volatity was 28.18, the open interest changed by 184 which increased total open position to 303
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 29.4, which was 7.20 higher than the previous day. The implied volatity was 27.99, the open interest changed by 41 which increased total open position to 118
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 22.2, which was 4.55 higher than the previous day. The implied volatity was 27.31, the open interest changed by 70 which increased total open position to 77
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 17.65, which was -1.30 lower than the previous day. The implied volatity was 24.86, the open interest changed by 2 which increased total open position to 7
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 18.95, which was -41.70 lower than the previous day. The implied volatity was 30.14, the open interest changed by 1 which increased total open position to 5
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 60.65, which was 32.60 higher than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 3
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 28.05, which was 28.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ULTRACEMCO was trading at 10825.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ULTRACEMCO was trading at 10869.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
