ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 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 | |||
| 21 Nov | 10954.85 | 860.75 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 20 Nov | 10769.55 | 860.75 | 0.00 | 54.55 | 1.5 | 0.5 | 11 | |||
| 19 Nov | 10769.55 | 860.75 | -19.25 | 54.55 | 1.5 | 0.5 | 11 | |||
| 18 Nov | 10630.90 | 880 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 10728.50 | 880 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 13 Nov | 10782.20 | 880 | -287.45 | 33.25 | 0.5 | 0 | 10 | |||
| 12 Nov | 10892.00 | 1167.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 10970.45 | 1167.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 1167.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 1167.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 1167.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 1167.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 1167.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 1167.45 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 31 Oct | 11065.65 | 1167.45 | -365.80 | - | 10 | 0 | 0 | |||
| 30 Oct | 11205.10 | 1533.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11112.10 | 1533.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 1533.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 10995.20 | 1533.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 1533.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 1533.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 1533.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 1533.25 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10000 expiring on 28NOV2024
Delta for 10000 CE is 0.00
Historical price for 10000 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 860.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 860.75, which was 0.00 lower than the previous day. The implied volatity was 54.55, the open interest changed by 1 which increased total open position to 22
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 860.75, which was -19.25 lower than the previous day. The implied volatity was 54.55, the open interest changed by 1 which increased total open position to 22
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 880, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 880, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 880, which was -287.45 lower than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 20
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 1167.45, 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 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 1167.45, 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 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 1167.45, 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 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 1167.45, 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 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 1167.45, 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 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 1167.45, 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 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 1167.45, 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 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 1167.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 1167.45, which was -365.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 1533.25, 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 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 1533.25, 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 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 1533.25, 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 25 Oct ULTRACEMCO was trading at 10995.20. The strike last trading price was 1533.25, 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 24 Oct ULTRACEMCO was trading at 11043.60. The strike last trading price was 1533.25, 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 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 1533.25, 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 1533.25, 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 1533.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 1.03
Theta: -2.56
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 6.45 | -3.70 | 36.12 | 346.5 | -30.5 | 314.5 |
| 20 Nov | 10769.55 | 10.15 | 0.00 | 28.88 | 241 | -24.5 | 345 |
| 19 Nov | 10769.55 | 10.15 | -1.85 | 28.88 | 241 | -24.5 | 345 |
| 18 Nov | 10630.90 | 12 | -2.65 | 26.57 | 167.5 | -44.5 | 370 |
| 14 Nov | 10728.50 | 14.65 | 0.35 | 24.92 | 882 | 7.5 | 411 |
| 13 Nov | 10782.20 | 14.3 | -1.95 | 25.85 | 416 | -6.5 | 402.5 |
| 12 Nov | 10892.00 | 16.25 | 3.00 | 26.72 | 139.5 | -4 | 409 |
| 11 Nov | 10970.45 | 13.25 | 0.25 | 27.36 | 73 | 15.5 | 413 |
| 8 Nov | 11043.35 | 13 | -0.10 | 26.56 | 181.5 | 38 | 397.5 |
| 7 Nov | 11050.80 | 13.1 | 1.15 | 26.67 | 194 | 64 | 360 |
| 6 Nov | 11274.40 | 11.95 | -8.05 | 28.61 | 75 | -3 | 299.5 |
| 5 Nov | 11176.35 | 20 | -8.00 | 30.08 | 331 | -17.5 | 308.5 |
| 4 Nov | 11001.85 | 28 | 3.00 | 28.65 | 448.5 | 84 | 326 |
| 1 Nov | 11145.80 | 25 | 0.65 | 28.20 | 61.5 | 35 | 242 |
| 31 Oct | 11065.65 | 24.35 | 6.30 | - | 78 | 8 | 207 |
| 30 Oct | 11205.10 | 18.05 | -6.05 | - | 67 | 15 | 198 |
| 29 Oct | 11112.10 | 24.1 | -2.85 | - | 66 | 29 | 182 |
| 28 Oct | 11092.60 | 26.95 | -14.05 | - | 48 | 21 | 153 |
| 25 Oct | 10995.20 | 41 | 2.75 | - | 17 | 3 | 132 |
| 24 Oct | 11043.60 | 38.25 | -23.75 | - | 54 | 24 | 128 |
| 23 Oct | 10753.05 | 62 | -6.00 | - | 36 | 15 | 104 |
| 22 Oct | 10825.15 | 68 | -2.95 | - | 322 | 41 | 89 |
| 21 Oct | 10869.30 | 70.95 | - | 70 | 48 | 48 | |
For Ultratech Cement Limited - strike price 10000 expiring on 28NOV2024
Delta for 10000 PE is -0.03
Historical price for 10000 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 6.45, which was -3.70 lower than the previous day. The implied volatity was 36.12, the open interest changed by -61 which decreased total open position to 629
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 10.15, which was 0.00 lower than the previous day. The implied volatity was 28.88, the open interest changed by -49 which decreased total open position to 690
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 10.15, which was -1.85 lower than the previous day. The implied volatity was 28.88, the open interest changed by -49 which decreased total open position to 690
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 12, which was -2.65 lower than the previous day. The implied volatity was 26.57, the open interest changed by -89 which decreased total open position to 740
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 14.65, which was 0.35 higher than the previous day. The implied volatity was 24.92, the open interest changed by 15 which increased total open position to 822
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 14.3, which was -1.95 lower than the previous day. The implied volatity was 25.85, the open interest changed by -13 which decreased total open position to 805
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 16.25, which was 3.00 higher than the previous day. The implied volatity was 26.72, the open interest changed by -8 which decreased total open position to 818
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 13.25, which was 0.25 higher than the previous day. The implied volatity was 27.36, the open interest changed by 31 which increased total open position to 826
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 13, which was -0.10 lower than the previous day. The implied volatity was 26.56, the open interest changed by 76 which increased total open position to 795
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 13.1, which was 1.15 higher than the previous day. The implied volatity was 26.67, the open interest changed by 128 which increased total open position to 720
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 11.95, which was -8.05 lower than the previous day. The implied volatity was 28.61, the open interest changed by -6 which decreased total open position to 599
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 20, which was -8.00 lower than the previous day. The implied volatity was 30.08, the open interest changed by -35 which decreased total open position to 617
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 28, which was 3.00 higher than the previous day. The implied volatity was 28.65, the open interest changed by 168 which increased total open position to 652
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 25, which was 0.65 higher than the previous day. The implied volatity was 28.20, the open interest changed by 70 which increased total open position to 484
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 24.35, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 18.05, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 24.1, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 26.95, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ULTRACEMCO was trading at 10995.20. The strike last trading price was 41, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ULTRACEMCO was trading at 11043.60. The strike last trading price was 38.25, which was -23.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 62, which was -6.00 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 68, which was -2.95 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 70.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
