ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 10100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 10769.55 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 10769.55 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 10728.50 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 10782.20 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 10970.45 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 11065.65 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 11205.10 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11112.10 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 10995.20 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 2114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 2114.25 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10100 expiring on 28NOV2024
Delta for 10100 CE is -
Historical price for 10100 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 2114.25, 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 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2114.25, 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 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2114.25, 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 2114.25, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 2114.25, 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 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 2114.25, 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 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 2114.25, 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 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 2114.25, 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 2114.25, 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 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 2114.25, 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 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 2114.25, 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 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 2114.25, 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 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 2114.25, 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 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 2114.25, 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 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 2114.25, 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 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 2114.25, 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 2114.25, 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 2114.25, 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 2114.25, 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 2114.25, 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 2114.25, 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 2114.25, 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 2114.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 10100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 1.32
Theta: -3.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 8.85 | -5.85 | 34.85 | 91 | -6.5 | 86.5 |
| 20 Nov | 10769.55 | 14.7 | 0.00 | 28.38 | 81 | -12 | 93 |
| 19 Nov | 10769.55 | 14.7 | -2.05 | 28.38 | 81 | -12 | 93 |
| 18 Nov | 10630.90 | 16.75 | -2.40 | 25.41 | 112.5 | 13 | 106.5 |
| 14 Nov | 10728.50 | 19.15 | -1.60 | 23.74 | 40.5 | 3 | 88.5 |
| 13 Nov | 10782.20 | 20.75 | -0.70 | 25.48 | 43.5 | 23 | 86 |
| 12 Nov | 10892.00 | 21.45 | 4.60 | 25.90 | 13 | 3 | 62.5 |
| 11 Nov | 10970.45 | 16.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 11043.35 | 16.85 | 0.35 | 25.58 | 5.5 | 0.5 | 60 |
| 7 Nov | 11050.80 | 16.5 | 4.85 | 25.55 | 30.5 | 6.5 | 49.5 |
| 6 Nov | 11274.40 | 11.65 | -11.60 | 26.57 | 27.5 | -6 | 43 |
| 5 Nov | 11176.35 | 23.25 | -9.50 | 29.01 | 24 | 2 | 48.5 |
| 4 Nov | 11001.85 | 32.75 | 22.15 | 27.60 | 129 | 0.5 | 46.5 |
| 1 Nov | 11145.80 | 10.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 11065.65 | 10.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11205.10 | 10.6 | -65.25 | - | 4 | 1 | 47 |
| 29 Oct | 11112.10 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10995.20 | 75.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 75.85 | 0.00 | - | 0 | 23 | 0 |
| 23 Oct | 10753.05 | 75.85 | 8.40 | - | 51 | 24 | 47 |
| 22 Oct | 10825.15 | 67.45 | -13.60 | - | 51 | 19 | 22 |
| 21 Oct | 10869.30 | 81.05 | - | 4 | 3 | 3 | |
For Ultratech Cement Limited - strike price 10100 expiring on 28NOV2024
Delta for 10100 PE is -0.04
Historical price for 10100 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 8.85, which was -5.85 lower than the previous day. The implied volatity was 34.85, the open interest changed by -13 which decreased total open position to 173
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by -24 which decreased total open position to 186
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 14.7, which was -2.05 lower than the previous day. The implied volatity was 28.38, the open interest changed by -24 which decreased total open position to 186
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 16.75, which was -2.40 lower than the previous day. The implied volatity was 25.41, the open interest changed by 26 which increased total open position to 213
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 19.15, which was -1.60 lower than the previous day. The implied volatity was 23.74, the open interest changed by 6 which increased total open position to 177
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 20.75, which was -0.70 lower than the previous day. The implied volatity was 25.48, the open interest changed by 46 which increased total open position to 172
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 21.45, which was 4.60 higher than the previous day. The implied volatity was 25.90, the open interest changed by 6 which increased total open position to 125
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 16.85, 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 16.85, which was 0.35 higher than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 120
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 16.5, which was 4.85 higher than the previous day. The implied volatity was 25.55, the open interest changed by 13 which increased total open position to 99
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 11.65, which was -11.60 lower than the previous day. The implied volatity was 26.57, the open interest changed by -12 which decreased total open position to 86
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 23.25, which was -9.50 lower than the previous day. The implied volatity was 29.01, the open interest changed by 4 which increased total open position to 97
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 32.75, which was 22.15 higher than the previous day. The implied volatity was 27.60, the open interest changed by 1 which increased total open position to 93
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 10.6, 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 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 10.6, 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 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 10.6, which was -65.25 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 75.85, 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 75.85, 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 75.85, 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 75.85, 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 75.85, which was 8.40 higher 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 67.45, which was -13.60 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 81.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
