ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 10200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 11670.80 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 11763.95 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 11774.95 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 11942.50 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 12083.90 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 11856.95 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 11898.50 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 11745.80 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 11814.80 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 11848.50 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 11932.80 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 11766.80 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 11852.35 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 11648.55 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 11202.15 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 10997.80 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 11139.90 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 11121.05 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 11375.30 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 10954.85 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 2105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 2105.9 | 2105.90 | - | 0 | 0 | 0 | |||
| 31 Oct | 11065.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 0 | 0.00 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11069.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 0 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10200 expiring on 26DEC2024
Delta for 10200 CE is -
Historical price for 10200 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 2105.9, 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 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 2105.9, 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 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 2105.9, 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 2105.9, 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 2105.9, 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 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 2105.9, 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 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 2105.9, 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 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 2105.9, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 2105.9, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 2105.9, 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 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 2105.9, 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 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 2105.9, 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 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 2105.9, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 2105.9, 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 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 2105.9, 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 2105.9, 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 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 2105.9, 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 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 2105.9, 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 2105.9, 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 2105.9, 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 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 2105.9, 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 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 2105.9, 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 2105.9, 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 2105.9, which was 2105.90 higher 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 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 28 Oct ULTRACEMCO was trading at 11092.60. 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 24 Oct ULTRACEMCO was trading at 11043.60. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ULTRACEMCO was trading at 11069.30. 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 17 Oct ULTRACEMCO was trading at 11017.30. 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 10200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.57
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 3.55 | 0.80 | 43.25 | 10 | -2 | 152 |
| 19 Dec | 11670.80 | 2.75 | 0.10 | 42.77 | 19 | -7 | 154 |
| 18 Dec | 11763.95 | 2.65 | -2.30 | 42.79 | 4 | -3 | 162 |
| 17 Dec | 11774.95 | 4.95 | 0.95 | 44.20 | 23 | 8 | 175 |
| 16 Dec | 11942.50 | 4 | -0.70 | 44.13 | 3 | 0 | 169 |
| 13 Dec | 12083.90 | 4.7 | 0.45 | 42.23 | 20 | -13 | 169 |
| 12 Dec | 11856.95 | 4.25 | 0.00 | 0.00 | 0 | -4 | 0 |
| 11 Dec | 11898.50 | 4.25 | 1.15 | 35.64 | 43 | -3 | 183 |
| 10 Dec | 11745.80 | 3.1 | -7.85 | 31.26 | 78 | -10 | 187 |
| 9 Dec | 11814.80 | 10.95 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Dec | 11848.50 | 10.95 | 1.95 | 35.67 | 7 | -1 | 197 |
| 5 Dec | 11932.80 | 9 | -0.60 | 34.65 | 9 | -2 | 197 |
| 4 Dec | 11766.80 | 9.6 | -0.95 | 31.75 | 33 | 0 | 199 |
| 3 Dec | 11852.35 | 10.55 | -3.95 | 33.26 | 152 | -16 | 199 |
| 2 Dec | 11648.55 | 14.5 | -15.15 | 30.99 | 576 | 37 | 220 |
| 29 Nov | 11202.15 | 29.65 | -14.30 | 26.64 | 332 | 81 | 183 |
| 28 Nov | 10997.80 | 43.95 | 14.45 | 26.80 | 54 | 15 | 101 |
| 27 Nov | 11139.90 | 29.5 | 8.50 | 25.30 | 83 | 17 | 86 |
| 26 Nov | 11121.05 | 21 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 11457.45 | 21 | -10.60 | 27.36 | 3 | 5 | 68 |
| 22 Nov | 11375.30 | 31.6 | -29.40 | 26.24 | 22 | 4 | 67 |
| 21 Nov | 10954.85 | 61 | -39.00 | 24.82 | 69 | 60 | 62 |
| 18 Nov | 10630.90 | 100 | 43.05 | 22.94 | 2 | 0 | 0 |
| 8 Nov | 11043.35 | 56.95 | 0.00 | 5.74 | 0 | 0 | 0 |
| 31 Oct | 11065.65 | 56.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 56.95 | 56.95 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 0 | 0.00 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 0 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10200 expiring on 26DEC2024
Delta for 10200 PE is -0.02
Historical price for 10200 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 3.55, which was 0.80 higher than the previous day. The implied volatity was 43.25, the open interest changed by -2 which decreased total open position to 152
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 2.75, which was 0.10 higher than the previous day. The implied volatity was 42.77, the open interest changed by -7 which decreased total open position to 154
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 2.65, which was -2.30 lower than the previous day. The implied volatity was 42.79, the open interest changed by -3 which decreased total open position to 162
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 4.95, which was 0.95 higher than the previous day. The implied volatity was 44.20, the open interest changed by 8 which increased total open position to 175
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 4, which was -0.70 lower than the previous day. The implied volatity was 44.13, the open interest changed by 0 which decreased total open position to 169
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 4.7, which was 0.45 higher than the previous day. The implied volatity was 42.23, the open interest changed by -13 which decreased total open position to 169
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 4.25, which was 1.15 higher than the previous day. The implied volatity was 35.64, the open interest changed by -3 which decreased total open position to 183
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 3.1, which was -7.85 lower than the previous day. The implied volatity was 31.26, the open interest changed by -10 which decreased total open position to 187
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 10.95, which was 1.95 higher than the previous day. The implied volatity was 35.67, the open interest changed by -1 which decreased total open position to 197
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 9, which was -0.60 lower than the previous day. The implied volatity was 34.65, the open interest changed by -2 which decreased total open position to 197
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 9.6, which was -0.95 lower than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 199
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 10.55, which was -3.95 lower than the previous day. The implied volatity was 33.26, the open interest changed by -16 which decreased total open position to 199
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 14.5, which was -15.15 lower than the previous day. The implied volatity was 30.99, the open interest changed by 37 which increased total open position to 220
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 29.65, which was -14.30 lower than the previous day. The implied volatity was 26.64, the open interest changed by 81 which increased total open position to 183
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 43.95, which was 14.45 higher than the previous day. The implied volatity was 26.80, the open interest changed by 15 which increased total open position to 101
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 29.5, which was 8.50 higher than the previous day. The implied volatity was 25.30, the open interest changed by 17 which increased total open position to 86
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 21, 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 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 21, which was -10.60 lower than the previous day. The implied volatity was 27.36, the open interest changed by 5 which increased total open position to 68
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 31.6, which was -29.40 lower than the previous day. The implied volatity was 26.24, the open interest changed by 4 which increased total open position to 67
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 61, which was -39.00 lower than the previous day. The implied volatity was 24.82, the open interest changed by 60 which increased total open position to 62
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 100, which was 43.05 higher than the previous day. The implied volatity was 22.94, 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 56.95, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 56.95, 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 56.95, which was 56.95 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 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ULTRACEMCO was trading at 11069.30. 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 17 Oct ULTRACEMCO was trading at 11017.30. 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
