ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:01 PM IST
| ULTRACEMCO 28NOV2024 10200 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 | 696.45 | 77.75 | - | 8.5 | 1.5 | 2 | |||
| 20 Nov | 10769.55 | 618.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 10769.55 | 618.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 618.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 10728.50 | 618.7 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
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| 13 Nov | 10782.20 | 618.7 | -758.75 | - | 0.5 | 0 | 0 | |||
| 12 Nov | 10892.00 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 10970.45 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 11065.65 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 11205.10 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11112.10 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10995.20 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 1377.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 1377.45 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10200 expiring on 28NOV2024
Delta for 10200 CE is -
Historical price for 10200 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 696.45, which was 77.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 618.7, 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 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 618.7, 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 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 618.7, 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 618.7, 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 618.7, which was -758.75 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, 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 1377.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 10200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 1.60
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 10.9 | -9.45 | 32.80 | 340.5 | 2 | 62 |
| 20 Nov | 10769.55 | 20.35 | 0.00 | 26.71 | 61.5 | -17 | 65 |
| 19 Nov | 10769.55 | 20.35 | -1.60 | 26.71 | 61.5 | -12 | 65 |
| 18 Nov | 10630.90 | 21.95 | -4.40 | 23.78 | 117 | -4 | 78.5 |
| 14 Nov | 10728.50 | 26.35 | -0.15 | 22.85 | 300 | 18 | 81.5 |
| 13 Nov | 10782.20 | 26.5 | -1.75 | 24.32 | 76.5 | 17 | 64 |
| 12 Nov | 10892.00 | 28.25 | 6.75 | 25.07 | 69.5 | 19.5 | 61.5 |
| 11 Nov | 10970.45 | 21.5 | -0.05 | 25.46 | 63 | 7.5 | 41.5 |
| 8 Nov | 11043.35 | 21.55 | 2.05 | 25.07 | 66 | -6.5 | 30.5 |
| 7 Nov | 11050.80 | 19.5 | -10.15 | 24.67 | 28 | 23 | 37.5 |
| 6 Nov | 11274.40 | 29.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 11176.35 | 29.65 | -13.35 | 28.56 | 8.5 | 1.5 | 16 |
| 4 Nov | 11001.85 | 43 | -129.00 | 27.42 | 19.5 | 14 | 14 |
| 1 Nov | 11145.80 | 172 | 0.00 | 8.10 | 0 | 0 | 0 |
| 31 Oct | 11065.65 | 172 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11205.10 | 172 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 11112.10 | 172 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 172 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10995.20 | 172 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 172 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10753.05 | 172 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10825.15 | 172 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 172 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10200 expiring on 28NOV2024
Delta for 10200 PE is -0.05
Historical price for 10200 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 10.9, which was -9.45 lower than the previous day. The implied volatity was 32.80, the open interest changed by 4 which increased total open position to 124
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was 26.71, the open interest changed by -34 which decreased total open position to 130
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 20.35, which was -1.60 lower than the previous day. The implied volatity was 26.71, the open interest changed by -24 which decreased total open position to 130
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 21.95, which was -4.40 lower than the previous day. The implied volatity was 23.78, the open interest changed by -8 which decreased total open position to 157
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 26.35, which was -0.15 lower than the previous day. The implied volatity was 22.85, the open interest changed by 36 which increased total open position to 163
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 26.5, which was -1.75 lower than the previous day. The implied volatity was 24.32, the open interest changed by 34 which increased total open position to 128
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 28.25, which was 6.75 higher than the previous day. The implied volatity was 25.07, the open interest changed by 39 which increased total open position to 123
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 21.5, which was -0.05 lower than the previous day. The implied volatity was 25.46, the open interest changed by 15 which increased total open position to 83
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 21.55, which was 2.05 higher than the previous day. The implied volatity was 25.07, the open interest changed by -13 which decreased total open position to 61
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 19.5, which was -10.15 lower than the previous day. The implied volatity was 24.67, the open interest changed by 46 which increased total open position to 75
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 29.65, 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 29.65, which was -13.35 lower than the previous day. The implied volatity was 28.56, the open interest changed by 3 which increased total open position to 32
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 43, which was -129.00 lower than the previous day. The implied volatity was 27.42, the open interest changed by 28 which increased total open position to 28
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 172, which was 0.00 lower than the previous day. The implied volatity was 8.10, 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 172, 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 172, 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 172, 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 172, 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 172, 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 172, 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 172, 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 172, 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 172, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
