ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 10300 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 | 617.45 | 79.85 | - | 2.5 | 0.5 | 5 | |||
| 20 Nov | 10769.55 | 537.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 10769.55 | 537.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 537.6 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 14 Nov | 10728.50 | 537.6 | -27.45 | 29.43 | 9.5 | 2.5 | 4.5 | |||
| 13 Nov | 10782.20 | 565.05 | -229.95 | 20.55 | 1 | 0.5 | 1.5 | |||
| 12 Nov | 10892.00 | 795 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 10970.45 | 795 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 11043.35 | 795 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 795 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 795 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 795 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 795 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 795 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 11065.65 | 795 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 11205.10 | 795 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 11112.10 | 795 | -1133.75 | - | 1 | 0 | 0 | |||
| 28 Oct | 11092.60 | 1928.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10995.20 | 1928.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 1928.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 1928.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 1928.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 1928.75 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10300 expiring on 28NOV2024
Delta for 10300 CE is -
Historical price for 10300 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 617.45, which was 79.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 537.6, 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 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 537.6, 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 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 537.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 537.6, which was -27.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by 5 which increased total open position to 9
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 565.05, which was -229.95 lower than the previous day. The implied volatity was 20.55, the open interest changed by 1 which increased total open position to 3
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 795, 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 795, 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 795, 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 795, 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 795, 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 795, 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 795, 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 795, 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 795, 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 795, 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 795, which was -1133.75 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 1928.75, 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 1928.75, 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 1928.75, 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 1928.75, 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 1928.75, 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 1928.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 10300 PE | |||||||
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Delta: -0.07
Vega: 2.03
Theta: -4.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 15 | -11.55 | 31.45 | 305.5 | -30.5 | 96.5 |
| 20 Nov | 10769.55 | 26.55 | 0.00 | 25.48 | 219 | 12.5 | 123.5 |
| 19 Nov | 10769.55 | 26.55 | -4.80 | 25.48 | 219 | 9 | 123.5 |
| 18 Nov | 10630.90 | 31.35 | -5.25 | 22.68 | 261.5 | -6.5 | 116.5 |
| 14 Nov | 10728.50 | 36.6 | 2.50 | 22.04 | 384.5 | 28 | 124.5 |
| 13 Nov | 10782.20 | 34.1 | 0.20 | 23.16 | 199.5 | 26.5 | 97.5 |
| 12 Nov | 10892.00 | 33.9 | 5.60 | 23.55 | 57.5 | 21.5 | 94 |
| 11 Nov | 10970.45 | 28.3 | 0.20 | 24.70 | 48.5 | 6 | 57.5 |
| 8 Nov | 11043.35 | 28.1 | -1.55 | 24.11 | 47 | -4.5 | 52.5 |
| 7 Nov | 11050.80 | 29.65 | 9.85 | 24.67 | 62 | 25.5 | 58.5 |
| 6 Nov | 11274.40 | 19.8 | -14.20 | 25.45 | 21.5 | 2 | 33 |
| 5 Nov | 11176.35 | 34 | -17.10 | 27.33 | 61 | -10 | 31.5 |
| 4 Nov | 11001.85 | 51.1 | 9.10 | 26.29 | 50.5 | 20.5 | 41.5 |
| 1 Nov | 11145.80 | 42 | -1.65 | 25.61 | 11 | 3.5 | 21.5 |
| 31 Oct | 11065.65 | 43.65 | -53.65 | - | 55 | 17 | 19 |
| 30 Oct | 11205.10 | 97.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 11112.10 | 97.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 97.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10995.20 | 97.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 97.3 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 10753.05 | 97.3 | 37.30 | - | 2 | 1 | 2 |
| 22 Oct | 10825.15 | 60 | 25.20 | - | 1 | 0 | 0 |
| 21 Oct | 10869.30 | 34.8 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10300 expiring on 28NOV2024
Delta for 10300 PE is -0.07
Historical price for 10300 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 15, which was -11.55 lower than the previous day. The implied volatity was 31.45, the open interest changed by -61 which decreased total open position to 193
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 26.55, which was 0.00 lower than the previous day. The implied volatity was 25.48, the open interest changed by 25 which increased total open position to 247
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 26.55, which was -4.80 lower than the previous day. The implied volatity was 25.48, the open interest changed by 18 which increased total open position to 247
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 31.35, which was -5.25 lower than the previous day. The implied volatity was 22.68, the open interest changed by -13 which decreased total open position to 233
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 36.6, which was 2.50 higher than the previous day. The implied volatity was 22.04, the open interest changed by 56 which increased total open position to 249
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 34.1, which was 0.20 higher than the previous day. The implied volatity was 23.16, the open interest changed by 53 which increased total open position to 195
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 33.9, which was 5.60 higher than the previous day. The implied volatity was 23.55, the open interest changed by 43 which increased total open position to 188
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 28.3, which was 0.20 higher than the previous day. The implied volatity was 24.70, the open interest changed by 12 which increased total open position to 115
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 28.1, which was -1.55 lower than the previous day. The implied volatity was 24.11, the open interest changed by -9 which decreased total open position to 105
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 29.65, which was 9.85 higher than the previous day. The implied volatity was 24.67, the open interest changed by 51 which increased total open position to 117
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 19.8, which was -14.20 lower than the previous day. The implied volatity was 25.45, the open interest changed by 4 which increased total open position to 66
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 34, which was -17.10 lower than the previous day. The implied volatity was 27.33, the open interest changed by -20 which decreased total open position to 63
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 51.1, which was 9.10 higher than the previous day. The implied volatity was 26.29, the open interest changed by 41 which increased total open position to 83
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 42, which was -1.65 lower than the previous day. The implied volatity was 25.61, the open interest changed by 7 which increased total open position to 43
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 43.65, which was -53.65 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 97.3, 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 97.3, 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 97.3, 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 97.3, 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 97.3, 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 97.3, which was 37.30 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 60, which was 25.20 higher 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 34.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
