ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 10400 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 | |||
| 20 Dec | 11422.80 | 1250 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 11670.80 | 1250 | 360.00 | - | 2 | 0 | 2 | |||
| 18 Dec | 11763.95 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 11774.95 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 11942.50 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 12083.90 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 11856.95 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 11898.50 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 11745.80 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11814.80 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 11848.50 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 11932.80 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 11766.80 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 11852.35 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 11648.55 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 11202.15 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 10997.80 | 890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 11139.90 | 890 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 26 Nov | 11121.05 | 890 | -1040.70 | 28.31 | 2 | 0 | 0 | |||
| 25 Nov | 11457.45 | 1930.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 11375.30 | 1930.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 10954.85 | 1930.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 1930.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 1930.7 | 1930.70 | - | 0 | 0 | 0 | |||
| 31 Oct | 11065.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11322.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11300.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11350.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11389.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11230.35 | 0 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10400 expiring on 26DEC2024
Delta for 10400 CE is 0.00
Historical price for 10400 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1250, 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 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 1250, which was 360.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 890, 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 890, 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 890, 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 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 890, 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 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 890, 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 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 890, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 890, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 890, 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 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 890, 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 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 890, 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 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 890, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 890, 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 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 890, 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 890, 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 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 890, 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 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 890, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 890, which was -1040.70 lower than the previous day. The implied volatity was 28.31, 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 1930.7, 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 1930.7, 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 1930.7, 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 1930.7, 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 1930.7, which was 1930.70 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ULTRACEMCO was trading at 11322.30. 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 14 Oct ULTRACEMCO was trading at 11300.30. 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 9 Oct ULTRACEMCO was trading at 11350.15. 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 8 Oct ULTRACEMCO was trading at 11389.80. 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 7 Oct ULTRACEMCO was trading at 11230.35. 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 10400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.80
Theta: -2.46
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 4.9 | 0.10 | 37.87 | 707 | 17 | 143 |
| 19 Dec | 11670.80 | 4.8 | -1.50 | 40.42 | 414 | -13 | 126 |
| 18 Dec | 11763.95 | 6.3 | 1.10 | 42.80 | 47 | -12 | 139 |
| 17 Dec | 11774.95 | 5.2 | -0.80 | 39.37 | 13 | -6 | 153 |
| 16 Dec | 11942.50 | 6 | 0.90 | 41.86 | 30 | 1 | 159 |
| 13 Dec | 12083.90 | 5.1 | -0.85 | 38.53 | 24 | 0 | 156 |
| 12 Dec | 11856.95 | 5.95 | 0.00 | 33.09 | 35 | -10 | 152 |
| 11 Dec | 11898.50 | 5.95 | -0.30 | 33.40 | 10 | -1 | 164 |
| 10 Dec | 11745.80 | 6.25 | -2.75 | 30.63 | 4 | -2 | 166 |
| 9 Dec | 11814.80 | 9 | -1.60 | 32.22 | 22 | -1 | 168 |
| 6 Dec | 11848.50 | 10.6 | -3.40 | 31.73 | 16 | -6 | 173 |
| 5 Dec | 11932.80 | 14 | 3.30 | 33.61 | 14 | -11 | 180 |
| 4 Dec | 11766.80 | 10.7 | -2.15 | 28.77 | 19 | -3 | 191 |
| 3 Dec | 11852.35 | 12.85 | -7.70 | 30.85 | 423 | -4 | 195 |
| 2 Dec | 11648.55 | 20.55 | -23.05 | 29.39 | 585 | 22 | 202 |
| 29 Nov | 11202.15 | 43.6 | -19.65 | 25.20 | 396 | 74 | 181 |
| 28 Nov | 10997.80 | 63.25 | 18.65 | 25.34 | 59 | -18 | 103 |
| 27 Nov | 11139.90 | 44.6 | -1.40 | 24.07 | 255 | 54 | 121 |
| 26 Nov | 11121.05 | 46 | 3.95 | 23.02 | 38 | 19 | 66 |
| 25 Nov | 11457.45 | 42.05 | -2.95 | 28.37 | 22 | 41 | 46 |
| 22 Nov | 11375.30 | 45 | -52.75 | 24.98 | 59 | 42 | 47 |
| 21 Nov | 10954.85 | 97.75 | 19.60 | 24.76 | 9 | 2 | 2 |
| 18 Nov | 10630.90 | 78.15 | 0.00 | 2.79 | 0 | 0 | 0 |
| 8 Nov | 11043.35 | 78.15 | 0.00 | 4.91 | 0 | 0 | 0 |
| 31 Oct | 11065.65 | 78.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 78.15 | 78.15 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11322.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11350.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11230.35 | 0 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10400 expiring on 26DEC2024
Delta for 10400 PE is -0.02
Historical price for 10400 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 4.9, which was 0.10 higher than the previous day. The implied volatity was 37.87, the open interest changed by 17 which increased total open position to 143
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 4.8, which was -1.50 lower than the previous day. The implied volatity was 40.42, the open interest changed by -13 which decreased total open position to 126
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 6.3, which was 1.10 higher than the previous day. The implied volatity was 42.80, the open interest changed by -12 which decreased total open position to 139
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 5.2, which was -0.80 lower than the previous day. The implied volatity was 39.37, the open interest changed by -6 which decreased total open position to 153
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 6, which was 0.90 higher than the previous day. The implied volatity was 41.86, the open interest changed by 1 which increased total open position to 159
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 5.1, which was -0.85 lower than the previous day. The implied volatity was 38.53, the open interest changed by 0 which decreased total open position to 156
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 33.09, the open interest changed by -10 which decreased total open position to 152
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 5.95, which was -0.30 lower than the previous day. The implied volatity was 33.40, the open interest changed by -1 which decreased total open position to 164
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 6.25, which was -2.75 lower than the previous day. The implied volatity was 30.63, the open interest changed by -2 which decreased total open position to 166
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 9, which was -1.60 lower than the previous day. The implied volatity was 32.22, the open interest changed by -1 which decreased total open position to 168
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 10.6, which was -3.40 lower than the previous day. The implied volatity was 31.73, the open interest changed by -6 which decreased total open position to 173
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 14, which was 3.30 higher than the previous day. The implied volatity was 33.61, the open interest changed by -11 which decreased total open position to 180
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 10.7, which was -2.15 lower than the previous day. The implied volatity was 28.77, the open interest changed by -3 which decreased total open position to 191
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 12.85, which was -7.70 lower than the previous day. The implied volatity was 30.85, the open interest changed by -4 which decreased total open position to 195
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 20.55, which was -23.05 lower than the previous day. The implied volatity was 29.39, the open interest changed by 22 which increased total open position to 202
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 43.6, which was -19.65 lower than the previous day. The implied volatity was 25.20, the open interest changed by 74 which increased total open position to 181
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 63.25, which was 18.65 higher than the previous day. The implied volatity was 25.34, the open interest changed by -18 which decreased total open position to 103
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 44.6, which was -1.40 lower than the previous day. The implied volatity was 24.07, the open interest changed by 54 which increased total open position to 121
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 46, which was 3.95 higher than the previous day. The implied volatity was 23.02, the open interest changed by 19 which increased total open position to 66
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 42.05, which was -2.95 lower than the previous day. The implied volatity was 28.37, the open interest changed by 41 which increased total open position to 46
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 45, which was -52.75 lower than the previous day. The implied volatity was 24.98, the open interest changed by 42 which increased total open position to 47
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 97.75, which was 19.60 higher than the previous day. The implied volatity was 24.76, the open interest changed by 2 which increased total open position to 2
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 78.15, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 78.15, which was 0.00 lower than the previous day. The implied volatity was 4.91, 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 78.15, 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 78.15, which was 78.15 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ULTRACEMCO was trading at 11322.30. 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 14 Oct ULTRACEMCO was trading at 11300.30. 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 9 Oct ULTRACEMCO was trading at 11350.15. 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 8 Oct ULTRACEMCO was trading at 11389.80. 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 7 Oct ULTRACEMCO was trading at 11230.35. 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
