ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 10400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 3.02
Theta: -9.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 602.9 | 135.10 | 33.52 | 15 | -1 | 9 | |||
| 20 Nov | 10769.55 | 467.8 | 0.00 | 36.53 | 6.5 | -3 | 11 | |||
| 19 Nov | 10769.55 | 467.8 | 141.35 | 36.53 | 6.5 | -2 | 11 | |||
| 18 Nov | 10630.90 | 326.45 | -82.25 | 17.13 | 8.5 | -5 | 13 | |||
| 14 Nov | 10728.50 | 408.7 | -821.60 | 20.87 | 58.5 | 19 | 19 | |||
| 13 Nov | 10782.20 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 10970.45 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 11065.65 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 11205.10 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11112.10 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10995.20 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 10825.15 | 1230.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 1230.3 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10400 expiring on 28NOV2024
Delta for 10400 CE is 0.88
Historical price for 10400 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 602.9, which was 135.10 higher than the previous day. The implied volatity was 33.52, the open interest changed by -2 which decreased total open position to 18
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 467.8, which was 0.00 lower than the previous day. The implied volatity was 36.53, the open interest changed by -6 which decreased total open position to 22
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 467.8, which was 141.35 higher than the previous day. The implied volatity was 36.53, the open interest changed by -4 which decreased total open position to 22
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 326.45, which was -82.25 lower than the previous day. The implied volatity was 17.13, the open interest changed by -10 which decreased total open position to 26
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 408.7, which was -821.60 lower than the previous day. The implied volatity was 20.87, the open interest changed by 38 which increased total open position to 38
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 1230.3, 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 22 Oct ULTRACEMCO was trading at 10825.15. The strike last trading price was 1230.3, 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 21 Oct ULTRACEMCO was trading at 10869.30. The strike last trading price was 1230.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 10400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 2.53
Theta: -5.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 20 | -20.00 | 29.81 | 503 | 15 | 164.5 |
| 20 Nov | 10769.55 | 40 | 0.00 | 24.37 | 288 | -5 | 149.5 |
| 19 Nov | 10769.55 | 40 | -5.55 | 24.37 | 288 | -5 | 149.5 |
| 18 Nov | 10630.90 | 45.55 | -5.10 | 21.72 | 400 | -3 | 154 |
| 14 Nov | 10728.50 | 50.65 | -1.60 | 21.23 | 618 | 22 | 158.5 |
| 13 Nov | 10782.20 | 52.25 | 3.10 | 23.44 | 175.5 | -15 | 143 |
| 12 Nov | 10892.00 | 49.15 | 10.15 | 23.46 | 205.5 | 44.5 | 167.5 |
| 11 Nov | 10970.45 | 39 | 4.55 | 24.30 | 161 | 1 | 123.5 |
| 8 Nov | 11043.35 | 34.45 | -4.60 | 23.34 | 106.5 | 22.5 | 124 |
| 7 Nov | 11050.80 | 39.05 | 16.05 | 24.56 | 210.5 | 50 | 102 |
| 6 Nov | 11274.40 | 23 | -21.00 | 24.22 | 51 | 22.5 | 52 |
| 5 Nov | 11176.35 | 44 | -18.90 | 26.94 | 27.5 | 4 | 29.5 |
| 4 Nov | 11001.85 | 62.9 | 14.90 | 25.82 | 46 | 23.5 | 25 |
| 1 Nov | 11145.80 | 48 | 6.15 | 24.42 | 0.5 | 0 | 1 |
| 31 Oct | 11065.65 | 41.85 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 11205.10 | 41.85 | -179.40 | - | 1 | 0 | 0 |
| 29 Oct | 11112.10 | 221.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 221.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10995.20 | 221.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 221.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10753.05 | 221.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10825.15 | 221.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 221.25 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10400 expiring on 28NOV2024
Delta for 10400 PE is -0.09
Historical price for 10400 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 20, which was -20.00 lower than the previous day. The implied volatity was 29.81, the open interest changed by 30 which increased total open position to 329
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 24.37, the open interest changed by -10 which decreased total open position to 299
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 40, which was -5.55 lower than the previous day. The implied volatity was 24.37, the open interest changed by -10 which decreased total open position to 299
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 45.55, which was -5.10 lower than the previous day. The implied volatity was 21.72, the open interest changed by -6 which decreased total open position to 308
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 50.65, which was -1.60 lower than the previous day. The implied volatity was 21.23, the open interest changed by 44 which increased total open position to 317
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 52.25, which was 3.10 higher than the previous day. The implied volatity was 23.44, the open interest changed by -30 which decreased total open position to 286
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 49.15, which was 10.15 higher than the previous day. The implied volatity was 23.46, the open interest changed by 89 which increased total open position to 335
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 39, which was 4.55 higher than the previous day. The implied volatity was 24.30, the open interest changed by 2 which increased total open position to 247
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 34.45, which was -4.60 lower than the previous day. The implied volatity was 23.34, the open interest changed by 45 which increased total open position to 248
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 39.05, which was 16.05 higher than the previous day. The implied volatity was 24.56, the open interest changed by 100 which increased total open position to 204
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 23, which was -21.00 lower than the previous day. The implied volatity was 24.22, the open interest changed by 45 which increased total open position to 104
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 44, which was -18.90 lower than the previous day. The implied volatity was 26.94, the open interest changed by 8 which increased total open position to 59
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 62.9, which was 14.90 higher than the previous day. The implied volatity was 25.82, the open interest changed by 47 which increased total open position to 50
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 48, which was 6.15 higher than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 2
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 41.85, 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 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 41.85, which was -179.40 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 221.25, 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 221.25, 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 221.25, 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 221.25, 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 221.25, 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 221.25, 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 221.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
