ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 10500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 11422.80 | 921.6 | -398.40 | - | 1 | 0 | 60 | |||
| 19 Dec | 11670.80 | 1320 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 11763.95 | 1320 | -280.00 | 56.08 | 1 | 0 | 61 | |||
| 17 Dec | 11774.95 | 1600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 11942.50 | 1600 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Dec | 12083.90 | 1600 | 140.00 | - | 2 | 0 | 63 | |||
| 12 Dec | 11856.95 | 1460 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 11 Dec | 11898.50 | 1460 | -10.00 | 44.87 | 6 | -2 | 65 | |||
| 10 Dec | 11745.80 | 1470 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11814.80 | 1470 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 11848.50 | 1470 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Dec | 11932.80 | 1470 | 109.25 | - | 1 | 0 | 68 | |||
| 4 Dec | 11766.80 | 1360.75 | -64.00 | 37.50 | 1 | 0 | 68 | |||
| 3 Dec | 11852.35 | 1424.75 | 210.75 | - | 5 | -1 | 68 | |||
| 2 Dec | 11648.55 | 1214 | 434.60 | 25.72 | 4 | -2 | 70 | |||
| 29 Nov | 11202.15 | 779.4 | 144.40 | 17.12 | 68 | 25 | 70 | |||
| 28 Nov | 10997.80 | 635 | -165.00 | - | 42 | 29 | 45 | |||
| 27 Nov | 11139.90 | 800 | -318.00 | 23.77 | 23 | 11 | 13 | |||
| 26 Nov | 11121.05 | 1118 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 1118 | 628.00 | 29.24 | 4 | 1 | 3 | |||
| 22 Nov | 11375.30 | 490 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 10954.85 | 490 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 10769.55 | 490 | 0.00 | 20.28 | 1 | 1 | 1 | |||
| 19 Nov | 10769.55 | 490 | 90.00 | 20.28 | 1 | 0 | 1 | |||
| 18 Nov | 10630.90 | 400 | -470.60 | 17.60 | 1 | 0 | 0 | |||
| 8 Nov | 11043.35 | 870.6 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10500 expiring on 26DEC2024
Delta for 10500 CE is -
Historical price for 10500 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 921.6, which was -398.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 1320, 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 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 1320, which was -280.00 lower than the previous day. The implied volatity was 56.08, the open interest changed by 0 which decreased total open position to 61
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 1600, 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 1600, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 1600, which was 140.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 1460, 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 1460, which was -10.00 lower than the previous day. The implied volatity was 44.87, the open interest changed by -2 which decreased total open position to 65
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 1470, 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 1470, 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 1470, 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 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 1470, which was 109.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 1360.75, which was -64.00 lower than the previous day. The implied volatity was 37.50, the open interest changed by 0 which decreased total open position to 68
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 1424.75, which was 210.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 68
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 1214, which was 434.60 higher than the previous day. The implied volatity was 25.72, the open interest changed by -2 which decreased total open position to 70
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 779.4, which was 144.40 higher than the previous day. The implied volatity was 17.12, the open interest changed by 25 which increased total open position to 70
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 635, which was -165.00 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 45
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 800, which was -318.00 lower than the previous day. The implied volatity was 23.77, the open interest changed by 11 which increased total open position to 13
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 1118, 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 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 1118, which was 628.00 higher than the previous day. The implied volatity was 29.24, the open interest changed by 1 which increased total open position to 3
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 490, 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 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 490, 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 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 490, which was 0.00 lower than the previous day. The implied volatity was 20.28, the open interest changed by 1 which increased total open position to 1
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 490, which was 90.00 higher than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 1
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 400, which was -470.60 lower than the previous day. The implied volatity was 17.60, 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 870.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 26DEC2024 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.91
Theta: -2.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 5.6 | -0.25 | 36.53 | 696 | -14 | 372 |
| 19 Dec | 11670.80 | 5.85 | -1.50 | 38.71 | 407 | -69 | 385 |
| 18 Dec | 11763.95 | 7.35 | 0.20 | 41.04 | 149 | -16 | 455 |
| 17 Dec | 11774.95 | 7.15 | 1.15 | 38.73 | 202 | -6 | 473 |
| 16 Dec | 11942.50 | 6 | 1.35 | 39.42 | 56 | -18 | 477 |
| 13 Dec | 12083.90 | 4.65 | -2.85 | 35.95 | 213 | -5 | 491 |
| 12 Dec | 11856.95 | 7.5 | -1.80 | 32.19 | 248 | -30 | 496 |
| 11 Dec | 11898.50 | 9.3 | -0.20 | 33.80 | 508 | -33 | 526 |
| 10 Dec | 11745.80 | 9.5 | -1.80 | 30.76 | 118 | -7 | 559 |
| 9 Dec | 11814.80 | 11.3 | 1.10 | 31.48 | 473 | -75 | 565 |
| 6 Dec | 11848.50 | 10.2 | -1.60 | 29.66 | 411 | -30 | 640 |
| 5 Dec | 11932.80 | 11.8 | -3.65 | 30.75 | 548 | 9 | 681 |
| 4 Dec | 11766.80 | 15.45 | -0.20 | 28.90 | 169 | 4 | 673 |
| 3 Dec | 11852.35 | 15.65 | -8.85 | 30.18 | 976 | -21 | 685 |
| 2 Dec | 11648.55 | 24.5 | -28.85 | 28.58 | 1,938 | 228 | 699 |
| 29 Nov | 11202.15 | 53.35 | -41.65 | 24.55 | 1,697 | 23 | 472 |
| 28 Nov | 10997.80 | 95 | 45.00 | 26.92 | 814 | 82 | 451 |
| 27 Nov | 11139.90 | 50 | -9.25 | 22.77 | 1,226 | 112 | 372 |
| 26 Nov | 11121.05 | 59.25 | 16.75 | 22.75 | 260 | 153 | 260 |
| 25 Nov | 11457.45 | 42.5 | -11.90 | 26.53 | 26 | 55 | 100 |
| 22 Nov | 11375.30 | 54.4 | -54.65 | 24.45 | 142 | 47 | 92 |
| 21 Nov | 10954.85 | 109.05 | -35.95 | 23.53 | 51 | 20 | 44 |
| 20 Nov | 10769.55 | 145 | 0.00 | 21.63 | 25 | 16 | 23 |
| 19 Nov | 10769.55 | 145 | -20.55 | 21.63 | 25 | 15 | 23 |
| 18 Nov | 10630.90 | 165.55 | -22.80 | 21.01 | 10 | 8 | 8 |
| 8 Nov | 11043.35 | 188.35 | 4.11 | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10500 expiring on 26DEC2024
Delta for 10500 PE is -0.03
Historical price for 10500 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 5.6, which was -0.25 lower than the previous day. The implied volatity was 36.53, the open interest changed by -14 which decreased total open position to 372
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 5.85, which was -1.50 lower than the previous day. The implied volatity was 38.71, the open interest changed by -69 which decreased total open position to 385
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 7.35, which was 0.20 higher than the previous day. The implied volatity was 41.04, the open interest changed by -16 which decreased total open position to 455
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 7.15, which was 1.15 higher than the previous day. The implied volatity was 38.73, the open interest changed by -6 which decreased total open position to 473
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 6, which was 1.35 higher than the previous day. The implied volatity was 39.42, the open interest changed by -18 which decreased total open position to 477
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 4.65, which was -2.85 lower than the previous day. The implied volatity was 35.95, the open interest changed by -5 which decreased total open position to 491
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 7.5, which was -1.80 lower than the previous day. The implied volatity was 32.19, the open interest changed by -30 which decreased total open position to 496
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 9.3, which was -0.20 lower than the previous day. The implied volatity was 33.80, the open interest changed by -33 which decreased total open position to 526
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 9.5, which was -1.80 lower than the previous day. The implied volatity was 30.76, the open interest changed by -7 which decreased total open position to 559
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 11.3, which was 1.10 higher than the previous day. The implied volatity was 31.48, the open interest changed by -75 which decreased total open position to 565
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 10.2, which was -1.60 lower than the previous day. The implied volatity was 29.66, the open interest changed by -30 which decreased total open position to 640
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 11.8, which was -3.65 lower than the previous day. The implied volatity was 30.75, the open interest changed by 9 which increased total open position to 681
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 15.45, which was -0.20 lower than the previous day. The implied volatity was 28.90, the open interest changed by 4 which increased total open position to 673
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 15.65, which was -8.85 lower than the previous day. The implied volatity was 30.18, the open interest changed by -21 which decreased total open position to 685
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 24.5, which was -28.85 lower than the previous day. The implied volatity was 28.58, the open interest changed by 228 which increased total open position to 699
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 53.35, which was -41.65 lower than the previous day. The implied volatity was 24.55, the open interest changed by 23 which increased total open position to 472
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 95, which was 45.00 higher than the previous day. The implied volatity was 26.92, the open interest changed by 82 which increased total open position to 451
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 50, which was -9.25 lower than the previous day. The implied volatity was 22.77, the open interest changed by 112 which increased total open position to 372
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 59.25, which was 16.75 higher than the previous day. The implied volatity was 22.75, the open interest changed by 153 which increased total open position to 260
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 42.5, which was -11.90 lower than the previous day. The implied volatity was 26.53, the open interest changed by 55 which increased total open position to 100
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 54.4, which was -54.65 lower than the previous day. The implied volatity was 24.45, the open interest changed by 47 which increased total open position to 92
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 109.05, which was -35.95 lower than the previous day. The implied volatity was 23.53, the open interest changed by 20 which increased total open position to 44
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 145, which was 0.00 lower than the previous day. The implied volatity was 21.63, the open interest changed by 16 which increased total open position to 23
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 145, which was -20.55 lower than the previous day. The implied volatity was 21.63, the open interest changed by 15 which increased total open position to 23
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 165.55, which was -22.80 lower than the previous day. The implied volatity was 21.01, the open interest changed by 8 which increased total open position to 8
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 188.35, which was lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
