ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 10500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 3.13
Theta: -8.81
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 500 | 183.15 | 28.26 | 54 | -3 | 49.5 | |||
| 20 Nov | 10769.55 | 316.85 | 0.00 | 19.75 | 82 | -3 | 54 | |||
| 19 Nov | 10769.55 | 316.85 | 50.15 | 19.75 | 82 | -1.5 | 54 | |||
| 18 Nov | 10630.90 | 266.7 | -59.60 | 20.52 | 139 | 5 | 45 | |||
| 14 Nov | 10728.50 | 326.3 | -36.45 | 19.85 | 193 | 33.5 | 41 | |||
| 13 Nov | 10782.20 | 362.75 | -108.60 | 14.11 | 5.5 | 1.5 | 7.5 | |||
| 12 Nov | 10892.00 | 471.35 | -163.40 | 25.69 | 5.5 | 1 | 7 | |||
| 11 Nov | 10970.45 | 634.75 | 53.25 | 34.34 | 14 | -0.5 | 6.5 | |||
| 8 Nov | 11043.35 | 581.5 | -61.45 | 14.53 | 5.5 | 2 | 6.5 | |||
| 7 Nov | 11050.80 | 642.95 | -105.60 | 17.52 | 5.5 | -3 | 4.5 | |||
| 6 Nov | 11274.40 | 748.55 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Nov | 11176.35 | 748.55 | 167.25 | - | 4.5 | -1 | 7.5 | |||
| 4 Nov | 11001.85 | 581.3 | -63.70 | - | 5 | 1.5 | 7.5 | |||
| 1 Nov | 11145.80 | 645 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 11065.65 | 645 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 11205.10 | 645 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 11112.10 | 645 | -91.10 | - | 1 | 0 | 5 | |||
| 28 Oct | 11092.60 | 736.1 | 61.65 | - | 3 | 0 | 2 | |||
| 25 Oct | 10995.20 | 674.45 | 94.45 | - | 1 | 0 | 2 | |||
| 24 Oct | 11043.60 | 580 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 580 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 580 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 10869.30 | 580 | -420.00 | - | 1 | 0 | 1 | |||
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| 18 Oct | 11069.30 | 1000 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 1000 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 1000 | -747.95 | - | 1 | 0 | 0 | |||
| 14 Oct | 11300.30 | 1747.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 1747.95 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10500 expiring on 28NOV2024
Delta for 10500 CE is 0.87
Historical price for 10500 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 500, which was 183.15 higher than the previous day. The implied volatity was 28.26, the open interest changed by -6 which decreased total open position to 99
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 316.85, which was 0.00 lower than the previous day. The implied volatity was 19.75, the open interest changed by -6 which decreased total open position to 108
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 316.85, which was 50.15 higher than the previous day. The implied volatity was 19.75, the open interest changed by -3 which decreased total open position to 108
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 266.7, which was -59.60 lower than the previous day. The implied volatity was 20.52, the open interest changed by 10 which increased total open position to 90
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 326.3, which was -36.45 lower than the previous day. The implied volatity was 19.85, the open interest changed by 67 which increased total open position to 82
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 362.75, which was -108.60 lower than the previous day. The implied volatity was 14.11, the open interest changed by 3 which increased total open position to 15
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 471.35, which was -163.40 lower than the previous day. The implied volatity was 25.69, the open interest changed by 2 which increased total open position to 14
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 634.75, which was 53.25 higher than the previous day. The implied volatity was 34.34, the open interest changed by -1 which decreased total open position to 13
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 581.5, which was -61.45 lower than the previous day. The implied volatity was 14.53, the open interest changed by 4 which increased total open position to 13
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 642.95, which was -105.60 lower than the previous day. The implied volatity was 17.52, the open interest changed by -6 which decreased total open position to 9
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 748.55, 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 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 748.55, which was 167.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 15
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 581.3, which was -63.70 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 15
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 645, 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 645, 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 645, 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 645, which was -91.10 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 736.1, which was 61.65 higher 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 674.45, which was 94.45 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 580, 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 580, 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 580, 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 580, which was -420.00 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 1000, 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 1000, 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 15 Oct ULTRACEMCO was trading at 11416.90. The strike last trading price was 1000, which was -747.95 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 1747.95, 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 10 Oct ULTRACEMCO was trading at 11430.05. The strike last trading price was 1747.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 3.08
Theta: -5.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 26.15 | -33.85 | 27.91 | 1,740 | 108 | 488 |
| 20 Nov | 10769.55 | 60 | 0.00 | 24.36 | 645.5 | -31 | 390.5 |
| 19 Nov | 10769.55 | 60 | -8.80 | 24.36 | 645.5 | -20.5 | 390.5 |
| 18 Nov | 10630.90 | 68.8 | -3.00 | 21.29 | 725.5 | -110 | 411.5 |
| 14 Nov | 10728.50 | 71.8 | 5.80 | 20.73 | 2,227.5 | 135 | 526.5 |
| 13 Nov | 10782.20 | 66 | 1.00 | 22.15 | 605 | 9.5 | 392 |
| 12 Nov | 10892.00 | 65 | 17.30 | 22.71 | 357.5 | -16.5 | 387.5 |
| 11 Nov | 10970.45 | 47.7 | 0.20 | 23.00 | 314 | 2.5 | 414 |
| 8 Nov | 11043.35 | 47.5 | 2.45 | 22.77 | 299.5 | 41 | 413.5 |
| 7 Nov | 11050.80 | 45.05 | 13.80 | 23.11 | 363 | 44.5 | 373 |
| 6 Nov | 11274.40 | 31.25 | -21.80 | 23.93 | 290 | 12.5 | 328 |
| 5 Nov | 11176.35 | 53.05 | -25.85 | 26.20 | 351 | -56.5 | 316.5 |
| 4 Nov | 11001.85 | 78.9 | 13.90 | 25.38 | 394.5 | 69 | 375.5 |
| 1 Nov | 11145.80 | 65 | -0.65 | 24.59 | 30.5 | 5.5 | 306.5 |
| 31 Oct | 11065.65 | 65.65 | 7.65 | - | 222 | 58 | 299 |
| 30 Oct | 11205.10 | 58 | -4.95 | - | 380 | -65 | 287 |
| 29 Oct | 11112.10 | 62.95 | -11.80 | - | 162 | 29 | 354 |
| 28 Oct | 11092.60 | 74.75 | -23.60 | - | 121 | 17 | 327 |
| 25 Oct | 10995.20 | 98.35 | 8.25 | - | 132 | -1 | 310 |
| 24 Oct | 11043.60 | 90.1 | -71.70 | - | 231 | 52 | 312 |
| 23 Oct | 10753.05 | 161.8 | -11.30 | - | 171 | 113 | 261 |
| 22 Oct | 10825.15 | 173.1 | -0.90 | - | 201 | -25 | 147 |
| 21 Oct | 10869.30 | 174 | 75.65 | - | 367 | 135 | 172 |
| 18 Oct | 11069.30 | 98.35 | 8.35 | - | 40 | 24 | 36 |
| 17 Oct | 11017.30 | 90 | 30.00 | - | 14 | 8 | 11 |
| 15 Oct | 11416.90 | 60 | 0.00 | - | 1 | 0 | 3 |
| 14 Oct | 11300.30 | 60 | -10.00 | - | 1 | 0 | 2 |
| 10 Oct | 11430.05 | 70 | - | 2 | 1 | 1 | |
For Ultratech Cement Limited - strike price 10500 expiring on 28NOV2024
Delta for 10500 PE is -0.12
Historical price for 10500 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 26.15, which was -33.85 lower than the previous day. The implied volatity was 27.91, the open interest changed by 216 which increased total open position to 976
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 24.36, the open interest changed by -62 which decreased total open position to 781
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 60, which was -8.80 lower than the previous day. The implied volatity was 24.36, the open interest changed by -41 which decreased total open position to 781
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 68.8, which was -3.00 lower than the previous day. The implied volatity was 21.29, the open interest changed by -220 which decreased total open position to 823
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 71.8, which was 5.80 higher than the previous day. The implied volatity was 20.73, the open interest changed by 270 which increased total open position to 1053
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 66, which was 1.00 higher than the previous day. The implied volatity was 22.15, the open interest changed by 19 which increased total open position to 784
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 65, which was 17.30 higher than the previous day. The implied volatity was 22.71, the open interest changed by -33 which decreased total open position to 775
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 47.7, which was 0.20 higher than the previous day. The implied volatity was 23.00, the open interest changed by 5 which increased total open position to 828
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 47.5, which was 2.45 higher than the previous day. The implied volatity was 22.77, the open interest changed by 82 which increased total open position to 827
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 45.05, which was 13.80 higher than the previous day. The implied volatity was 23.11, the open interest changed by 89 which increased total open position to 746
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 31.25, which was -21.80 lower than the previous day. The implied volatity was 23.93, the open interest changed by 25 which increased total open position to 656
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 53.05, which was -25.85 lower than the previous day. The implied volatity was 26.20, the open interest changed by -113 which decreased total open position to 633
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 78.9, which was 13.90 higher than the previous day. The implied volatity was 25.38, the open interest changed by 138 which increased total open position to 751
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 65, which was -0.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 11 which increased total open position to 613
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 65.65, which was 7.65 higher 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 58, which was -4.95 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 62.95, which was -11.80 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 74.75, which was -23.60 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 98.35, which was 8.25 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 90.1, which was -71.70 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 161.8, which was -11.30 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 173.1, which was -0.90 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 174, which was 75.65 higher 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 98.35, which was 8.35 higher 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 90, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ULTRACEMCO was trading at 11416.90. The strike last trading price was 60, 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 60, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ULTRACEMCO was trading at 11430.05. The strike last trading price was 70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
