ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 10600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 3.92
Theta: -10.02
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 412.9 | 166.25 | 27.37 | 424 | -5 | 62 | |||
| 20 Nov | 10769.55 | 246.65 | 0.00 | 22.22 | 239 | -22.5 | 66.5 | |||
| 19 Nov | 10769.55 | 246.65 | 52.25 | 22.22 | 239 | -23 | 66.5 | |||
| 18 Nov | 10630.90 | 194.4 | -60.60 | 19.52 | 640.5 | 27.5 | 91 | |||
| 14 Nov | 10728.50 | 255 | -102.80 | 19.49 | 476.5 | 60.5 | 63.5 | |||
| 13 Nov | 10782.20 | 357.8 | -67.25 | 24.83 | 2.5 | 1 | 3 | |||
| 12 Nov | 10892.00 | 425.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 10970.45 | 425.05 | -143.35 | 13.63 | 2 | 1 | 2 | |||
| 8 Nov | 11043.35 | 568.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 568.4 | -47.10 | 20.02 | 1.5 | 0.5 | 1.5 | |||
| 6 Nov | 11274.40 | 615.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 615.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 615.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 615.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 11065.65 | 615.5 | -475.70 | - | 1 | 0 | 0 | |||
| 30 Oct | 11205.10 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11112.10 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10995.20 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11069.30 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11300.30 | 1091.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 1091.2 | 1091.20 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Sept | 11432.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 11460.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 11424.90 | 0 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10600 expiring on 28NOV2024
Delta for 10600 CE is 0.82
Historical price for 10600 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 412.9, which was 166.25 higher than the previous day. The implied volatity was 27.37, the open interest changed by -10 which decreased total open position to 124
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 246.65, which was 0.00 lower than the previous day. The implied volatity was 22.22, the open interest changed by -45 which decreased total open position to 133
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 246.65, which was 52.25 higher than the previous day. The implied volatity was 22.22, the open interest changed by -46 which decreased total open position to 133
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 194.4, which was -60.60 lower than the previous day. The implied volatity was 19.52, the open interest changed by 55 which increased total open position to 182
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 255, which was -102.80 lower than the previous day. The implied volatity was 19.49, the open interest changed by 121 which increased total open position to 127
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 357.8, which was -67.25 lower than the previous day. The implied volatity was 24.83, the open interest changed by 2 which increased total open position to 6
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 425.05, 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 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 425.05, which was -143.35 lower than the previous day. The implied volatity was 13.63, the open interest changed by 2 which increased total open position to 4
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 568.4, 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 568.4, which was -47.10 lower than the previous day. The implied volatity was 20.02, the open interest changed by 1 which increased total open position to 3
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 615.5, 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 615.5, 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 615.5, 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 615.5, 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 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 615.5, which was -475.70 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, 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 1091.2, which was 1091.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept ULTRACEMCO was trading at 11432.85. 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 3 Sept ULTRACEMCO was trading at 11460.80. 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 2 Sept ULTRACEMCO was trading at 11424.90. 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 28NOV2024 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 3.86
Theta: -6.90
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 38.15 | -52.85 | 26.91 | 1,373.5 | 7.5 | 222.5 |
| 20 Nov | 10769.55 | 91 | 0.00 | 24.11 | 591 | 25 | 222 |
| 19 Nov | 10769.55 | 91 | -11.70 | 24.11 | 591 | 32 | 222 |
| 18 Nov | 10630.90 | 102.7 | 5.45 | 21.17 | 742 | 13.5 | 189 |
| 14 Nov | 10728.50 | 97.25 | 8.35 | 19.90 | 1,861.5 | 83.5 | 176.5 |
| 13 Nov | 10782.20 | 88.9 | 4.50 | 21.52 | 425.5 | -10.5 | 96 |
| 12 Nov | 10892.00 | 84.4 | 22.20 | 21.83 | 312.5 | -28 | 105.5 |
| 11 Nov | 10970.45 | 62.2 | 3.85 | 22.19 | 400.5 | 45 | 143 |
| 8 Nov | 11043.35 | 58.35 | -7.75 | 22.03 | 147 | 9.5 | 97.5 |
| 7 Nov | 11050.80 | 66.1 | 28.40 | 23.63 | 155 | 24.5 | 88 |
| 6 Nov | 11274.40 | 37.7 | -29.35 | 22.88 | 115.5 | -1 | 63.5 |
| 5 Nov | 11176.35 | 67.05 | -31.05 | 25.78 | 152 | 0 | 64.5 |
| 4 Nov | 11001.85 | 98.1 | 16.45 | 24.92 | 160.5 | 26.5 | 67 |
| 1 Nov | 11145.80 | 81.65 | 4.60 | 24.28 | 1 | 0 | 40 |
| 31 Oct | 11065.65 | 77.05 | 5.20 | - | 45 | 22 | 41 |
| 30 Oct | 11205.10 | 71.85 | -9.95 | - | 21 | 4 | 18 |
| 29 Oct | 11112.10 | 81.8 | 1.80 | - | 14 | 1 | 13 |
| 28 Oct | 11092.60 | 80 | -40.00 | - | 1 | 0 | 11 |
| 25 Oct | 10995.20 | 120 | 5.00 | - | 11 | -3 | 11 |
| 24 Oct | 11043.60 | 115 | -83.00 | - | 5 | 0 | 14 |
| 23 Oct | 10753.05 | 198 | 0.00 | - | 0 | 14 | 0 |
| 22 Oct | 10825.15 | 198 | -80.55 | - | 16 | 13 | 13 |
| 21 Oct | 10869.30 | 278.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 278.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 278.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11416.90 | 278.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 278.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 278.55 | 278.55 | - | 0 | 0 | 0 |
| 6 Sept | 11432.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 11460.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 11424.90 | 0 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10600 expiring on 28NOV2024
Delta for 10600 PE is -0.17
Historical price for 10600 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 38.15, which was -52.85 lower than the previous day. The implied volatity was 26.91, the open interest changed by 15 which increased total open position to 445
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 91, which was 0.00 lower than the previous day. The implied volatity was 24.11, the open interest changed by 50 which increased total open position to 444
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 91, which was -11.70 lower than the previous day. The implied volatity was 24.11, the open interest changed by 64 which increased total open position to 444
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 102.7, which was 5.45 higher than the previous day. The implied volatity was 21.17, the open interest changed by 27 which increased total open position to 378
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 97.25, which was 8.35 higher than the previous day. The implied volatity was 19.90, the open interest changed by 167 which increased total open position to 353
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 88.9, which was 4.50 higher than the previous day. The implied volatity was 21.52, the open interest changed by -21 which decreased total open position to 192
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 84.4, which was 22.20 higher than the previous day. The implied volatity was 21.83, the open interest changed by -56 which decreased total open position to 211
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 62.2, which was 3.85 higher than the previous day. The implied volatity was 22.19, the open interest changed by 90 which increased total open position to 286
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 58.35, which was -7.75 lower than the previous day. The implied volatity was 22.03, the open interest changed by 19 which increased total open position to 195
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 66.1, which was 28.40 higher than the previous day. The implied volatity was 23.63, the open interest changed by 49 which increased total open position to 176
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 37.7, which was -29.35 lower than the previous day. The implied volatity was 22.88, the open interest changed by -2 which decreased total open position to 127
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 67.05, which was -31.05 lower than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 129
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 98.1, which was 16.45 higher than the previous day. The implied volatity was 24.92, the open interest changed by 53 which increased total open position to 134
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 81.65, which was 4.60 higher than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 80
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 77.05, which was 5.20 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 71.85, which was -9.95 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 81.8, which was 1.80 higher 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 80, which was -40.00 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 120, which was 5.00 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 115, which was -83.00 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 198, 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 198, which was -80.55 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 278.55, 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 278.55, 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 278.55, 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 278.55, 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 278.55, 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 278.55, which was 278.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept ULTRACEMCO was trading at 11432.85. 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 3 Sept ULTRACEMCO was trading at 11460.80. 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 2 Sept ULTRACEMCO was trading at 11424.90. 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
