ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 10700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 704.2 | -545.80 | - | 12 | 0 | 24 | |||
| 19 Dec | 11670.80 | 1250 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 11763.95 | 1250 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 11774.95 | 1250 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 11942.50 | 1250 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 12083.90 | 1250 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 11856.95 | 1250 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 11 Dec | 11898.50 | 1250 | 358.50 | 36.49 | 4 | -2 | 25 | |||
| 10 Dec | 11745.80 | 891.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11814.80 | 891.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 11848.50 | 891.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 11932.80 | 891.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 11766.80 | 891.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 11852.35 | 891.5 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 2 Dec | 11648.55 | 891.5 | 271.50 | - | 23 | -8 | 27 | |||
| 29 Nov | 11202.15 | 620 | 136.55 | 19.93 | 23 | 15 | 38 | |||
| 28 Nov | 10997.80 | 483.45 | -151.95 | 14.69 | 22 | 6 | 23 | |||
| 27 Nov | 11139.90 | 635.4 | 52.00 | 23.18 | 22 | 16 | 17 | |||
| 26 Nov | 11121.05 | 583.4 | -153.15 | 21.11 | 1 | 0 | 0 | |||
| 25 Nov | 11457.45 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 11375.30 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 10954.85 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 10769.55 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 10769.55 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 10728.50 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 10782.20 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 736.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 736.55 | 736.55 | - | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 0 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10700 expiring on 26DEC2024
Delta for 10700 CE is -
Historical price for 10700 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 704.2, which was -545.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 19 Dec ULTRACEMCO was trading at 11670.80. 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 18 Dec ULTRACEMCO was trading at 11763.95. 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 17 Dec ULTRACEMCO was trading at 11774.95. 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 16 Dec ULTRACEMCO was trading at 11942.50. 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 13 Dec ULTRACEMCO was trading at 12083.90. 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 12 Dec ULTRACEMCO was trading at 11856.95. 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 -3 which decreased total open position to 0
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 1250, which was 358.50 higher than the previous day. The implied volatity was 36.49, the open interest changed by -2 which decreased total open position to 25
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 891.5, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 891.5, 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 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 891.5, 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 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 891.5, 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 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 891.5, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 891.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 891.5, which was 271.50 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 27
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 620, which was 136.55 higher than the previous day. The implied volatity was 19.93, the open interest changed by 15 which increased total open position to 38
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 483.45, which was -151.95 lower than the previous day. The implied volatity was 14.69, the open interest changed by 6 which increased total open position to 23
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 635.4, which was 52.00 higher than the previous day. The implied volatity was 23.18, the open interest changed by 16 which increased total open position to 17
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 583.4, which was -153.15 lower than the previous day. The implied volatity was 21.11, 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 736.55, 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 736.55, 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 736.55, 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 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 736.55, 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 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 736.55, 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 736.55, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 736.55, 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 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 736.55, 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 736.55, 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 736.55, 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 736.55, which was 736.55 higher 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 0, 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 10700 PE | |||||||
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Delta: -0.04
Vega: 1.31
Theta: -3.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 8.15 | -0.85 | 32.11 | 685 | -63 | 202 |
| 19 Dec | 11670.80 | 9 | -0.45 | 35.35 | 247 | -52 | 265 |
| 18 Dec | 11763.95 | 9.45 | 0.35 | 36.98 | 82 | -21 | 317 |
| 17 Dec | 11774.95 | 9.1 | 1.20 | 34.86 | 601 | 104 | 338 |
| 16 Dec | 11942.50 | 7.9 | -0.75 | 36.15 | 83 | -17 | 212 |
| 13 Dec | 12083.90 | 8.65 | 0.20 | 35.16 | 75 | -1 | 229 |
| 12 Dec | 11856.95 | 8.45 | -4.25 | 28.50 | 54 | 24 | 230 |
| 11 Dec | 11898.50 | 12.7 | -0.35 | 31.33 | 383 | -168 | 205 |
| 10 Dec | 11745.80 | 13.05 | -2.95 | 28.28 | 220 | 32 | 371 |
| 9 Dec | 11814.80 | 16 | 2.10 | 29.34 | 65 | 15 | 339 |
| 6 Dec | 11848.50 | 13.9 | -2.95 | 27.53 | 63 | -6 | 326 |
| 5 Dec | 11932.80 | 16.85 | -5.10 | 29.04 | 177 | 6 | 332 |
| 4 Dec | 11766.80 | 21.95 | 0.00 | 27.11 | 227 | 21 | 323 |
| 3 Dec | 11852.35 | 21.95 | -13.55 | 28.48 | 519 | 107 | 332 |
| 2 Dec | 11648.55 | 35.5 | -48.40 | 27.08 | 890 | -85 | 219 |
| 29 Nov | 11202.15 | 83.9 | -34.80 | 23.75 | 692 | 108 | 300 |
| 28 Nov | 10997.80 | 118.7 | 40.70 | 24.14 | 201 | 58 | 189 |
| 27 Nov | 11139.90 | 78 | -16.50 | 21.76 | 285 | 36 | 132 |
| 26 Nov | 11121.05 | 94.5 | 22.15 | 22.12 | 130 | 56 | 93 |
| 25 Nov | 11457.45 | 72.35 | 0.00 | 0.00 | 0 | 17 | 0 |
| 22 Nov | 11375.30 | 72.35 | -80.70 | 22.63 | 26 | 6 | 34 |
| 21 Nov | 10954.85 | 153.05 | -56.95 | 22.35 | 25 | 8 | 19 |
| 20 Nov | 10769.55 | 210 | 0.00 | 20.96 | 16 | 10 | 9 |
| 19 Nov | 10769.55 | 210 | -82.00 | 20.96 | 16 | 8 | 9 |
| 18 Nov | 10630.90 | 292 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 10728.50 | 292 | 39.95 | 24.91 | 1 | 0 | 0 |
| 13 Nov | 10782.20 | 252.05 | 0.00 | 1.54 | 0 | 0 | 0 |
| 8 Nov | 11043.35 | 252.05 | 0.00 | 2.88 | 0 | 0 | 0 |
| 5 Nov | 11176.35 | 252.05 | 252.05 | 3.76 | 0 | 0 | 0 |
| 4 Nov | 11001.85 | 0 | 0.00 | 2.75 | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 0 | 3.48 | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10700 expiring on 26DEC2024
Delta for 10700 PE is -0.04
Historical price for 10700 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 8.15, which was -0.85 lower than the previous day. The implied volatity was 32.11, the open interest changed by -63 which decreased total open position to 202
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 9, which was -0.45 lower than the previous day. The implied volatity was 35.35, the open interest changed by -52 which decreased total open position to 265
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 9.45, which was 0.35 higher than the previous day. The implied volatity was 36.98, the open interest changed by -21 which decreased total open position to 317
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 9.1, which was 1.20 higher than the previous day. The implied volatity was 34.86, the open interest changed by 104 which increased total open position to 338
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 7.9, which was -0.75 lower than the previous day. The implied volatity was 36.15, the open interest changed by -17 which decreased total open position to 212
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 8.65, which was 0.20 higher than the previous day. The implied volatity was 35.16, the open interest changed by -1 which decreased total open position to 229
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 8.45, which was -4.25 lower than the previous day. The implied volatity was 28.50, the open interest changed by 24 which increased total open position to 230
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 12.7, which was -0.35 lower than the previous day. The implied volatity was 31.33, the open interest changed by -168 which decreased total open position to 205
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 13.05, which was -2.95 lower than the previous day. The implied volatity was 28.28, the open interest changed by 32 which increased total open position to 371
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 16, which was 2.10 higher than the previous day. The implied volatity was 29.34, the open interest changed by 15 which increased total open position to 339
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 13.9, which was -2.95 lower than the previous day. The implied volatity was 27.53, the open interest changed by -6 which decreased total open position to 326
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 16.85, which was -5.10 lower than the previous day. The implied volatity was 29.04, the open interest changed by 6 which increased total open position to 332
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was 27.11, the open interest changed by 21 which increased total open position to 323
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 21.95, which was -13.55 lower than the previous day. The implied volatity was 28.48, the open interest changed by 107 which increased total open position to 332
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 35.5, which was -48.40 lower than the previous day. The implied volatity was 27.08, the open interest changed by -85 which decreased total open position to 219
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 83.9, which was -34.80 lower than the previous day. The implied volatity was 23.75, the open interest changed by 108 which increased total open position to 300
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 118.7, which was 40.70 higher than the previous day. The implied volatity was 24.14, the open interest changed by 58 which increased total open position to 189
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 78, which was -16.50 lower than the previous day. The implied volatity was 21.76, the open interest changed by 36 which increased total open position to 132
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 94.5, which was 22.15 higher than the previous day. The implied volatity was 22.12, the open interest changed by 56 which increased total open position to 93
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 72.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 72.35, which was -80.70 lower than the previous day. The implied volatity was 22.63, the open interest changed by 6 which increased total open position to 34
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 153.05, which was -56.95 lower than the previous day. The implied volatity was 22.35, the open interest changed by 8 which increased total open position to 19
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 20.96, the open interest changed by 10 which increased total open position to 9
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 210, which was -82.00 lower than the previous day. The implied volatity was 20.96, the open interest changed by 8 which increased total open position to 9
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 292, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 292, which was 39.95 higher than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 252.05, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 252.05, which was 0.00 lower than the previous day. The implied volatity was 2.88, 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 252.05, which was 252.05 higher than the previous day. The implied volatity was 3.76, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.75, 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 0, which was lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
