ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 10700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 4.63
Theta: -10.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 326.75 | 159.80 | 25.59 | 1,870 | 12 | 151.5 | |||
| 20 Nov | 10769.55 | 166.95 | 0.00 | 19.46 | 1,367 | -81 | 139 | |||
| 19 Nov | 10769.55 | 166.95 | 31.25 | 19.46 | 1,367 | -81.5 | 139 | |||
| 18 Nov | 10630.90 | 135.7 | -53.25 | 19.04 | 1,151 | 86.5 | 221.5 | |||
| 14 Nov | 10728.50 | 188.95 | -46.10 | 18.73 | 1,226 | 117 | 136 | |||
| 13 Nov | 10782.20 | 235.05 | -68.20 | 17.57 | 37.5 | 7.5 | 18 | |||
| 12 Nov | 10892.00 | 303.25 | -156.65 | 21.82 | 11 | 5 | 10.5 | |||
| 11 Nov | 10970.45 | 459.9 | -166.35 | 29.78 | 1 | 0.5 | 5.5 | |||
| 8 Nov | 11043.35 | 626.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 626.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 626.25 | 48.55 | 17.18 | 1 | 0 | 5 | |||
| 5 Nov | 11176.35 | 577.7 | 140.80 | 16.75 | 1.5 | 1 | 5 | |||
| 4 Nov | 11001.85 | 436.9 | -108.40 | 16.79 | 1.5 | 0 | 3 | |||
| 1 Nov | 11145.80 | 545.3 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 11065.65 | 545.3 | -1027.60 | - | 3 | 2 | 2 | |||
| 30 Oct | 11205.10 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11112.10 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10995.20 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 11043.60 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11069.30 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11300.30 | 1572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 1572.9 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10700 expiring on 28NOV2024
Delta for 10700 CE is 0.77
Historical price for 10700 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 326.75, which was 159.80 higher than the previous day. The implied volatity was 25.59, the open interest changed by 24 which increased total open position to 303
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 166.95, which was 0.00 lower than the previous day. The implied volatity was 19.46, the open interest changed by -162 which decreased total open position to 278
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 166.95, which was 31.25 higher than the previous day. The implied volatity was 19.46, the open interest changed by -163 which decreased total open position to 278
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 135.7, which was -53.25 lower than the previous day. The implied volatity was 19.04, the open interest changed by 173 which increased total open position to 443
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 188.95, which was -46.10 lower than the previous day. The implied volatity was 18.73, the open interest changed by 234 which increased total open position to 272
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 235.05, which was -68.20 lower than the previous day. The implied volatity was 17.57, the open interest changed by 15 which increased total open position to 36
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 303.25, which was -156.65 lower than the previous day. The implied volatity was 21.82, the open interest changed by 10 which increased total open position to 21
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 459.9, which was -166.35 lower than the previous day. The implied volatity was 29.78, the open interest changed by 1 which increased total open position to 11
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 626.25, 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 626.25, 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 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 626.25, which was 48.55 higher than the previous day. The implied volatity was 17.18, the open interest changed by 0 which decreased total open position to 10
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 577.7, which was 140.80 higher than the previous day. The implied volatity was 16.75, the open interest changed by 2 which increased total open position to 10
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 436.9, which was -108.40 lower than the previous day. The implied volatity was 16.79, the open interest changed by 0 which decreased total open position to 6
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 545.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 545.3, which was -1027.60 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, 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 1572.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 10700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 4.64
Theta: -7.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 54 | -65.75 | 25.68 | 2,064.5 | 54.5 | 253 |
| 20 Nov | 10769.55 | 119.75 | 0.00 | 22.52 | 1,115 | 15 | 197.5 |
| 19 Nov | 10769.55 | 119.75 | -22.20 | 22.52 | 1,115 | 14 | 197.5 |
| 18 Nov | 10630.90 | 141.95 | 8.00 | 20.36 | 711.5 | -3 | 178.5 |
| 14 Nov | 10728.50 | 133.95 | 12.95 | 19.49 | 1,297 | 3 | 181 |
| 13 Nov | 10782.20 | 121 | 6.10 | 21.22 | 452 | 58 | 180 |
| 12 Nov | 10892.00 | 114.9 | 28.40 | 21.63 | 533 | 2 | 122.5 |
| 11 Nov | 10970.45 | 86.5 | 3.15 | 22.11 | 391 | 16 | 124.5 |
| 8 Nov | 11043.35 | 83.35 | 4.35 | 21.94 | 240.5 | -0.5 | 108 |
| 7 Nov | 11050.80 | 79 | 28.50 | 22.42 | 472.5 | 36.5 | 108 |
| 6 Nov | 11274.40 | 50.5 | -34.15 | 22.57 | 508.5 | 8 | 71 |
| 5 Nov | 11176.35 | 84.65 | -39.75 | 25.43 | 142 | -0.5 | 67 |
| 4 Nov | 11001.85 | 124.4 | 23.80 | 24.80 | 140.5 | -9 | 68 |
| 1 Nov | 11145.80 | 100.6 | -1.40 | 23.81 | 1.5 | 0 | 77 |
| 31 Oct | 11065.65 | 102 | 12.00 | - | 68 | 24 | 75 |
| 30 Oct | 11205.10 | 90 | -50.00 | - | 64 | 35 | 51 |
| 29 Oct | 11112.10 | 140 | 37.15 | - | 21 | 5 | 17 |
| 28 Oct | 11092.60 | 102.85 | -32.20 | - | 9 | 4 | 11 |
| 25 Oct | 10995.20 | 135.05 | -98.20 | - | 7 | -2 | 7 |
| 24 Oct | 11043.60 | 233.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10753.05 | 233.25 | 0.00 | - | 0 | 9 | 0 |
| 22 Oct | 10825.15 | 233.25 | 159.35 | - | 17 | 9 | 9 |
| 21 Oct | 10869.30 | 73.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 73.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 73.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11416.90 | 73.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 73.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 73.9 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10700 expiring on 28NOV2024
Delta for 10700 PE is -0.23
Historical price for 10700 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 54, which was -65.75 lower than the previous day. The implied volatity was 25.68, the open interest changed by 109 which increased total open position to 506
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 119.75, which was 0.00 lower than the previous day. The implied volatity was 22.52, the open interest changed by 30 which increased total open position to 395
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 119.75, which was -22.20 lower than the previous day. The implied volatity was 22.52, the open interest changed by 28 which increased total open position to 395
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 141.95, which was 8.00 higher than the previous day. The implied volatity was 20.36, the open interest changed by -6 which decreased total open position to 357
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 133.95, which was 12.95 higher than the previous day. The implied volatity was 19.49, the open interest changed by 6 which increased total open position to 362
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 121, which was 6.10 higher than the previous day. The implied volatity was 21.22, the open interest changed by 116 which increased total open position to 360
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 114.9, which was 28.40 higher than the previous day. The implied volatity was 21.63, the open interest changed by 4 which increased total open position to 245
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 86.5, which was 3.15 higher than the previous day. The implied volatity was 22.11, the open interest changed by 32 which increased total open position to 249
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 83.35, which was 4.35 higher than the previous day. The implied volatity was 21.94, the open interest changed by -1 which decreased total open position to 216
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 79, which was 28.50 higher than the previous day. The implied volatity was 22.42, the open interest changed by 73 which increased total open position to 216
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 50.5, which was -34.15 lower than the previous day. The implied volatity was 22.57, the open interest changed by 16 which increased total open position to 142
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 84.65, which was -39.75 lower than the previous day. The implied volatity was 25.43, the open interest changed by -1 which decreased total open position to 134
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 124.4, which was 23.80 higher than the previous day. The implied volatity was 24.80, the open interest changed by -18 which decreased total open position to 136
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 100.6, which was -1.40 lower than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 154
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 102, which was 12.00 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 90, which was -50.00 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 140, which was 37.15 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 102.85, which was -32.20 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 135.05, which was -98.20 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 233.25, 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 233.25, 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 233.25, which was 159.35 higher 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 73.9, 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 73.9, 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 73.9, 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 73.9, 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 73.9, 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 73.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
