ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 10800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 5.35
Theta: -11.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 246.85 | 135.55 | 23.97 | 3,712.5 | -84.5 | 190 | |||
| 20 Nov | 10769.55 | 111.3 | 0.00 | 18.82 | 1,783 | 64 | 273 | |||
| 19 Nov | 10769.55 | 111.3 | 18.30 | 18.82 | 1,783 | 62.5 | 273 | |||
| 18 Nov | 10630.90 | 93 | -42.95 | 19.20 | 932 | 47 | 213.5 | |||
| 14 Nov | 10728.50 | 135.95 | -38.55 | 18.40 | 1,574.5 | 31.5 | 167.5 | |||
| 13 Nov | 10782.20 | 174.5 | -57.80 | 17.36 | 545 | 57 | 135.5 | |||
| 12 Nov | 10892.00 | 232.3 | -82.15 | 20.56 | 161 | 34.5 | 80.5 | |||
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| 11 Nov | 10970.45 | 314.45 | -77.55 | 20.36 | 20 | 7.5 | 45.5 | |||
| 8 Nov | 11043.35 | 392 | -8.00 | 21.49 | 7 | -0.5 | 37 | |||
| 7 Nov | 11050.80 | 400 | -171.65 | 18.58 | 15.5 | 0 | 37.5 | |||
| 6 Nov | 11274.40 | 571.65 | 73.65 | 22.05 | 6 | -0.5 | 38 | |||
| 5 Nov | 11176.35 | 498 | 100.90 | 17.55 | 4 | 0 | 37.5 | |||
| 4 Nov | 11001.85 | 397.1 | -107.90 | 20.47 | 15.5 | 8.5 | 37.5 | |||
| 1 Nov | 11145.80 | 505 | 33.05 | 22.49 | 1 | -0.5 | 28.5 | |||
| 31 Oct | 11065.65 | 471.95 | -88.05 | - | 9 | 4 | 29 | |||
| 30 Oct | 11205.10 | 560 | 55.00 | - | 18 | 5 | 23 | |||
| 29 Oct | 11112.10 | 505 | -37.15 | - | 18 | 7 | 18 | |||
| 28 Oct | 11092.60 | 542.15 | 93.90 | - | 4 | -1 | 11 | |||
| 25 Oct | 10995.20 | 448.25 | -28.50 | - | 15 | -5 | 12 | |||
| 24 Oct | 11043.60 | 476.75 | 165.95 | - | 44 | -7 | 18 | |||
| 23 Oct | 10753.05 | 310.8 | -54.20 | - | 42 | 16 | 25 | |||
| 22 Oct | 10825.15 | 365 | -49.20 | - | 14 | 6 | 8 | |||
| 21 Oct | 10869.30 | 414.2 | -548.05 | - | 3 | 1 | 1 | |||
| 18 Oct | 11069.30 | 962.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 962.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 962.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11300.30 | 962.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 962.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11389.80 | 962.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11230.35 | 962.25 | 962.25 | - | 0 | 0 | 0 | |||
| 24 Sept | 11761.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 11798.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 11627.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 11630.90 | 0 | 0.00 | - | 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 10800 expiring on 28NOV2024
Delta for 10800 CE is 0.69
Historical price for 10800 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 246.85, which was 135.55 higher than the previous day. The implied volatity was 23.97, the open interest changed by -169 which decreased total open position to 380
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 111.3, which was 0.00 lower than the previous day. The implied volatity was 18.82, the open interest changed by 128 which increased total open position to 546
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 111.3, which was 18.30 higher than the previous day. The implied volatity was 18.82, the open interest changed by 125 which increased total open position to 546
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 93, which was -42.95 lower than the previous day. The implied volatity was 19.20, the open interest changed by 94 which increased total open position to 427
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 135.95, which was -38.55 lower than the previous day. The implied volatity was 18.40, the open interest changed by 63 which increased total open position to 335
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 174.5, which was -57.80 lower than the previous day. The implied volatity was 17.36, the open interest changed by 114 which increased total open position to 271
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 232.3, which was -82.15 lower than the previous day. The implied volatity was 20.56, the open interest changed by 69 which increased total open position to 161
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 314.45, which was -77.55 lower than the previous day. The implied volatity was 20.36, the open interest changed by 15 which increased total open position to 91
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 392, which was -8.00 lower than the previous day. The implied volatity was 21.49, the open interest changed by -1 which decreased total open position to 74
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 400, which was -171.65 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 75
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 571.65, which was 73.65 higher than the previous day. The implied volatity was 22.05, the open interest changed by -1 which decreased total open position to 76
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 498, which was 100.90 higher than the previous day. The implied volatity was 17.55, the open interest changed by 0 which decreased total open position to 75
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 397.1, which was -107.90 lower than the previous day. The implied volatity was 20.47, the open interest changed by 17 which increased total open position to 75
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 505, which was 33.05 higher than the previous day. The implied volatity was 22.49, the open interest changed by -1 which decreased total open position to 57
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 471.95, which was -88.05 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 560, which was 55.00 higher 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 505, which was -37.15 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 542.15, which was 93.90 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 448.25, which was -28.50 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 476.75, which was 165.95 higher 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 310.8, which was -54.20 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 365, which was -49.20 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 414.2, which was -548.05 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 962.25, 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 17 Oct ULTRACEMCO was trading at 11017.30. The strike last trading price was 962.25, 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 15 Oct ULTRACEMCO was trading at 11416.90. The strike last trading price was 962.25, 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 14 Oct ULTRACEMCO was trading at 11300.30. The strike last trading price was 962.25, 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 10 Oct ULTRACEMCO was trading at 11430.05. The strike last trading price was 962.25, 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 8 Oct ULTRACEMCO was trading at 11389.80. The strike last trading price was 962.25, 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 7 Oct ULTRACEMCO was trading at 11230.35. The strike last trading price was 962.25, which was 962.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept ULTRACEMCO was trading at 11761.65. 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 20 Sept ULTRACEMCO was trading at 11798.30. 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 19 Sept ULTRACEMCO was trading at 11627.50. 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 18 Sept ULTRACEMCO was trading at 11630.90. 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 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 10800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 5.37
Theta: -8.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 76 | -96.40 | 24.43 | 2,690 | 142 | 393.5 |
| 20 Nov | 10769.55 | 172.4 | 0.00 | 23.10 | 1,243.5 | 70 | 255.5 |
| 19 Nov | 10769.55 | 172.4 | -18.65 | 23.10 | 1,243.5 | 74 | 255.5 |
| 18 Nov | 10630.90 | 191.05 | 10.05 | 19.40 | 431 | -34 | 183 |
| 14 Nov | 10728.50 | 181 | 17.20 | 19.20 | 1,000.5 | -21.5 | 216.5 |
| 13 Nov | 10782.20 | 163.8 | 11.80 | 21.24 | 1,035.5 | 11 | 242 |
| 12 Nov | 10892.00 | 152 | 45.25 | 21.35 | 485 | -30.5 | 232.5 |
| 11 Nov | 10970.45 | 106.75 | 2.50 | 20.81 | 437 | 35 | 263 |
| 8 Nov | 11043.35 | 104.25 | 6.25 | 21.52 | 269.5 | 24.5 | 228.5 |
| 7 Nov | 11050.80 | 98 | 35.30 | 21.56 | 463.5 | -26 | 203.5 |
| 6 Nov | 11274.40 | 62.7 | -43.70 | 21.71 | 571 | 50 | 229.5 |
| 5 Nov | 11176.35 | 106.4 | -46.55 | 25.13 | 402 | 13.5 | 182 |
| 4 Nov | 11001.85 | 152.95 | 35.95 | 24.43 | 257.5 | 29.5 | 166 |
| 1 Nov | 11145.80 | 117 | -1.50 | 22.71 | 4.5 | -4 | 136 |
| 31 Oct | 11065.65 | 118.5 | 9.05 | - | 159 | 28 | 141 |
| 30 Oct | 11205.10 | 109.45 | -8.60 | - | 89 | 21 | 113 |
| 29 Oct | 11112.10 | 118.05 | -17.10 | - | 57 | 5 | 93 |
| 28 Oct | 11092.60 | 135.15 | -47.85 | - | 86 | -14 | 88 |
| 25 Oct | 10995.20 | 183 | 16.25 | - | 53 | 23 | 102 |
| 24 Oct | 11043.60 | 166.75 | -95.25 | - | 23 | 14 | 78 |
| 23 Oct | 10753.05 | 262 | -18.80 | - | 12 | 2 | 64 |
| 22 Oct | 10825.15 | 280.8 | 10.80 | - | 115 | 55 | 62 |
| 21 Oct | 10869.30 | 270 | 166.00 | - | 10 | 5 | 6 |
| 18 Oct | 11069.30 | 104 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 104 | -31.00 | - | 0 | 1 | 0 |
| 15 Oct | 11416.90 | 135 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 135 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 135 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 135 | -60.00 | - | 2 | 1 | 1 |
| 7 Oct | 11230.35 | 195 | 195.00 | - | 4 | 1 | 1 |
| 24 Sept | 11761.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 11798.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 11627.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 11630.90 | 0 | 0.00 | - | 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 10800 expiring on 28NOV2024
Delta for 10800 PE is -0.31
Historical price for 10800 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 76, which was -96.40 lower than the previous day. The implied volatity was 24.43, the open interest changed by 284 which increased total open position to 787
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 172.4, which was 0.00 lower than the previous day. The implied volatity was 23.10, the open interest changed by 140 which increased total open position to 511
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 172.4, which was -18.65 lower than the previous day. The implied volatity was 23.10, the open interest changed by 148 which increased total open position to 511
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 191.05, which was 10.05 higher than the previous day. The implied volatity was 19.40, the open interest changed by -68 which decreased total open position to 366
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 181, which was 17.20 higher than the previous day. The implied volatity was 19.20, the open interest changed by -43 which decreased total open position to 433
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 163.8, which was 11.80 higher than the previous day. The implied volatity was 21.24, the open interest changed by 22 which increased total open position to 484
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 152, which was 45.25 higher than the previous day. The implied volatity was 21.35, the open interest changed by -61 which decreased total open position to 465
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 106.75, which was 2.50 higher than the previous day. The implied volatity was 20.81, the open interest changed by 70 which increased total open position to 526
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 104.25, which was 6.25 higher than the previous day. The implied volatity was 21.52, the open interest changed by 49 which increased total open position to 457
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 98, which was 35.30 higher than the previous day. The implied volatity was 21.56, the open interest changed by -52 which decreased total open position to 407
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 62.7, which was -43.70 lower than the previous day. The implied volatity was 21.71, the open interest changed by 100 which increased total open position to 459
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 106.4, which was -46.55 lower than the previous day. The implied volatity was 25.13, the open interest changed by 27 which increased total open position to 364
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 152.95, which was 35.95 higher than the previous day. The implied volatity was 24.43, the open interest changed by 59 which increased total open position to 332
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 117, which was -1.50 lower than the previous day. The implied volatity was 22.71, the open interest changed by -8 which decreased total open position to 272
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 118.5, which was 9.05 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 109.45, which was -8.60 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 118.05, which was -17.10 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 135.15, which was -47.85 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 183, which was 16.25 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 166.75, which was -95.25 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 262, which was -18.80 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 280.8, which was 10.80 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 270, which was 166.00 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 104, 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 104, which was -31.00 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 135, 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 135, 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 135, 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 8 Oct ULTRACEMCO was trading at 11389.80. The strike last trading price was 135, which was -60.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ULTRACEMCO was trading at 11230.35. The strike last trading price was 195, which was 195.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept ULTRACEMCO was trading at 11761.65. 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 20 Sept ULTRACEMCO was trading at 11798.30. 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 19 Sept ULTRACEMCO was trading at 11627.50. 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 18 Sept ULTRACEMCO was trading at 11630.90. 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 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
