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[--[65.84.65.76]--]
ULTRACEMCO
Ultratech Cement Limited

11276.9 -126.65 (-1.11%)

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Historical option data for ULTRACEMCO

09 Jan 2025 12:21 PM IST
ULTRACEMCO 30JAN2025 10900 CE
Delta: 0.82
Vega: 7.23
Theta: -5.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Jan 11286.75 505.9 -285.40 19.37 10 3 22
8 Jan 11403.55 791.3 20.20 43.84 1 0 19
7 Jan 11618.55 771.1 -118.90 - 3 0 18
6 Jan 11503.60 890 0.00 0.00 0 0 0
3 Jan 11786.00 890 0.00 0.00 0 -1 0
2 Jan 11797.70 890 297.05 - 1 0 19
1 Jan 11447.00 592.95 0.00 0.00 0 0 0
31 Dec 11426.35 592.95 0.00 0.00 0 14 0
30 Dec 11288.35 592.95 -143.25 17.50 26 13 18
27 Dec 11406.55 736.2 122.20 25.14 5 0 0
26 Dec 11460.65 614 0.00 - 0 0 0
24 Dec 11390.35 614 0.00 - 0 0 0
23 Dec 11472.60 614 0.00 - 0 0 0
20 Dec 11422.80 614 0.00 - 0 0 0
18 Dec 11763.95 614 0.00 - 0 0 0
17 Dec 11774.95 614 0.00 - 0 0 0
16 Dec 11942.50 614 0.00 - 0 0 0
12 Dec 11856.95 614 0.00 - 0 0 0
11 Dec 11898.50 614 0.00 - 0 0 0
5 Dec 11932.80 614 0.00 - 0 0 0
4 Dec 11766.80 614 0.00 - 0 0 0
3 Dec 11852.35 614 0.00 - 0 0 0
2 Dec 11648.55 614 0.00 - 0 0 0
29 Nov 11202.15 614 - 0 0 0


For Ultratech Cement Limited - strike price 10900 expiring on 30JAN2025

Delta for 10900 CE is 0.82

Historical price for 10900 CE is as follows

On 9 Jan ULTRACEMCO was trading at 11286.75. The strike last trading price was 505.9, which was -285.40 lower than the previous day. The implied volatity was 19.37, the open interest changed by 3 which increased total open position to 22


On 8 Jan ULTRACEMCO was trading at 11403.55. The strike last trading price was 791.3, which was 20.20 higher than the previous day. The implied volatity was 43.84, the open interest changed by 0 which decreased total open position to 19


On 7 Jan ULTRACEMCO was trading at 11618.55. The strike last trading price was 771.1, which was -118.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 6 Jan ULTRACEMCO was trading at 11503.60. The strike last trading price was 890, 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 Jan ULTRACEMCO was trading at 11786.00. The strike last trading price was 890, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 890, which was 297.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 592.95, 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 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 592.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 592.95, which was -143.25 lower than the previous day. The implied volatity was 17.50, the open interest changed by 13 which increased total open position to 18


On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 736.2, which was 122.20 higher than the previous day. The implied volatity was 25.14, the open interest changed by 0 which decreased total open position to 0


On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 614, 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 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 614, 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 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 614, 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 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 614, 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 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 614, 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 614, 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 614, 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 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 614, 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 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 614, 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 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 614, 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 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 614, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 614, 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 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 614, 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 614, 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 30JAN2025 10900 PE
Delta: -0.28
Vega: 9.10
Theta: -5.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Jan 11286.75 147.6 47.35 30.52 631 128 370
8 Jan 11403.55 100.25 33.00 27.00 305 -26 243
7 Jan 11618.55 67.25 -22.65 28.07 120 26 269
6 Jan 11503.60 89.9 42.05 27.75 126 13 243
3 Jan 11786.00 47.85 5.30 26.09 102 -5 235
2 Jan 11797.70 42.55 -44.10 24.97 281 33 240
1 Jan 11447.00 86.65 -10.25 24.36 146 53 209
31 Dec 11426.35 96.9 -8.90 24.37 236 -4 157
30 Dec 11288.35 105.8 17.05 23.51 259 64 158
27 Dec 11406.55 88.75 -291.00 22.42 233 97 97
26 Dec 11460.65 379.75 0.00 4.54 0 0 0
24 Dec 11390.35 379.75 0.00 3.96 0 0 0
23 Dec 11472.60 379.75 0.00 4.59 0 0 0
20 Dec 11422.80 379.75 0.00 4.38 0 0 0
18 Dec 11763.95 379.75 0.00 5.97 0 0 0
17 Dec 11774.95 379.75 0.00 5.82 0 0 0
16 Dec 11942.50 379.75 0.00 6.98 0 0 0
12 Dec 11856.95 379.75 0.00 6.42 0 0 0
11 Dec 11898.50 379.75 0.00 6.39 0 0 0
5 Dec 11932.80 379.75 0.00 6.54 0 0 0
4 Dec 11766.80 379.75 0.00 5.86 0 0 0
3 Dec 11852.35 379.75 0.00 5.99 0 0 0
2 Dec 11648.55 379.75 0.00 4.52 0 0 0
29 Nov 11202.15 379.75 2.66 0 0 0


For Ultratech Cement Limited - strike price 10900 expiring on 30JAN2025

Delta for 10900 PE is -0.28

Historical price for 10900 PE is as follows

On 9 Jan ULTRACEMCO was trading at 11286.75. The strike last trading price was 147.6, which was 47.35 higher than the previous day. The implied volatity was 30.52, the open interest changed by 128 which increased total open position to 370


On 8 Jan ULTRACEMCO was trading at 11403.55. The strike last trading price was 100.25, which was 33.00 higher than the previous day. The implied volatity was 27.00, the open interest changed by -26 which decreased total open position to 243


On 7 Jan ULTRACEMCO was trading at 11618.55. The strike last trading price was 67.25, which was -22.65 lower than the previous day. The implied volatity was 28.07, the open interest changed by 26 which increased total open position to 269


On 6 Jan ULTRACEMCO was trading at 11503.60. The strike last trading price was 89.9, which was 42.05 higher than the previous day. The implied volatity was 27.75, the open interest changed by 13 which increased total open position to 243


On 3 Jan ULTRACEMCO was trading at 11786.00. The strike last trading price was 47.85, which was 5.30 higher than the previous day. The implied volatity was 26.09, the open interest changed by -5 which decreased total open position to 235


On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 42.55, which was -44.10 lower than the previous day. The implied volatity was 24.97, the open interest changed by 33 which increased total open position to 240


On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 86.65, which was -10.25 lower than the previous day. The implied volatity was 24.36, the open interest changed by 53 which increased total open position to 209


On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 96.9, which was -8.90 lower than the previous day. The implied volatity was 24.37, the open interest changed by -4 which decreased total open position to 157


On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 105.8, which was 17.05 higher than the previous day. The implied volatity was 23.51, the open interest changed by 64 which increased total open position to 158


On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 88.75, which was -291.00 lower than the previous day. The implied volatity was 22.42, the open interest changed by 97 which increased total open position to 97


On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 379.75, which was 0.00 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0


On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 379.75, which was 0.00 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0


On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 379.75, which was 0.00 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0


On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 379.75, which was 0.00 lower than the previous day. The implied volatity was 4.38, 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 379.75, which was 0.00 lower than the previous day. The implied volatity was 5.97, 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 379.75, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 379.75, which was 0.00 lower than the previous day. The implied volatity was 6.98, 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 379.75, which was 0.00 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0


On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 379.75, which was 0.00 lower than the previous day. The implied volatity was 6.39, 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 379.75, which was 0.00 lower than the previous day. The implied volatity was 6.54, 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 379.75, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 379.75, which was 0.00 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 379.75, which was 0.00 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0


On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 379.75, which was lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0