ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
09 Jan 2025 12:21 PM IST
ULTRACEMCO 30JAN2025 10900 CE | ||||||||||
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Delta: 0.82
Vega: 7.23
Theta: -5.70
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.28
Vega: 9.10
Theta: -5.68
Gamma: 0.00
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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