ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 10900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 950.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 11670.80 | 950.8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 11763.95 | 950.8 | -285.20 | 50.49 | 1 | 0 | 94 | |||
| 17 Dec | 11774.95 | 1236 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 16 Dec | 11942.50 | 1236 | 8.00 | 71.93 | 2 | 0 | 96 | |||
| 13 Dec | 12083.90 | 1228 | 198.00 | 29.57 | 6 | -1 | 98 | |||
| 12 Dec | 11856.95 | 1030 | 144.50 | 44.27 | 5 | -3 | 99 | |||
| 11 Dec | 11898.50 | 885.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 11745.80 | 885.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11814.80 | 885.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 11848.50 | 885.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 11932.80 | 885.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 11766.80 | 885.5 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 3 Dec | 11852.35 | 885.5 | 45.80 | - | 2 | -1 | 103 | |||
| 2 Dec | 11648.55 | 839.7 | 384.40 | 23.32 | 164 | 6 | 104 | |||
| 29 Nov | 11202.15 | 455.3 | 50.30 | 18.83 | 435 | 32 | 96 | |||
| 28 Nov | 10997.80 | 405 | -64.55 | 21.65 | 62 | 19 | 66 | |||
| 27 Nov | 11139.90 | 469.55 | -10.90 | 21.11 | 94 | 27 | 50 | |||
| 26 Nov | 11121.05 | 480.45 | -381.00 | 24.53 | 7 | 2 | 27 | |||
| 25 Nov | 11457.45 | 861.45 | 341.20 | 35.24 | 5 | 1 | 24 | |||
| 22 Nov | 11375.30 | 520.25 | 188.65 | 11.53 | 22 | -3 | 20 | |||
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| 21 Nov | 10954.85 | 331.6 | -283.90 | 18.27 | 63 | 23 | 23 | |||
| 20 Nov | 10769.55 | 615.5 | 0.00 | 0.29 | 0 | 0 | 0 | |||
| 19 Nov | 10769.55 | 615.5 | 0.00 | 0.29 | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 615.5 | 0.00 | 0.88 | 0 | 0 | 0 | |||
| 14 Nov | 10728.50 | 615.5 | 0.00 | 0.41 | 0 | 0 | 0 | |||
| 13 Nov | 10782.20 | 615.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 615.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 615.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 615.5 | 615.50 | - | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 0 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10900 expiring on 26DEC2024
Delta for 10900 CE is 0.00
Historical price for 10900 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 950.8, 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 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 950.8, 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 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 950.8, which was -285.20 lower than the previous day. The implied volatity was 50.49, the open interest changed by 0 which decreased total open position to 94
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 1236, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 1236, which was 8.00 higher than the previous day. The implied volatity was 71.93, the open interest changed by 0 which decreased total open position to 96
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 1228, which was 198.00 higher than the previous day. The implied volatity was 29.57, the open interest changed by -1 which decreased total open position to 98
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 1030, which was 144.50 higher than the previous day. The implied volatity was 44.27, the open interest changed by -3 which decreased total open position to 99
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 885.5, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 885.5, 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 885.5, 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 885.5, 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 885.5, 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 885.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 885.5, which was 45.80 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 103
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 839.7, which was 384.40 higher than the previous day. The implied volatity was 23.32, the open interest changed by 6 which increased total open position to 104
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 455.3, which was 50.30 higher than the previous day. The implied volatity was 18.83, the open interest changed by 32 which increased total open position to 96
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 405, which was -64.55 lower than the previous day. The implied volatity was 21.65, the open interest changed by 19 which increased total open position to 66
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 469.55, which was -10.90 lower than the previous day. The implied volatity was 21.11, the open interest changed by 27 which increased total open position to 50
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 480.45, which was -381.00 lower than the previous day. The implied volatity was 24.53, the open interest changed by 2 which increased total open position to 27
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 861.45, which was 341.20 higher than the previous day. The implied volatity was 35.24, the open interest changed by 1 which increased total open position to 24
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 520.25, which was 188.65 higher than the previous day. The implied volatity was 11.53, the open interest changed by -3 which decreased total open position to 20
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 331.6, which was -283.90 lower than the previous day. The implied volatity was 18.27, the open interest changed by 23 which increased total open position to 23
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 615.5, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 615.5, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 615.5, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 615.5, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 615.5, 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 615.5, 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 615.5, 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 615.5, which was 615.50 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 10900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 2.26
Theta: -5.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 16.95 | 3.00 | 29.69 | 1,675 | -12 | 374 |
| 19 Dec | 11670.80 | 13.95 | -0.65 | 31.77 | 380 | -3 | 389 |
| 18 Dec | 11763.95 | 14.6 | 0.65 | 33.98 | 468 | -72 | 395 |
| 17 Dec | 11774.95 | 13.95 | 2.75 | 31.98 | 745 | 92 | 477 |
| 16 Dec | 11942.50 | 11.2 | -0.90 | 33.19 | 329 | -22 | 395 |
| 13 Dec | 12083.90 | 12.1 | -3.40 | 32.69 | 388 | -15 | 426 |
| 12 Dec | 11856.95 | 15.5 | -3.00 | 27.26 | 445 | -48 | 440 |
| 11 Dec | 11898.50 | 18.5 | -2.40 | 29.15 | 881 | 193 | 489 |
| 10 Dec | 11745.80 | 20.9 | -1.35 | 26.57 | 53 | 0 | 293 |
| 9 Dec | 11814.80 | 22.25 | -0.35 | 26.96 | 91 | 15 | 293 |
| 6 Dec | 11848.50 | 22.6 | -2.70 | 26.32 | 288 | -122 | 289 |
| 5 Dec | 11932.80 | 25.3 | -8.05 | 27.59 | 256 | -3 | 413 |
| 4 Dec | 11766.80 | 33.35 | 1.20 | 25.69 | 165 | -17 | 421 |
| 3 Dec | 11852.35 | 32.15 | -20.05 | 27.03 | 712 | 98 | 440 |
| 2 Dec | 11648.55 | 52.2 | -73.80 | 25.67 | 1,321 | 168 | 350 |
| 29 Nov | 11202.15 | 126 | -58.00 | 22.73 | 514 | 81 | 186 |
| 28 Nov | 10997.80 | 184 | 61.95 | 24.15 | 253 | 17 | 105 |
| 27 Nov | 11139.90 | 122.05 | -24.45 | 20.98 | 247 | 30 | 88 |
| 26 Nov | 11121.05 | 146.5 | 75.35 | 21.58 | 143 | -10 | 60 |
| 25 Nov | 11457.45 | 71.15 | -43.85 | 22.35 | 66 | 50 | 69 |
| 22 Nov | 11375.30 | 115 | -125.00 | 22.45 | 18 | 1 | 20 |
| 21 Nov | 10954.85 | 240 | -128.15 | 23.24 | 30 | 18 | 19 |
| 20 Nov | 10769.55 | 368.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 10769.55 | 368.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 10630.90 | 368.15 | 39.40 | 22.29 | 1 | 0 | 0 |
| 14 Nov | 10728.50 | 328.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 328.75 | 0.00 | 0.22 | 0 | 0 | 0 |
| 8 Nov | 11043.35 | 328.75 | 0.00 | 1.63 | 0 | 0 | 0 |
| 5 Nov | 11176.35 | 328.75 | 0.00 | 2.64 | 0 | 0 | 0 |
| 4 Nov | 11001.85 | 328.75 | 328.75 | 1.63 | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 0 | 2.33 | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10900 expiring on 26DEC2024
Delta for 10900 PE is -0.08
Historical price for 10900 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 16.95, which was 3.00 higher than the previous day. The implied volatity was 29.69, the open interest changed by -12 which decreased total open position to 374
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 13.95, which was -0.65 lower than the previous day. The implied volatity was 31.77, the open interest changed by -3 which decreased total open position to 389
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 14.6, which was 0.65 higher than the previous day. The implied volatity was 33.98, the open interest changed by -72 which decreased total open position to 395
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 13.95, which was 2.75 higher than the previous day. The implied volatity was 31.98, the open interest changed by 92 which increased total open position to 477
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 11.2, which was -0.90 lower than the previous day. The implied volatity was 33.19, the open interest changed by -22 which decreased total open position to 395
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 12.1, which was -3.40 lower than the previous day. The implied volatity was 32.69, the open interest changed by -15 which decreased total open position to 426
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 15.5, which was -3.00 lower than the previous day. The implied volatity was 27.26, the open interest changed by -48 which decreased total open position to 440
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 18.5, which was -2.40 lower than the previous day. The implied volatity was 29.15, the open interest changed by 193 which increased total open position to 489
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 20.9, which was -1.35 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 293
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 22.25, which was -0.35 lower than the previous day. The implied volatity was 26.96, the open interest changed by 15 which increased total open position to 293
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 22.6, which was -2.70 lower than the previous day. The implied volatity was 26.32, the open interest changed by -122 which decreased total open position to 289
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 25.3, which was -8.05 lower than the previous day. The implied volatity was 27.59, the open interest changed by -3 which decreased total open position to 413
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 33.35, which was 1.20 higher than the previous day. The implied volatity was 25.69, the open interest changed by -17 which decreased total open position to 421
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 32.15, which was -20.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by 98 which increased total open position to 440
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 52.2, which was -73.80 lower than the previous day. The implied volatity was 25.67, the open interest changed by 168 which increased total open position to 350
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 126, which was -58.00 lower than the previous day. The implied volatity was 22.73, the open interest changed by 81 which increased total open position to 186
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 184, which was 61.95 higher than the previous day. The implied volatity was 24.15, the open interest changed by 17 which increased total open position to 105
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 122.05, which was -24.45 lower than the previous day. The implied volatity was 20.98, the open interest changed by 30 which increased total open position to 88
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 146.5, which was 75.35 higher than the previous day. The implied volatity was 21.58, the open interest changed by -10 which decreased total open position to 60
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 71.15, which was -43.85 lower than the previous day. The implied volatity was 22.35, the open interest changed by 50 which increased total open position to 69
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 115, which was -125.00 lower than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 20
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 240, which was -128.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by 18 which increased total open position to 19
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 368.15, 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 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 368.15, 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 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 368.15, which was 39.40 higher than the previous day. The implied volatity was 22.29, 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 328.75, 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 328.75, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 328.75, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 328.75, which was 0.00 lower than the previous day. The implied volatity was 2.64, 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 328.75, which was 328.75 higher than the previous day. The implied volatity was 1.63, 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 2.33, the open interest changed by 0 which decreased total open position to 0
