ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 10900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 5.90
Theta: -11.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 180 | 103.10 | 23.24 | 5,073 | 107 | 340.5 | |||
| 20 Nov | 10769.55 | 76.9 | 0.00 | 19.59 | 1,081.5 | -4.5 | 233 | |||
| 19 Nov | 10769.55 | 76.9 | 17.40 | 19.59 | 1,081.5 | -5 | 233 | |||
| 18 Nov | 10630.90 | 59.5 | -34.25 | 19.08 | 378.5 | 12 | 238.5 | |||
| 14 Nov | 10728.50 | 93.75 | -35.70 | 18.14 | 1,114.5 | 48 | 227 | |||
| 13 Nov | 10782.20 | 129.45 | -44.40 | 17.76 | 866 | 78 | 179.5 | |||
| 12 Nov | 10892.00 | 173.85 | -84.15 | 19.86 | 419.5 | 53.5 | 104.5 | |||
| 11 Nov | 10970.45 | 258 | -45.65 | 20.98 | 105.5 | 20.5 | 51 | |||
| 8 Nov | 11043.35 | 303.65 | -46.35 | 20.05 | 48 | 3 | 31 | |||
| 7 Nov | 11050.80 | 350 | -153.90 | 20.72 | 37.5 | 6.5 | 24.5 | |||
| 6 Nov | 11274.40 | 503.9 | 66.65 | 23.06 | 2.5 | -0.5 | 19 | |||
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| 5 Nov | 11176.35 | 437.25 | 99.35 | 19.60 | 32.5 | -0.5 | 20 | |||
| 4 Nov | 11001.85 | 337.9 | -91.80 | 20.97 | 38.5 | 9.5 | 21 | |||
| 1 Nov | 11145.80 | 429.7 | 31.55 | 21.93 | 1 | -0.5 | 11.5 | |||
| 31 Oct | 11065.65 | 398.15 | -44.65 | - | 2 | 1 | 12 | |||
| 30 Oct | 11205.10 | 442.8 | 1.80 | - | 4 | 0 | 9 | |||
| 29 Oct | 11112.10 | 441 | -963.75 | - | 14 | 9 | 9 | |||
| 28 Oct | 11092.60 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10995.20 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11069.30 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11300.30 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11389.80 | 1404.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11230.35 | 1404.75 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 10900 expiring on 28NOV2024
Delta for 10900 CE is 0.59
Historical price for 10900 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 180, which was 103.10 higher than the previous day. The implied volatity was 23.24, the open interest changed by 214 which increased total open position to 681
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 76.9, which was 0.00 lower than the previous day. The implied volatity was 19.59, the open interest changed by -9 which decreased total open position to 466
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 76.9, which was 17.40 higher than the previous day. The implied volatity was 19.59, the open interest changed by -10 which decreased total open position to 466
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 59.5, which was -34.25 lower than the previous day. The implied volatity was 19.08, the open interest changed by 24 which increased total open position to 477
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 93.75, which was -35.70 lower than the previous day. The implied volatity was 18.14, the open interest changed by 96 which increased total open position to 454
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 129.45, which was -44.40 lower than the previous day. The implied volatity was 17.76, the open interest changed by 156 which increased total open position to 359
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 173.85, which was -84.15 lower than the previous day. The implied volatity was 19.86, the open interest changed by 107 which increased total open position to 209
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 258, which was -45.65 lower than the previous day. The implied volatity was 20.98, the open interest changed by 41 which increased total open position to 102
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 303.65, which was -46.35 lower than the previous day. The implied volatity was 20.05, the open interest changed by 6 which increased total open position to 62
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 350, which was -153.90 lower than the previous day. The implied volatity was 20.72, the open interest changed by 13 which increased total open position to 49
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 503.9, which was 66.65 higher than the previous day. The implied volatity was 23.06, the open interest changed by -1 which decreased total open position to 38
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 437.25, which was 99.35 higher than the previous day. The implied volatity was 19.60, the open interest changed by -1 which decreased total open position to 40
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 337.9, which was -91.80 lower than the previous day. The implied volatity was 20.97, the open interest changed by 19 which increased total open position to 42
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 429.7, which was 31.55 higher than the previous day. The implied volatity was 21.93, the open interest changed by -1 which decreased total open position to 23
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 398.15, which was -44.65 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 442.8, which was 1.80 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 441, which was -963.75 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 10900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 5.89
Theta: -8.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 102.65 | -121.25 | 22.60 | 1,916 | 174.5 | 290.5 |
| 20 Nov | 10769.55 | 223.9 | 0.00 | 24.21 | 396.5 | -15.5 | 118 |
| 19 Nov | 10769.55 | 223.9 | -30.45 | 24.21 | 396.5 | -13.5 | 118 |
| 18 Nov | 10630.90 | 254.35 | 15.25 | 18.82 | 180.5 | -16 | 130.5 |
| 14 Nov | 10728.50 | 239.1 | 27.40 | 19.07 | 397 | -107.5 | 146 |
| 13 Nov | 10782.20 | 211.7 | 16.70 | 20.87 | 459 | -9.5 | 254 |
| 12 Nov | 10892.00 | 195 | 50.90 | 20.84 | 746.5 | 72.5 | 280 |
| 11 Nov | 10970.45 | 144.1 | 9.85 | 20.77 | 399 | 16 | 213.5 |
| 8 Nov | 11043.35 | 134.25 | 7.50 | 20.59 | 246 | 3 | 198 |
| 7 Nov | 11050.80 | 126.75 | 45.90 | 21.23 | 226 | 26.5 | 195.5 |
| 6 Nov | 11274.40 | 80.85 | -48.85 | 21.20 | 195.5 | -4.5 | 176.5 |
| 5 Nov | 11176.35 | 129.7 | -57.30 | 24.54 | 226.5 | 11 | 181 |
| 4 Nov | 11001.85 | 187 | 38.95 | 24.10 | 316.5 | 125 | 170 |
| 1 Nov | 11145.80 | 148.05 | -5.95 | 22.66 | 7.5 | 1.5 | 45.5 |
| 31 Oct | 11065.65 | 154 | 16.30 | - | 40 | 15 | 43 |
| 30 Oct | 11205.10 | 137.7 | -13.35 | - | 36 | 9 | 26 |
| 29 Oct | 11112.10 | 151.05 | -7.55 | - | 14 | 2 | 18 |
| 28 Oct | 11092.60 | 158.6 | -40.00 | - | 20 | 2 | 16 |
| 25 Oct | 10995.20 | 198.6 | -134.05 | - | 3 | -1 | 14 |
| 24 Oct | 11043.60 | 332.65 | 0.00 | - | 0 | -1 | 0 |
| 23 Oct | 10753.05 | 332.65 | 12.15 | - | 8 | -1 | 15 |
| 22 Oct | 10825.15 | 320.5 | 3.20 | - | 32 | 6 | 16 |
| 21 Oct | 10869.30 | 317.3 | 192.30 | - | 18 | 8 | 9 |
| 18 Oct | 11069.30 | 125 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 125 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11416.90 | 125 | 21.70 | - | 3 | 1 | 1 |
| 14 Oct | 11300.30 | 103.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 103.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 103.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11230.35 | 103.3 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 10900 expiring on 28NOV2024
Delta for 10900 PE is -0.41
Historical price for 10900 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 102.65, which was -121.25 lower than the previous day. The implied volatity was 22.60, the open interest changed by 349 which increased total open position to 581
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 223.9, which was 0.00 lower than the previous day. The implied volatity was 24.21, the open interest changed by -31 which decreased total open position to 236
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 223.9, which was -30.45 lower than the previous day. The implied volatity was 24.21, the open interest changed by -27 which decreased total open position to 236
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 254.35, which was 15.25 higher than the previous day. The implied volatity was 18.82, the open interest changed by -32 which decreased total open position to 261
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 239.1, which was 27.40 higher than the previous day. The implied volatity was 19.07, the open interest changed by -215 which decreased total open position to 292
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 211.7, which was 16.70 higher than the previous day. The implied volatity was 20.87, the open interest changed by -19 which decreased total open position to 508
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 195, which was 50.90 higher than the previous day. The implied volatity was 20.84, the open interest changed by 145 which increased total open position to 560
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 144.1, which was 9.85 higher than the previous day. The implied volatity was 20.77, the open interest changed by 32 which increased total open position to 427
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 134.25, which was 7.50 higher than the previous day. The implied volatity was 20.59, the open interest changed by 6 which increased total open position to 396
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 126.75, which was 45.90 higher than the previous day. The implied volatity was 21.23, the open interest changed by 53 which increased total open position to 391
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 80.85, which was -48.85 lower than the previous day. The implied volatity was 21.20, the open interest changed by -9 which decreased total open position to 353
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 129.7, which was -57.30 lower than the previous day. The implied volatity was 24.54, the open interest changed by 22 which increased total open position to 362
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 187, which was 38.95 higher than the previous day. The implied volatity was 24.10, the open interest changed by 250 which increased total open position to 340
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 148.05, which was -5.95 lower than the previous day. The implied volatity was 22.66, the open interest changed by 3 which increased total open position to 91
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 154, which was 16.30 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 137.7, which was -13.35 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 151.05, which was -7.55 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 158.6, which was -40.00 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 198.6, which was -134.05 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 332.65, 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 332.65, which was 12.15 higher 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 320.5, which was 3.20 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 317.3, which was 192.30 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 125, 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 125, 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 125, which was 21.70 higher 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 103.3, 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 103.3, 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 103.3, 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 103.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
