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

10954.85 185.30 (1.72%)

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Historical option data for ULTRACEMCO

21 Nov 2024 03:51 PM IST
ULTRACEMCO 28NOV2024 11000 CE
Delta: 0.48
Vega: 6.04
Theta: -11.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10954.85 125 79.65 22.74 8,196.5 75.5 667.5
20 Nov 10769.55 45.35 0.00 19.06 1,511 -74 591
19 Nov 10769.55 45.35 8.60 19.06 1,511 -75 591
18 Nov 10630.90 36.75 -26.25 19.14 981.5 127 670.5
14 Nov 10728.50 63 -29.30 18.12 1,407 34.5 548.5
13 Nov 10782.20 92.3 -37.70 17.94 850.5 91 524
12 Nov 10892.00 130 -68.15 19.83 1,531.5 102.5 431.5
11 Nov 10970.45 198.15 -47.60 20.34 1,221 95.5 328
8 Nov 11043.35 245.75 -44.20 19.31 1,041.5 53 225
7 Nov 11050.80 289.95 -121.00 20.86 721 31.5 174
6 Nov 11274.40 410.95 47.00 20.66 270.5 -43 143
5 Nov 11176.35 363.95 80.50 19.26 817 -47.5 186
4 Nov 11001.85 283.45 -70.55 21.25 604.5 67.5 233.5
1 Nov 11145.80 354 -17.45 20.68 15.5 1 166
31 Oct 11065.65 371.45 -50.70 - 216 -14 165
30 Oct 11205.10 422.15 56.15 - 181 -17 180
29 Oct 11112.10 366 11.00 - 276 1 197
28 Oct 11092.60 355 26.30 - 266 4 201
25 Oct 10995.20 328.7 -18.40 - 218 -8 197
24 Oct 11043.60 347.1 120.65 - 503 33 210
23 Oct 10753.05 226.45 -47.55 - 162 12 177
22 Oct 10825.15 274 -26.00 - 624 86 167
21 Oct 10869.30 300 -129.80 - 285 79 81
18 Oct 11069.30 429.8 -170.20 - 1 0 1
17 Oct 11017.30 600 0.00 - 0 0 0
16 Oct 11322.30 600 0.00 - 0 1 0
15 Oct 11416.90 600 -243.15 - 1 0 0
14 Oct 11300.30 843.15 0.00 - 0 0 0
11 Oct 11421.30 843.15 0.00 - 0 0 0
10 Oct 11430.05 843.15 0.00 - 0 0 0
9 Oct 11350.15 843.15 0.00 - 0 0 0
8 Oct 11389.80 843.15 0.00 - 0 0 0
7 Oct 11230.35 843.15 0.00 - 0 0 0
4 Oct 11450.25 843.15 843.15 - 0 0 0
25 Sept 11816.30 0 0.00 - 0 0 0
24 Sept 11761.65 0 0.00 - 0 0 0
23 Sept 11962.05 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 11000 expiring on 28NOV2024

Delta for 11000 CE is 0.48

Historical price for 11000 CE is as follows

On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 125, which was 79.65 higher than the previous day. The implied volatity was 22.74, the open interest changed by 151 which increased total open position to 1335


On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 45.35, which was 0.00 lower than the previous day. The implied volatity was 19.06, the open interest changed by -148 which decreased total open position to 1182


On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 45.35, which was 8.60 higher than the previous day. The implied volatity was 19.06, the open interest changed by -150 which decreased total open position to 1182


On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 36.75, which was -26.25 lower than the previous day. The implied volatity was 19.14, the open interest changed by 254 which increased total open position to 1341


On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 63, which was -29.30 lower than the previous day. The implied volatity was 18.12, the open interest changed by 69 which increased total open position to 1097


On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 92.3, which was -37.70 lower than the previous day. The implied volatity was 17.94, the open interest changed by 182 which increased total open position to 1048


On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 130, which was -68.15 lower than the previous day. The implied volatity was 19.83, the open interest changed by 205 which increased total open position to 863


On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 198.15, which was -47.60 lower than the previous day. The implied volatity was 20.34, the open interest changed by 191 which increased total open position to 656


On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 245.75, which was -44.20 lower than the previous day. The implied volatity was 19.31, the open interest changed by 106 which increased total open position to 450


On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 289.95, which was -121.00 lower than the previous day. The implied volatity was 20.86, the open interest changed by 63 which increased total open position to 348


On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 410.95, which was 47.00 higher than the previous day. The implied volatity was 20.66, the open interest changed by -86 which decreased total open position to 286


On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 363.95, which was 80.50 higher than the previous day. The implied volatity was 19.26, the open interest changed by -95 which decreased total open position to 372


On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 283.45, which was -70.55 lower than the previous day. The implied volatity was 21.25, the open interest changed by 135 which increased total open position to 467


On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 354, which was -17.45 lower than the previous day. The implied volatity was 20.68, the open interest changed by 2 which increased total open position to 332


On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 371.45, which was -50.70 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 422.15, which was 56.15 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 366, which was 11.00 higher 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 355, which was 26.30 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 328.7, which was -18.40 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 347.1, which was 120.65 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 226.45, which was -47.55 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 274, which was -26.00 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 300, which was -129.80 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 429.8, which was -170.20 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 600, 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 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 600, 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 600, which was -243.15 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 843.15, 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 11 Oct ULTRACEMCO was trading at 11421.30. The strike last trading price was 843.15, 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 843.15, 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 9 Oct ULTRACEMCO was trading at 11350.15. The strike last trading price was 843.15, 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 843.15, 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 843.15, 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 4 Oct ULTRACEMCO was trading at 11450.25. The strike last trading price was 843.15, which was 843.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept ULTRACEMCO was trading at 11816.30. 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 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 23 Sept ULTRACEMCO was trading at 11962.05. 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 11000 PE
Delta: -0.52
Vega: 6.04
Theta: -8.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10954.85 150.8 -135.40 22.66 2,482.5 -311.5 451
20 Nov 10769.55 286.2 0.00 20.72 323.5 -3 762.5
19 Nov 10769.55 286.2 -51.85 20.72 323.5 -3 762.5
18 Nov 10630.90 338.05 32.20 20.16 249 -72.5 766.5
14 Nov 10728.50 305.85 26.50 18.86 271 -31.5 840
13 Nov 10782.20 279.35 27.35 21.83 456.5 -44 871.5
12 Nov 10892.00 252 69.00 20.97 826.5 -47 915.5
11 Nov 10970.45 183 11.20 20.06 2,272.5 23.5 969
8 Nov 11043.35 171.8 12.80 20.81 1,779.5 233.5 945.5
7 Nov 11050.80 159 54.10 20.65 2,164 204.5 713.5
6 Nov 11274.40 104.9 -61.00 20.84 1,036 -57 512.5
5 Nov 11176.35 165.9 -62.35 24.79 1,024 16.5 569.5
4 Nov 11001.85 228.25 43.80 23.94 1,548.5 78 552
1 Nov 11145.80 184.45 -10.60 22.61 49.5 14 474
31 Oct 11065.65 195.05 24.20 - 680 28 461
30 Oct 11205.10 170.85 -18.15 - 316 38 429
29 Oct 11112.10 189 9.00 - 356 -1 391
28 Oct 11092.60 180 -77.50 - 260 13 388
25 Oct 10995.20 257.5 15.50 - 263 19 375
24 Oct 11043.60 242 -153.65 - 141 55 355
23 Oct 10753.05 395.65 24.30 - 80 -12 301
22 Oct 10825.15 371.35 8.35 - 198 72 314
21 Oct 10869.30 363 136.95 - 97 2 241
18 Oct 11069.30 226.05 -23.95 - 25 4 240
17 Oct 11017.30 250 101.40 - 52 17 237
16 Oct 11322.30 148.6 13.55 - 220 183 220
15 Oct 11416.90 135.05 -32.95 - 15 4 37
14 Oct 11300.30 168 13.90 - 10 5 34
11 Oct 11421.30 154.1 -15.70 - 1 0 30
10 Oct 11430.05 169.8 19.80 - 10 4 29
9 Oct 11350.15 150 -20.00 - 3 -1 25
8 Oct 11389.80 170 -59.65 - 15 12 25
7 Oct 11230.35 229.65 8.75 - 11 5 11
4 Oct 11450.25 220.9 -202.40 - 6 5 5
25 Sept 11816.30 423.3 0.00 - 0 0 0
24 Sept 11761.65 423.3 0.00 - 0 0 0
23 Sept 11962.05 423.3 0.00 - 0 0 0
20 Sept 11798.30 423.3 0.00 - 0 0 0
19 Sept 11627.50 423.3 0.00 - 0 0 0
18 Sept 11630.90 423.3 0.00 - 0 0 0
6 Sept 11432.85 423.3 423.30 - 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 11000 expiring on 28NOV2024

Delta for 11000 PE is -0.52

Historical price for 11000 PE is as follows

On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 150.8, which was -135.40 lower than the previous day. The implied volatity was 22.66, the open interest changed by -623 which decreased total open position to 902


On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 286.2, which was 0.00 lower than the previous day. The implied volatity was 20.72, the open interest changed by -6 which decreased total open position to 1525


On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 286.2, which was -51.85 lower than the previous day. The implied volatity was 20.72, the open interest changed by -6 which decreased total open position to 1525


On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 338.05, which was 32.20 higher than the previous day. The implied volatity was 20.16, the open interest changed by -145 which decreased total open position to 1533


On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 305.85, which was 26.50 higher than the previous day. The implied volatity was 18.86, the open interest changed by -63 which decreased total open position to 1680


On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 279.35, which was 27.35 higher than the previous day. The implied volatity was 21.83, the open interest changed by -88 which decreased total open position to 1743


On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 252, which was 69.00 higher than the previous day. The implied volatity was 20.97, the open interest changed by -94 which decreased total open position to 1831


On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 183, which was 11.20 higher than the previous day. The implied volatity was 20.06, the open interest changed by 47 which increased total open position to 1938


On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 171.8, which was 12.80 higher than the previous day. The implied volatity was 20.81, the open interest changed by 467 which increased total open position to 1891


On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 159, which was 54.10 higher than the previous day. The implied volatity was 20.65, the open interest changed by 409 which increased total open position to 1427


On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 104.9, which was -61.00 lower than the previous day. The implied volatity was 20.84, the open interest changed by -114 which decreased total open position to 1025


On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 165.9, which was -62.35 lower than the previous day. The implied volatity was 24.79, the open interest changed by 33 which increased total open position to 1139


On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 228.25, which was 43.80 higher than the previous day. The implied volatity was 23.94, the open interest changed by 156 which increased total open position to 1104


On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 184.45, which was -10.60 lower than the previous day. The implied volatity was 22.61, the open interest changed by 28 which increased total open position to 948


On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 195.05, which was 24.20 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 170.85, which was -18.15 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 189, which was 9.00 higher 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 180, which was -77.50 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 257.5, which was 15.50 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 242, which was -153.65 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 395.65, which was 24.30 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 371.35, which was 8.35 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 363, which was 136.95 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 226.05, which was -23.95 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 250, which was 101.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 148.6, which was 13.55 higher 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 135.05, which was -32.95 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 168, which was 13.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ULTRACEMCO was trading at 11421.30. The strike last trading price was 154.1, which was -15.70 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 169.8, which was 19.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ULTRACEMCO was trading at 11350.15. The strike last trading price was 150, which was -20.00 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 170, which was -59.65 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 229.65, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ULTRACEMCO was trading at 11450.25. The strike last trading price was 220.9, which was -202.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept ULTRACEMCO was trading at 11816.30. The strike last trading price was 423.3, 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 24 Sept ULTRACEMCO was trading at 11761.65. The strike last trading price was 423.3, 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 23 Sept ULTRACEMCO was trading at 11962.05. The strike last trading price was 423.3, 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 20 Sept ULTRACEMCO was trading at 11798.30. The strike last trading price was 423.3, 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 19 Sept ULTRACEMCO was trading at 11627.50. The strike last trading price was 423.3, 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 18 Sept ULTRACEMCO was trading at 11630.90. The strike last trading price was 423.3, 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 6 Sept ULTRACEMCO was trading at 11432.85. The strike last trading price was 423.3, which was 423.30 higher 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