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

11852.35 203.80 (1.75%)

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Historical option data for ULTRACEMCO

03 Dec 2024 04:11 PM IST
ULTRACEMCO 26DEC2024 11000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
3 Dec 11852.35 923.2 174.20 - 54 -12 531
2 Dec 11648.55 749 360.95 22.54 781 -47 543
29 Nov 11202.15 388.05 25.30 19.08 2,257 72 590
28 Nov 10997.80 362.75 -42.70 23.17 1,360 95 507
27 Nov 11139.90 405.45 23.45 21.26 1,607 181 409
26 Nov 11121.05 382 -258.00 21.42 282 39 228
25 Nov 11457.45 640 146.95 18.17 138 16 187
22 Nov 11375.30 493.05 212.95 17.72 350 10 181
21 Nov 10954.85 280.1 85.10 18.55 308 77 170
20 Nov 10769.55 195 0.00 18.66 71 33 89
19 Nov 10769.55 195 16.05 18.66 71 29 89
18 Nov 10630.90 178.95 -21.05 19.61 54 30 59
14 Nov 10728.50 200 -25.00 18.48 11 5 27
13 Nov 10782.20 225 -70.00 17.46 10 5 21
12 Nov 10892.00 295 -80.00 20.55 30 15 16
11 Nov 10970.45 375 -1067.10 21.24 1 0 0
8 Nov 11043.35 1442.1 0.00 - 0 0 0
7 Nov 11050.80 1442.1 0.00 - 0 0 0
6 Nov 11274.40 1442.1 0.00 - 0 0 0
5 Nov 11176.35 1442.1 0.00 - 0 0 0
4 Nov 11001.85 1442.1 0.00 - 0 0 0
1 Nov 11145.80 1442.1 0.00 - 0 0 0
31 Oct 11065.65 1442.1 0.00 - 0 0 0
28 Oct 11092.60 1442.1 0.00 - 0 0 0
24 Oct 11043.60 1442.1 0.00 - 0 0 0
23 Oct 10753.05 1442.1 1442.10 - 0 0 0
22 Oct 10825.15 0 0.00 - 0 0 0
21 Oct 10869.30 0 0.00 - 0 0 0
18 Oct 11069.30 0 0.00 - 0 0 0
17 Oct 11017.30 0 0.00 - 0 0 0
16 Oct 11322.30 0 0.00 - 0 0 0
15 Oct 11416.90 0 0.00 - 0 0 0
14 Oct 11300.30 0 0.00 - 0 0 0
11 Oct 11421.30 0 0.00 - 0 0 0
10 Oct 11430.05 0 0.00 - 0 0 0
9 Oct 11350.15 0 0.00 - 0 0 0
8 Oct 11389.80 0 0.00 - 0 0 0
7 Oct 11230.35 0 0.00 - 0 0 0
4 Oct 11450.25 0 0.00 - 0 0 0
3 Oct 11724.80 0 0.00 - 0 0 0
1 Oct 11837.15 0 0.00 - 0 0 0
30 Sept 11802.00 0 - 0 0 0


For Ultratech Cement Limited - strike price 11000 expiring on 26DEC2024

Delta for 11000 CE is -

Historical price for 11000 CE is as follows

On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 923.2, which was 174.20 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 531


On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 749, which was 360.95 higher than the previous day. The implied volatity was 22.54, the open interest changed by -47 which decreased total open position to 543


On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 388.05, which was 25.30 higher than the previous day. The implied volatity was 19.08, the open interest changed by 72 which increased total open position to 590


On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 362.75, which was -42.70 lower than the previous day. The implied volatity was 23.17, the open interest changed by 95 which increased total open position to 507


On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 405.45, which was 23.45 higher than the previous day. The implied volatity was 21.26, the open interest changed by 181 which increased total open position to 409


On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 382, which was -258.00 lower than the previous day. The implied volatity was 21.42, the open interest changed by 39 which increased total open position to 228


On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 640, which was 146.95 higher than the previous day. The implied volatity was 18.17, the open interest changed by 16 which increased total open position to 187


On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 493.05, which was 212.95 higher than the previous day. The implied volatity was 17.72, the open interest changed by 10 which increased total open position to 181


On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 280.1, which was 85.10 higher than the previous day. The implied volatity was 18.55, the open interest changed by 77 which increased total open position to 170


On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 195, which was 0.00 lower than the previous day. The implied volatity was 18.66, the open interest changed by 33 which increased total open position to 89


On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 195, which was 16.05 higher than the previous day. The implied volatity was 18.66, the open interest changed by 29 which increased total open position to 89


On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 178.95, which was -21.05 lower than the previous day. The implied volatity was 19.61, the open interest changed by 30 which increased total open position to 59


On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 200, which was -25.00 lower than the previous day. The implied volatity was 18.48, the open interest changed by 5 which increased total open position to 27


On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 225, which was -70.00 lower than the previous day. The implied volatity was 17.46, the open interest changed by 5 which increased total open position to 21


On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 295, which was -80.00 lower than the previous day. The implied volatity was 20.55, the open interest changed by 15 which increased total open position to 16


On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 375, which was -1067.10 lower than the previous day. The implied volatity was 21.24, 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 1442.1, 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 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 1442.1, 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 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 1442.1, 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 1442.1, 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 1442.1, 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 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 1442.1, 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 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 1442.1, 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 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 1442.1, 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 1442.1, 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 1442.1, which was 1442.10 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 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 21 Oct ULTRACEMCO was trading at 10869.30. 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 18 Oct ULTRACEMCO was trading at 11069.30. 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 17 Oct ULTRACEMCO was trading at 11017.30. 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 16 Oct ULTRACEMCO was trading at 11322.30. 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 15 Oct ULTRACEMCO was trading at 11416.90. 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 14 Oct ULTRACEMCO was trading at 11300.30. 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 11 Oct ULTRACEMCO was trading at 11421.30. 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 10 Oct ULTRACEMCO was trading at 11430.05. 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 9 Oct ULTRACEMCO was trading at 11350.15. 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 8 Oct ULTRACEMCO was trading at 11389.80. 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 7 Oct ULTRACEMCO was trading at 11230.35. 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 4 Oct ULTRACEMCO was trading at 11450.25. 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 Oct ULTRACEMCO was trading at 11724.80. 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 1 Oct ULTRACEMCO was trading at 11837.15. 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 30 Sept ULTRACEMCO was trading at 11802.00. 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 26DEC2024 11000 PE
Delta: -0.10
Vega: 5.31
Theta: -2.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 11852.35 39.15 -25.70 26.34 3,963 263 2,557
2 Dec 11648.55 64.85 -90.95 25.18 6,899 1,084 2,295
29 Nov 11202.15 155.8 -74.20 22.45 3,738 -530 1,222
28 Nov 10997.80 230 75.00 24.63 2,773 489 1,728
27 Nov 11139.90 155 -27.05 20.96 1,976 236 1,280
26 Nov 11121.05 182.05 77.25 21.50 1,683 646 1,042
25 Nov 11457.45 104.8 -38.15 23.67 509 163 396
22 Nov 11375.30 142.95 -132.05 22.41 538 101 334
21 Nov 10954.85 275 -116.60 22.45 172 104 233
20 Nov 10769.55 391.6 0.00 23.30 11 4 128
19 Nov 10769.55 391.6 -65.85 23.30 11 3 128
18 Nov 10630.90 457.45 74.25 24.57 89 81 125
14 Nov 10728.50 383.2 0.00 0.00 0 0 0
13 Nov 10782.20 383.2 16.85 23.36 5 0 44
12 Nov 10892.00 366.35 66.35 23.42 30 17 43
11 Nov 10970.45 300 20.00 22.64 11 5 25
8 Nov 11043.35 280 -19.95 22.36 6 0 14
7 Nov 11050.80 299.95 101.95 24.80 10 7 12
6 Nov 11274.40 198 -127.00 22.29 7 4 5
5 Nov 11176.35 325 146.30 28.92 1 0 0
4 Nov 11001.85 178.7 0.00 1.09 0 0 0
1 Nov 11145.80 178.7 0.00 1.62 0 0 0
31 Oct 11065.65 178.7 0.00 - 0 0 0
28 Oct 11092.60 178.7 0.00 - 0 0 0
24 Oct 11043.60 178.7 0.00 - 0 0 0
23 Oct 10753.05 178.7 0.00 - 0 0 0
22 Oct 10825.15 178.7 0.00 - 0 0 0
21 Oct 10869.30 178.7 0.00 - 0 0 0
18 Oct 11069.30 178.7 0.00 - 0 0 0
17 Oct 11017.30 178.7 0.00 - 0 0 0
16 Oct 11322.30 178.7 0.00 - 0 0 0
15 Oct 11416.90 178.7 0.00 - 0 0 0
14 Oct 11300.30 178.7 178.70 - 0 0 0
11 Oct 11421.30 0 0.00 - 0 0 0
10 Oct 11430.05 0 0.00 - 0 0 0
9 Oct 11350.15 0 0.00 - 0 0 0
8 Oct 11389.80 0 0.00 - 0 0 0
7 Oct 11230.35 0 0.00 - 0 0 0
4 Oct 11450.25 0 0.00 - 0 0 0
3 Oct 11724.80 0 0.00 - 0 0 0
1 Oct 11837.15 0 0.00 - 0 0 0
30 Sept 11802.00 0 - 0 0 0


For Ultratech Cement Limited - strike price 11000 expiring on 26DEC2024

Delta for 11000 PE is -0.10

Historical price for 11000 PE is as follows

On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 39.15, which was -25.70 lower than the previous day. The implied volatity was 26.34, the open interest changed by 263 which increased total open position to 2557


On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 64.85, which was -90.95 lower than the previous day. The implied volatity was 25.18, the open interest changed by 1084 which increased total open position to 2295


On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 155.8, which was -74.20 lower than the previous day. The implied volatity was 22.45, the open interest changed by -530 which decreased total open position to 1222


On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 230, which was 75.00 higher than the previous day. The implied volatity was 24.63, the open interest changed by 489 which increased total open position to 1728


On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 155, which was -27.05 lower than the previous day. The implied volatity was 20.96, the open interest changed by 236 which increased total open position to 1280


On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 182.05, which was 77.25 higher than the previous day. The implied volatity was 21.50, the open interest changed by 646 which increased total open position to 1042


On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 104.8, which was -38.15 lower than the previous day. The implied volatity was 23.67, the open interest changed by 163 which increased total open position to 396


On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 142.95, which was -132.05 lower than the previous day. The implied volatity was 22.41, the open interest changed by 101 which increased total open position to 334


On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 275, which was -116.60 lower than the previous day. The implied volatity was 22.45, the open interest changed by 104 which increased total open position to 233


On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 391.6, which was 0.00 lower than the previous day. The implied volatity was 23.30, the open interest changed by 4 which increased total open position to 128


On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 391.6, which was -65.85 lower than the previous day. The implied volatity was 23.30, the open interest changed by 3 which increased total open position to 128


On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 457.45, which was 74.25 higher than the previous day. The implied volatity was 24.57, the open interest changed by 81 which increased total open position to 125


On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 383.2, 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 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 383.2, which was 16.85 higher than the previous day. The implied volatity was 23.36, the open interest changed by 0 which decreased total open position to 44


On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 366.35, which was 66.35 higher than the previous day. The implied volatity was 23.42, the open interest changed by 17 which increased total open position to 43


On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 300, which was 20.00 higher than the previous day. The implied volatity was 22.64, the open interest changed by 5 which increased total open position to 25


On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 280, which was -19.95 lower than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 14


On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 299.95, which was 101.95 higher than the previous day. The implied volatity was 24.80, the open interest changed by 7 which increased total open position to 12


On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 198, which was -127.00 lower than the previous day. The implied volatity was 22.29, the open interest changed by 4 which increased total open position to 5


On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 325, which was 146.30 higher than the previous day. The implied volatity was 28.92, 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 178.7, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 178.7, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 178.7, 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 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 178.7, 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 178.7, 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 178.7, 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 178.7, 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 178.7, 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 178.7, 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 178.7, 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 178.7, 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 178.7, 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 178.7, which was 178.70 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 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 10 Oct ULTRACEMCO was trading at 11430.05. 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 9 Oct ULTRACEMCO was trading at 11350.15. 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 8 Oct ULTRACEMCO was trading at 11389.80. 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 7 Oct ULTRACEMCO was trading at 11230.35. 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 4 Oct ULTRACEMCO was trading at 11450.25. 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 Oct ULTRACEMCO was trading at 11724.80. 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 1 Oct ULTRACEMCO was trading at 11837.15. 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 30 Sept ULTRACEMCO was trading at 11802.00. 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