ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 11100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 341.55 | -223.45 | - | 164 | 4 | 701 | |||
| 19 Dec | 11670.80 | 565 | -173.70 | 24.74 | 34 | 0 | 696 | |||
| 18 Dec | 11763.95 | 738.7 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 17 Dec | 11774.95 | 738.7 | -101.35 | 35.05 | 83 | -2 | 696 | |||
| 16 Dec | 11942.50 | 840.05 | -205.55 | - | 3 | 0 | 699 | |||
| 13 Dec | 12083.90 | 1045.6 | 145.60 | 32.51 | 10 | -1 | 699 | |||
| 12 Dec | 11856.95 | 900 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 11898.50 | 900 | 180.00 | 36.54 | 13 | -1 | 700 | |||
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| 10 Dec | 11745.80 | 720 | -57.00 | 18.98 | 6 | -4 | 701 | |||
| 9 Dec | 11814.80 | 777 | -34.90 | 24.25 | 4 | 0 | 705 | |||
| 6 Dec | 11848.50 | 811.9 | 51.90 | - | 6 | 0 | 705 | |||
| 5 Dec | 11932.80 | 760 | 0.00 | 0.00 | 0 | -7 | 0 | |||
| 4 Dec | 11766.80 | 760 | -82.45 | 23.07 | 16 | 1 | 713 | |||
| 3 Dec | 11852.35 | 842.45 | 190.00 | 17.60 | 45 | -5 | 714 | |||
| 2 Dec | 11648.55 | 652.45 | 329.05 | 20.66 | 704 | -24 | 720 | |||
| 29 Nov | 11202.15 | 323.4 | 23.40 | 18.97 | 3,533 | 274 | 747 | |||
| 28 Nov | 10997.80 | 300 | -33.35 | 22.45 | 1,524 | 325 | 491 | |||
| 27 Nov | 11139.90 | 333.35 | 3.20 | 20.27 | 1,213 | 29 | 165 | |||
| 26 Nov | 11121.05 | 330.15 | -316.10 | 21.85 | 209 | 117 | 135 | |||
| 25 Nov | 11457.45 | 646.25 | 166.85 | 28.25 | 2 | -9 | 18 | |||
| 22 Nov | 11375.30 | 479.4 | 230.15 | 21.55 | 63 | -8 | 19 | |||
| 21 Nov | 10954.85 | 249.25 | 129.90 | 19.88 | 23 | 16 | 26 | |||
| 20 Nov | 10769.55 | 119.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 10769.55 | 119.35 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 18 Nov | 10630.90 | 119.35 | -39.25 | 17.53 | 6 | 5 | 10 | |||
| 14 Nov | 10728.50 | 158.6 | -118.00 | 18.13 | 2 | 0 | 3 | |||
| 13 Nov | 10782.20 | 276.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 276.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 10970.45 | 276.6 | -108.55 | 18.10 | 2 | 1 | 3 | |||
| 7 Nov | 11050.80 | 385.15 | -122.75 | 20.21 | 2 | 1 | 2 | |||
| 5 Nov | 11176.35 | 507.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 507.9 | 507.90 | - | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 0 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11100 expiring on 26DEC2024
Delta for 11100 CE is -
Historical price for 11100 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 341.55, which was -223.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 701
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 565, which was -173.70 lower than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 696
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 738.7, 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 738.7, which was -101.35 lower than the previous day. The implied volatity was 35.05, the open interest changed by -2 which decreased total open position to 696
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 840.05, which was -205.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 699
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 1045.6, which was 145.60 higher than the previous day. The implied volatity was 32.51, the open interest changed by -1 which decreased total open position to 699
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 900, 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 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 900, which was 180.00 higher than the previous day. The implied volatity was 36.54, the open interest changed by -1 which decreased total open position to 700
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 720, which was -57.00 lower than the previous day. The implied volatity was 18.98, the open interest changed by -4 which decreased total open position to 701
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 777, which was -34.90 lower than the previous day. The implied volatity was 24.25, the open interest changed by 0 which decreased total open position to 705
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 811.9, which was 51.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 705
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 760, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 760, which was -82.45 lower than the previous day. The implied volatity was 23.07, the open interest changed by 1 which increased total open position to 713
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 842.45, which was 190.00 higher than the previous day. The implied volatity was 17.60, the open interest changed by -5 which decreased total open position to 714
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 652.45, which was 329.05 higher than the previous day. The implied volatity was 20.66, the open interest changed by -24 which decreased total open position to 720
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 323.4, which was 23.40 higher than the previous day. The implied volatity was 18.97, the open interest changed by 274 which increased total open position to 747
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 300, which was -33.35 lower than the previous day. The implied volatity was 22.45, the open interest changed by 325 which increased total open position to 491
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 333.35, which was 3.20 higher than the previous day. The implied volatity was 20.27, the open interest changed by 29 which increased total open position to 165
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 330.15, which was -316.10 lower than the previous day. The implied volatity was 21.85, the open interest changed by 117 which increased total open position to 135
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 646.25, which was 166.85 higher than the previous day. The implied volatity was 28.25, the open interest changed by -9 which decreased total open position to 18
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 479.4, which was 230.15 higher than the previous day. The implied volatity was 21.55, the open interest changed by -8 which decreased total open position to 19
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 249.25, which was 129.90 higher than the previous day. The implied volatity was 19.88, the open interest changed by 16 which increased total open position to 26
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 119.35, 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 119.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 119.35, which was -39.25 lower than the previous day. The implied volatity was 17.53, the open interest changed by 5 which increased total open position to 10
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 158.6, which was -118.00 lower than the previous day. The implied volatity was 18.13, the open interest changed by 0 which decreased total open position to 3
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 276.6, 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 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 276.6, 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 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 276.6, which was -108.55 lower than the previous day. The implied volatity was 18.10, the open interest changed by 1 which increased total open position to 3
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 385.15, which was -122.75 lower than the previous day. The implied volatity was 20.21, the open interest changed by 1 which increased total open position to 2
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 507.9, 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 507.9, which was 507.90 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 11100 PE | |||||||
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Delta: -0.14
Vega: 3.31
Theta: -6.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 27 | 6.10 | 24.89 | 3,067 | 135 | 895 |
| 19 Dec | 11670.80 | 20.9 | 1.90 | 27.56 | 615 | -32 | 759 |
| 18 Dec | 11763.95 | 19 | -2.10 | 29.43 | 620 | -98 | 791 |
| 17 Dec | 11774.95 | 21.1 | 4.60 | 28.77 | 848 | -77 | 889 |
| 16 Dec | 11942.50 | 16.5 | 1.50 | 30.28 | 932 | -87 | 967 |
| 13 Dec | 12083.90 | 15 | -10.50 | 29.33 | 776 | 33 | 1,052 |
| 12 Dec | 11856.95 | 25.5 | -3.00 | 25.40 | 328 | -42 | 1,022 |
| 11 Dec | 11898.50 | 28.5 | -5.65 | 27.23 | 1,143 | 194 | 1,078 |
| 10 Dec | 11745.80 | 34.15 | -3.90 | 24.96 | 342 | 155 | 886 |
| 9 Dec | 11814.80 | 38.05 | 4.20 | 25.90 | 482 | 4 | 736 |
| 6 Dec | 11848.50 | 33.85 | -2.35 | 24.60 | 330 | 4 | 724 |
| 5 Dec | 11932.80 | 36.2 | -16.15 | 25.78 | 860 | -114 | 726 |
| 4 Dec | 11766.80 | 52.35 | 5.45 | 24.53 | 753 | 42 | 841 |
| 3 Dec | 11852.35 | 46.9 | -32.55 | 25.52 | 1,688 | 49 | 804 |
| 2 Dec | 11648.55 | 79.45 | -110.55 | 24.61 | 2,671 | 245 | 757 |
| 29 Nov | 11202.15 | 190 | -68.90 | 22.11 | 1,816 | 263 | 512 |
| 28 Nov | 10997.80 | 258.9 | 67.80 | 23.25 | 1,024 | 48 | 254 |
| 27 Nov | 11139.90 | 191.1 | -33.90 | 20.72 | 545 | 93 | 201 |
| 26 Nov | 11121.05 | 225 | 97.70 | 21.57 | 334 | 67 | 109 |
| 25 Nov | 11457.45 | 127.3 | -291.70 | 23.32 | 47 | 38 | 38 |
| 22 Nov | 11375.30 | 419 | 0.00 | 2.46 | 0 | 0 | 0 |
| 21 Nov | 10954.85 | 419 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 10769.55 | 419 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10769.55 | 419 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 10630.90 | 419 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 10728.50 | 419 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 419 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 419 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 10970.45 | 419 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11050.80 | 419 | 0.00 | 0.76 | 0 | 0 | 0 |
| 5 Nov | 11176.35 | 419 | 419.00 | 1.44 | 0 | 0 | 0 |
| 4 Nov | 11001.85 | 0 | 0.00 | 0.37 | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 0 | 1.18 | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11100 expiring on 26DEC2024
Delta for 11100 PE is -0.14
Historical price for 11100 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 27, which was 6.10 higher than the previous day. The implied volatity was 24.89, the open interest changed by 135 which increased total open position to 895
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 20.9, which was 1.90 higher than the previous day. The implied volatity was 27.56, the open interest changed by -32 which decreased total open position to 759
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 19, which was -2.10 lower than the previous day. The implied volatity was 29.43, the open interest changed by -98 which decreased total open position to 791
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 21.1, which was 4.60 higher than the previous day. The implied volatity was 28.77, the open interest changed by -77 which decreased total open position to 889
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 16.5, which was 1.50 higher than the previous day. The implied volatity was 30.28, the open interest changed by -87 which decreased total open position to 967
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 15, which was -10.50 lower than the previous day. The implied volatity was 29.33, the open interest changed by 33 which increased total open position to 1052
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 25.5, which was -3.00 lower than the previous day. The implied volatity was 25.40, the open interest changed by -42 which decreased total open position to 1022
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 28.5, which was -5.65 lower than the previous day. The implied volatity was 27.23, the open interest changed by 194 which increased total open position to 1078
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 34.15, which was -3.90 lower than the previous day. The implied volatity was 24.96, the open interest changed by 155 which increased total open position to 886
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 38.05, which was 4.20 higher than the previous day. The implied volatity was 25.90, the open interest changed by 4 which increased total open position to 736
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 33.85, which was -2.35 lower than the previous day. The implied volatity was 24.60, the open interest changed by 4 which increased total open position to 724
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 36.2, which was -16.15 lower than the previous day. The implied volatity was 25.78, the open interest changed by -114 which decreased total open position to 726
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 52.35, which was 5.45 higher than the previous day. The implied volatity was 24.53, the open interest changed by 42 which increased total open position to 841
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 46.9, which was -32.55 lower than the previous day. The implied volatity was 25.52, the open interest changed by 49 which increased total open position to 804
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 79.45, which was -110.55 lower than the previous day. The implied volatity was 24.61, the open interest changed by 245 which increased total open position to 757
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 190, which was -68.90 lower than the previous day. The implied volatity was 22.11, the open interest changed by 263 which increased total open position to 512
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 258.9, which was 67.80 higher than the previous day. The implied volatity was 23.25, the open interest changed by 48 which increased total open position to 254
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 191.1, which was -33.90 lower than the previous day. The implied volatity was 20.72, the open interest changed by 93 which increased total open position to 201
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 225, which was 97.70 higher than the previous day. The implied volatity was 21.57, the open interest changed by 67 which increased total open position to 109
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 127.3, which was -291.70 lower than the previous day. The implied volatity was 23.32, the open interest changed by 38 which increased total open position to 38
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 419, which was 0.00 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 419, 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 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 419, 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 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 419, 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 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 419, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 419, 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 419, 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 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 419, 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 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 419, 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 419, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 419, which was 419.00 higher than the previous day. The implied volatity was 1.44, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 1.18, the open interest changed by 0 which decreased total open position to 0
