ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:01 PM IST
| ULTRACEMCO 28NOV2024 11100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 5.68
Theta: -10.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 81.8 | 52.90 | 22.29 | 2,815 | -104.5 | 478.5 | |||
| 20 Nov | 10769.55 | 28.9 | 0.00 | 18.72 | 723 | -34.5 | 579.5 | |||
| 19 Nov | 10769.55 | 28.9 | 4.75 | 18.72 | 723 | -38 | 579.5 | |||
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| 18 Nov | 10630.90 | 24.15 | -17.90 | 19.86 | 678 | 13 | 625.5 | |||
| 14 Nov | 10728.50 | 42.05 | -23.20 | 18.34 | 685 | 54.5 | 616.5 | |||
| 13 Nov | 10782.20 | 65.25 | -31.90 | 18.29 | 555 | 42.5 | 563.5 | |||
| 12 Nov | 10892.00 | 97.15 | -52.40 | 20.11 | 783 | 96.5 | 527 | |||
| 11 Nov | 10970.45 | 149.55 | -44.90 | 20.05 | 1,054.5 | 2 | 428.5 | |||
| 8 Nov | 11043.35 | 194.45 | -31.85 | 20.04 | 552.5 | 40.5 | 425.5 | |||
| 7 Nov | 11050.80 | 226.3 | -105.80 | 19.30 | 873.5 | 39.5 | 385 | |||
| 6 Nov | 11274.40 | 332.1 | 33.15 | 19.43 | 476 | 97.5 | 345.5 | |||
| 5 Nov | 11176.35 | 298.95 | 68.75 | 19.12 | 1,494.5 | 23.5 | 243 | |||
| 4 Nov | 11001.85 | 230.2 | -66.75 | 21.05 | 421.5 | 63 | 220.5 | |||
| 1 Nov | 11145.80 | 296.95 | -13.05 | 20.72 | 44 | 3.5 | 157.5 | |||
| 31 Oct | 11065.65 | 310 | -51.05 | - | 312 | 74 | 153 | |||
| 30 Oct | 11205.10 | 361.05 | 47.05 | - | 426 | 37 | 79 | |||
| 29 Oct | 11112.10 | 314 | -9.00 | - | 104 | 20 | 44 | |||
| 28 Oct | 11092.60 | 323 | 54.55 | - | 78 | 11 | 25 | |||
| 25 Oct | 10995.20 | 268.45 | -24.45 | - | 21 | 4 | 14 | |||
| 24 Oct | 11043.60 | 292.9 | 24.85 | - | 16 | 7 | 11 | |||
| 23 Oct | 10753.05 | 268.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 268.05 | -7.45 | - | 7 | 2 | 6 | |||
| 21 Oct | 10869.30 | 275.5 | -92.25 | - | 5 | 1 | 3 | |||
| 18 Oct | 11069.30 | 367.75 | -877.00 | - | 3 | 2 | 2 | |||
| 17 Oct | 11017.30 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11322.30 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11300.30 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11421.30 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11350.15 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11389.80 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11230.35 | 1244.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 11450.25 | 1244.75 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11100 expiring on 28NOV2024
Delta for 11100 CE is 0.36
Historical price for 11100 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 81.8, which was 52.90 higher than the previous day. The implied volatity was 22.29, the open interest changed by -209 which decreased total open position to 957
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 18.72, the open interest changed by -69 which decreased total open position to 1159
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 28.9, which was 4.75 higher than the previous day. The implied volatity was 18.72, the open interest changed by -76 which decreased total open position to 1159
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 24.15, which was -17.90 lower than the previous day. The implied volatity was 19.86, the open interest changed by 26 which increased total open position to 1251
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 42.05, which was -23.20 lower than the previous day. The implied volatity was 18.34, the open interest changed by 109 which increased total open position to 1233
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 65.25, which was -31.90 lower than the previous day. The implied volatity was 18.29, the open interest changed by 85 which increased total open position to 1127
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 97.15, which was -52.40 lower than the previous day. The implied volatity was 20.11, the open interest changed by 193 which increased total open position to 1054
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 149.55, which was -44.90 lower than the previous day. The implied volatity was 20.05, the open interest changed by 4 which increased total open position to 857
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 194.45, which was -31.85 lower than the previous day. The implied volatity was 20.04, the open interest changed by 81 which increased total open position to 851
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 226.3, which was -105.80 lower than the previous day. The implied volatity was 19.30, the open interest changed by 79 which increased total open position to 770
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 332.1, which was 33.15 higher than the previous day. The implied volatity was 19.43, the open interest changed by 195 which increased total open position to 691
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 298.95, which was 68.75 higher than the previous day. The implied volatity was 19.12, the open interest changed by 47 which increased total open position to 486
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 230.2, which was -66.75 lower than the previous day. The implied volatity was 21.05, the open interest changed by 126 which increased total open position to 441
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 296.95, which was -13.05 lower than the previous day. The implied volatity was 20.72, the open interest changed by 7 which increased total open position to 315
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 310, which was -51.05 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 361.05, which was 47.05 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 314, which was -9.00 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 323, which was 54.55 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 268.45, which was -24.45 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 292.9, which was 24.85 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 268.05, 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 268.05, which was -7.45 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 275.5, which was -92.25 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 367.75, which was -877.00 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 1244.75, 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 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 1244.75, 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 1244.75, 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 1244.75, 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 11 Oct ULTRACEMCO was trading at 11421.30. The strike last trading price was 1244.75, 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 1244.75, 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 9 Oct ULTRACEMCO was trading at 11350.15. The strike last trading price was 1244.75, 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 1244.75, 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 1244.75, 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 4 Oct ULTRACEMCO was trading at 11450.25. The strike last trading price was 1244.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 11100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 5.68
Theta: -7.10
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 208.3 | -157.55 | 22.36 | 210.5 | -26 | 169.5 |
| 20 Nov | 10769.55 | 365.85 | 0.00 | 23.26 | 45.5 | 3.5 | 196 |
| 19 Nov | 10769.55 | 365.85 | -57.55 | 23.26 | 45.5 | 4 | 196 |
| 18 Nov | 10630.90 | 423.4 | 38.75 | 20.71 | 11.5 | -4.5 | 193 |
| 14 Nov | 10728.50 | 384.65 | 40.65 | 19.24 | 24 | -11.5 | 197 |
| 13 Nov | 10782.20 | 344 | 25.75 | 21.54 | 130.5 | -24 | 209 |
| 12 Nov | 10892.00 | 318.25 | 77.60 | 21.28 | 306.5 | -23.5 | 233.5 |
| 11 Nov | 10970.45 | 240.65 | 20.40 | 20.48 | 321 | 5 | 256.5 |
| 8 Nov | 11043.35 | 220.25 | 15.25 | 20.19 | 474 | -70 | 252 |
| 7 Nov | 11050.80 | 205 | 70.70 | 20.74 | 1,504 | -17 | 320 |
| 6 Nov | 11274.40 | 134.3 | -75.65 | 20.46 | 551 | 115 | 337 |
| 5 Nov | 11176.35 | 209.95 | -71.05 | 25.23 | 518 | 109 | 215 |
| 4 Nov | 11001.85 | 281 | 56.00 | 24.29 | 393.5 | 24 | 104.5 |
| 1 Nov | 11145.80 | 225 | 4.90 | 22.44 | 27 | 7 | 81 |
| 31 Oct | 11065.65 | 220.1 | 20.10 | - | 270 | 7 | 82 |
| 30 Oct | 11205.10 | 200 | -28.80 | - | 125 | 52 | 76 |
| 29 Oct | 11112.10 | 228.8 | 4.60 | - | 28 | 16 | 23 |
| 28 Oct | 11092.60 | 224.2 | -125.80 | - | 6 | 4 | 5 |
| 25 Oct | 10995.20 | 350 | 0.00 | - | 0 | 0 | 1 |
| 24 Oct | 11043.60 | 350 | 209.25 | - | 1 | 0 | 0 |
| 23 Oct | 10753.05 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10825.15 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11322.30 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11416.90 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11421.30 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11350.15 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11230.35 | 140.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 11450.25 | 140.75 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11100 expiring on 28NOV2024
Delta for 11100 PE is -0.64
Historical price for 11100 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 208.3, which was -157.55 lower than the previous day. The implied volatity was 22.36, the open interest changed by -52 which decreased total open position to 339
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 365.85, which was 0.00 lower than the previous day. The implied volatity was 23.26, the open interest changed by 7 which increased total open position to 392
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 365.85, which was -57.55 lower than the previous day. The implied volatity was 23.26, the open interest changed by 8 which increased total open position to 392
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 423.4, which was 38.75 higher than the previous day. The implied volatity was 20.71, the open interest changed by -9 which decreased total open position to 386
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 384.65, which was 40.65 higher than the previous day. The implied volatity was 19.24, the open interest changed by -23 which decreased total open position to 394
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 344, which was 25.75 higher than the previous day. The implied volatity was 21.54, the open interest changed by -48 which decreased total open position to 418
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 318.25, which was 77.60 higher than the previous day. The implied volatity was 21.28, the open interest changed by -47 which decreased total open position to 467
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 240.65, which was 20.40 higher than the previous day. The implied volatity was 20.48, the open interest changed by 10 which increased total open position to 513
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 220.25, which was 15.25 higher than the previous day. The implied volatity was 20.19, the open interest changed by -140 which decreased total open position to 504
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 205, which was 70.70 higher than the previous day. The implied volatity was 20.74, the open interest changed by -34 which decreased total open position to 640
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 134.3, which was -75.65 lower than the previous day. The implied volatity was 20.46, the open interest changed by 230 which increased total open position to 674
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 209.95, which was -71.05 lower than the previous day. The implied volatity was 25.23, the open interest changed by 218 which increased total open position to 430
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 281, which was 56.00 higher than the previous day. The implied volatity was 24.29, the open interest changed by 48 which increased total open position to 209
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 225, which was 4.90 higher than the previous day. The implied volatity was 22.44, the open interest changed by 14 which increased total open position to 162
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 220.1, which was 20.10 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 200, which was -28.80 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 228.8, which was 4.60 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 224.2, which was -125.80 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 350, 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 350, which was 209.25 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 140.75, 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 140.75, 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 140.75, 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 140.75, 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 140.75, 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 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 140.75, 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 140.75, 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 140.75, 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 11 Oct ULTRACEMCO was trading at 11421.30. The strike last trading price was 140.75, 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 140.75, 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 9 Oct ULTRACEMCO was trading at 11350.15. The strike last trading price was 140.75, 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 140.75, 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 140.75, 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 4 Oct ULTRACEMCO was trading at 11450.25. The strike last trading price was 140.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
