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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 04:01 PM IST
ULTRACEMCO 28NOV2024 11200 CE
Delta: 0.26
Vega: 4.91
Theta: -8.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10954.85 52 33.75 22.28 2,781 38.5 843
20 Nov 10769.55 18.25 0.00 20.31 663.5 -18.5 805.5
19 Nov 10769.55 18.25 1.25 20.31 663.5 -17.5 805.5
18 Nov 10630.90 17 -11.75 20.98 607.5 -43 826
14 Nov 10728.50 28.75 -17.20 18.86 1,218.5 79 870.5
13 Nov 10782.20 45.95 -24.05 18.74 787.5 19 792
12 Nov 10892.00 70 -39.30 20.20 981.5 -9.5 772.5
11 Nov 10970.45 109.3 -39.75 19.76 1,262.5 12.5 784.5
8 Nov 11043.35 149.05 -37.30 19.24 719 6 772
7 Nov 11050.80 186.35 -87.45 20.09 1,467 136.5 766.5
6 Nov 11274.40 273.8 22.10 19.62 1,722 156.5 630.5
5 Nov 11176.35 251.7 65.55 19.95 1,031 -14 474
4 Nov 11001.85 186.15 -55.85 21.39 739 77 486.5
1 Nov 11145.80 242 -16.00 20.41 36.5 1.5 408.5
31 Oct 11065.65 258 -48.00 - 680 95 404
30 Oct 11205.10 306 45.90 - 758 226 309
29 Oct 11112.10 260.1 -4.90 - 160 7 82
28 Oct 11092.60 265 30.00 - 227 50 76
25 Oct 10995.20 235 -10.05 - 24 6 26
24 Oct 11043.60 245.05 86.10 - 47 9 20
23 Oct 10753.05 158.95 -88.00 - 5 4 10
22 Oct 10825.15 246.95 6.95 - 9 4 5
21 Oct 10869.30 240 -494.05 - 3 1 1
18 Oct 11069.30 734.05 0.00 - 0 0 0
17 Oct 11017.30 734.05 0.00 - 0 0 0
16 Oct 11322.30 734.05 0.00 - 0 0 0
15 Oct 11416.90 734.05 0.00 - 0 0 0
14 Oct 11300.30 734.05 0.00 - 0 0 0
11 Oct 11421.30 734.05 0.00 - 0 0 0
10 Oct 11430.05 734.05 0.00 - 0 0 0
9 Oct 11350.15 734.05 0.00 - 0 0 0
8 Oct 11389.80 734.05 0.00 - 0 0 0
7 Oct 11230.35 734.05 0.00 - 0 0 0
4 Oct 11450.25 734.05 734.05 - 0 0 0
26 Sept 12065.00 0 0.00 - 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 11200 expiring on 28NOV2024

Delta for 11200 CE is 0.26

Historical price for 11200 CE is as follows

On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 52, which was 33.75 higher than the previous day. The implied volatity was 22.28, the open interest changed by 77 which increased total open position to 1686


On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 18.25, which was 0.00 lower than the previous day. The implied volatity was 20.31, the open interest changed by -37 which decreased total open position to 1611


On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 18.25, which was 1.25 higher than the previous day. The implied volatity was 20.31, the open interest changed by -35 which decreased total open position to 1611


On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 17, which was -11.75 lower than the previous day. The implied volatity was 20.98, the open interest changed by -86 which decreased total open position to 1652


On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 28.75, which was -17.20 lower than the previous day. The implied volatity was 18.86, the open interest changed by 158 which increased total open position to 1741


On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 45.95, which was -24.05 lower than the previous day. The implied volatity was 18.74, the open interest changed by 38 which increased total open position to 1584


On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 70, which was -39.30 lower than the previous day. The implied volatity was 20.20, the open interest changed by -19 which decreased total open position to 1545


On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 109.3, which was -39.75 lower than the previous day. The implied volatity was 19.76, the open interest changed by 25 which increased total open position to 1569


On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 149.05, which was -37.30 lower than the previous day. The implied volatity was 19.24, the open interest changed by 12 which increased total open position to 1544


On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 186.35, which was -87.45 lower than the previous day. The implied volatity was 20.09, the open interest changed by 273 which increased total open position to 1533


On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 273.8, which was 22.10 higher than the previous day. The implied volatity was 19.62, the open interest changed by 313 which increased total open position to 1261


On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 251.7, which was 65.55 higher than the previous day. The implied volatity was 19.95, the open interest changed by -28 which decreased total open position to 948


On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 186.15, which was -55.85 lower than the previous day. The implied volatity was 21.39, the open interest changed by 154 which increased total open position to 973


On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 242, which was -16.00 lower than the previous day. The implied volatity was 20.41, the open interest changed by 3 which increased total open position to 817


On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 258, which was -48.00 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 306, which was 45.90 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 260.1, which was -4.90 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 265, which was 30.00 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 235, which was -10.05 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 245.05, which was 86.10 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 158.95, which was -88.00 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 246.95, which was 6.95 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 240, which was -494.05 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 734.05, 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 17 Oct ULTRACEMCO was trading at 11017.30. The strike last trading price was 734.05, 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 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 734.05, 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 15 Oct ULTRACEMCO was trading at 11416.90. The strike last trading price was 734.05, 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 14 Oct ULTRACEMCO was trading at 11300.30. The strike last trading price was 734.05, 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 11 Oct ULTRACEMCO was trading at 11421.30. The strike last trading price was 734.05, 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 10 Oct ULTRACEMCO was trading at 11430.05. The strike last trading price was 734.05, 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 9 Oct ULTRACEMCO was trading at 11350.15. The strike last trading price was 734.05, 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 8 Oct ULTRACEMCO was trading at 11389.80. The strike last trading price was 734.05, 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 7 Oct ULTRACEMCO was trading at 11230.35. The strike last trading price was 734.05, 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 4 Oct ULTRACEMCO was trading at 11450.25. The strike last trading price was 734.05, which was 734.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept ULTRACEMCO was trading at 12065.00. 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 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 11200 PE
Delta: -0.72
Vega: 5.06
Theta: -6.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10954.85 286.5 -167.30 24.00 57.5 -29 144.5
20 Nov 10769.55 453.8 0.00 21.55 28 -13.5 175.5
19 Nov 10769.55 453.8 -76.70 21.55 28 -11.5 175.5
18 Nov 10630.90 530.5 64.50 25.92 13.5 -1.5 187.5
14 Nov 10728.50 466 18.00 18.95 12 -3.5 189
13 Nov 10782.20 448 58.45 25.76 33.5 -20.5 193
12 Nov 10892.00 389.55 80.60 21.35 119 6.5 218.5
11 Nov 10970.45 308.95 44.60 21.24 146.5 12 211
8 Nov 11043.35 264.35 4.90 19.79 114.5 -6 200
7 Nov 11050.80 259.45 90.50 20.96 1,028 -28.5 205.5
6 Nov 11274.40 168.95 -83.50 20.00 604.5 118.5 234.5
5 Nov 11176.35 252.45 -84.30 25.00 151 -10.5 116
4 Nov 11001.85 336.75 58.75 24.40 178 10.5 126.5
1 Nov 11145.80 278 7.00 22.83 16.5 1.5 115.5
31 Oct 11065.65 271 18.10 - 201 30 114
30 Oct 11205.10 252.9 -5.35 - 94 35 84
29 Oct 11112.10 258.25 -27.75 - 71 18 49
28 Oct 11092.60 286 -184.00 - 79 35 35
25 Oct 10995.20 470 0.00 - 0 0 0
24 Oct 11043.60 470 0.00 - 0 0 0
23 Oct 10753.05 470 0.00 - 0 0 3
22 Oct 10825.15 470 270.00 - 2 0 3
21 Oct 10869.30 200 0.00 - 0 0 0
18 Oct 11069.30 200 0.00 - 0 0 0
17 Oct 11017.30 200 0.00 - 0 1 0
16 Oct 11322.30 200 -20.00 - 2 0 2
15 Oct 11416.90 220 0.00 - 0 0 0
14 Oct 11300.30 220 0.00 - 0 0 0
11 Oct 11421.30 220 0.00 - 0 1 0
10 Oct 11430.05 220 0.00 - 1 0 1
9 Oct 11350.15 220 0.00 - 0 0 0
8 Oct 11389.80 220 0.00 - 0 0 0
7 Oct 11230.35 220 0.00 - 0 1 0
4 Oct 11450.25 220 -290.60 - 1 0 0
26 Sept 12065.00 510.6 0.00 - 0 0 0
25 Sept 11816.30 510.6 0.00 - 0 0 0
24 Sept 11761.65 510.6 0.00 - 0 0 0
23 Sept 11962.05 510.6 0.00 - 0 0 0
20 Sept 11798.30 510.6 0.00 - 0 0 0
19 Sept 11627.50 510.6 0.00 - 0 0 0
18 Sept 11630.90 510.6 510.60 - 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 11200 expiring on 28NOV2024

Delta for 11200 PE is -0.72

Historical price for 11200 PE is as follows

On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 286.5, which was -167.30 lower than the previous day. The implied volatity was 24.00, the open interest changed by -58 which decreased total open position to 289


On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 453.8, which was 0.00 lower than the previous day. The implied volatity was 21.55, the open interest changed by -27 which decreased total open position to 351


On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 453.8, which was -76.70 lower than the previous day. The implied volatity was 21.55, the open interest changed by -23 which decreased total open position to 351


On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 530.5, which was 64.50 higher than the previous day. The implied volatity was 25.92, the open interest changed by -3 which decreased total open position to 375


On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 466, which was 18.00 higher than the previous day. The implied volatity was 18.95, the open interest changed by -7 which decreased total open position to 378


On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 448, which was 58.45 higher than the previous day. The implied volatity was 25.76, the open interest changed by -41 which decreased total open position to 386


On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 389.55, which was 80.60 higher than the previous day. The implied volatity was 21.35, the open interest changed by 13 which increased total open position to 437


On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 308.95, which was 44.60 higher than the previous day. The implied volatity was 21.24, the open interest changed by 24 which increased total open position to 422


On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 264.35, which was 4.90 higher than the previous day. The implied volatity was 19.79, the open interest changed by -12 which decreased total open position to 400


On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 259.45, which was 90.50 higher than the previous day. The implied volatity was 20.96, the open interest changed by -57 which decreased total open position to 411


On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 168.95, which was -83.50 lower than the previous day. The implied volatity was 20.00, the open interest changed by 237 which increased total open position to 469


On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 252.45, which was -84.30 lower than the previous day. The implied volatity was 25.00, the open interest changed by -21 which decreased total open position to 232


On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 336.75, which was 58.75 higher than the previous day. The implied volatity was 24.40, the open interest changed by 21 which increased total open position to 253


On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 278, which was 7.00 higher than the previous day. The implied volatity was 22.83, the open interest changed by 3 which increased total open position to 231


On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 271, which was 18.10 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 252.9, which was -5.35 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 258.25, which was -27.75 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 286, which was -184.00 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 470, 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 470, 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 470, 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 470, which was 270.00 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 200, 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 200, 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 200, 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 200, 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 15 Oct ULTRACEMCO was trading at 11416.90. The strike last trading price was 220, 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 220, 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 220, 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 220, 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 220, 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 220, 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 220, 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 220, which was -290.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept ULTRACEMCO was trading at 12065.00. The strike last trading price was 510.6, 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 Sept ULTRACEMCO was trading at 11816.30. The strike last trading price was 510.6, 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 510.6, 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 510.6, 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 510.6, 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 510.6, 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 510.6, which was 510.60 higher 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