ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 11300 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 | 177 | -236.05 | - | 237 | 19 | 737 | |||
| 19 Dec | 11670.80 | 413.05 | -86.60 | 29.54 | 44 | -17 | 719 | |||
| 18 Dec | 11763.95 | 499.65 | -23.90 | 20.16 | 47 | -7 | 736 | |||
| 17 Dec | 11774.95 | 523.55 | -189.90 | 23.87 | 87 | -13 | 743 | |||
| 16 Dec | 11942.50 | 713.45 | -97.10 | 31.94 | 71 | -23 | 756 | |||
| 13 Dec | 12083.90 | 810.55 | 187.70 | - | 68 | 0 | 779 | |||
| 12 Dec | 11856.95 | 622.85 | -75.55 | 29.77 | 9 | -2 | 778 | |||
| 11 Dec | 11898.50 | 698.4 | 151.95 | 30.04 | 46 | -28 | 781 | |||
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| 10 Dec | 11745.80 | 546.45 | -53.55 | 20.20 | 4 | -2 | 810 | |||
| 9 Dec | 11814.80 | 600 | -58.30 | 23.12 | 20 | -3 | 812 | |||
| 6 Dec | 11848.50 | 658.3 | -46.75 | 20.85 | 10 | 4 | 814 | |||
| 5 Dec | 11932.80 | 705.05 | 56.75 | 18.16 | 349 | -134 | 809 | |||
| 4 Dec | 11766.80 | 648.3 | -8.20 | 28.97 | 26 | -4 | 943 | |||
| 3 Dec | 11852.35 | 656.5 | 153.05 | 17.04 | 232 | -54 | 947 | |||
| 2 Dec | 11648.55 | 503.45 | 289.10 | 21.50 | 4,829 | -41 | 1,002 | |||
| 29 Nov | 11202.15 | 214.35 | 15.40 | 18.79 | 3,386 | 587 | 1,063 | |||
| 28 Nov | 10997.80 | 198.95 | -34.30 | 21.64 | 1,179 | 134 | 478 | |||
| 27 Nov | 11139.90 | 233.25 | 0.55 | 20.50 | 935 | 49 | 347 | |||
| 26 Nov | 11121.05 | 232.7 | -182.80 | 21.81 | 520 | 235 | 296 | |||
| 25 Nov | 11457.45 | 415.5 | 86.65 | 19.86 | 55 | 22 | 61 | |||
| 22 Nov | 11375.30 | 328.85 | 158.85 | 19.91 | 94 | 23 | 62 | |||
| 21 Nov | 10954.85 | 170 | -243.80 | 19.98 | 48 | 39 | 39 | |||
| 20 Nov | 10769.55 | 413.8 | 0.00 | 3.05 | 0 | 0 | 0 | |||
| 19 Nov | 10769.55 | 413.8 | 0.00 | 3.05 | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 413.8 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 13 Nov | 10782.20 | 413.8 | 0.00 | 2.42 | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 413.8 | 0.00 | 2.12 | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 413.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 413.8 | 0.00 | 0.96 | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 413.8 | 0.17 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11300 expiring on 26DEC2024
Delta for 11300 CE is -
Historical price for 11300 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 177, which was -236.05 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 737
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 413.05, which was -86.60 lower than the previous day. The implied volatity was 29.54, the open interest changed by -17 which decreased total open position to 719
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 499.65, which was -23.90 lower than the previous day. The implied volatity was 20.16, the open interest changed by -7 which decreased total open position to 736
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 523.55, which was -189.90 lower than the previous day. The implied volatity was 23.87, the open interest changed by -13 which decreased total open position to 743
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 713.45, which was -97.10 lower than the previous day. The implied volatity was 31.94, the open interest changed by -23 which decreased total open position to 756
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 810.55, which was 187.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 779
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 622.85, which was -75.55 lower than the previous day. The implied volatity was 29.77, the open interest changed by -2 which decreased total open position to 778
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 698.4, which was 151.95 higher than the previous day. The implied volatity was 30.04, the open interest changed by -28 which decreased total open position to 781
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 546.45, which was -53.55 lower than the previous day. The implied volatity was 20.20, the open interest changed by -2 which decreased total open position to 810
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 600, which was -58.30 lower than the previous day. The implied volatity was 23.12, the open interest changed by -3 which decreased total open position to 812
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 658.3, which was -46.75 lower than the previous day. The implied volatity was 20.85, the open interest changed by 4 which increased total open position to 814
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 705.05, which was 56.75 higher than the previous day. The implied volatity was 18.16, the open interest changed by -134 which decreased total open position to 809
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 648.3, which was -8.20 lower than the previous day. The implied volatity was 28.97, the open interest changed by -4 which decreased total open position to 943
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 656.5, which was 153.05 higher than the previous day. The implied volatity was 17.04, the open interest changed by -54 which decreased total open position to 947
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 503.45, which was 289.10 higher than the previous day. The implied volatity was 21.50, the open interest changed by -41 which decreased total open position to 1002
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 214.35, which was 15.40 higher than the previous day. The implied volatity was 18.79, the open interest changed by 587 which increased total open position to 1063
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 198.95, which was -34.30 lower than the previous day. The implied volatity was 21.64, the open interest changed by 134 which increased total open position to 478
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 233.25, which was 0.55 higher than the previous day. The implied volatity was 20.50, the open interest changed by 49 which increased total open position to 347
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 232.7, which was -182.80 lower than the previous day. The implied volatity was 21.81, the open interest changed by 235 which increased total open position to 296
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 415.5, which was 86.65 higher than the previous day. The implied volatity was 19.86, the open interest changed by 22 which increased total open position to 61
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 328.85, which was 158.85 higher than the previous day. The implied volatity was 19.91, the open interest changed by 23 which increased total open position to 62
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 170, which was -243.80 lower than the previous day. The implied volatity was 19.98, the open interest changed by 39 which increased total open position to 39
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 413.8, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 413.8, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 413.8, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 413.8, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 413.8, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 413.8, 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 413.8, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 413.8, which was lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 26DEC2024 11300 PE | |||||||
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Delta: -0.29
Vega: 5.05
Theta: -8.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 63.45 | 29.90 | 23.14 | 6,811 | 47 | 867 |
| 19 Dec | 11670.80 | 33.55 | 2.70 | 23.25 | 1,417 | 60 | 823 |
| 18 Dec | 11763.95 | 30.85 | -3.85 | 26.11 | 1,277 | 106 | 778 |
| 17 Dec | 11774.95 | 34.7 | 11.20 | 25.89 | 1,818 | 132 | 686 |
| 16 Dec | 11942.50 | 23.5 | 2.50 | 26.88 | 673 | 3 | 553 |
| 13 Dec | 12083.90 | 21 | -17.85 | 26.52 | 1,624 | -232 | 559 |
| 12 Dec | 11856.95 | 38.85 | -3.20 | 22.86 | 811 | -46 | 807 |
| 11 Dec | 11898.50 | 42.05 | -13.00 | 24.87 | 2,086 | 109 | 868 |
| 10 Dec | 11745.80 | 55.05 | -7.00 | 23.22 | 528 | -66 | 763 |
| 9 Dec | 11814.80 | 62.05 | 8.15 | 24.62 | 1,157 | -10 | 833 |
| 6 Dec | 11848.50 | 53.9 | -1.15 | 23.28 | 1,106 | 109 | 842 |
| 5 Dec | 11932.80 | 55.05 | -23.65 | 24.37 | 1,642 | -64 | 733 |
| 4 Dec | 11766.80 | 78.7 | 6.60 | 23.06 | 1,329 | 33 | 797 |
| 3 Dec | 11852.35 | 72.1 | -51.65 | 24.47 | 2,448 | 40 | 764 |
| 2 Dec | 11648.55 | 123.75 | -158.50 | 24.03 | 3,962 | 525 | 734 |
| 29 Nov | 11202.15 | 282.25 | -69.60 | 22.02 | 422 | 50 | 220 |
| 28 Nov | 10997.80 | 351.85 | 52.60 | 22.07 | 199 | 63 | 173 |
| 27 Nov | 11139.90 | 299.25 | -11.05 | 21.72 | 300 | 76 | 110 |
| 26 Nov | 11121.05 | 310.3 | 120.30 | 20.30 | 113 | 29 | 35 |
| 25 Nov | 11457.45 | 190 | -332.65 | 23.10 | 6 | 0 | 0 |
| 22 Nov | 11375.30 | 522.65 | 0.00 | 0.94 | 0 | 0 | 0 |
| 21 Nov | 10954.85 | 522.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 10769.55 | 522.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10769.55 | 522.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 10630.90 | 522.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 522.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 522.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 11176.35 | 522.65 | 522.65 | 0.26 | 0 | 0 | 0 |
| 4 Nov | 11001.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 0 | 0.03 | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11300 expiring on 26DEC2024
Delta for 11300 PE is -0.29
Historical price for 11300 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 63.45, which was 29.90 higher than the previous day. The implied volatity was 23.14, the open interest changed by 47 which increased total open position to 867
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 33.55, which was 2.70 higher than the previous day. The implied volatity was 23.25, the open interest changed by 60 which increased total open position to 823
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 30.85, which was -3.85 lower than the previous day. The implied volatity was 26.11, the open interest changed by 106 which increased total open position to 778
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 34.7, which was 11.20 higher than the previous day. The implied volatity was 25.89, the open interest changed by 132 which increased total open position to 686
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 23.5, which was 2.50 higher than the previous day. The implied volatity was 26.88, the open interest changed by 3 which increased total open position to 553
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 21, which was -17.85 lower than the previous day. The implied volatity was 26.52, the open interest changed by -232 which decreased total open position to 559
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 38.85, which was -3.20 lower than the previous day. The implied volatity was 22.86, the open interest changed by -46 which decreased total open position to 807
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 42.05, which was -13.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by 109 which increased total open position to 868
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 55.05, which was -7.00 lower than the previous day. The implied volatity was 23.22, the open interest changed by -66 which decreased total open position to 763
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 62.05, which was 8.15 higher than the previous day. The implied volatity was 24.62, the open interest changed by -10 which decreased total open position to 833
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 53.9, which was -1.15 lower than the previous day. The implied volatity was 23.28, the open interest changed by 109 which increased total open position to 842
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 55.05, which was -23.65 lower than the previous day. The implied volatity was 24.37, the open interest changed by -64 which decreased total open position to 733
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 78.7, which was 6.60 higher than the previous day. The implied volatity was 23.06, the open interest changed by 33 which increased total open position to 797
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 72.1, which was -51.65 lower than the previous day. The implied volatity was 24.47, the open interest changed by 40 which increased total open position to 764
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 123.75, which was -158.50 lower than the previous day. The implied volatity was 24.03, the open interest changed by 525 which increased total open position to 734
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 282.25, which was -69.60 lower than the previous day. The implied volatity was 22.02, the open interest changed by 50 which increased total open position to 220
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 351.85, which was 52.60 higher than the previous day. The implied volatity was 22.07, the open interest changed by 63 which increased total open position to 173
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 299.25, which was -11.05 lower than the previous day. The implied volatity was 21.72, the open interest changed by 76 which increased total open position to 110
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 310.3, which was 120.30 higher than the previous day. The implied volatity was 20.30, the open interest changed by 29 which increased total open position to 35
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 190, which was -332.65 lower than the previous day. The implied volatity was 23.10, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 522.65, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 522.65, 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 522.65, 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 522.65, 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 522.65, 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 522.65, 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 522.65, 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 522.65, which was 522.65 higher than the previous day. The implied volatity was 0.26, 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 -, 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 0.03, the open interest changed by 0 which decreased total open position to 0
