ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 11300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 4.03
Theta: -7.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 34.6 | 21.25 | 23.08 | 1,653.5 | 29 | 465 | |||
| 20 Nov | 10769.55 | 13.35 | 0.00 | 21.45 | 439.5 | -20 | 437 | |||
| 19 Nov | 10769.55 | 13.35 | 0.35 | 21.45 | 439.5 | -19 | 437 | |||
| 18 Nov | 10630.90 | 13 | -8.00 | 22.43 | 397 | 50.5 | 456.5 | |||
| 14 Nov | 10728.50 | 21 | -12.70 | 19.76 | 478.5 | 1 | 408 | |||
| 13 Nov | 10782.20 | 33.7 | -16.80 | 19.53 | 485.5 | -24 | 407 | |||
| 12 Nov | 10892.00 | 50.5 | -28.70 | 20.48 | 540.5 | 51.5 | 436.5 | |||
| 11 Nov | 10970.45 | 79.2 | -33.80 | 19.75 | 774.5 | 9 | 388.5 | |||
| 8 Nov | 11043.35 | 113 | -29.50 | 19.79 | 498.5 | -6.5 | 379.5 | |||
| 7 Nov | 11050.80 | 142.5 | -76.50 | 19.81 | 1,087.5 | 82.5 | 385.5 | |||
| 6 Nov | 11274.40 | 219 | 17.00 | 19.47 | 1,637 | 139 | 309.5 | |||
| 5 Nov | 11176.35 | 202 | 47.10 | 19.90 | 312 | -12.5 | 169.5 | |||
| 4 Nov | 11001.85 | 154.9 | -43.15 | 21.99 | 284 | 39.5 | 183 | |||
| 1 Nov | 11145.80 | 198.05 | -17.95 | 20.49 | 30 | -0.5 | 145.5 | |||
| 31 Oct | 11065.65 | 216 | -38.00 | - | 277 | 44 | 145 | |||
| 30 Oct | 11205.10 | 254 | 79.45 | - | 235 | 86 | 101 | |||
| 29 Oct | 11112.10 | 174.55 | -72.20 | - | 13 | -3 | 15 | |||
| 28 Oct | 11092.60 | 246.75 | 46.55 | - | 29 | 3 | 17 | |||
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| 25 Oct | 10995.20 | 200.2 | -5.20 | - | 10 | 1 | 14 | |||
| 24 Oct | 11043.60 | 205.4 | 80.40 | - | 10 | 1 | 13 | |||
| 23 Oct | 10753.05 | 125 | -62.30 | - | 7 | 5 | 13 | |||
| 22 Oct | 10825.15 | 187.3 | -2.00 | - | 12 | 3 | 7 | |||
| 21 Oct | 10869.30 | 189.3 | -204.70 | - | 8 | 3 | 5 | |||
| 18 Oct | 11069.30 | 394 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 394 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11322.30 | 394 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 394 | 0.00 | - | 0 | 1 | 0 | |||
| 14 Oct | 11300.30 | 394 | -67.45 | - | 2 | 1 | 2 | |||
| 11 Oct | 11421.30 | 461.45 | 0.00 | - | 0 | 0 | 1 | |||
| 10 Oct | 11430.05 | 461.45 | -51.25 | - | 1 | 0 | 1 | |||
| 9 Oct | 11350.15 | 512.7 | -581.60 | - | 1 | 0 | 0 | |||
| 8 Oct | 11389.80 | 1094.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11230.35 | 1094.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 11450.25 | 1094.3 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11300 expiring on 28NOV2024
Delta for 11300 CE is 0.18
Historical price for 11300 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 34.6, which was 21.25 higher than the previous day. The implied volatity was 23.08, the open interest changed by 58 which increased total open position to 930
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 21.45, the open interest changed by -40 which decreased total open position to 874
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 13.35, which was 0.35 higher than the previous day. The implied volatity was 21.45, the open interest changed by -38 which decreased total open position to 874
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 13, which was -8.00 lower than the previous day. The implied volatity was 22.43, the open interest changed by 101 which increased total open position to 913
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 21, which was -12.70 lower than the previous day. The implied volatity was 19.76, the open interest changed by 2 which increased total open position to 816
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 33.7, which was -16.80 lower than the previous day. The implied volatity was 19.53, the open interest changed by -48 which decreased total open position to 814
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 50.5, which was -28.70 lower than the previous day. The implied volatity was 20.48, the open interest changed by 103 which increased total open position to 873
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 79.2, which was -33.80 lower than the previous day. The implied volatity was 19.75, the open interest changed by 18 which increased total open position to 777
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 113, which was -29.50 lower than the previous day. The implied volatity was 19.79, the open interest changed by -13 which decreased total open position to 759
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 142.5, which was -76.50 lower than the previous day. The implied volatity was 19.81, the open interest changed by 165 which increased total open position to 771
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 219, which was 17.00 higher than the previous day. The implied volatity was 19.47, the open interest changed by 278 which increased total open position to 619
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 202, which was 47.10 higher than the previous day. The implied volatity was 19.90, the open interest changed by -25 which decreased total open position to 339
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 154.9, which was -43.15 lower than the previous day. The implied volatity was 21.99, the open interest changed by 79 which increased total open position to 366
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 198.05, which was -17.95 lower than the previous day. The implied volatity was 20.49, the open interest changed by -1 which decreased total open position to 291
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 216, which was -38.00 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 254, which was 79.45 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 174.55, which was -72.20 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 246.75, which was 46.55 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 200.2, which was -5.20 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 205.4, which was 80.40 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 125, which was -62.30 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 187.3, which was -2.00 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 189.3, which was -204.70 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 394, 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 394, 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 394, 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 394, 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 394, which was -67.45 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 461.45, 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 461.45, which was -51.25 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 512.7, which was -581.60 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 1094.3, 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 1094.3, 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 1094.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 11300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 4.46
Theta: -6.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 374.85 | -177.50 | 26.50 | 31 | -2 | 55.5 |
| 20 Nov | 10769.55 | 552.35 | 0.00 | 27.95 | 5.5 | -2 | 59.5 |
| 19 Nov | 10769.55 | 552.35 | -60.15 | 27.95 | 5.5 | 0 | 59.5 |
| 18 Nov | 10630.90 | 612.5 | 45.10 | 23.99 | 1 | 0 | 59.5 |
| 14 Nov | 10728.50 | 567.4 | 74.85 | 22.12 | 18.5 | 1.5 | 59.5 |
| 13 Nov | 10782.20 | 492.55 | 37.25 | 20.50 | 1.5 | 0 | 58.5 |
| 12 Nov | 10892.00 | 455.3 | 73.00 | 19.55 | 12 | 0.5 | 62 |
| 11 Nov | 10970.45 | 382.3 | 56.85 | 21.84 | 21 | 1.5 | 61.5 |
| 8 Nov | 11043.35 | 325.45 | -15.10 | 18.64 | 23 | 1 | 60.5 |
| 7 Nov | 11050.80 | 340.55 | 124.55 | 23.11 | 91.5 | -2.5 | 59.5 |
| 6 Nov | 11274.40 | 216 | -85.00 | 20.05 | 124 | 35.5 | 61.5 |
| 5 Nov | 11176.35 | 301 | -125.50 | 24.81 | 1 | 0.5 | 25.5 |
| 4 Nov | 11001.85 | 426.5 | 66.50 | 27.12 | 6 | -3 | 25 |
| 1 Nov | 11145.80 | 360 | 0.00 | 0.00 | 0 | 16 | 0 |
| 31 Oct | 11065.65 | 360 | 61.15 | - | 49 | 17 | 29 |
| 30 Oct | 11205.10 | 298.85 | -31.40 | - | 18 | 10 | 12 |
| 29 Oct | 11112.10 | 330.25 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 11092.60 | 330.25 | -69.75 | - | 1 | 1 | 1 |
| 25 Oct | 10995.20 | 400 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 11043.60 | 400 | 212.20 | - | 1 | 0 | 0 |
| 23 Oct | 10753.05 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10825.15 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11322.30 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11416.90 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11421.30 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11350.15 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11230.35 | 187.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 11450.25 | 187.8 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11300 expiring on 28NOV2024
Delta for 11300 PE is -0.78
Historical price for 11300 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 374.85, which was -177.50 lower than the previous day. The implied volatity was 26.50, the open interest changed by -4 which decreased total open position to 111
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 552.35, which was 0.00 lower than the previous day. The implied volatity was 27.95, the open interest changed by -4 which decreased total open position to 119
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 552.35, which was -60.15 lower than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 119
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 612.5, which was 45.10 higher than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 119
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 567.4, which was 74.85 higher than the previous day. The implied volatity was 22.12, the open interest changed by 3 which increased total open position to 119
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 492.55, which was 37.25 higher than the previous day. The implied volatity was 20.50, the open interest changed by 0 which decreased total open position to 117
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 455.3, which was 73.00 higher than the previous day. The implied volatity was 19.55, the open interest changed by 1 which increased total open position to 124
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 382.3, which was 56.85 higher than the previous day. The implied volatity was 21.84, the open interest changed by 3 which increased total open position to 123
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 325.45, which was -15.10 lower than the previous day. The implied volatity was 18.64, the open interest changed by 2 which increased total open position to 121
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 340.55, which was 124.55 higher than the previous day. The implied volatity was 23.11, the open interest changed by -5 which decreased total open position to 119
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 216, which was -85.00 lower than the previous day. The implied volatity was 20.05, the open interest changed by 71 which increased total open position to 123
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 301, which was -125.50 lower than the previous day. The implied volatity was 24.81, the open interest changed by 1 which increased total open position to 51
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 426.5, which was 66.50 higher than the previous day. The implied volatity was 27.12, the open interest changed by -6 which decreased total open position to 50
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 360, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 360, which was 61.15 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 298.85, which was -31.40 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 330.25, 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 330.25, which was -69.75 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 400, 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 400, which was 212.20 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, 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 187.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
