ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Jan 2025 04:11 PM IST
| ULTRACEMCO 30JAN2025 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 10.86
Theta: -5.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 11797.70 | 460 | 173.00 | 19.14 | 7,424 | 317 | 1,313 | |||
| 1 Jan | 11447.00 | 287 | 22.00 | 20.70 | 2,799 | 57 | 999 | |||
| 31 Dec | 11426.35 | 265 | 29.00 | 19.96 | 2,353 | -123 | 945 | |||
| 30 Dec | 11288.35 | 236 | -32.00 | 19.78 | 3,154 | 325 | 1,069 | |||
| 27 Dec | 11406.55 | 268 | -19.40 | 18.36 | 2,508 | 311 | 746 | |||
| 26 Dec | 11460.65 | 287.4 | 32.40 | 18.62 | 986 | 107 | 431 | |||
| 24 Dec | 11390.35 | 255 | -57.85 | 18.47 | 507 | 208 | 321 | |||
| 23 Dec | 11472.60 | 312.85 | -25.75 | 18.28 | 350 | 61 | 113 | |||
| 20 Dec | 11422.80 | 338.6 | -191.40 | 19.11 | 84 | 43 | 50 | |||
| 19 Dec | 11670.80 | 530 | -25.00 | 24.76 | 1 | 0 | 6 | |||
| 18 Dec | 11763.95 | 555 | 0.00 | 20.05 | 1 | 0 | 6 | |||
| 17 Dec | 11774.95 | 555 | -135.00 | 19.36 | 1 | 0 | 5 | |||
| 16 Dec | 11942.50 | 690 | -85.00 | 19.42 | 5 | 2 | 5 | |||
| 13 Dec | 12083.90 | 775 | 135.00 | 15.32 | 1 | 0 | 2 | |||
| 12 Dec | 11856.95 | 640 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 11898.50 | 640 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 11745.80 | 640 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 11814.80 | 640 | -35.00 | 21.05 | 1 | 0 | 1 | |||
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| 6 Dec | 11848.50 | 675 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 11932.80 | 675 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 11766.80 | 675 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 11852.35 | 675 | 332.70 | 18.81 | 1 | 0 | 0 | |||
| 29 Nov | 11202.15 | 342.3 | 0.84 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11500 expiring on 30JAN2025
Delta for 11500 CE is 0.73
Historical price for 11500 CE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 460, which was 173.00 higher than the previous day. The implied volatity was 19.14, the open interest changed by 317 which increased total open position to 1313
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 287, which was 22.00 higher than the previous day. The implied volatity was 20.70, the open interest changed by 57 which increased total open position to 999
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 265, which was 29.00 higher than the previous day. The implied volatity was 19.96, the open interest changed by -123 which decreased total open position to 945
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 236, which was -32.00 lower than the previous day. The implied volatity was 19.78, the open interest changed by 325 which increased total open position to 1069
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 268, which was -19.40 lower than the previous day. The implied volatity was 18.36, the open interest changed by 311 which increased total open position to 746
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 287.4, which was 32.40 higher than the previous day. The implied volatity was 18.62, the open interest changed by 107 which increased total open position to 431
On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 255, which was -57.85 lower than the previous day. The implied volatity was 18.47, the open interest changed by 208 which increased total open position to 321
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 312.85, which was -25.75 lower than the previous day. The implied volatity was 18.28, the open interest changed by 61 which increased total open position to 113
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 338.6, which was -191.40 lower than the previous day. The implied volatity was 19.11, the open interest changed by 43 which increased total open position to 50
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 530, which was -25.00 lower than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 6
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 555, which was 0.00 lower than the previous day. The implied volatity was 20.05, the open interest changed by 0 which decreased total open position to 6
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 555, which was -135.00 lower than the previous day. The implied volatity was 19.36, the open interest changed by 0 which decreased total open position to 5
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 690, which was -85.00 lower than the previous day. The implied volatity was 19.42, the open interest changed by 2 which increased total open position to 5
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 775, which was 135.00 higher than the previous day. The implied volatity was 15.32, the open interest changed by 0 which decreased total open position to 2
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 640, 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 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 640, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 640, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 640, which was -35.00 lower than the previous day. The implied volatity was 21.05, the open interest changed by 0 which decreased total open position to 1
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 675, 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 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 675, 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 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 675, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 675, which was 332.70 higher than the previous day. The implied volatity was 18.81, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 342.3, which was lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30JAN2025 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 11.32
Theta: -3.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 11797.70 | 141.5 | -130.40 | 22.13 | 2,650 | 197 | 969 |
| 1 Jan | 11447.00 | 271.9 | -21.90 | 22.72 | 1,316 | 70 | 773 |
| 31 Dec | 11426.35 | 293.8 | -22.15 | 22.86 | 714 | -6 | 703 |
| 30 Dec | 11288.35 | 315.95 | 35.75 | 21.84 | 1,189 | 12 | 711 |
| 27 Dec | 11406.55 | 280.2 | 7.60 | 21.09 | 1,043 | 80 | 699 |
| 26 Dec | 11460.65 | 272.6 | -52.40 | 21.01 | 838 | 234 | 620 |
| 24 Dec | 11390.35 | 325 | -3.95 | 21.66 | 327 | 162 | 386 |
| 23 Dec | 11472.60 | 328.95 | -7.75 | 25.14 | 197 | 111 | 224 |
| 20 Dec | 11422.80 | 336.7 | 91.10 | 24.88 | 247 | 10 | 114 |
| 19 Dec | 11670.80 | 245.6 | 54.60 | 23.23 | 33 | 17 | 94 |
| 18 Dec | 11763.95 | 191 | -6.00 | 22.42 | 19 | 15 | 76 |
| 17 Dec | 11774.95 | 197 | 57.65 | 22.78 | 51 | 17 | 60 |
| 16 Dec | 11942.50 | 139.35 | 4.60 | 21.90 | 30 | -4 | 43 |
| 13 Dec | 12083.90 | 134.75 | -30.25 | 23.52 | 38 | 22 | 37 |
| 12 Dec | 11856.95 | 165 | -4.80 | 20.42 | 8 | 0 | 9 |
| 11 Dec | 11898.50 | 169.8 | -50.20 | 22.01 | 1 | 0 | 8 |
| 10 Dec | 11745.80 | 220 | 21.00 | 22.93 | 3 | 2 | 7 |
| 9 Dec | 11814.80 | 199 | 19.00 | 22.14 | 3 | 1 | 4 |
| 6 Dec | 11848.50 | 180 | -20.00 | 21.67 | 1 | 0 | 2 |
| 5 Dec | 11932.80 | 200 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Dec | 11766.80 | 200 | -500.50 | 20.68 | 2 | 0 | 0 |
| 3 Dec | 11852.35 | 700.5 | 0.00 | 2.91 | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 700.5 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11500 expiring on 30JAN2025
Delta for 11500 PE is -0.30
Historical price for 11500 PE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 141.5, which was -130.40 lower than the previous day. The implied volatity was 22.13, the open interest changed by 197 which increased total open position to 969
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 271.9, which was -21.90 lower than the previous day. The implied volatity was 22.72, the open interest changed by 70 which increased total open position to 773
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 293.8, which was -22.15 lower than the previous day. The implied volatity was 22.86, the open interest changed by -6 which decreased total open position to 703
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 315.95, which was 35.75 higher than the previous day. The implied volatity was 21.84, the open interest changed by 12 which increased total open position to 711
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 280.2, which was 7.60 higher than the previous day. The implied volatity was 21.09, the open interest changed by 80 which increased total open position to 699
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 272.6, which was -52.40 lower than the previous day. The implied volatity was 21.01, the open interest changed by 234 which increased total open position to 620
On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 325, which was -3.95 lower than the previous day. The implied volatity was 21.66, the open interest changed by 162 which increased total open position to 386
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 328.95, which was -7.75 lower than the previous day. The implied volatity was 25.14, the open interest changed by 111 which increased total open position to 224
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 336.7, which was 91.10 higher than the previous day. The implied volatity was 24.88, the open interest changed by 10 which increased total open position to 114
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 245.6, which was 54.60 higher than the previous day. The implied volatity was 23.23, the open interest changed by 17 which increased total open position to 94
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 191, which was -6.00 lower than the previous day. The implied volatity was 22.42, the open interest changed by 15 which increased total open position to 76
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 197, which was 57.65 higher than the previous day. The implied volatity was 22.78, the open interest changed by 17 which increased total open position to 60
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 139.35, which was 4.60 higher than the previous day. The implied volatity was 21.90, the open interest changed by -4 which decreased total open position to 43
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 134.75, which was -30.25 lower than the previous day. The implied volatity was 23.52, the open interest changed by 22 which increased total open position to 37
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 165, which was -4.80 lower than the previous day. The implied volatity was 20.42, the open interest changed by 0 which decreased total open position to 9
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 169.8, which was -50.20 lower than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 8
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 220, which was 21.00 higher than the previous day. The implied volatity was 22.93, the open interest changed by 2 which increased total open position to 7
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 199, which was 19.00 higher than the previous day. The implied volatity was 22.14, the open interest changed by 1 which increased total open position to 4
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 180, which was -20.00 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 2
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 200, which was -500.50 lower than the previous day. The implied volatity was 20.68, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 700.5, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 700.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
