ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 11500 CE | ||||||||||
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Delta: 0.46
Vega: 5.84
Theta: -7.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 11422.80 | 68 | -150.45 | 13.24 | 6,754 | 289 | 716 | |||
| 19 Dec | 11670.80 | 218.45 | -106.55 | 20.11 | 133 | -15 | 428 | |||
| 18 Dec | 11763.95 | 325 | -41.25 | 19.65 | 68 | -8 | 442 | |||
| 17 Dec | 11774.95 | 366.25 | -162.20 | 24.71 | 115 | -9 | 451 | |||
| 16 Dec | 11942.50 | 528.45 | -109.75 | 27.89 | 21 | -1 | 461 | |||
| 13 Dec | 12083.90 | 638.2 | 212.30 | 19.63 | 127 | -36 | 462 | |||
| 12 Dec | 11856.95 | 425.9 | -65.30 | 23.20 | 117 | -20 | 499 | |||
| 11 Dec | 11898.50 | 491.2 | 109.55 | 22.56 | 482 | -102 | 518 | |||
| 10 Dec | 11745.80 | 381.65 | -31.80 | 19.29 | 322 | 64 | 621 | |||
| 9 Dec | 11814.80 | 413.45 | -87.55 | 19.04 | 505 | -57 | 556 | |||
| 6 Dec | 11848.50 | 501 | -49.00 | 21.38 | 35 | -7 | 612 | |||
| 5 Dec | 11932.80 | 550 | 113.60 | 20.57 | 191 | -37 | 619 | |||
| 4 Dec | 11766.80 | 436.4 | -51.35 | 21.54 | 272 | -14 | 655 | |||
| 3 Dec | 11852.35 | 487.75 | 117.75 | 17.13 | 1,008 | -167 | 669 | |||
| 2 Dec | 11648.55 | 370 | 234.10 | 21.55 | 14,083 | -239 | 910 | |||
| 29 Nov | 11202.15 | 135.9 | 8.85 | 18.92 | 4,808 | 65 | 1,161 | |||
| 28 Nov | 10997.80 | 127.05 | -26.40 | 21.34 | 1,808 | 149 | 1,098 | |||
| 27 Nov | 11139.90 | 153.45 | 1.85 | 20.43 | 2,746 | 329 | 947 | |||
| 26 Nov | 11121.05 | 151.6 | -158.40 | 21.30 | 1,104 | 326 | 620 | |||
| 25 Nov | 11457.45 | 310 | 70.00 | 20.70 | 725 | 246 | 294 | |||
| 22 Nov | 11375.30 | 240 | 130.00 | 20.54 | 473 | 143 | 191 | |||
| 21 Nov | 10954.85 | 110 | 44.10 | 19.95 | 61 | 36 | 48 | |||
| 20 Nov | 10769.55 | 65.9 | 0.00 | 19.38 | 10 | 9 | 11 | |||
| 19 Nov | 10769.55 | 65.9 | -35.10 | 19.38 | 10 | 8 | 11 | |||
| 18 Nov | 10630.90 | 101 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 10782.20 | 101 | -75.00 | 20.01 | 2 | 1 | 2 | |||
| 12 Nov | 10892.00 | 176 | -156.80 | 24.71 | 1 | 0 | 0 | |||
| 5 Nov | 11176.35 | 332.8 | 0.00 | 1.03 | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 332.8 | 0.00 | 2.04 | 0 | 0 | 0 | |||
| 1 Nov | 11145.80 | 332.8 | 1.28 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11500 expiring on 26DEC2024
Delta for 11500 CE is 0.46
Historical price for 11500 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 68, which was -150.45 lower than the previous day. The implied volatity was 13.24, the open interest changed by 289 which increased total open position to 716
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 218.45, which was -106.55 lower than the previous day. The implied volatity was 20.11, the open interest changed by -15 which decreased total open position to 428
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 325, which was -41.25 lower than the previous day. The implied volatity was 19.65, the open interest changed by -8 which decreased total open position to 442
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 366.25, which was -162.20 lower than the previous day. The implied volatity was 24.71, the open interest changed by -9 which decreased total open position to 451
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 528.45, which was -109.75 lower than the previous day. The implied volatity was 27.89, the open interest changed by -1 which decreased total open position to 461
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 638.2, which was 212.30 higher than the previous day. The implied volatity was 19.63, the open interest changed by -36 which decreased total open position to 462
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 425.9, which was -65.30 lower than the previous day. The implied volatity was 23.20, the open interest changed by -20 which decreased total open position to 499
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 491.2, which was 109.55 higher than the previous day. The implied volatity was 22.56, the open interest changed by -102 which decreased total open position to 518
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 381.65, which was -31.80 lower than the previous day. The implied volatity was 19.29, the open interest changed by 64 which increased total open position to 621
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 413.45, which was -87.55 lower than the previous day. The implied volatity was 19.04, the open interest changed by -57 which decreased total open position to 556
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 501, which was -49.00 lower than the previous day. The implied volatity was 21.38, the open interest changed by -7 which decreased total open position to 612
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 550, which was 113.60 higher than the previous day. The implied volatity was 20.57, the open interest changed by -37 which decreased total open position to 619
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 436.4, which was -51.35 lower than the previous day. The implied volatity was 21.54, the open interest changed by -14 which decreased total open position to 655
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 487.75, which was 117.75 higher than the previous day. The implied volatity was 17.13, the open interest changed by -167 which decreased total open position to 669
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 370, which was 234.10 higher than the previous day. The implied volatity was 21.55, the open interest changed by -239 which decreased total open position to 910
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 135.9, which was 8.85 higher than the previous day. The implied volatity was 18.92, the open interest changed by 65 which increased total open position to 1161
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 127.05, which was -26.40 lower than the previous day. The implied volatity was 21.34, the open interest changed by 149 which increased total open position to 1098
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 153.45, which was 1.85 higher than the previous day. The implied volatity was 20.43, the open interest changed by 329 which increased total open position to 947
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 151.6, which was -158.40 lower than the previous day. The implied volatity was 21.30, the open interest changed by 326 which increased total open position to 620
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 310, which was 70.00 higher than the previous day. The implied volatity was 20.70, the open interest changed by 246 which increased total open position to 294
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 240, which was 130.00 higher than the previous day. The implied volatity was 20.54, the open interest changed by 143 which increased total open position to 191
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 110, which was 44.10 higher than the previous day. The implied volatity was 19.95, the open interest changed by 36 which increased total open position to 48
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 65.9, which was 0.00 lower than the previous day. The implied volatity was 19.38, the open interest changed by 9 which increased total open position to 11
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 65.9, which was -35.10 lower than the previous day. The implied volatity was 19.38, the open interest changed by 8 which increased total open position to 11
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 101, 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 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 101, which was -75.00 lower than the previous day. The implied volatity was 20.01, the open interest changed by 1 which increased total open position to 2
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 176, which was -156.80 lower than the previous day. The implied volatity was 24.71, 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 332.8, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 332.8, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 332.8, which was lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 26DEC2024 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 5.86
Theta: -10.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 159.95 | 87.10 | 25.51 | 9,364 | -381 | 951 |
| 19 Dec | 11670.80 | 72.85 | 11.05 | 21.23 | 2,803 | -62 | 1,350 |
| 18 Dec | 11763.95 | 61.8 | -4.30 | 24.48 | 3,069 | -45 | 1,410 |
| 17 Dec | 11774.95 | 66.1 | 27.20 | 24.22 | 3,257 | -225 | 1,452 |
| 16 Dec | 11942.50 | 38.9 | 8.85 | 24.26 | 4,336 | -342 | 1,657 |
| 13 Dec | 12083.90 | 30.05 | -37.10 | 23.60 | 4,904 | 580 | 2,002 |
| 12 Dec | 11856.95 | 67.15 | -3.25 | 21.15 | 2,218 | -171 | 1,446 |
| 11 Dec | 11898.50 | 70.4 | -23.50 | 23.17 | 9,595 | 483 | 1,627 |
| 10 Dec | 11745.80 | 93.9 | -8.10 | 22.11 | 1,540 | -21 | 1,145 |
| 9 Dec | 11814.80 | 102 | 14.55 | 23.65 | 3,403 | -242 | 1,162 |
| 6 Dec | 11848.50 | 87.45 | 1.60 | 22.23 | 1,659 | 61 | 1,412 |
| 5 Dec | 11932.80 | 85.85 | -34.65 | 23.24 | 4,193 | 44 | 1,356 |
| 4 Dec | 11766.80 | 120.5 | 10.05 | 21.86 | 2,406 | -40 | 1,327 |
| 3 Dec | 11852.35 | 110.45 | -72.55 | 23.57 | 4,804 | 228 | 1,393 |
| 2 Dec | 11648.55 | 183 | -217.10 | 23.20 | 9,394 | 952 | 1,176 |
| 29 Nov | 11202.15 | 400.1 | -95.60 | 22.14 | 285 | 23 | 224 |
| 28 Nov | 10997.80 | 495.7 | 81.95 | 23.39 | 58 | 8 | 202 |
| 27 Nov | 11139.90 | 413.75 | -37.25 | 21.38 | 95 | 35 | 194 |
| 26 Nov | 11121.05 | 451 | 191.00 | 21.67 | 216 | 15 | 161 |
| 25 Nov | 11457.45 | 260 | -96.80 | 21.99 | 261 | 128 | 146 |
| 22 Nov | 11375.30 | 356.8 | -193.25 | 22.33 | 40 | 35 | 53 |
| 21 Nov | 10954.85 | 550.05 | -110.90 | 18.62 | 21 | 12 | 18 |
| 20 Nov | 10769.55 | 660.95 | 0.00 | 15.25 | 6 | 6 | 0 |
| 19 Nov | 10769.55 | 660.95 | 21.50 | 15.25 | 6 | 0 | 0 |
| 18 Nov | 10630.90 | 639.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 639.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 639.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 11176.35 | 639.45 | 639.45 | - | 0 | 0 | 0 |
| 4 Nov | 11001.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 0 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11500 expiring on 26DEC2024
Delta for 11500 PE is -0.51
Historical price for 11500 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 159.95, which was 87.10 higher than the previous day. The implied volatity was 25.51, the open interest changed by -381 which decreased total open position to 951
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 72.85, which was 11.05 higher than the previous day. The implied volatity was 21.23, the open interest changed by -62 which decreased total open position to 1350
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 61.8, which was -4.30 lower than the previous day. The implied volatity was 24.48, the open interest changed by -45 which decreased total open position to 1410
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 66.1, which was 27.20 higher than the previous day. The implied volatity was 24.22, the open interest changed by -225 which decreased total open position to 1452
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 38.9, which was 8.85 higher than the previous day. The implied volatity was 24.26, the open interest changed by -342 which decreased total open position to 1657
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 30.05, which was -37.10 lower than the previous day. The implied volatity was 23.60, the open interest changed by 580 which increased total open position to 2002
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 67.15, which was -3.25 lower than the previous day. The implied volatity was 21.15, the open interest changed by -171 which decreased total open position to 1446
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 70.4, which was -23.50 lower than the previous day. The implied volatity was 23.17, the open interest changed by 483 which increased total open position to 1627
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 93.9, which was -8.10 lower than the previous day. The implied volatity was 22.11, the open interest changed by -21 which decreased total open position to 1145
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 102, which was 14.55 higher than the previous day. The implied volatity was 23.65, the open interest changed by -242 which decreased total open position to 1162
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 87.45, which was 1.60 higher than the previous day. The implied volatity was 22.23, the open interest changed by 61 which increased total open position to 1412
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 85.85, which was -34.65 lower than the previous day. The implied volatity was 23.24, the open interest changed by 44 which increased total open position to 1356
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 120.5, which was 10.05 higher than the previous day. The implied volatity was 21.86, the open interest changed by -40 which decreased total open position to 1327
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 110.45, which was -72.55 lower than the previous day. The implied volatity was 23.57, the open interest changed by 228 which increased total open position to 1393
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 183, which was -217.10 lower than the previous day. The implied volatity was 23.20, the open interest changed by 952 which increased total open position to 1176
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 400.1, which was -95.60 lower than the previous day. The implied volatity was 22.14, the open interest changed by 23 which increased total open position to 224
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 495.7, which was 81.95 higher than the previous day. The implied volatity was 23.39, the open interest changed by 8 which increased total open position to 202
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 413.75, which was -37.25 lower than the previous day. The implied volatity was 21.38, the open interest changed by 35 which increased total open position to 194
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 451, which was 191.00 higher than the previous day. The implied volatity was 21.67, the open interest changed by 15 which increased total open position to 161
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 260, which was -96.80 lower than the previous day. The implied volatity was 21.99, the open interest changed by 128 which increased total open position to 146
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 356.8, which was -193.25 lower than the previous day. The implied volatity was 22.33, the open interest changed by 35 which increased total open position to 53
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 550.05, which was -110.90 lower than the previous day. The implied volatity was 18.62, the open interest changed by 12 which increased total open position to 18
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 660.95, which was 0.00 lower than the previous day. The implied volatity was 15.25, the open interest changed by 6 which increased total open position to 0
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 660.95, which was 21.50 higher than the previous day. The implied volatity was 15.25, 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 639.45, 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 639.45, 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 639.45, 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 639.45, which was 639.45 higher 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 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 -, the open interest changed by 0 which decreased total open position to 0
