ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 2.67
Theta: -5.26
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 18.5 | 11.70 | 26.06 | 1,701 | -12 | 846 | |||
| 20 Nov | 10769.55 | 6.8 | 0.00 | 23.59 | 1,017 | -40 | 859 | |||
| 19 Nov | 10769.55 | 6.8 | -1.20 | 23.59 | 1,017 | -39 | 859 | |||
|
|
||||||||||
| 18 Nov | 10630.90 | 8 | -4.55 | 25.20 | 481.5 | -48.5 | 899.5 | |||
| 14 Nov | 10728.50 | 12.55 | -6.40 | 21.92 | 741 | -106.5 | 944.5 | |||
| 13 Nov | 10782.20 | 18.95 | -10.15 | 21.22 | 460 | 24.5 | 1,051 | |||
| 12 Nov | 10892.00 | 29.1 | -11.90 | 21.91 | 985.5 | 126 | 1,104.5 | |||
| 11 Nov | 10970.45 | 41 | -22.20 | 20.17 | 1,247.5 | 33 | 976 | |||
| 8 Nov | 11043.35 | 63.2 | -23.85 | 20.05 | 810 | 45.5 | 943 | |||
| 7 Nov | 11050.80 | 87.05 | -50.05 | 20.89 | 1,433.5 | 207 | 898.5 | |||
| 6 Nov | 11274.40 | 137.1 | 7.10 | 19.71 | 1,301.5 | -27 | 690.5 | |||
| 5 Nov | 11176.35 | 130 | 31.00 | 20.44 | 1,209 | -84 | 719 | |||
| 4 Nov | 11001.85 | 99 | -35.00 | 22.08 | 839 | 83 | 800 | |||
| 1 Nov | 11145.80 | 134 | -15.95 | 21.19 | 130 | -25.5 | 717.5 | |||
| 31 Oct | 11065.65 | 149.95 | -27.55 | - | 1,582 | 87 | 739 | |||
| 30 Oct | 11205.10 | 177.5 | 32.50 | - | 2,434 | 329 | 653 | |||
| 29 Oct | 11112.10 | 145 | 2.00 | - | 364 | 53 | 325 | |||
| 28 Oct | 11092.60 | 143 | 13.00 | - | 760 | 53 | 274 | |||
| 25 Oct | 10995.20 | 130 | -4.45 | - | 247 | -19 | 221 | |||
| 24 Oct | 11043.60 | 134.45 | 47.50 | - | 328 | -25 | 241 | |||
| 23 Oct | 10753.05 | 86.95 | -13.05 | - | 157 | 23 | 266 | |||
| 22 Oct | 10825.15 | 100 | -32.45 | - | 451 | 89 | 244 | |||
| 21 Oct | 10869.30 | 132.45 | -49.65 | - | 284 | 80 | 156 | |||
| 18 Oct | 11069.30 | 182.1 | 0.30 | - | 49 | 21 | 76 | |||
| 17 Oct | 11017.30 | 181.8 | -130.00 | - | 62 | 26 | 55 | |||
| 16 Oct | 11322.30 | 311.8 | -21.20 | - | 16 | 5 | 29 | |||
| 15 Oct | 11416.90 | 333 | 33.00 | - | 11 | 2 | 24 | |||
| 14 Oct | 11300.30 | 300 | -49.95 | - | 16 | 8 | 21 | |||
| 11 Oct | 11421.30 | 349.95 | -32.45 | - | 7 | 0 | 13 | |||
| 10 Oct | 11430.05 | 382.4 | 15.95 | - | 10 | 5 | 15 | |||
| 9 Oct | 11350.15 | 366.45 | -38.55 | - | 13 | 7 | 12 | |||
| 8 Oct | 11389.80 | 405 | 66.80 | - | 4 | 2 | 4 | |||
| 7 Oct | 11230.35 | 338.2 | -614.70 | - | 4 | 2 | 2 | |||
| 4 Oct | 11450.25 | 952.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 11837.15 | 952.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 11802.00 | 952.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 11952.30 | 952.9 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11500 expiring on 28NOV2024
Delta for 11500 CE is 0.10
Historical price for 11500 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 18.5, which was 11.70 higher than the previous day. The implied volatity was 26.06, the open interest changed by -24 which decreased total open position to 1692
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 6.8, which was 0.00 lower than the previous day. The implied volatity was 23.59, the open interest changed by -80 which decreased total open position to 1718
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 6.8, which was -1.20 lower than the previous day. The implied volatity was 23.59, the open interest changed by -78 which decreased total open position to 1718
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 8, which was -4.55 lower than the previous day. The implied volatity was 25.20, the open interest changed by -97 which decreased total open position to 1799
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 12.55, which was -6.40 lower than the previous day. The implied volatity was 21.92, the open interest changed by -213 which decreased total open position to 1889
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 18.95, which was -10.15 lower than the previous day. The implied volatity was 21.22, the open interest changed by 49 which increased total open position to 2102
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 29.1, which was -11.90 lower than the previous day. The implied volatity was 21.91, the open interest changed by 252 which increased total open position to 2209
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 41, which was -22.20 lower than the previous day. The implied volatity was 20.17, the open interest changed by 66 which increased total open position to 1952
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 63.2, which was -23.85 lower than the previous day. The implied volatity was 20.05, the open interest changed by 91 which increased total open position to 1886
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 87.05, which was -50.05 lower than the previous day. The implied volatity was 20.89, the open interest changed by 414 which increased total open position to 1797
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 137.1, which was 7.10 higher than the previous day. The implied volatity was 19.71, the open interest changed by -54 which decreased total open position to 1381
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 130, which was 31.00 higher than the previous day. The implied volatity was 20.44, the open interest changed by -168 which decreased total open position to 1438
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 99, which was -35.00 lower than the previous day. The implied volatity was 22.08, the open interest changed by 166 which increased total open position to 1600
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 134, which was -15.95 lower than the previous day. The implied volatity was 21.19, the open interest changed by -51 which decreased total open position to 1435
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 149.95, which was -27.55 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 177.5, which was 32.50 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 145, which was 2.00 higher 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 143, which was 13.00 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 130, which was -4.45 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 134.45, which was 47.50 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 86.95, which was -13.05 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 100, which was -32.45 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 132.45, which was -49.65 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 182.1, which was 0.30 higher 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 181.8, which was -130.00 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 311.8, which was -21.20 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 333, which was 33.00 higher 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 300, which was -49.95 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 349.95, which was -32.45 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 382.4, which was 15.95 higher 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 366.45, which was -38.55 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 405, which was 66.80 higher 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 338.2, which was -614.70 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 952.9, 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 1 Oct ULTRACEMCO was trading at 11837.15. The strike last trading price was 952.9, 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 30 Sept ULTRACEMCO was trading at 11802.00. The strike last trading price was 952.9, 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 27 Sept ULTRACEMCO was trading at 11952.30. The strike last trading price was 952.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 3.37
Theta: -4.63
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 557.7 | -172.30 | 30.64 | 16.5 | -3.5 | 61 |
| 20 Nov | 10769.55 | 730 | 0.00 | 27.08 | 5 | -5 | 65.5 |
| 19 Nov | 10769.55 | 730 | -70.00 | 27.08 | 5 | -4 | 65.5 |
| 18 Nov | 10630.90 | 800 | 75.00 | 23.31 | 1.5 | -0.5 | 70.5 |
| 14 Nov | 10728.50 | 725 | 0.00 | 0.00 | 0 | -3.5 | 0 |
| 13 Nov | 10782.20 | 725 | 108.00 | 32.06 | 4 | -3 | 71.5 |
| 12 Nov | 10892.00 | 617 | 75.30 | 15.70 | 9.5 | 1.5 | 74 |
| 11 Nov | 10970.45 | 541.7 | 69.50 | 22.66 | 2 | -0.5 | 72.5 |
| 8 Nov | 11043.35 | 472.2 | 1.20 | 18.27 | 14 | -1.5 | 72.5 |
| 7 Nov | 11050.80 | 471 | 141.00 | 22.65 | 9 | 0 | 74 |
| 6 Nov | 11274.40 | 330 | -93.80 | 20.05 | 50 | -2 | 75 |
| 5 Nov | 11176.35 | 423.8 | -119.30 | 25.28 | 13.5 | -1.5 | 77 |
| 4 Nov | 11001.85 | 543.1 | 93.10 | 25.48 | 15 | 8 | 79 |
| 1 Nov | 11145.80 | 450 | -38.50 | 22.22 | 1 | 0 | 71 |
| 31 Oct | 11065.65 | 488.5 | 70.20 | - | 56 | -1 | 71 |
| 30 Oct | 11205.10 | 418.3 | -13.55 | - | 46 | 22 | 72 |
| 29 Oct | 11112.10 | 431.85 | -38.15 | - | 19 | 3 | 50 |
| 28 Oct | 11092.60 | 470 | -70.00 | - | 29 | 22 | 47 |
| 25 Oct | 10995.20 | 540 | -20.00 | - | 3 | 0 | 25 |
| 24 Oct | 11043.60 | 560 | -106.00 | - | 29 | 22 | 25 |
| 23 Oct | 10753.05 | 666 | 241.00 | - | 1 | 0 | 2 |
| 22 Oct | 10825.15 | 425 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 425 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 425 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 425 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11322.30 | 425 | 0.00 | - | 0 | 0 | 2 |
| 15 Oct | 11416.90 | 425 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 425 | 0.00 | - | 0 | 0 | 2 |
| 11 Oct | 11421.30 | 425 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 425 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11350.15 | 425 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 425 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11230.35 | 425 | 110.65 | - | 2 | 0 | 2 |
| 4 Oct | 11450.25 | 314.35 | 70.45 | - | 2 | 0 | 0 |
| 1 Oct | 11837.15 | 243.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 11802.00 | 243.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 11952.30 | 243.9 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11500 expiring on 28NOV2024
Delta for 11500 PE is -0.86
Historical price for 11500 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 557.7, which was -172.30 lower than the previous day. The implied volatity was 30.64, the open interest changed by -7 which decreased total open position to 122
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 730, which was 0.00 lower than the previous day. The implied volatity was 27.08, the open interest changed by -10 which decreased total open position to 131
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 730, which was -70.00 lower than the previous day. The implied volatity was 27.08, the open interest changed by -8 which decreased total open position to 131
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 800, which was 75.00 higher than the previous day. The implied volatity was 23.31, the open interest changed by -1 which decreased total open position to 141
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 725, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 725, which was 108.00 higher than the previous day. The implied volatity was 32.06, the open interest changed by -6 which decreased total open position to 143
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 617, which was 75.30 higher than the previous day. The implied volatity was 15.70, the open interest changed by 3 which increased total open position to 148
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 541.7, which was 69.50 higher than the previous day. The implied volatity was 22.66, the open interest changed by -1 which decreased total open position to 145
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 472.2, which was 1.20 higher than the previous day. The implied volatity was 18.27, the open interest changed by -3 which decreased total open position to 145
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 471, which was 141.00 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 148
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 330, which was -93.80 lower than the previous day. The implied volatity was 20.05, the open interest changed by -4 which decreased total open position to 150
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 423.8, which was -119.30 lower than the previous day. The implied volatity was 25.28, the open interest changed by -3 which decreased total open position to 154
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 543.1, which was 93.10 higher than the previous day. The implied volatity was 25.48, the open interest changed by 16 which increased total open position to 158
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 450, which was -38.50 lower than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 142
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 488.5, which was 70.20 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 418.3, which was -13.55 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 431.85, which was -38.15 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 470, which was -70.00 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 540, 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 24 Oct ULTRACEMCO was trading at 11043.60. The strike last trading price was 560, which was -106.00 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 666, which was 241.00 higher 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 425, 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 425, 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 425, 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 425, 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 425, 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 425, 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 425, 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 425, 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 425, 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 425, 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 425, 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 425, which was 110.65 higher 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 314.35, which was 70.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct ULTRACEMCO was trading at 11837.15. The strike last trading price was 243.9, 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 30 Sept ULTRACEMCO was trading at 11802.00. The strike last trading price was 243.9, 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 27 Sept ULTRACEMCO was trading at 11952.30. The strike last trading price was 243.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
