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[--[65.84.65.76]--]
ULTRACEMCO
Ultratech Cement Limited

11797.7 350.70 (3.06%)

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Historical option data for ULTRACEMCO

02 Jan 2025 04:11 PM IST
ULTRACEMCO 30JAN2025 11600 CE
Delta: 0.67
Vega: 11.82
Theta: -6.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 11797.70 392.95 162.65 19.17 7,050 197 885
1 Jan 11447.00 230.3 11.80 20.02 1,018 40 692
31 Dec 11426.35 218.5 24.45 19.92 1,114 -25 655
30 Dec 11288.35 194.05 -25.95 19.80 1,601 92 683
27 Dec 11406.55 220 -18.20 18.28 1,719 289 592
26 Dec 11460.65 238.2 19.20 18.55 611 117 307
24 Dec 11390.35 219 -50.05 19.04 153 46 177
23 Dec 11472.60 269.05 -25.40 18.72 240 88 129
20 Dec 11422.80 294.45 -147.55 19.52 60 29 42
19 Dec 11670.80 442 -283.00 22.70 13 2 13
18 Dec 11763.95 725 0.00 36.33 1 0 11
17 Dec 11774.95 725 0.00 0.00 0 0 0
16 Dec 11942.50 725 0.00 0.00 0 10 0
13 Dec 12083.90 725 274.00 18.24 15 10 11
12 Dec 11856.95 451 0.00 0.00 0 0 0
11 Dec 11898.50 451 0.00 0.00 0 0 0
10 Dec 11745.80 451 0.00 0.00 0 0 0
9 Dec 11814.80 451 0.00 0.00 0 0 0
6 Dec 11848.50 451 0.00 7.39 1 0 1
5 Dec 11932.80 451 0.00 0.00 0 0 0
4 Dec 11766.80 451 0.00 0.00 0 0 0
3 Dec 11852.35 451 0.00 0.00 0 0 0
29 Nov 11202.15 451 0.00 0.00 0 0 0
28 Nov 10997.80 451 0.00 0.00 0 0 0
27 Nov 11139.90 451 0.00 0.00 0 1 0
25 Nov 11457.45 451 451.00 - 0 0 0
22 Nov 11375.30 0 0.00 - 0 0 0
21 Nov 10954.85 0 0.00 2.01 0 0 0
20 Nov 10769.55 0 0.00 3.03 0 0 0
19 Nov 10769.55 0 0.00 3.03 0 0 0
18 Nov 10630.90 0 0.00 3.74 0 0 0
14 Nov 10728.50 0 0.00 3.08 0 0 0
13 Nov 10782.20 0 0.00 2.87 0 0 0
12 Nov 10892.00 0 0.00 2.16 0 0 0
11 Nov 10970.45 0 0.00 1.77 0 0 0
8 Nov 11043.35 0 0.00 1.43 0 0 0
7 Nov 11050.80 0 0.00 1.19 0 0 0
6 Nov 11274.40 0 0.00 0.28 0 0 0
5 Nov 11176.35 0 0.00 0.76 0 0 0
4 Nov 11001.85 0 1.50 0 0 0


For Ultratech Cement Limited - strike price 11600 expiring on 30JAN2025

Delta for 11600 CE is 0.67

Historical price for 11600 CE is as follows

On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 392.95, which was 162.65 higher than the previous day. The implied volatity was 19.17, the open interest changed by 197 which increased total open position to 885


On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 230.3, which was 11.80 higher than the previous day. The implied volatity was 20.02, the open interest changed by 40 which increased total open position to 692


On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 218.5, which was 24.45 higher than the previous day. The implied volatity was 19.92, the open interest changed by -25 which decreased total open position to 655


On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 194.05, which was -25.95 lower than the previous day. The implied volatity was 19.80, the open interest changed by 92 which increased total open position to 683


On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 220, which was -18.20 lower than the previous day. The implied volatity was 18.28, the open interest changed by 289 which increased total open position to 592


On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 238.2, which was 19.20 higher than the previous day. The implied volatity was 18.55, the open interest changed by 117 which increased total open position to 307


On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 219, which was -50.05 lower than the previous day. The implied volatity was 19.04, the open interest changed by 46 which increased total open position to 177


On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 269.05, which was -25.40 lower than the previous day. The implied volatity was 18.72, the open interest changed by 88 which increased total open position to 129


On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 294.45, which was -147.55 lower than the previous day. The implied volatity was 19.52, the open interest changed by 29 which increased total open position to 42


On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 442, which was -283.00 lower than the previous day. The implied volatity was 22.70, the open interest changed by 2 which increased total open position to 13


On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 725, which was 0.00 lower than the previous day. The implied volatity was 36.33, the open interest changed by 0 which decreased total open position to 11


On 17 Dec ULTRACEMCO was trading at 11774.95. 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 0 which decreased total open position to 0


On 16 Dec ULTRACEMCO was trading at 11942.50. 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 10 which increased total open position to 0


On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 725, which was 274.00 higher than the previous day. The implied volatity was 18.24, the open interest changed by 10 which increased total open position to 11


On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 451, 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 451, 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 451, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 451, 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 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 451, which was 0.00 lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 1


On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 451, 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 451, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 451, 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 451, 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 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 451, 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 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 451, 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 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 451, which was 451.00 higher than the previous day. The implied volatity was -, 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 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 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.03, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.03, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.08, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.28, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0


ULTRACEMCO 30JAN2025 11600 PE
Delta: -0.35
Vega: 12.07
Theta: -3.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 11797.70 174.75 -159.85 22.03 1,333 161 399
1 Jan 11447.00 334.6 -14.40 23.60 249 -7 242
31 Dec 11426.35 349 -29.50 23.03 202 40 249
30 Dec 11288.35 378.5 42.70 22.31 178 -21 207
27 Dec 11406.55 335.8 7.85 21.35 546 172 233
26 Dec 11460.65 327.95 -26.05 21.33 73 27 60
24 Dec 11390.35 354 21.95 19.88 14 1 23
23 Dec 11472.60 332.05 -55.25 21.98 19 4 22
20 Dec 11422.80 387.3 47.30 24.96 19 11 18
19 Dec 11670.80 340 102.25 26.65 1 0 6
18 Dec 11763.95 237.75 67.00 23.15 3 0 5
17 Dec 11774.95 170.75 0.00 0.00 0 4 0
16 Dec 11942.50 170.75 6.75 22.09 4 2 3
13 Dec 12083.90 164 0.00 0.00 0 0 0
12 Dec 11856.95 164 0.00 0.00 0 0 0
11 Dec 11898.50 164 -71.55 19.57 1 0 1
10 Dec 11745.80 235.55 0.00 0.00 0 0 0
9 Dec 11814.80 235.55 0.00 0.00 0 1 0
6 Dec 11848.50 235.55 -541.15 23.10 2 1 1
5 Dec 11932.80 776.7 0.00 2.69 0 0 0
4 Dec 11766.80 776.7 0.00 1.80 0 0 0
3 Dec 11852.35 776.7 0.00 2.38 0 0 0
29 Nov 11202.15 776.7 0.00 - 0 0 0
28 Nov 10997.80 776.7 0.00 - 0 0 0
27 Nov 11139.90 776.7 0.00 - 0 0 0
25 Nov 11457.45 776.7 776.70 0.59 0 0 0
22 Nov 11375.30 0 0.00 0.08 0 0 0
21 Nov 10954.85 0 0.00 - 0 0 0
20 Nov 10769.55 0 0.00 - 0 0 0
19 Nov 10769.55 0 0.00 - 0 0 0
18 Nov 10630.90 0 0.00 - 0 0 0
14 Nov 10728.50 0 0.00 - 0 0 0
13 Nov 10782.20 0 0.00 - 0 0 0
12 Nov 10892.00 0 0.00 - 0 0 0
11 Nov 10970.45 0 0.00 - 0 0 0
8 Nov 11043.35 0 0.00 - 0 0 0
7 Nov 11050.80 0 0.00 - 0 0 0
6 Nov 11274.40 0 0.00 - 0 0 0
5 Nov 11176.35 0 0.00 - 0 0 0
4 Nov 11001.85 0 - 0 0 0


For Ultratech Cement Limited - strike price 11600 expiring on 30JAN2025

Delta for 11600 PE is -0.35

Historical price for 11600 PE is as follows

On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 174.75, which was -159.85 lower than the previous day. The implied volatity was 22.03, the open interest changed by 161 which increased total open position to 399


On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 334.6, which was -14.40 lower than the previous day. The implied volatity was 23.60, the open interest changed by -7 which decreased total open position to 242


On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 349, which was -29.50 lower than the previous day. The implied volatity was 23.03, the open interest changed by 40 which increased total open position to 249


On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 378.5, which was 42.70 higher than the previous day. The implied volatity was 22.31, the open interest changed by -21 which decreased total open position to 207


On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 335.8, which was 7.85 higher than the previous day. The implied volatity was 21.35, the open interest changed by 172 which increased total open position to 233


On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 327.95, which was -26.05 lower than the previous day. The implied volatity was 21.33, the open interest changed by 27 which increased total open position to 60


On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 354, which was 21.95 higher than the previous day. The implied volatity was 19.88, the open interest changed by 1 which increased total open position to 23


On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 332.05, which was -55.25 lower than the previous day. The implied volatity was 21.98, the open interest changed by 4 which increased total open position to 22


On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 387.3, which was 47.30 higher than the previous day. The implied volatity was 24.96, the open interest changed by 11 which increased total open position to 18


On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 340, which was 102.25 higher than the previous day. The implied volatity was 26.65, 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 237.75, which was 67.00 higher than the previous day. The implied volatity was 23.15, the open interest changed by 0 which decreased total open position to 5


On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 170.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 170.75, which was 6.75 higher than the previous day. The implied volatity was 22.09, the open interest changed by 2 which increased total open position to 3


On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 164, 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 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 164, 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 164, which was -71.55 lower than the previous day. The implied volatity was 19.57, the open interest changed by 0 which decreased total open position to 1


On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 235.55, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 235.55, 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 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 235.55, which was -541.15 lower than the previous day. The implied volatity was 23.10, the open interest changed by 1 which increased total open position to 1


On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 776.7, which was 0.00 lower than the previous day. The implied volatity was 2.69, 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 776.7, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 776.7, which was 0.00 lower than the previous day. The implied volatity was 2.38, 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 776.7, 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 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 776.7, 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 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 776.7, 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 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 776.7, which was 776.70 higher than the previous day. The implied volatity was 0.59, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.08, 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 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 20 Nov ULTRACEMCO was trading at 10769.55. 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 19 Nov ULTRACEMCO was trading at 10769.55. 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 18 Nov ULTRACEMCO was trading at 10630.90. 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 14 Nov ULTRACEMCO was trading at 10728.50. 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 13 Nov ULTRACEMCO was trading at 10782.20. 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 12 Nov ULTRACEMCO was trading at 10892.00. 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 11 Nov ULTRACEMCO was trading at 10970.45. 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 8 Nov ULTRACEMCO was trading at 11043.35. 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 7 Nov ULTRACEMCO was trading at 11050.80. 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 6 Nov ULTRACEMCO was trading at 11274.40. 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 5 Nov ULTRACEMCO was trading at 11176.35. 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 4 Nov ULTRACEMCO was trading at 11001.85. 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