ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Jan 2025 04:11 PM IST
| ULTRACEMCO 30JAN2025 11700 CE | ||||||||||
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Delta: 0.61
Vega: 12.53
Theta: -6.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 11797.70 | 335.9 | 142.95 | 19.51 | 4,019 | 291 | 712 | |||
| 1 Jan | 11447.00 | 192.95 | 12.05 | 20.39 | 1,019 | 67 | 425 | |||
| 31 Dec | 11426.35 | 180.9 | 22.70 | 20.12 | 1,206 | 18 | 354 | |||
| 30 Dec | 11288.35 | 158.2 | -22.30 | 19.87 | 716 | -2 | 340 | |||
| 27 Dec | 11406.55 | 180.5 | -23.45 | 18.39 | 1,272 | 203 | 342 | |||
| 26 Dec | 11460.65 | 203.95 | 20.95 | 19.14 | 253 | 90 | 146 | |||
| 24 Dec | 11390.35 | 183 | -47.40 | 19.23 | 68 | 16 | 55 | |||
| 23 Dec | 11472.60 | 230.4 | -5.00 | 19.13 | 27 | 15 | 37 | |||
| 20 Dec | 11422.80 | 235.4 | -159.55 | 18.60 | 37 | 9 | 23 | |||
| 19 Dec | 11670.80 | 394.95 | -5.05 | 23.08 | 27 | 10 | 14 | |||
| 18 Dec | 11763.95 | 400 | -69.00 | 18.11 | 2 | 0 | 4 | |||
| 17 Dec | 11774.95 | 469 | 193.45 | 21.96 | 11 | 5 | 5 | |||
| 16 Dec | 11942.50 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 12083.90 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 11856.95 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 11898.50 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 11745.80 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 11814.80 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 11848.50 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 11932.80 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 11766.80 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 11852.35 | 275.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 11202.15 | 275.55 | 2.17 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11700 expiring on 30JAN2025
Delta for 11700 CE is 0.61
Historical price for 11700 CE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 335.9, which was 142.95 higher than the previous day. The implied volatity was 19.51, the open interest changed by 291 which increased total open position to 712
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 192.95, which was 12.05 higher than the previous day. The implied volatity was 20.39, the open interest changed by 67 which increased total open position to 425
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 180.9, which was 22.70 higher than the previous day. The implied volatity was 20.12, the open interest changed by 18 which increased total open position to 354
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 158.2, which was -22.30 lower than the previous day. The implied volatity was 19.87, the open interest changed by -2 which decreased total open position to 340
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 180.5, which was -23.45 lower than the previous day. The implied volatity was 18.39, the open interest changed by 203 which increased total open position to 342
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 203.95, which was 20.95 higher than the previous day. The implied volatity was 19.14, the open interest changed by 90 which increased total open position to 146
On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 183, which was -47.40 lower than the previous day. The implied volatity was 19.23, the open interest changed by 16 which increased total open position to 55
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 230.4, which was -5.00 lower than the previous day. The implied volatity was 19.13, the open interest changed by 15 which increased total open position to 37
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 235.4, which was -159.55 lower than the previous day. The implied volatity was 18.60, the open interest changed by 9 which increased total open position to 23
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 394.95, which was -5.05 lower than the previous day. The implied volatity was 23.08, the open interest changed by 10 which increased total open position to 14
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 400, which was -69.00 lower than the previous day. The implied volatity was 18.11, the open interest changed by 0 which decreased total open position to 4
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 469, which was 193.45 higher than the previous day. The implied volatity was 21.96, the open interest changed by 5 which increased total open position to 5
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 275.55, 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 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 275.55, 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 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 275.55, 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 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 275.55, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 275.55, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 275.55, 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 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 275.55, 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 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 275.55, 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 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 275.55, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 275.55, 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 275.55, which was lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30JAN2025 11700 PE | |||||||
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Delta: -0.40
Vega: 12.61
Theta: -3.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 11797.70 | 215 | -190.05 | 22.08 | 1,085 | 350 | 393 |
| 1 Jan | 11447.00 | 405.05 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Dec | 11426.35 | 405.05 | -36.85 | 22.87 | 21 | 7 | 44 |
| 30 Dec | 11288.35 | 441.9 | 39.60 | 22.48 | 28 | 13 | 37 |
| 27 Dec | 11406.55 | 402.3 | 2.30 | 22.02 | 9 | 6 | 24 |
| 26 Dec | 11460.65 | 400 | -7.10 | 22.48 | 5 | 3 | 16 |
| 24 Dec | 11390.35 | 407.1 | 21.15 | 19.38 | 15 | 11 | 13 |
| 23 Dec | 11472.60 | 385.95 | -445.30 | 21.98 | 2 | 0 | 0 |
| 20 Dec | 11422.80 | 831.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 831.25 | 0.00 | 0.44 | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 831.25 | 0.00 | 1.25 | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 831.25 | 0.00 | 1.30 | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 831.25 | 0.00 | 2.31 | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 831.25 | 0.00 | 3.09 | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 831.25 | 0.00 | 1.50 | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 831.25 | 0.00 | 1.92 | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 831.25 | 0.00 | 1.28 | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 831.25 | 0.00 | 1.48 | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 831.25 | 0.00 | 1.83 | 0 | 0 | 0 |
| 5 Dec | 11932.80 | 831.25 | 0.00 | 2.16 | 0 | 0 | 0 |
| 4 Dec | 11766.80 | 831.25 | 0.00 | 1.26 | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 831.25 | 0.00 | 1.86 | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 831.25 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11700 expiring on 30JAN2025
Delta for 11700 PE is -0.40
Historical price for 11700 PE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 215, which was -190.05 lower than the previous day. The implied volatity was 22.08, the open interest changed by 350 which increased total open position to 393
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 405.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 405.05, which was -36.85 lower than the previous day. The implied volatity was 22.87, the open interest changed by 7 which increased total open position to 44
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 441.9, which was 39.60 higher than the previous day. The implied volatity was 22.48, the open interest changed by 13 which increased total open position to 37
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 402.3, which was 2.30 higher than the previous day. The implied volatity was 22.02, the open interest changed by 6 which increased total open position to 24
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 400, which was -7.10 lower than the previous day. The implied volatity was 22.48, the open interest changed by 3 which increased total open position to 16
On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 407.1, which was 21.15 higher than the previous day. The implied volatity was 19.38, the open interest changed by 11 which increased total open position to 13
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 385.95, which was -445.30 lower than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 0
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 831.25, 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 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 831.25, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 831.25, which was 0.00 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 831.25, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.50, 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 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.28, 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 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 831.25, 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 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 831.25, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 831.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
