ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 11700 CE | ||||||||||
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Delta: 0.20
Vega: 4.05
Theta: -6.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 26.8 | -78.05 | 17.03 | 10,258 | 412 | 1,182 | |||
| 19 Dec | 11670.80 | 104.85 | -85.00 | 19.76 | 4,382 | 351 | 755 | |||
| 18 Dec | 11763.95 | 189.85 | -35.55 | 20.41 | 2,343 | 81 | 410 | |||
| 17 Dec | 11774.95 | 225.4 | -131.95 | 23.44 | 1,169 | 54 | 332 | |||
| 16 Dec | 11942.50 | 357.35 | -103.40 | 24.56 | 162 | -3 | 278 | |||
| 13 Dec | 12083.90 | 460.75 | 180.75 | 19.20 | 875 | 22 | 282 | |||
| 12 Dec | 11856.95 | 280 | -66.70 | 21.75 | 370 | -35 | 259 | |||
| 11 Dec | 11898.50 | 346.7 | 87.90 | 22.45 | 1,290 | -170 | 294 | |||
| 10 Dec | 11745.80 | 258.8 | -26.15 | 20.28 | 1,580 | 30 | 463 | |||
| 9 Dec | 11814.80 | 284.95 | -65.05 | 19.96 | 1,014 | -32 | 439 | |||
| 6 Dec | 11848.50 | 350 | -49.10 | 20.21 | 377 | -34 | 469 | |||
| 5 Dec | 11932.80 | 399.1 | 95.35 | 20.17 | 1,426 | -94 | 503 | |||
| 4 Dec | 11766.80 | 303.75 | -55.90 | 20.86 | 480 | 15 | 601 | |||
| 3 Dec | 11852.35 | 359.65 | 100.75 | 19.03 | 6,131 | -308 | 588 | |||
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| 2 Dec | 11648.55 | 258.9 | 174.90 | 21.48 | 16,137 | 512 | 901 | |||
| 29 Nov | 11202.15 | 84 | -0.45 | 19.32 | 1,360 | 115 | 379 | |||
| 28 Nov | 10997.80 | 84.45 | -15.55 | 21.97 | 350 | 125 | 269 | |||
| 27 Nov | 11139.90 | 100 | -1.40 | 20.78 | 346 | 61 | 147 | |||
| 26 Nov | 11121.05 | 101.4 | -109.60 | 21.72 | 287 | 85 | 174 | |||
| 25 Nov | 11457.45 | 211 | -53.25 | 20.25 | 95 | 83 | 83 | |||
| 22 Nov | 11375.30 | 264.25 | 0.00 | 1.83 | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 264.25 | 0.00 | 6.45 | 0 | 0 | 0 | |||
| 13 Nov | 10782.20 | 264.25 | 0.00 | 4.82 | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 264.25 | 4.44 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11700 expiring on 26DEC2024
Delta for 11700 CE is 0.20
Historical price for 11700 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 26.8, which was -78.05 lower than the previous day. The implied volatity was 17.03, the open interest changed by 412 which increased total open position to 1182
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 104.85, which was -85.00 lower than the previous day. The implied volatity was 19.76, the open interest changed by 351 which increased total open position to 755
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 189.85, which was -35.55 lower than the previous day. The implied volatity was 20.41, the open interest changed by 81 which increased total open position to 410
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 225.4, which was -131.95 lower than the previous day. The implied volatity was 23.44, the open interest changed by 54 which increased total open position to 332
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 357.35, which was -103.40 lower than the previous day. The implied volatity was 24.56, the open interest changed by -3 which decreased total open position to 278
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 460.75, which was 180.75 higher than the previous day. The implied volatity was 19.20, the open interest changed by 22 which increased total open position to 282
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 280, which was -66.70 lower than the previous day. The implied volatity was 21.75, the open interest changed by -35 which decreased total open position to 259
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 346.7, which was 87.90 higher than the previous day. The implied volatity was 22.45, the open interest changed by -170 which decreased total open position to 294
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 258.8, which was -26.15 lower than the previous day. The implied volatity was 20.28, the open interest changed by 30 which increased total open position to 463
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 284.95, which was -65.05 lower than the previous day. The implied volatity was 19.96, the open interest changed by -32 which decreased total open position to 439
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 350, which was -49.10 lower than the previous day. The implied volatity was 20.21, the open interest changed by -34 which decreased total open position to 469
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 399.1, which was 95.35 higher than the previous day. The implied volatity was 20.17, the open interest changed by -94 which decreased total open position to 503
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 303.75, which was -55.90 lower than the previous day. The implied volatity was 20.86, the open interest changed by 15 which increased total open position to 601
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 359.65, which was 100.75 higher than the previous day. The implied volatity was 19.03, the open interest changed by -308 which decreased total open position to 588
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 258.9, which was 174.90 higher than the previous day. The implied volatity was 21.48, the open interest changed by 512 which increased total open position to 901
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 84, which was -0.45 lower than the previous day. The implied volatity was 19.32, the open interest changed by 115 which increased total open position to 379
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 84.45, which was -15.55 lower than the previous day. The implied volatity was 21.97, the open interest changed by 125 which increased total open position to 269
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 100, which was -1.40 lower than the previous day. The implied volatity was 20.78, the open interest changed by 61 which increased total open position to 147
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 101.4, which was -109.60 lower than the previous day. The implied volatity was 21.72, the open interest changed by 85 which increased total open position to 174
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 211, which was -53.25 lower than the previous day. The implied volatity was 20.25, the open interest changed by 83 which increased total open position to 83
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 264.25, 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 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 264.25, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 264.25, which was 0.00 lower than the previous day. The implied volatity was 4.82, 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 264.25, which was lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 26DEC2024 11700 PE | |||||||
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Delta: -0.68
Vega: 5.25
Theta: -11.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 310.2 | 147.20 | 30.29 | 3,114 | -223 | 515 |
| 19 Dec | 11670.80 | 163 | 38.35 | 21.42 | 2,796 | -101 | 742 |
| 18 Dec | 11763.95 | 124.65 | -1.70 | 23.86 | 3,987 | 68 | 843 |
| 17 Dec | 11774.95 | 126.35 | 54.85 | 23.26 | 6,868 | -132 | 784 |
| 16 Dec | 11942.50 | 71.5 | 20.60 | 22.44 | 3,551 | -252 | 916 |
| 13 Dec | 12083.90 | 50.9 | -70.00 | 21.63 | 5,135 | 377 | 1,165 |
| 12 Dec | 11856.95 | 120.9 | 5.70 | 20.12 | 2,087 | 53 | 790 |
| 11 Dec | 11898.50 | 115.2 | -44.00 | 22.05 | 5,693 | 122 | 741 |
| 10 Dec | 11745.80 | 159.2 | -6.85 | 21.50 | 2,316 | 1 | 621 |
| 9 Dec | 11814.80 | 166.05 | 24.10 | 23.12 | 2,420 | -77 | 625 |
| 6 Dec | 11848.50 | 141.95 | 6.50 | 21.56 | 957 | -58 | 703 |
| 5 Dec | 11932.80 | 135.45 | -54.45 | 22.51 | 2,649 | -76 | 761 |
| 4 Dec | 11766.80 | 189.9 | 15.90 | 21.43 | 2,413 | 41 | 840 |
| 3 Dec | 11852.35 | 174 | -96.70 | 23.47 | 3,713 | 325 | 805 |
| 2 Dec | 11648.55 | 270.7 | -309.15 | 23.05 | 4,272 | 468 | 483 |
| 29 Nov | 11202.15 | 579.85 | 0.00 | 0.00 | 0 | 4 | 0 |
| 28 Nov | 10997.80 | 579.85 | -24.10 | 15.96 | 5 | 2 | 13 |
| 27 Nov | 11139.90 | 603.95 | 6.70 | 26.07 | 6 | 2 | 8 |
| 26 Nov | 11121.05 | 597.25 | 217.10 | 21.96 | 6 | 1 | 6 |
| 25 Nov | 11457.45 | 380.15 | -604.85 | 23.13 | 9 | 2 | 4 |
| 22 Nov | 11375.30 | 985 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 10630.90 | 985 | 216.35 | 25.68 | 2 | 1 | 1 |
| 13 Nov | 10782.20 | 768.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 768.65 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11700 expiring on 26DEC2024
Delta for 11700 PE is -0.68
Historical price for 11700 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 310.2, which was 147.20 higher than the previous day. The implied volatity was 30.29, the open interest changed by -223 which decreased total open position to 515
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 163, which was 38.35 higher than the previous day. The implied volatity was 21.42, the open interest changed by -101 which decreased total open position to 742
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 124.65, which was -1.70 lower than the previous day. The implied volatity was 23.86, the open interest changed by 68 which increased total open position to 843
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 126.35, which was 54.85 higher than the previous day. The implied volatity was 23.26, the open interest changed by -132 which decreased total open position to 784
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 71.5, which was 20.60 higher than the previous day. The implied volatity was 22.44, the open interest changed by -252 which decreased total open position to 916
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 50.9, which was -70.00 lower than the previous day. The implied volatity was 21.63, the open interest changed by 377 which increased total open position to 1165
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 120.9, which was 5.70 higher than the previous day. The implied volatity was 20.12, the open interest changed by 53 which increased total open position to 790
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 115.2, which was -44.00 lower than the previous day. The implied volatity was 22.05, the open interest changed by 122 which increased total open position to 741
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 159.2, which was -6.85 lower than the previous day. The implied volatity was 21.50, the open interest changed by 1 which increased total open position to 621
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 166.05, which was 24.10 higher than the previous day. The implied volatity was 23.12, the open interest changed by -77 which decreased total open position to 625
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 141.95, which was 6.50 higher than the previous day. The implied volatity was 21.56, the open interest changed by -58 which decreased total open position to 703
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 135.45, which was -54.45 lower than the previous day. The implied volatity was 22.51, the open interest changed by -76 which decreased total open position to 761
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 189.9, which was 15.90 higher than the previous day. The implied volatity was 21.43, the open interest changed by 41 which increased total open position to 840
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 174, which was -96.70 lower than the previous day. The implied volatity was 23.47, the open interest changed by 325 which increased total open position to 805
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 270.7, which was -309.15 lower than the previous day. The implied volatity was 23.05, the open interest changed by 468 which increased total open position to 483
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 579.85, 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 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 579.85, which was -24.10 lower than the previous day. The implied volatity was 15.96, the open interest changed by 2 which increased total open position to 13
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 603.95, which was 6.70 higher than the previous day. The implied volatity was 26.07, the open interest changed by 2 which increased total open position to 8
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 597.25, which was 217.10 higher than the previous day. The implied volatity was 21.96, the open interest changed by 1 which increased total open position to 6
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 380.15, which was -604.85 lower than the previous day. The implied volatity was 23.13, the open interest changed by 2 which increased total open position to 4
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 985, 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 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 985, which was 216.35 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 1
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 768.65, 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 768.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
