ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 11700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 1.55
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 8.5 | 4.15 | 27.69 | 435 | 60.5 | 150 | |||
| 20 Nov | 10769.55 | 4.35 | 0.00 | 26.40 | 102 | -28 | 89.5 | |||
| 19 Nov | 10769.55 | 4.35 | -0.90 | 26.40 | 102 | -28 | 89.5 | |||
| 18 Nov | 10630.90 | 5.25 | -2.40 | 27.87 | 79 | -10 | 117.5 | |||
| 14 Nov | 10728.50 | 7.65 | -3.95 | 23.86 | 73 | 5.5 | 127.5 | |||
| 13 Nov | 10782.20 | 11.6 | -4.80 | 23.10 | 116 | 3 | 124 | |||
| 12 Nov | 10892.00 | 16.4 | -7.30 | 23.11 | 143.5 | -8 | 123 | |||
| 11 Nov | 10970.45 | 23.7 | -11.50 | 21.52 | 167 | 11 | 137 | |||
| 8 Nov | 11043.35 | 35.2 | -16.85 | 20.68 | 181 | -50.5 | 128.5 | |||
| 7 Nov | 11050.80 | 52.05 | -29.70 | 21.56 | 447 | 67 | 178.5 | |||
| 6 Nov | 11274.40 | 81.75 | 2.65 | 20.04 | 595.5 | 23 | 115.5 | |||
| 5 Nov | 11176.35 | 79.1 | 15.45 | 20.78 | 341.5 | 1.5 | 92 | |||
| 4 Nov | 11001.85 | 63.65 | -26.35 | 22.79 | 128 | 17.5 | 90 | |||
| 1 Nov | 11145.80 | 90 | -5.65 | 22.04 | 3.5 | 0.5 | 71.5 | |||
| 31 Oct | 11065.65 | 95.65 | -27.35 | - | 97 | 24 | 70 | |||
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| 30 Oct | 11205.10 | 123 | 28.25 | - | 90 | 12 | 45 | |||
| 29 Oct | 11112.10 | 94.75 | -2.25 | - | 18 | 6 | 33 | |||
| 28 Oct | 11092.60 | 97 | 11.25 | - | 68 | 26 | 27 | |||
| 25 Oct | 10995.20 | 85.75 | -737.25 | - | 2 | 1 | 1 | |||
| 24 Oct | 11043.60 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11069.30 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11322.30 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11300.30 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11421.30 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11350.15 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11389.80 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11230.35 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 11450.25 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 11837.15 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 11802.00 | 823 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 11952.30 | 823 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11700 expiring on 28NOV2024
Delta for 11700 CE is 0.05
Historical price for 11700 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 8.5, which was 4.15 higher than the previous day. The implied volatity was 27.69, the open interest changed by 121 which increased total open position to 300
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 26.40, the open interest changed by -56 which decreased total open position to 179
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 4.35, which was -0.90 lower than the previous day. The implied volatity was 26.40, the open interest changed by -56 which decreased total open position to 179
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 5.25, which was -2.40 lower than the previous day. The implied volatity was 27.87, the open interest changed by -20 which decreased total open position to 235
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 7.65, which was -3.95 lower than the previous day. The implied volatity was 23.86, the open interest changed by 11 which increased total open position to 255
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 11.6, which was -4.80 lower than the previous day. The implied volatity was 23.10, the open interest changed by 6 which increased total open position to 248
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 16.4, which was -7.30 lower than the previous day. The implied volatity was 23.11, the open interest changed by -16 which decreased total open position to 246
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 23.7, which was -11.50 lower than the previous day. The implied volatity was 21.52, the open interest changed by 22 which increased total open position to 274
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 35.2, which was -16.85 lower than the previous day. The implied volatity was 20.68, the open interest changed by -101 which decreased total open position to 257
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 52.05, which was -29.70 lower than the previous day. The implied volatity was 21.56, the open interest changed by 134 which increased total open position to 357
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 81.75, which was 2.65 higher than the previous day. The implied volatity was 20.04, the open interest changed by 46 which increased total open position to 231
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 79.1, which was 15.45 higher than the previous day. The implied volatity was 20.78, the open interest changed by 3 which increased total open position to 184
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 63.65, which was -26.35 lower than the previous day. The implied volatity was 22.79, the open interest changed by 35 which increased total open position to 180
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 90, which was -5.65 lower than the previous day. The implied volatity was 22.04, the open interest changed by 1 which increased total open position to 143
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 95.65, which was -27.35 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 123, which was 28.25 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 94.75, which was -2.25 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 97, which was 11.25 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 85.75, which was -737.25 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 823, 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 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 823, 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 22 Oct ULTRACEMCO was trading at 10825.15. The strike last trading price was 823, 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 823, 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 823, 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 823, 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 823, 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 823, 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 823, 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 823, 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 823, 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 823, 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 823, 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 823, 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 4 Oct ULTRACEMCO was trading at 11450.25. The strike last trading price was 823, 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 823, 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 823, 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 823, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 11700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 3.59
Theta: -8.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 777 | -98.00 | 44.03 | 0.5 | 0 | 3.5 |
| 20 Nov | 10769.55 | 875 | 0.00 | - | 1 | -1 | 4.5 |
| 19 Nov | 10769.55 | 875 | 275.00 | - | 1 | 0 | 4.5 |
| 18 Nov | 10630.90 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 10728.50 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 10970.45 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 11043.35 | 600 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 7 Nov | 11050.80 | 600 | 130.00 | 18.49 | 1.5 | 0 | 5 |
| 6 Nov | 11274.40 | 470 | -173.70 | 20.05 | 1 | 0 | 4 |
| 5 Nov | 11176.35 | 643.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 11001.85 | 643.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 643.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 11065.65 | 643.7 | 85.70 | - | 2 | 1 | 3 |
| 30 Oct | 11205.10 | 558 | -43.15 | - | 6 | 1 | 1 |
| 29 Oct | 11112.10 | 601.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 601.15 | 289.60 | - | 4 | 2 | 2 |
| 25 Oct | 10995.20 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10753.05 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10825.15 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11322.30 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11416.90 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11421.30 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11350.15 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11230.35 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 11450.25 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 11837.15 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 11802.00 | 311.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 11952.30 | 311.55 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11700 expiring on 28NOV2024
Delta for 11700 PE is -0.85
Historical price for 11700 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 777, which was -98.00 lower than the previous day. The implied volatity was 44.03, the open interest changed by 0 which decreased total open position to 7
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 875, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 9
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 875, which was 275.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 600, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 600, 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 600, 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 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 600, 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 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 600, 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 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 600, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 600, which was 130.00 higher than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 10
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 470, which was -173.70 lower than the previous day. The implied volatity was 20.05, the open interest changed by 0 which decreased total open position to 8
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 643.7, 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 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 643.7, 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 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 643.7, 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 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 643.7, which was 85.70 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 558, which was -43.15 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 601.15, 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 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 601.15, which was 289.60 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 311.55, 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 24 Oct ULTRACEMCO was trading at 11043.60. The strike last trading price was 311.55, 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 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 311.55, 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 22 Oct ULTRACEMCO was trading at 10825.15. The strike last trading price was 311.55, 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 311.55, 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 311.55, 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 311.55, 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 311.55, 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 311.55, 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 311.55, 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 311.55, 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 311.55, 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 311.55, 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 311.55, 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 311.55, 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 4 Oct ULTRACEMCO was trading at 11450.25. The strike last trading price was 311.55, 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 311.55, 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 311.55, 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 311.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
