ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Jan 2025 04:11 PM IST
| ULTRACEMCO 30JAN2025 11800 CE | ||||||||||
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Delta: 0.54
Vega: 12.92
Theta: -6.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 11797.70 | 280.85 | 122.15 | 19.51 | 2,934 | 252 | 587 | |||
| 1 Jan | 11447.00 | 158.7 | 11.35 | 20.56 | 837 | 54 | 334 | |||
| 31 Dec | 11426.35 | 147.35 | 21.75 | 20.21 | 1,100 | -50 | 282 | |||
| 30 Dec | 11288.35 | 125.6 | -17.25 | 19.76 | 973 | 95 | 330 | |||
| 27 Dec | 11406.55 | 142.85 | -24.15 | 18.20 | 817 | 124 | 232 | |||
| 26 Dec | 11460.65 | 167 | 20.50 | 19.15 | 141 | 40 | 108 | |||
| 24 Dec | 11390.35 | 146.5 | -43.50 | 19.00 | 35 | 18 | 67 | |||
| 23 Dec | 11472.60 | 190 | -20.00 | 19.06 | 71 | 8 | 50 | |||
| 20 Dec | 11422.80 | 210 | -135.50 | 19.56 | 25 | 6 | 42 | |||
| 19 Dec | 11670.80 | 345.5 | -60.85 | 23.02 | 32 | 18 | 37 | |||
| 18 Dec | 11763.95 | 406.35 | -10.45 | 22.05 | 13 | 3 | 19 | |||
| 17 Dec | 11774.95 | 416.8 | -143.65 | 22.13 | 6 | 4 | 18 | |||
| 16 Dec | 11942.50 | 560.45 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 13 Dec | 12083.90 | 560.45 | 94.30 | 17.00 | 14 | 4 | 14 | |||
| 12 Dec | 11856.95 | 466.15 | -48.85 | 22.32 | 3 | 1 | 9 | |||
| 11 Dec | 11898.50 | 515 | 95.40 | 22.05 | 4 | 0 | 8 | |||
| 10 Dec | 11745.80 | 419.6 | -42.20 | 20.32 | 4 | 1 | 8 | |||
| 9 Dec | 11814.80 | 461.8 | -23.20 | 21.28 | 6 | 1 | 7 | |||
| 6 Dec | 11848.50 | 485 | -65.65 | 19.56 | 2 | 1 | 6 | |||
| 5 Dec | 11932.80 | 550.65 | 109.60 | 20.84 | 2 | 1 | 5 | |||
| 4 Dec | 11766.80 | 441.05 | -11.95 | 20.14 | 3 | 1 | 3 | |||
| 3 Dec | 11852.35 | 453 | 73.55 | 17.05 | 2 | 1 | 1 | |||
| 28 Nov | 10997.80 | 379.45 | 379.45 | 2.86 | 0 | 0 | 0 | |||
| 27 Nov | 11139.90 | 0 | 0.00 | 2.41 | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 0 | 0.00 | 0.50 | 0 | 0 | 0 | |||
| 22 Nov | 11375.30 | 0 | 0.00 | 0.92 | 0 | 0 | 0 | |||
| 21 Nov | 10954.85 | 0 | 0.00 | 2.96 | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 0 | 0.00 | 3.05 | 0 | 0 | 0 | |||
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| 11 Nov | 10970.45 | 0 | 0.00 | 2.66 | 0 | 0 | 0 | |||
| 8 Nov | 11043.35 | 0 | 0.00 | 2.31 | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 0 | 0.00 | 2.07 | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 0 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 0 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 0 | 2.35 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11800 expiring on 30JAN2025
Delta for 11800 CE is 0.54
Historical price for 11800 CE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 280.85, which was 122.15 higher than the previous day. The implied volatity was 19.51, the open interest changed by 252 which increased total open position to 587
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 158.7, which was 11.35 higher than the previous day. The implied volatity was 20.56, the open interest changed by 54 which increased total open position to 334
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 147.35, which was 21.75 higher than the previous day. The implied volatity was 20.21, the open interest changed by -50 which decreased total open position to 282
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 125.6, which was -17.25 lower than the previous day. The implied volatity was 19.76, the open interest changed by 95 which increased total open position to 330
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 142.85, which was -24.15 lower than the previous day. The implied volatity was 18.20, the open interest changed by 124 which increased total open position to 232
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 167, which was 20.50 higher than the previous day. The implied volatity was 19.15, the open interest changed by 40 which increased total open position to 108
On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 146.5, which was -43.50 lower than the previous day. The implied volatity was 19.00, the open interest changed by 18 which increased total open position to 67
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 190, which was -20.00 lower than the previous day. The implied volatity was 19.06, the open interest changed by 8 which increased total open position to 50
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 210, which was -135.50 lower than the previous day. The implied volatity was 19.56, the open interest changed by 6 which increased total open position to 42
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 345.5, which was -60.85 lower than the previous day. The implied volatity was 23.02, the open interest changed by 18 which increased total open position to 37
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 406.35, which was -10.45 lower than the previous day. The implied volatity was 22.05, the open interest changed by 3 which increased total open position to 19
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 416.8, which was -143.65 lower than the previous day. The implied volatity was 22.13, the open interest changed by 4 which increased total open position to 18
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 560.45, 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 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 560.45, which was 94.30 higher than the previous day. The implied volatity was 17.00, the open interest changed by 4 which increased total open position to 14
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 466.15, which was -48.85 lower than the previous day. The implied volatity was 22.32, the open interest changed by 1 which increased total open position to 9
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 515, which was 95.40 higher than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 8
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 419.6, which was -42.20 lower than the previous day. The implied volatity was 20.32, the open interest changed by 1 which increased total open position to 8
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 461.8, which was -23.20 lower than the previous day. The implied volatity was 21.28, the open interest changed by 1 which increased total open position to 7
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 485, which was -65.65 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1 which increased total open position to 6
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 550.65, which was 109.60 higher than the previous day. The implied volatity was 20.84, the open interest changed by 1 which increased total open position to 5
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 441.05, which was -11.95 lower than the previous day. The implied volatity was 20.14, the open interest changed by 1 which increased total open position to 3
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 453, which was 73.55 higher than the previous day. The implied volatity was 17.05, the open interest changed by 1 which increased total open position to 1
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 379.45, which was 379.45 higher than the previous day. The implied volatity was 2.86, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 0.92, 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 2.96, 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 3.05, 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 2.66, 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 2.31, 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 2.07, 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 1.15, 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 1.64, 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 2.35, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30JAN2025 11800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 12.93
Theta: -3.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 11797.70 | 257.7 | -195.30 | 21.89 | 454 | 118 | 186 |
| 1 Jan | 11447.00 | 453 | -6.15 | 23.65 | 3 | 1 | 68 |
| 31 Dec | 11426.35 | 459.15 | -87.40 | 22.14 | 11 | -3 | 66 |
| 30 Dec | 11288.35 | 546.55 | 82.05 | 25.64 | 11 | -3 | 65 |
| 27 Dec | 11406.55 | 464.5 | -18.05 | 22.04 | 7 | 1 | 65 |
| 26 Dec | 11460.65 | 482.55 | 6.90 | 24.09 | 27 | 23 | 63 |
| 24 Dec | 11390.35 | 475.65 | 43.95 | 19.62 | 7 | 1 | 40 |
| 23 Dec | 11472.60 | 431.7 | -21.95 | 21.08 | 3 | -1 | 39 |
| 20 Dec | 11422.80 | 453.65 | 68.65 | 22.00 | 4 | 2 | 40 |
| 19 Dec | 11670.80 | 385 | 54.00 | 23.30 | 59 | 26 | 38 |
| 18 Dec | 11763.95 | 331 | 1.00 | 23.66 | 7 | 3 | 8 |
| 17 Dec | 11774.95 | 330 | -571.55 | 23.59 | 9 | 3 | 3 |
| 16 Dec | 11942.50 | 901.55 | 0.00 | 1.72 | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 901.55 | 0.00 | 2.52 | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 901.55 | 0.00 | 0.98 | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 901.55 | 0.00 | 1.39 | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 901.55 | 0.00 | 0.76 | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 901.55 | 0.00 | 0.98 | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 901.55 | 0.00 | 1.29 | 0 | 0 | 0 |
| 5 Dec | 11932.80 | 901.55 | 0.00 | 1.63 | 0 | 0 | 0 |
| 4 Dec | 11766.80 | 901.55 | 0.00 | 0.77 | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 901.55 | 901.55 | 1.33 | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 11375.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 10954.85 | 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 11800 expiring on 30JAN2025
Delta for 11800 PE is -0.46
Historical price for 11800 PE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 257.7, which was -195.30 lower than the previous day. The implied volatity was 21.89, the open interest changed by 118 which increased total open position to 186
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 453, which was -6.15 lower than the previous day. The implied volatity was 23.65, the open interest changed by 1 which increased total open position to 68
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 459.15, which was -87.40 lower than the previous day. The implied volatity was 22.14, the open interest changed by -3 which decreased total open position to 66
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 546.55, which was 82.05 higher than the previous day. The implied volatity was 25.64, the open interest changed by -3 which decreased total open position to 65
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 464.5, which was -18.05 lower than the previous day. The implied volatity was 22.04, the open interest changed by 1 which increased total open position to 65
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 482.55, which was 6.90 higher than the previous day. The implied volatity was 24.09, the open interest changed by 23 which increased total open position to 63
On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 475.65, which was 43.95 higher than the previous day. The implied volatity was 19.62, the open interest changed by 1 which increased total open position to 40
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 431.7, which was -21.95 lower than the previous day. The implied volatity was 21.08, the open interest changed by -1 which decreased total open position to 39
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 453.65, which was 68.65 higher than the previous day. The implied volatity was 22.00, the open interest changed by 2 which increased total open position to 40
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 385, which was 54.00 higher than the previous day. The implied volatity was 23.30, the open interest changed by 26 which increased total open position to 38
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 331, which was 1.00 higher than the previous day. The implied volatity was 23.66, the open interest changed by 3 which increased total open position to 8
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 330, which was -571.55 lower than the previous day. The implied volatity was 23.59, the open interest changed by 3 which increased total open position to 3
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 901.55, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 901.55, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 901.55, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 901.55, which was 0.00 lower than the previous day. The implied volatity was 1.39, 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 901.55, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 901.55, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 901.55, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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 901.55, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 901.55, which was 0.00 lower than the previous day. The implied volatity was 0.77, 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 901.55, which was 901.55 higher than the previous day. The implied volatity was 1.33, 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 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 27 Nov ULTRACEMCO was trading at 11139.90. 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 25 Nov ULTRACEMCO was trading at 11457.45. 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 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 -, 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
