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

11422.8 -248.00 (-2.12%)

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Historical option data for ULTRACEMCO

20 Dec 2024 04:11 PM IST
ULTRACEMCO 26DEC2024 11800 CE
Delta: 0.12
Vega: 2.89
Theta: -4.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 11422.80 14.95 -56.50 17.88 11,272 544 1,723
19 Dec 11670.80 71.45 -66.15 20.46 3,976 69 1,167
18 Dec 11763.95 137.6 -33.40 20.60 6,956 352 1,103
17 Dec 11774.95 171 -111.00 23.33 3,627 245 739
16 Dec 11942.50 282 -105.70 23.40 1,262 -63 495
13 Dec 12083.90 387.7 169.30 20.20 7,024 -74 559
12 Dec 11856.95 218.4 -66.60 21.19 2,461 7 612
11 Dec 11898.50 285 82.60 23.12 6,872 -230 615
10 Dec 11745.80 202.4 -23.50 20.02 3,099 112 865
9 Dec 11814.80 225.9 -58.55 19.73 3,039 47 755
6 Dec 11848.50 284.45 -47.50 19.77 1,138 2 709
5 Dec 11932.80 331.95 82.95 19.96 4,625 -148 708
4 Dec 11766.80 249 -48.80 20.74 2,817 176 860
3 Dec 11852.35 297.8 88.80 18.89 8,428 -51 683
2 Dec 11648.55 209 144.80 21.15 10,160 541 738
29 Nov 11202.15 64.2 7.15 19.41 1,033 15 196
28 Nov 10997.80 57.05 -22.30 20.86 189 50 181
27 Nov 11139.90 79.35 -0.65 20.91 313 99 131
26 Nov 11121.05 80 -823.05 21.69 60 30 30
25 Nov 11457.45 903.05 0.00 1.71 0 0 0
22 Nov 11375.30 903.05 0.00 2.56 0 0 0
13 Nov 10782.20 903.05 0.00 5.39 0 0 0
12 Nov 10892.00 903.05 0.00 4.26 0 0 0
31 Oct 11065.65 903.05 0.00 - 0 0 0
28 Oct 11092.60 903.05 0.00 - 0 0 0
24 Oct 11043.60 903.05 0.00 - 0 0 0
22 Oct 10825.15 903.05 0.00 - 0 0 0
21 Oct 10869.30 903.05 0.00 - 0 0 0
18 Oct 11069.30 903.05 0.00 - 0 0 0
17 Oct 11017.30 903.05 0.00 - 0 0 0
16 Oct 11322.30 903.05 0.00 - 0 0 0
15 Oct 11416.90 903.05 0.00 - 0 0 0
14 Oct 11300.30 903.05 0.00 - 0 0 0
11 Oct 11421.30 903.05 0.00 - 0 0 0
10 Oct 11430.05 903.05 0.00 - 0 0 0
9 Oct 11350.15 903.05 0.00 - 0 0 0
8 Oct 11389.80 903.05 0.00 - 0 0 0
7 Oct 11230.35 903.05 903.05 - 0 0 0
4 Oct 11450.25 0 0.00 - 0 0 0
3 Oct 11724.80 0 0.00 - 0 0 0
1 Oct 11837.15 0 0.00 - 0 0 0
30 Sept 11802.00 0 - 0 0 0


For Ultratech Cement Limited - strike price 11800 expiring on 26DEC2024

Delta for 11800 CE is 0.12

Historical price for 11800 CE is as follows

On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 14.95, which was -56.50 lower than the previous day. The implied volatity was 17.88, the open interest changed by 544 which increased total open position to 1723


On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 71.45, which was -66.15 lower than the previous day. The implied volatity was 20.46, the open interest changed by 69 which increased total open position to 1167


On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 137.6, which was -33.40 lower than the previous day. The implied volatity was 20.60, the open interest changed by 352 which increased total open position to 1103


On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 171, which was -111.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 245 which increased total open position to 739


On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 282, which was -105.70 lower than the previous day. The implied volatity was 23.40, the open interest changed by -63 which decreased total open position to 495


On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 387.7, which was 169.30 higher than the previous day. The implied volatity was 20.20, the open interest changed by -74 which decreased total open position to 559


On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 218.4, which was -66.60 lower than the previous day. The implied volatity was 21.19, the open interest changed by 7 which increased total open position to 612


On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 285, which was 82.60 higher than the previous day. The implied volatity was 23.12, the open interest changed by -230 which decreased total open position to 615


On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 202.4, which was -23.50 lower than the previous day. The implied volatity was 20.02, the open interest changed by 112 which increased total open position to 865


On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 225.9, which was -58.55 lower than the previous day. The implied volatity was 19.73, the open interest changed by 47 which increased total open position to 755


On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 284.45, which was -47.50 lower than the previous day. The implied volatity was 19.77, the open interest changed by 2 which increased total open position to 709


On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 331.95, which was 82.95 higher than the previous day. The implied volatity was 19.96, the open interest changed by -148 which decreased total open position to 708


On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 249, which was -48.80 lower than the previous day. The implied volatity was 20.74, the open interest changed by 176 which increased total open position to 860


On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 297.8, which was 88.80 higher than the previous day. The implied volatity was 18.89, the open interest changed by -51 which decreased total open position to 683


On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 209, which was 144.80 higher than the previous day. The implied volatity was 21.15, the open interest changed by 541 which increased total open position to 738


On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 64.2, which was 7.15 higher than the previous day. The implied volatity was 19.41, the open interest changed by 15 which increased total open position to 196


On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 57.05, which was -22.30 lower than the previous day. The implied volatity was 20.86, the open interest changed by 50 which increased total open position to 181


On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 79.35, which was -0.65 lower than the previous day. The implied volatity was 20.91, the open interest changed by 99 which increased total open position to 131


On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 80, which was -823.05 lower than the previous day. The implied volatity was 21.69, the open interest changed by 30 which increased total open position to 30


On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 903.05, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 903.05, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 903.05, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 903.05, which was 0.00 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, 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 903.05, which was 903.05 higher 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 0, 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 3 Oct ULTRACEMCO was trading at 11724.80. 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 which decreased total open position to


On 1 Oct ULTRACEMCO was trading at 11837.15. 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 which decreased total open position to


On 30 Sept ULTRACEMCO was trading at 11802.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ULTRACEMCO 26DEC2024 11800 PE
Delta: -0.73
Vega: 4.82
Theta: -10.94
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 11422.80 397.05 170.85 33.21 639 -98 771
19 Dec 11670.80 226.2 52.55 21.71 883 -53 867
18 Dec 11763.95 173.65 1.60 24.16 2,553 48 921
17 Dec 11774.95 172.05 72.30 23.20 4,815 -119 882
16 Dec 11942.50 99.75 32.05 22.02 4,401 -35 990
13 Dec 12083.90 67.7 -65.30 20.81 6,493 102 1,017
12 Dec 11856.95 133 -19.25 16.79 3,582 15 933
11 Dec 11898.50 152.25 -49.90 21.57 7,780 250 919
10 Dec 11745.80 202.15 -9.50 21.18 1,877 -14 671
9 Dec 11814.80 211.65 31.20 23.27 3,006 -88 697
6 Dec 11848.50 180.45 10.20 21.48 2,174 -116 782
5 Dec 11932.80 170.25 -60.05 22.37 4,139 362 894
4 Dec 11766.80 230.3 15.90 20.93 3,986 -11 534
3 Dec 11852.35 214.4 -109.60 23.40 3,646 290 542
2 Dec 11648.55 324 -315.10 23.05 1,145 243 253
29 Nov 11202.15 639.1 0.00 0.00 0 0 0
28 Nov 10997.80 639.1 0.00 0.00 0 0 0
27 Nov 11139.90 639.1 0.00 0.00 0 10 0
26 Nov 11121.05 639.1 213.90 17.76 11 5 5
25 Nov 11457.45 425.2 0.00 - 0 0 0
22 Nov 11375.30 425.2 0.00 - 0 0 0
13 Nov 10782.20 425.2 0.00 - 0 0 0
12 Nov 10892.00 425.2 425.20 - 0 0 0
31 Oct 11065.65 0 0.00 - 0 0 0
28 Oct 11092.60 0 0.00 - 0 0 0
24 Oct 11043.60 0 0.00 - 0 0 0
22 Oct 10825.15 0 0.00 - 0 0 0
21 Oct 10869.30 0 0.00 - 0 0 0
18 Oct 11069.30 0 0.00 - 0 0 0
17 Oct 11017.30 0 0.00 - 0 0 0
16 Oct 11322.30 0 0.00 - 0 0 0
15 Oct 11416.90 0 0.00 - 0 0 0
14 Oct 11300.30 0 0.00 - 0 0 0
11 Oct 11421.30 0 0.00 - 0 0 0
10 Oct 11430.05 0 0.00 - 0 0 0
9 Oct 11350.15 0 0.00 - 0 0 0
8 Oct 11389.80 0 0.00 - 0 0 0
7 Oct 11230.35 0 0.00 - 0 0 0
4 Oct 11450.25 0 0.00 - 0 0 0
3 Oct 11724.80 0 0.00 - 0 0 0
1 Oct 11837.15 0 0.00 - 0 0 0
30 Sept 11802.00 0 - 0 0 0


For Ultratech Cement Limited - strike price 11800 expiring on 26DEC2024

Delta for 11800 PE is -0.73

Historical price for 11800 PE is as follows

On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 397.05, which was 170.85 higher than the previous day. The implied volatity was 33.21, the open interest changed by -98 which decreased total open position to 771


On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 226.2, which was 52.55 higher than the previous day. The implied volatity was 21.71, the open interest changed by -53 which decreased total open position to 867


On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 173.65, which was 1.60 higher than the previous day. The implied volatity was 24.16, the open interest changed by 48 which increased total open position to 921


On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 172.05, which was 72.30 higher than the previous day. The implied volatity was 23.20, the open interest changed by -119 which decreased total open position to 882


On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 99.75, which was 32.05 higher than the previous day. The implied volatity was 22.02, the open interest changed by -35 which decreased total open position to 990


On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 67.7, which was -65.30 lower than the previous day. The implied volatity was 20.81, the open interest changed by 102 which increased total open position to 1017


On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 133, which was -19.25 lower than the previous day. The implied volatity was 16.79, the open interest changed by 15 which increased total open position to 933


On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 152.25, which was -49.90 lower than the previous day. The implied volatity was 21.57, the open interest changed by 250 which increased total open position to 919


On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 202.15, which was -9.50 lower than the previous day. The implied volatity was 21.18, the open interest changed by -14 which decreased total open position to 671


On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 211.65, which was 31.20 higher than the previous day. The implied volatity was 23.27, the open interest changed by -88 which decreased total open position to 697


On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 180.45, which was 10.20 higher than the previous day. The implied volatity was 21.48, the open interest changed by -116 which decreased total open position to 782


On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 170.25, which was -60.05 lower than the previous day. The implied volatity was 22.37, the open interest changed by 362 which increased total open position to 894


On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 230.3, which was 15.90 higher than the previous day. The implied volatity was 20.93, the open interest changed by -11 which decreased total open position to 534


On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 214.4, which was -109.60 lower than the previous day. The implied volatity was 23.40, the open interest changed by 290 which increased total open position to 542


On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 324, which was -315.10 lower than the previous day. The implied volatity was 23.05, the open interest changed by 243 which increased total open position to 253


On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 639.1, 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 639.1, 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 639.1, 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 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 639.1, which was 213.90 higher than the previous day. The implied volatity was 17.76, the open interest changed by 5 which increased total open position to 5


On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 425.2, 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 425.2, 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 425.2, 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 425.2, which was 425.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ULTRACEMCO was trading at 11065.65. 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 which decreased total open position to


On 28 Oct ULTRACEMCO was trading at 11092.60. 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 which decreased total open position to


On 24 Oct ULTRACEMCO was trading at 11043.60. 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 which decreased total open position to


On 22 Oct ULTRACEMCO was trading at 10825.15. 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 which decreased total open position to


On 21 Oct ULTRACEMCO was trading at 10869.30. 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 which decreased total open position to


On 18 Oct ULTRACEMCO was trading at 11069.30. 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 which decreased total open position to


On 17 Oct ULTRACEMCO was trading at 11017.30. 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 which decreased total open position to


On 16 Oct ULTRACEMCO was trading at 11322.30. 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 which decreased total open position to


On 15 Oct ULTRACEMCO was trading at 11416.90. 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 which decreased total open position to


On 14 Oct ULTRACEMCO was trading at 11300.30. 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 which decreased total open position to


On 11 Oct ULTRACEMCO was trading at 11421.30. 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 which decreased total open position to


On 10 Oct ULTRACEMCO was trading at 11430.05. 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 which decreased total open position to


On 9 Oct ULTRACEMCO was trading at 11350.15. 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 which decreased total open position to


On 8 Oct ULTRACEMCO was trading at 11389.80. 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 which decreased total open position to


On 7 Oct ULTRACEMCO was trading at 11230.35. 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 which decreased total open position to


On 4 Oct ULTRACEMCO was trading at 11450.25. 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 which decreased total open position to


On 3 Oct ULTRACEMCO was trading at 11724.80. 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 which decreased total open position to


On 1 Oct ULTRACEMCO was trading at 11837.15. 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 which decreased total open position to


On 30 Sept ULTRACEMCO was trading at 11802.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to