ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 11900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 2.35
Theta: -4.31
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 12.2 | -33.90 | 20.56 | 12,336 | 253 | 2,052 | |||
| 19 Dec | 11670.80 | 46.1 | -52.95 | 20.83 | 3,688 | 70 | 1,798 | |||
| 18 Dec | 11763.95 | 99.05 | -30.50 | 21.21 | 5,969 | 57 | 1,697 | |||
| 17 Dec | 11774.95 | 129.55 | -93.75 | 23.74 | 7,489 | 798 | 1,634 | |||
| 16 Dec | 11942.50 | 223.3 | -88.15 | 23.51 | 4,753 | 92 | 839 | |||
| 13 Dec | 12083.90 | 311.45 | 141.00 | 19.63 | 9,704 | -194 | 749 | |||
| 12 Dec | 11856.95 | 170.45 | -58.60 | 21.26 | 3,676 | -43 | 932 | |||
|
|
||||||||||
| 11 Dec | 11898.50 | 229.05 | 69.60 | 22.89 | 15,272 | -69 | 955 | |||
| 10 Dec | 11745.80 | 159.45 | -20.50 | 20.32 | 1,424 | 34 | 1,029 | |||
| 9 Dec | 11814.80 | 179.95 | -53.00 | 20.02 | 3,229 | 115 | 999 | |||
| 6 Dec | 11848.50 | 232.95 | -40.90 | 20.01 | 1,523 | 118 | 890 | |||
| 5 Dec | 11932.80 | 273.85 | 71.75 | 19.98 | 7,054 | -281 | 779 | |||
| 4 Dec | 11766.80 | 202.1 | -42.25 | 20.73 | 4,896 | 147 | 1,062 | |||
| 3 Dec | 11852.35 | 244.35 | 73.35 | 19.00 | 8,379 | 572 | 933 | |||
| 2 Dec | 11648.55 | 171 | 117.50 | 21.31 | 5,303 | 272 | 359 | |||
| 29 Nov | 11202.15 | 53.5 | -153.65 | 20.16 | 214 | 88 | 88 | |||
| 28 Nov | 10997.80 | 207.15 | 0.00 | 5.63 | 0 | 0 | 0 | |||
| 27 Nov | 11139.90 | 207.15 | 0.00 | 4.84 | 0 | 0 | 0 | |||
| 26 Nov | 11121.05 | 207.15 | 0.00 | 5.01 | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 207.15 | 0.00 | 2.42 | 0 | 0 | 0 | |||
| 22 Nov | 11375.30 | 207.15 | 0.00 | 3.14 | 0 | 0 | 0 | |||
| 13 Nov | 10782.20 | 207.15 | 0.00 | 5.71 | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 207.15 | 4.82 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11900 expiring on 26DEC2024
Delta for 11900 CE is 0.09
Historical price for 11900 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 12.2, which was -33.90 lower than the previous day. The implied volatity was 20.56, the open interest changed by 253 which increased total open position to 2052
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 46.1, which was -52.95 lower than the previous day. The implied volatity was 20.83, the open interest changed by 70 which increased total open position to 1798
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 99.05, which was -30.50 lower than the previous day. The implied volatity was 21.21, the open interest changed by 57 which increased total open position to 1697
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 129.55, which was -93.75 lower than the previous day. The implied volatity was 23.74, the open interest changed by 798 which increased total open position to 1634
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 223.3, which was -88.15 lower than the previous day. The implied volatity was 23.51, the open interest changed by 92 which increased total open position to 839
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 311.45, which was 141.00 higher than the previous day. The implied volatity was 19.63, the open interest changed by -194 which decreased total open position to 749
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 170.45, which was -58.60 lower than the previous day. The implied volatity was 21.26, the open interest changed by -43 which decreased total open position to 932
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 229.05, which was 69.60 higher than the previous day. The implied volatity was 22.89, the open interest changed by -69 which decreased total open position to 955
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 159.45, which was -20.50 lower than the previous day. The implied volatity was 20.32, the open interest changed by 34 which increased total open position to 1029
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 179.95, which was -53.00 lower than the previous day. The implied volatity was 20.02, the open interest changed by 115 which increased total open position to 999
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 232.95, which was -40.90 lower than the previous day. The implied volatity was 20.01, the open interest changed by 118 which increased total open position to 890
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 273.85, which was 71.75 higher than the previous day. The implied volatity was 19.98, the open interest changed by -281 which decreased total open position to 779
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 202.1, which was -42.25 lower than the previous day. The implied volatity was 20.73, the open interest changed by 147 which increased total open position to 1062
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 244.35, which was 73.35 higher than the previous day. The implied volatity was 19.00, the open interest changed by 572 which increased total open position to 933
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 171, which was 117.50 higher than the previous day. The implied volatity was 21.31, the open interest changed by 272 which increased total open position to 359
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 53.5, which was -153.65 lower than the previous day. The implied volatity was 20.16, the open interest changed by 88 which increased total open position to 88
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 207.15, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 207.15, which was 0.00 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 207.15, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 207.15, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 207.15, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 207.15, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 207.15, which was lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 26DEC2024 11900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 4.54
Theta: -11.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 495 | 191.50 | 37.86 | 160 | -54 | 733 |
| 19 Dec | 11670.80 | 303.5 | 71.90 | 22.83 | 256 | -22 | 787 |
| 18 Dec | 11763.95 | 231.6 | 3.55 | 24.40 | 792 | 17 | 808 |
| 17 Dec | 11774.95 | 228.05 | 93.65 | 23.29 | 3,562 | -34 | 791 |
| 16 Dec | 11942.50 | 134.4 | 42.40 | 21.40 | 5,670 | -66 | 828 |
| 13 Dec | 12083.90 | 92 | -118.15 | 20.28 | 3,901 | 237 | 910 |
| 12 Dec | 11856.95 | 210.15 | 15.75 | 19.66 | 2,220 | -169 | 604 |
| 11 Dec | 11898.50 | 194.4 | -66.95 | 21.23 | 10,421 | 198 | 796 |
| 10 Dec | 11745.80 | 261.35 | -2.40 | 21.76 | 573 | -69 | 603 |
| 9 Dec | 11814.80 | 263.75 | 38.05 | 23.41 | 1,083 | -64 | 675 |
| 6 Dec | 11848.50 | 225.7 | 13.50 | 21.42 | 1,374 | 21 | 739 |
| 5 Dec | 11932.80 | 212.2 | -71.45 | 22.34 | 2,783 | 31 | 726 |
| 4 Dec | 11766.80 | 283.65 | 22.65 | 20.99 | 2,297 | 208 | 688 |
| 3 Dec | 11852.35 | 261 | -127.00 | 23.53 | 2,533 | 438 | 480 |
| 2 Dec | 11648.55 | 388 | -335.80 | 23.49 | 191 | 41 | 42 |
| 29 Nov | 11202.15 | 723.8 | -185.50 | 25.58 | 1 | 0 | 0 |
| 28 Nov | 10997.80 | 909.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 909.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 909.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 909.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 11375.30 | 909.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 909.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 909.3 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11900 expiring on 26DEC2024
Delta for 11900 PE is -0.76
Historical price for 11900 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 495, which was 191.50 higher than the previous day. The implied volatity was 37.86, the open interest changed by -54 which decreased total open position to 733
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 303.5, which was 71.90 higher than the previous day. The implied volatity was 22.83, the open interest changed by -22 which decreased total open position to 787
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 231.6, which was 3.55 higher than the previous day. The implied volatity was 24.40, the open interest changed by 17 which increased total open position to 808
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 228.05, which was 93.65 higher than the previous day. The implied volatity was 23.29, the open interest changed by -34 which decreased total open position to 791
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 134.4, which was 42.40 higher than the previous day. The implied volatity was 21.40, the open interest changed by -66 which decreased total open position to 828
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 92, which was -118.15 lower than the previous day. The implied volatity was 20.28, the open interest changed by 237 which increased total open position to 910
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 210.15, which was 15.75 higher than the previous day. The implied volatity was 19.66, the open interest changed by -169 which decreased total open position to 604
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 194.4, which was -66.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by 198 which increased total open position to 796
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 261.35, which was -2.40 lower than the previous day. The implied volatity was 21.76, the open interest changed by -69 which decreased total open position to 603
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 263.75, which was 38.05 higher than the previous day. The implied volatity was 23.41, the open interest changed by -64 which decreased total open position to 675
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 225.7, which was 13.50 higher than the previous day. The implied volatity was 21.42, the open interest changed by 21 which increased total open position to 739
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 212.2, which was -71.45 lower than the previous day. The implied volatity was 22.34, the open interest changed by 31 which increased total open position to 726
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 283.65, which was 22.65 higher than the previous day. The implied volatity was 20.99, the open interest changed by 208 which increased total open position to 688
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 261, which was -127.00 lower than the previous day. The implied volatity was 23.53, the open interest changed by 438 which increased total open position to 480
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 388, which was -335.80 lower than the previous day. The implied volatity was 23.49, the open interest changed by 41 which increased total open position to 42
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 723.8, which was -185.50 lower than the previous day. The implied volatity was 25.58, 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 909.3, 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 909.3, 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 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 909.3, 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 909.3, 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 909.3, 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 909.3, 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 909.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
