ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 11900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.93
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 4.5 | -0.85 | 30.04 | 43 | 3.5 | 29 | |||
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| 20 Nov | 10769.55 | 5.35 | 0.00 | 31.83 | 12.5 | -1 | 25 | |||
| 19 Nov | 10769.55 | 5.35 | 1.25 | 31.83 | 12.5 | -1.5 | 25 | |||
| 18 Nov | 10630.90 | 4.1 | -0.90 | 31.00 | 2 | 1 | 27.5 | |||
| 14 Nov | 10728.50 | 5 | -3.10 | 25.83 | 5.5 | -2.5 | 27.5 | |||
| 13 Nov | 10782.20 | 8.1 | -2.70 | 25.33 | 6 | 3.5 | 33 | |||
| 12 Nov | 10892.00 | 10.8 | -2.40 | 24.96 | 32.5 | 8 | 43.5 | |||
| 11 Nov | 10970.45 | 13.2 | -9.70 | 22.58 | 43 | 0.5 | 39 | |||
| 8 Nov | 11043.35 | 22.9 | -4.60 | 22.26 | 21 | -0.5 | 40 | |||
| 7 Nov | 11050.80 | 27.5 | -20.50 | 21.61 | 81 | 4.5 | 41.5 | |||
| 6 Nov | 11274.40 | 48 | 0.00 | 20.60 | 66.5 | 12.5 | 39.5 | |||
| 5 Nov | 11176.35 | 48 | 7.15 | 21.40 | 26 | 3.5 | 25.5 | |||
| 4 Nov | 11001.85 | 40.85 | -19.15 | 23.56 | 34 | 19 | 22 | |||
| 1 Nov | 11145.80 | 60 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 11065.65 | 60 | -20.50 | - | 1 | 0 | 2 | |||
| 30 Oct | 11205.10 | 80.5 | -624.00 | - | 3 | 2 | 2 | |||
| 29 Oct | 11112.10 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10995.20 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10825.15 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10869.30 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11069.30 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11322.30 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11300.30 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11421.30 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11350.15 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11389.80 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11230.35 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 11450.25 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 11837.15 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 11802.00 | 704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 11952.30 | 704.5 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 11900 expiring on 28NOV2024
Delta for 11900 CE is 0.03
Historical price for 11900 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 4.5, which was -0.85 lower than the previous day. The implied volatity was 30.04, the open interest changed by 7 which increased total open position to 58
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 31.83, the open interest changed by -2 which decreased total open position to 50
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 5.35, which was 1.25 higher than the previous day. The implied volatity was 31.83, the open interest changed by -3 which decreased total open position to 50
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 31.00, the open interest changed by 2 which increased total open position to 55
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 5, which was -3.10 lower than the previous day. The implied volatity was 25.83, the open interest changed by -5 which decreased total open position to 55
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 8.1, which was -2.70 lower than the previous day. The implied volatity was 25.33, the open interest changed by 7 which increased total open position to 66
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 10.8, which was -2.40 lower than the previous day. The implied volatity was 24.96, the open interest changed by 16 which increased total open position to 87
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 13.2, which was -9.70 lower than the previous day. The implied volatity was 22.58, the open interest changed by 1 which increased total open position to 78
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 22.9, which was -4.60 lower than the previous day. The implied volatity was 22.26, the open interest changed by -1 which decreased total open position to 80
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 27.5, which was -20.50 lower than the previous day. The implied volatity was 21.61, the open interest changed by 9 which increased total open position to 83
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 20.60, the open interest changed by 25 which increased total open position to 79
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 48, which was 7.15 higher than the previous day. The implied volatity was 21.40, the open interest changed by 7 which increased total open position to 51
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 40.85, which was -19.15 lower than the previous day. The implied volatity was 23.56, the open interest changed by 38 which increased total open position to 44
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 60, which was -20.50 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 80.5, which was -624.00 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 704.5, 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 704.5, 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 25 Oct ULTRACEMCO was trading at 10995.20. The strike last trading price was 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, 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 704.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 11900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 904.05 | -365.80 | - | 2.5 | -1.5 | 2.5 |
| 20 Nov | 10769.55 | 1269.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 10769.55 | 1269.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Nov | 10630.90 | 1269.85 | 580.85 | 58.51 | 1.5 | -0.5 | 4.5 |
| 14 Nov | 10728.50 | 689 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 689 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 689 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 10970.45 | 689 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 11043.35 | 689 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 11050.80 | 689 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 11274.40 | 689 | -83.00 | 27.58 | 0.5 | 0 | 4.5 |
| 5 Nov | 11176.35 | 772 | -18.05 | 31.80 | 0.5 | 0 | 4 |
| 4 Nov | 11001.85 | 790.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 790.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 11065.65 | 790.05 | 0.00 | - | 1 | 0 | 3 |
| 30 Oct | 11205.10 | 790.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 11112.10 | 790.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 790.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10995.20 | 790.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 790.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10753.05 | 790.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10825.15 | 790.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 790.05 | 0.00 | - | 0 | 3 | 0 |
| 18 Oct | 11069.30 | 790.05 | 399.55 | - | 3 | 2 | 2 |
| 17 Oct | 11017.30 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11322.30 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11416.90 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11300.30 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11421.30 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11350.15 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11230.35 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 11450.25 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 11837.15 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 11802.00 | 390.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 11952.30 | 390.5 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 11900 expiring on 28NOV2024
Delta for 11900 PE is -
Historical price for 11900 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 904.05, which was -365.80 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 5
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 1269.85, 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 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 1269.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 1269.85, which was 580.85 higher than the previous day. The implied volatity was 58.51, the open interest changed by -1 which decreased total open position to 9
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 689, 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 689, 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 689, 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 689, 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 689, 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 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 689, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 689, which was -83.00 lower than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 9
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 772, which was -18.05 lower than the previous day. The implied volatity was 31.80, the open interest changed by 0 which decreased total open position to 8
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 790.05, 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 790.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 790.05, 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 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 790.05, 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 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 790.05, 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 790.05, 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 25 Oct ULTRACEMCO was trading at 10995.20. The strike last trading price was 790.05, 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 790.05, 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 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 790.05, 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 790.05, 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 790.05, 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 790.05, which was 399.55 higher 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, 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 390.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
