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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 12000 CE
Delta: 0.06
Vega: 1.82
Theta: -3.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 11422.80 8.95 -22.05 22.41 10,087 -323 3,816
19 Dec 11670.80 31 -37.10 21.75 5,789 -20 4,181
18 Dec 11763.95 68.1 -24.90 21.49 9,890 510 4,195
17 Dec 11774.95 93 -76.60 23.63 12,744 725 3,717
16 Dec 11942.50 169.6 -82.40 23.17 13,638 538 2,979
13 Dec 12083.90 252 123.00 20.19 24,164 -2,184 2,456
12 Dec 11856.95 129 -50.15 21.18 8,448 301 4,650
11 Dec 11898.50 179.15 60.15 22.07 51,072 2,531 4,482
10 Dec 11745.80 119 -21.00 20.09 3,627 -79 1,951
9 Dec 11814.80 140 -46.80 20.16 5,139 239 2,026
6 Dec 11848.50 186.8 -30.80 20.07 3,095 337 1,799
5 Dec 11932.80 217.6 57.60 19.55 11,478 -440 1,456
4 Dec 11766.80 160 -40.00 20.57 5,841 207 1,900
3 Dec 11852.35 200 65.45 19.30 16,359 -425 1,709
2 Dec 11648.55 134.55 93.95 21.09 23,199 1,251 2,150
29 Nov 11202.15 40.6 -1.40 20.27 2,352 -81 926
28 Nov 10997.80 42 -12.00 22.49 1,136 161 1,009
27 Nov 11139.90 54 5.00 21.88 1,427 206 860
26 Nov 11121.05 49 -71.50 21.76 1,273 388 652
25 Nov 11457.45 120.5 29.50 20.99 624 274 274
22 Nov 11375.30 91 -700.60 21.03 145 80 80
13 Nov 10782.20 791.6 0.00 6.48 0 0 0
12 Nov 10892.00 791.6 0.00 6.04 0 0 0
31 Oct 11065.65 791.6 0.00 - 0 0 0
28 Oct 11092.60 791.6 0.00 - 0 0 0
24 Oct 11043.60 791.6 0.00 - 0 0 0
18 Oct 11069.30 791.6 791.60 - 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 12000 expiring on 26DEC2024

Delta for 12000 CE is 0.06

Historical price for 12000 CE is as follows

On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 8.95, which was -22.05 lower than the previous day. The implied volatity was 22.41, the open interest changed by -323 which decreased total open position to 3816


On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 31, which was -37.10 lower than the previous day. The implied volatity was 21.75, the open interest changed by -20 which decreased total open position to 4181


On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 68.1, which was -24.90 lower than the previous day. The implied volatity was 21.49, the open interest changed by 510 which increased total open position to 4195


On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 93, which was -76.60 lower than the previous day. The implied volatity was 23.63, the open interest changed by 725 which increased total open position to 3717


On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 169.6, which was -82.40 lower than the previous day. The implied volatity was 23.17, the open interest changed by 538 which increased total open position to 2979


On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 252, which was 123.00 higher than the previous day. The implied volatity was 20.19, the open interest changed by -2184 which decreased total open position to 2456


On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 129, which was -50.15 lower than the previous day. The implied volatity was 21.18, the open interest changed by 301 which increased total open position to 4650


On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 179.15, which was 60.15 higher than the previous day. The implied volatity was 22.07, the open interest changed by 2531 which increased total open position to 4482


On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 119, which was -21.00 lower than the previous day. The implied volatity was 20.09, the open interest changed by -79 which decreased total open position to 1951


On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 140, which was -46.80 lower than the previous day. The implied volatity was 20.16, the open interest changed by 239 which increased total open position to 2026


On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 186.8, which was -30.80 lower than the previous day. The implied volatity was 20.07, the open interest changed by 337 which increased total open position to 1799


On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 217.6, which was 57.60 higher than the previous day. The implied volatity was 19.55, the open interest changed by -440 which decreased total open position to 1456


On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 160, which was -40.00 lower than the previous day. The implied volatity was 20.57, the open interest changed by 207 which increased total open position to 1900


On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 200, which was 65.45 higher than the previous day. The implied volatity was 19.30, the open interest changed by -425 which decreased total open position to 1709


On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 134.55, which was 93.95 higher than the previous day. The implied volatity was 21.09, the open interest changed by 1251 which increased total open position to 2150


On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 40.6, which was -1.40 lower than the previous day. The implied volatity was 20.27, the open interest changed by -81 which decreased total open position to 926


On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 42, which was -12.00 lower than the previous day. The implied volatity was 22.49, the open interest changed by 161 which increased total open position to 1009


On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 54, which was 5.00 higher than the previous day. The implied volatity was 21.88, the open interest changed by 206 which increased total open position to 860


On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 49, which was -71.50 lower than the previous day. The implied volatity was 21.76, the open interest changed by 388 which increased total open position to 652


On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 120.5, which was 29.50 higher than the previous day. The implied volatity was 20.99, the open interest changed by 274 which increased total open position to 274


On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 91, which was -700.60 lower than the previous day. The implied volatity was 21.03, the open interest changed by 80 which increased total open position to 80


On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 791.6, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 791.6, which was 0.00 lower than the previous day. The implied volatity was 6.04, 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 791.6, 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 791.6, 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 791.6, 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 791.6, which was 791.60 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 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


ULTRACEMCO 26DEC2024 12000 PE
Delta: -0.80
Vega: 4.06
Theta: -10.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 11422.80 580.3 190.30 39.16 486 -220 771
19 Dec 11670.80 390 86.95 24.56 374 -72 991
18 Dec 11763.95 303.05 13.80 25.41 1,309 -72 1,060
17 Dec 11774.95 289.25 107.15 22.84 2,080 -55 1,145
16 Dec 11942.50 182.1 55.30 21.30 8,287 -219 1,201
13 Dec 12083.90 126.8 -143.30 20.17 5,737 261 1,411
12 Dec 11856.95 270.1 22.80 19.70 1,566 -142 1,157
11 Dec 11898.50 247.3 -72.70 21.80 14,822 892 1,309
10 Dec 11745.80 320 -8.35 21.54 298 -25 417
9 Dec 11814.80 328.35 50.10 24.14 728 -125 451
6 Dec 11848.50 278.25 20.45 21.43 829 -4 579
5 Dec 11932.80 257.8 -80.95 22.10 1,793 143 585
4 Dec 11766.80 338.75 24.75 20.65 859 -4 444
3 Dec 11852.35 314 -130.30 23.56 1,889 343 448
2 Dec 11648.55 444.3 -366.70 22.79 336 64 106
29 Nov 11202.15 811 -114.00 26.40 24 14 41
28 Nov 10997.80 925 0.00 28.08 5 4 26
27 Nov 11139.90 925 82.15 35.46 5 1 18
26 Nov 11121.05 842.85 260.85 22.17 7 4 17
25 Nov 11457.45 582 71.80 23.82 14 13 13
22 Nov 11375.30 510.2 0.00 - 0 0 0
13 Nov 10782.20 510.2 0.00 - 0 0 0
12 Nov 10892.00 510.2 510.20 - 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
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 12000 expiring on 26DEC2024

Delta for 12000 PE is -0.80

Historical price for 12000 PE is as follows

On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 580.3, which was 190.30 higher than the previous day. The implied volatity was 39.16, the open interest changed by -220 which decreased total open position to 771


On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 390, which was 86.95 higher than the previous day. The implied volatity was 24.56, the open interest changed by -72 which decreased total open position to 991


On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 303.05, which was 13.80 higher than the previous day. The implied volatity was 25.41, the open interest changed by -72 which decreased total open position to 1060


On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 289.25, which was 107.15 higher than the previous day. The implied volatity was 22.84, the open interest changed by -55 which decreased total open position to 1145


On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 182.1, which was 55.30 higher than the previous day. The implied volatity was 21.30, the open interest changed by -219 which decreased total open position to 1201


On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 126.8, which was -143.30 lower than the previous day. The implied volatity was 20.17, the open interest changed by 261 which increased total open position to 1411


On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 270.1, which was 22.80 higher than the previous day. The implied volatity was 19.70, the open interest changed by -142 which decreased total open position to 1157


On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 247.3, which was -72.70 lower than the previous day. The implied volatity was 21.80, the open interest changed by 892 which increased total open position to 1309


On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 320, which was -8.35 lower than the previous day. The implied volatity was 21.54, the open interest changed by -25 which decreased total open position to 417


On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 328.35, which was 50.10 higher than the previous day. The implied volatity was 24.14, the open interest changed by -125 which decreased total open position to 451


On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 278.25, which was 20.45 higher than the previous day. The implied volatity was 21.43, the open interest changed by -4 which decreased total open position to 579


On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 257.8, which was -80.95 lower than the previous day. The implied volatity was 22.10, the open interest changed by 143 which increased total open position to 585


On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 338.75, which was 24.75 higher than the previous day. The implied volatity was 20.65, the open interest changed by -4 which decreased total open position to 444


On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 314, which was -130.30 lower than the previous day. The implied volatity was 23.56, the open interest changed by 343 which increased total open position to 448


On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 444.3, which was -366.70 lower than the previous day. The implied volatity was 22.79, the open interest changed by 64 which increased total open position to 106


On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 811, which was -114.00 lower than the previous day. The implied volatity was 26.40, the open interest changed by 14 which increased total open position to 41


On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 925, which was 0.00 lower than the previous day. The implied volatity was 28.08, the open interest changed by 4 which increased total open position to 26


On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 925, which was 82.15 higher than the previous day. The implied volatity was 35.46, the open interest changed by 1 which increased total open position to 18


On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 842.85, which was 260.85 higher than the previous day. The implied volatity was 22.17, the open interest changed by 4 which increased total open position to 17


On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 582, which was 71.80 higher than the previous day. The implied volatity was 23.82, the open interest changed by 13 which increased total open position to 13


On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 510.2, 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 510.2, 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 510.2, which was 510.20 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 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