ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Jan 2025 04:11 PM IST
| ULTRACEMCO 30JAN2025 12100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 12.24
Theta: -5.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 11797.70 | 155.35 | 74.20 | 19.74 | 952 | 41 | 292 | |||
| 1 Jan | 11447.00 | 81.15 | 5.10 | 20.74 | 392 | 2 | 251 | |||
| 31 Dec | 11426.35 | 76.05 | 11.35 | 20.57 | 304 | 37 | 249 | |||
| 30 Dec | 11288.35 | 64.7 | -9.05 | 20.31 | 579 | 73 | 212 | |||
| 27 Dec | 11406.55 | 73.75 | -15.45 | 18.75 | 552 | 85 | 140 | |||
| 26 Dec | 11460.65 | 89.2 | 9.20 | 19.50 | 128 | -23 | 55 | |||
| 24 Dec | 11390.35 | 80 | -25.00 | 19.58 | 47 | 10 | 78 | |||
| 23 Dec | 11472.60 | 105 | -60.65 | 19.34 | 71 | 49 | 68 | |||
| 20 Dec | 11422.80 | 165.65 | -108.25 | 23.21 | 1 | 0 | 19 | |||
| 19 Dec | 11670.80 | 273.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 11763.95 | 273.9 | -1.10 | 22.38 | 1 | 0 | 19 | |||
| 17 Dec | 11774.95 | 275 | -55.00 | 21.94 | 6 | -1 | 19 | |||
| 16 Dec | 11942.50 | 330 | -76.90 | 20.08 | 12 | 5 | 21 | |||
| 13 Dec | 12083.90 | 406.9 | 36.90 | 19.11 | 16 | 14 | 17 | |||
| 12 Dec | 11856.95 | 370 | 0.00 | 0.00 | 0 | 3 | 0 | |||
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| 11 Dec | 11898.50 | 370 | 197.05 | 22.59 | 3 | 2 | 2 | |||
| 10 Dec | 11745.80 | 172.95 | 0.00 | 1.02 | 0 | 0 | 0 | |||
| 3 Dec | 11852.35 | 172.95 | 0.34 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 12100 expiring on 30JAN2025
Delta for 12100 CE is 0.36
Historical price for 12100 CE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 155.35, which was 74.20 higher than the previous day. The implied volatity was 19.74, the open interest changed by 41 which increased total open position to 292
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 81.15, which was 5.10 higher than the previous day. The implied volatity was 20.74, the open interest changed by 2 which increased total open position to 251
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 76.05, which was 11.35 higher than the previous day. The implied volatity was 20.57, the open interest changed by 37 which increased total open position to 249
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 64.7, which was -9.05 lower than the previous day. The implied volatity was 20.31, the open interest changed by 73 which increased total open position to 212
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 73.75, which was -15.45 lower than the previous day. The implied volatity was 18.75, the open interest changed by 85 which increased total open position to 140
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 89.2, which was 9.20 higher than the previous day. The implied volatity was 19.50, the open interest changed by -23 which decreased total open position to 55
On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 80, which was -25.00 lower than the previous day. The implied volatity was 19.58, the open interest changed by 10 which increased total open position to 78
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 105, which was -60.65 lower than the previous day. The implied volatity was 19.34, the open interest changed by 49 which increased total open position to 68
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 165.65, which was -108.25 lower than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 19
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 273.9, 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 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 273.9, which was -1.10 lower than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 19
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 275, which was -55.00 lower than the previous day. The implied volatity was 21.94, the open interest changed by -1 which decreased total open position to 19
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 330, which was -76.90 lower than the previous day. The implied volatity was 20.08, the open interest changed by 5 which increased total open position to 21
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 406.9, which was 36.90 higher than the previous day. The implied volatity was 19.11, the open interest changed by 14 which increased total open position to 17
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 370, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 370, which was 197.05 higher than the previous day. The implied volatity was 22.59, the open interest changed by 2 which increased total open position to 2
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 172.95, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 172.95, which was lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30JAN2025 12100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 12.35
Theta: -2.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 11797.70 | 416.6 | -707.05 | 21.16 | 43 | 33 | 33 |
| 1 Jan | 11447.00 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 11426.35 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 11288.35 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 11406.55 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 11460.65 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 11390.35 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 11472.60 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 11422.80 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1123.65 | 0.00 | 0.90 | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 1123.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 1123.65 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12100 expiring on 30JAN2025
Delta for 12100 PE is -0.63
Historical price for 12100 PE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 416.6, which was -707.05 lower than the previous day. The implied volatity was 21.16, the open interest changed by 33 which increased total open position to 33
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 1123.65, 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 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 1123.65, 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 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 1123.65, 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 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 1123.65, 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 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 1123.65, 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 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 1123.65, 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 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 1123.65, 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 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1123.65, 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 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 1123.65, 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 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 1123.65, 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 1123.65, 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 1123.65, 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 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 1123.65, which was 0.00 lower than the previous day. The implied volatity was 0.90, 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 1123.65, 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 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 1123.65, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 1123.65, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 1123.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
