ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12100 CE | ||||||||||
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Delta: 0.05
Vega: 1.43
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 6.75 | -17.80 | 24.20 | 6,528 | -428 | 2,257 | |||
| 19 Dec | 11670.80 | 24.55 | -23.45 | 23.80 | 3,080 | 29 | 2,691 | |||
| 18 Dec | 11763.95 | 48 | -18.00 | 22.27 | 4,142 | -62 | 2,659 | |||
| 17 Dec | 11774.95 | 66 | -60.60 | 23.76 | 8,882 | 147 | 2,721 | |||
| 16 Dec | 11942.50 | 126.6 | -70.25 | 23.10 | 12,200 | 311 | 2,577 | |||
| 13 Dec | 12083.90 | 196.85 | 99.45 | 20.24 | 14,757 | 204 | 2,289 | |||
| 12 Dec | 11856.95 | 97.4 | -41.00 | 21.36 | 2,918 | -71 | 2,059 | |||
| 11 Dec | 11898.50 | 138.4 | 47.00 | 22.00 | 24,486 | 1,604 | 2,274 | |||
| 10 Dec | 11745.80 | 91.4 | -20.05 | 20.47 | 1,094 | 4 | 670 | |||
| 9 Dec | 11814.80 | 111.45 | -35.15 | 20.76 | 1,522 | -17 | 667 | |||
| 6 Dec | 11848.50 | 146.6 | -30.55 | 20.05 | 819 | 16 | 687 | |||
| 5 Dec | 11932.80 | 177.15 | 52.15 | 19.92 | 2,231 | 11 | 670 | |||
| 4 Dec | 11766.80 | 125 | -35.00 | 20.48 | 1,586 | 10 | 659 | |||
| 3 Dec | 11852.35 | 160 | 55.00 | 19.40 | 3,697 | 24 | 651 | |||
| 2 Dec | 11648.55 | 105 | 71.95 | 20.99 | 5,759 | 446 | 628 | |||
| 29 Nov | 11202.15 | 33.05 | -1.25 | 20.83 | 390 | 26 | 193 | |||
| 28 Nov | 10997.80 | 34.3 | -7.70 | 22.92 | 135 | 35 | 169 | |||
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| 27 Nov | 11139.90 | 42 | 0.90 | 21.96 | 54 | -16 | 133 | |||
| 26 Nov | 11121.05 | 41.1 | -55.90 | 22.32 | 174 | 97 | 150 | |||
| 25 Nov | 11457.45 | 97 | 22.00 | 21.04 | 83 | 53 | 54 | |||
| 22 Nov | 11375.30 | 75 | -4.50 | 21.31 | 26 | 14 | 15 | |||
| 13 Nov | 10782.20 | 79.5 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 12 Nov | 10892.00 | 79.5 | 0.00 | 0 | 0 | 1 | ||||
For Ultratech Cement Limited - strike price 12100 expiring on 26DEC2024
Delta for 12100 CE is 0.05
Historical price for 12100 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 6.75, which was -17.80 lower than the previous day. The implied volatity was 24.20, the open interest changed by -428 which decreased total open position to 2257
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 24.55, which was -23.45 lower than the previous day. The implied volatity was 23.80, the open interest changed by 29 which increased total open position to 2691
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 48, which was -18.00 lower than the previous day. The implied volatity was 22.27, the open interest changed by -62 which decreased total open position to 2659
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 66, which was -60.60 lower than the previous day. The implied volatity was 23.76, the open interest changed by 147 which increased total open position to 2721
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 126.6, which was -70.25 lower than the previous day. The implied volatity was 23.10, the open interest changed by 311 which increased total open position to 2577
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 196.85, which was 99.45 higher than the previous day. The implied volatity was 20.24, the open interest changed by 204 which increased total open position to 2289
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 97.4, which was -41.00 lower than the previous day. The implied volatity was 21.36, the open interest changed by -71 which decreased total open position to 2059
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 138.4, which was 47.00 higher than the previous day. The implied volatity was 22.00, the open interest changed by 1604 which increased total open position to 2274
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 91.4, which was -20.05 lower than the previous day. The implied volatity was 20.47, the open interest changed by 4 which increased total open position to 670
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 111.45, which was -35.15 lower than the previous day. The implied volatity was 20.76, the open interest changed by -17 which decreased total open position to 667
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 146.6, which was -30.55 lower than the previous day. The implied volatity was 20.05, the open interest changed by 16 which increased total open position to 687
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 177.15, which was 52.15 higher than the previous day. The implied volatity was 19.92, the open interest changed by 11 which increased total open position to 670
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 125, which was -35.00 lower than the previous day. The implied volatity was 20.48, the open interest changed by 10 which increased total open position to 659
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 160, which was 55.00 higher than the previous day. The implied volatity was 19.40, the open interest changed by 24 which increased total open position to 651
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 105, which was 71.95 higher than the previous day. The implied volatity was 20.99, the open interest changed by 446 which increased total open position to 628
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 33.05, which was -1.25 lower than the previous day. The implied volatity was 20.83, the open interest changed by 26 which increased total open position to 193
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 34.3, which was -7.70 lower than the previous day. The implied volatity was 22.92, the open interest changed by 35 which increased total open position to 169
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 42, which was 0.90 higher than the previous day. The implied volatity was 21.96, the open interest changed by -16 which decreased total open position to 133
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 41.1, which was -55.90 lower than the previous day. The implied volatity was 22.32, the open interest changed by 97 which increased total open position to 150
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 97, which was 22.00 higher than the previous day. The implied volatity was 21.04, the open interest changed by 53 which increased total open position to 54
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 75, which was -4.50 lower than the previous day. The implied volatity was 21.31, the open interest changed by 14 which increased total open position to 15
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 79.5, 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 1
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 79.5, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
| ULTRACEMCO 26DEC2024 12100 PE | |||||||
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Delta: -0.82
Vega: 3.79
Theta: -10.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 676.8 | 213.50 | 42.67 | 244 | -40 | 591 |
| 19 Dec | 11670.80 | 463.3 | 79.25 | 21.24 | 26 | 0 | 632 |
| 18 Dec | 11763.95 | 384.05 | 23.25 | 26.93 | 40 | -8 | 632 |
| 17 Dec | 11774.95 | 360.8 | 121.40 | 22.66 | 469 | -95 | 640 |
| 16 Dec | 11942.50 | 239.4 | 71.80 | 21.24 | 4,051 | -167 | 746 |
| 13 Dec | 12083.90 | 167.6 | -169.80 | 19.81 | 2,155 | 263 | 901 |
| 12 Dec | 11856.95 | 337.4 | 28.65 | 19.67 | 318 | -30 | 638 |
| 11 Dec | 11898.50 | 308.75 | -95.70 | 21.99 | 3,722 | 611 | 670 |
| 10 Dec | 11745.80 | 404.45 | 31.60 | 23.47 | 7 | 1 | 59 |
| 9 Dec | 11814.80 | 372.85 | 33.55 | 22.15 | 56 | -7 | 59 |
| 6 Dec | 11848.50 | 339.3 | 26.30 | 21.62 | 40 | 4 | 64 |
| 5 Dec | 11932.80 | 313 | -103.00 | 22.16 | 134 | 27 | 60 |
| 4 Dec | 11766.80 | 416 | 31.95 | 21.78 | 46 | 14 | 34 |
| 3 Dec | 11852.35 | 384.05 | -198.80 | 24.77 | 50 | 21 | 21 |
| 2 Dec | 11648.55 | 582.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 582.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 582.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 582.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 582.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 582.85 | -477.65 | 16.72 | 4 | 2 | 2 |
| 22 Nov | 11375.30 | 1060.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 1060.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 1060.5 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12100 expiring on 26DEC2024
Delta for 12100 PE is -0.82
Historical price for 12100 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 676.8, which was 213.50 higher than the previous day. The implied volatity was 42.67, the open interest changed by -40 which decreased total open position to 591
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 463.3, which was 79.25 higher than the previous day. The implied volatity was 21.24, the open interest changed by 0 which decreased total open position to 632
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 384.05, which was 23.25 higher than the previous day. The implied volatity was 26.93, the open interest changed by -8 which decreased total open position to 632
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 360.8, which was 121.40 higher than the previous day. The implied volatity was 22.66, the open interest changed by -95 which decreased total open position to 640
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 239.4, which was 71.80 higher than the previous day. The implied volatity was 21.24, the open interest changed by -167 which decreased total open position to 746
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 167.6, which was -169.80 lower than the previous day. The implied volatity was 19.81, the open interest changed by 263 which increased total open position to 901
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 337.4, which was 28.65 higher than the previous day. The implied volatity was 19.67, the open interest changed by -30 which decreased total open position to 638
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 308.75, which was -95.70 lower than the previous day. The implied volatity was 21.99, the open interest changed by 611 which increased total open position to 670
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 404.45, which was 31.60 higher than the previous day. The implied volatity was 23.47, the open interest changed by 1 which increased total open position to 59
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 372.85, which was 33.55 higher than the previous day. The implied volatity was 22.15, the open interest changed by -7 which decreased total open position to 59
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 339.3, which was 26.30 higher than the previous day. The implied volatity was 21.62, the open interest changed by 4 which increased total open position to 64
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 313, which was -103.00 lower than the previous day. The implied volatity was 22.16, the open interest changed by 27 which increased total open position to 60
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 416, which was 31.95 higher than the previous day. The implied volatity was 21.78, the open interest changed by 14 which increased total open position to 34
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 384.05, which was -198.80 lower than the previous day. The implied volatity was 24.77, the open interest changed by 21 which increased total open position to 21
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 582.85, 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 582.85, 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 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 582.85, 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 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 582.85, 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 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 582.85, 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 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 582.85, which was -477.65 lower than the previous day. The implied volatity was 16.72, the open interest changed by 2 which increased total open position to 2
On 22 Nov ULTRACEMCO was trading at 11375.30. The strike last trading price was 1060.5, 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 1060.5, 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 1060.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
