ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.27
Theta: -2.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 6.35 | -12.60 | 26.89 | 5,948 | -428 | 2,272 | |||
| 19 Dec | 11670.80 | 18.95 | -17.35 | 25.45 | 2,499 | 148 | 2,697 | |||
| 18 Dec | 11763.95 | 36.3 | -13.55 | 23.66 | 3,686 | 85 | 2,547 | |||
| 17 Dec | 11774.95 | 49.85 | -41.70 | 24.71 | 7,114 | 447 | 2,461 | |||
| 16 Dec | 11942.50 | 91.55 | -58.45 | 22.99 | 10,731 | 603 | 2,032 | |||
| 13 Dec | 12083.90 | 150 | 77.25 | 20.25 | 9,455 | 191 | 1,433 | |||
| 12 Dec | 11856.95 | 72.75 | -34.75 | 21.61 | 2,166 | -242 | 1,233 | |||
| 11 Dec | 11898.50 | 107.5 | 38.50 | 22.25 | 18,417 | 665 | 1,487 | |||
| 10 Dec | 11745.80 | 69 | -17.00 | 20.79 | 1,338 | -23 | 820 | |||
| 9 Dec | 11814.80 | 86 | -27.15 | 21.07 | 1,831 | 182 | 843 | |||
| 6 Dec | 11848.50 | 113.15 | -24.60 | 20.04 | 983 | 9 | 662 | |||
| 5 Dec | 11932.80 | 137.75 | 38.75 | 19.77 | 4,152 | -17 | 661 | |||
| 4 Dec | 11766.80 | 99 | -28.00 | 20.71 | 2,118 | 87 | 679 | |||
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| 3 Dec | 11852.35 | 127 | 40.20 | 19.62 | 5,024 | 135 | 589 | |||
| 2 Dec | 11648.55 | 86.8 | 61.50 | 21.58 | 5,693 | 370 | 450 | |||
| 29 Nov | 11202.15 | 25.3 | -0.70 | 21.04 | 260 | 46 | 75 | |||
| 28 Nov | 10997.80 | 26 | -11.00 | 23.03 | 10 | 2 | 29 | |||
| 27 Nov | 11139.90 | 37 | 4.00 | 22.84 | 26 | 2 | 16 | |||
| 26 Nov | 11121.05 | 33 | -47.00 | 22.43 | 1 | 0 | 15 | |||
| 25 Nov | 11457.45 | 80 | 80.00 | 21.37 | 18 | 8 | 8 | |||
| 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 12200 expiring on 26DEC2024
Delta for 12200 CE is 0.04
Historical price for 12200 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 6.35, which was -12.60 lower than the previous day. The implied volatity was 26.89, the open interest changed by -428 which decreased total open position to 2272
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 18.95, which was -17.35 lower than the previous day. The implied volatity was 25.45, the open interest changed by 148 which increased total open position to 2697
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 36.3, which was -13.55 lower than the previous day. The implied volatity was 23.66, the open interest changed by 85 which increased total open position to 2547
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 49.85, which was -41.70 lower than the previous day. The implied volatity was 24.71, the open interest changed by 447 which increased total open position to 2461
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 91.55, which was -58.45 lower than the previous day. The implied volatity was 22.99, the open interest changed by 603 which increased total open position to 2032
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 150, which was 77.25 higher than the previous day. The implied volatity was 20.25, the open interest changed by 191 which increased total open position to 1433
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 72.75, which was -34.75 lower than the previous day. The implied volatity was 21.61, the open interest changed by -242 which decreased total open position to 1233
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 107.5, which was 38.50 higher than the previous day. The implied volatity was 22.25, the open interest changed by 665 which increased total open position to 1487
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 69, which was -17.00 lower than the previous day. The implied volatity was 20.79, the open interest changed by -23 which decreased total open position to 820
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 86, which was -27.15 lower than the previous day. The implied volatity was 21.07, the open interest changed by 182 which increased total open position to 843
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 113.15, which was -24.60 lower than the previous day. The implied volatity was 20.04, the open interest changed by 9 which increased total open position to 662
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 137.75, which was 38.75 higher than the previous day. The implied volatity was 19.77, the open interest changed by -17 which decreased total open position to 661
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 99, which was -28.00 lower than the previous day. The implied volatity was 20.71, the open interest changed by 87 which increased total open position to 679
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 127, which was 40.20 higher than the previous day. The implied volatity was 19.62, the open interest changed by 135 which increased total open position to 589
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 86.8, which was 61.50 higher than the previous day. The implied volatity was 21.58, the open interest changed by 370 which increased total open position to 450
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 25.3, which was -0.70 lower than the previous day. The implied volatity was 21.04, the open interest changed by 46 which increased total open position to 75
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 26, which was -11.00 lower than the previous day. The implied volatity was 23.03, the open interest changed by 2 which increased total open position to 29
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 37, which was 4.00 higher than the previous day. The implied volatity was 22.84, the open interest changed by 2 which increased total open position to 16
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 33, which was -47.00 lower than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 15
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 80, which was 80.00 higher than the previous day. The implied volatity was 21.37, the open interest changed by 8 which increased total open position to 8
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 12200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 4.28
Theta: -17.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 817.45 | 346.00 | 57.12 | 14 | -4 | 100 |
| 19 Dec | 11670.80 | 471.45 | 0.00 | 0.00 | 0 | -92 | 0 |
| 18 Dec | 11763.95 | 471.45 | 43.10 | 28.82 | 294 | -90 | 106 |
| 17 Dec | 11774.95 | 428.35 | 125.35 | 19.96 | 161 | -28 | 198 |
| 16 Dec | 11942.50 | 303 | 76.10 | 20.80 | 836 | -78 | 225 |
| 13 Dec | 12083.90 | 226.9 | -191.55 | 20.54 | 514 | 242 | 302 |
| 12 Dec | 11856.95 | 418.45 | 38.45 | 20.56 | 69 | -4 | 58 |
| 11 Dec | 11898.50 | 380 | -53.20 | 22.55 | 429 | 28 | 62 |
| 10 Dec | 11745.80 | 433.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 11814.80 | 433.2 | 27.15 | 20.96 | 20 | 2 | 34 |
| 6 Dec | 11848.50 | 406.05 | 31.75 | 21.79 | 15 | 0 | 34 |
| 5 Dec | 11932.80 | 374.3 | -112.70 | 22.22 | 62 | 6 | 33 |
| 4 Dec | 11766.80 | 487 | 34.10 | 21.88 | 7 | 0 | 27 |
| 3 Dec | 11852.35 | 452.9 | -115.05 | 25.37 | 59 | 25 | 29 |
| 2 Dec | 11648.55 | 567.95 | -36.80 | 20.62 | 13 | 5 | 5 |
| 29 Nov | 11202.15 | 604.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 604.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 604.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 604.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 604.75 | 604.75 | - | 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 12200 expiring on 26DEC2024
Delta for 12200 PE is -0.79
Historical price for 12200 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 817.45, which was 346.00 higher than the previous day. The implied volatity was 57.12, the open interest changed by -4 which decreased total open position to 100
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 471.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -92 which decreased total open position to 0
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 471.45, which was 43.10 higher than the previous day. The implied volatity was 28.82, the open interest changed by -90 which decreased total open position to 106
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 428.35, which was 125.35 higher than the previous day. The implied volatity was 19.96, the open interest changed by -28 which decreased total open position to 198
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 303, which was 76.10 higher than the previous day. The implied volatity was 20.80, the open interest changed by -78 which decreased total open position to 225
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 226.9, which was -191.55 lower than the previous day. The implied volatity was 20.54, the open interest changed by 242 which increased total open position to 302
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 418.45, which was 38.45 higher than the previous day. The implied volatity was 20.56, the open interest changed by -4 which decreased total open position to 58
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 380, which was -53.20 lower than the previous day. The implied volatity was 22.55, the open interest changed by 28 which increased total open position to 62
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 433.2, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 433.2, which was 27.15 higher than the previous day. The implied volatity was 20.96, the open interest changed by 2 which increased total open position to 34
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 406.05, which was 31.75 higher than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 34
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 374.3, which was -112.70 lower than the previous day. The implied volatity was 22.22, the open interest changed by 6 which increased total open position to 33
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 487, which was 34.10 higher than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 27
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 452.9, which was -115.05 lower than the previous day. The implied volatity was 25.37, the open interest changed by 25 which increased total open position to 29
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 567.95, which was -36.80 lower than the previous day. The implied volatity was 20.62, the open interest changed by 5 which increased total open position to 5
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 604.75, 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 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 604.75, 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 604.75, 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 604.75, 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 604.75, which was 604.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
