ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Jan 2025 04:11 PM IST
| ULTRACEMCO 30JAN2025 12300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 10.60
Theta: -4.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 11797.70 | 100.45 | 50.05 | 20.01 | 1,072 | 118 | 238 | |||
| 1 Jan | 11447.00 | 50.4 | 3.90 | 21.01 | 355 | 5 | 113 | |||
| 31 Dec | 11426.35 | 46.5 | 4.30 | 20.74 | 163 | -18 | 109 | |||
| 30 Dec | 11288.35 | 42.2 | -6.80 | 20.95 | 185 | 29 | 121 | |||
| 27 Dec | 11406.55 | 49 | -12.45 | 19.51 | 221 | 39 | 88 | |||
| 26 Dec | 11460.65 | 61.45 | 6.75 | 20.29 | 61 | 26 | 49 | |||
| 24 Dec | 11390.35 | 54.7 | -14.40 | 20.27 | 63 | 19 | 22 | |||
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| 23 Dec | 11472.60 | 69.1 | -65.70 | 20.10 | 4 | 2 | 2 | |||
| 20 Dec | 11422.80 | 134.8 | 0.00 | 4.32 | 0 | 0 | 0 | |||
| 19 Dec | 11670.80 | 134.8 | 0.00 | 3.23 | 0 | 0 | 0 | |||
| 18 Dec | 11763.95 | 134.8 | 0.00 | 2.38 | 0 | 0 | 0 | |||
| 17 Dec | 11774.95 | 134.8 | 0.00 | 2.30 | 0 | 0 | 0 | |||
| 16 Dec | 11942.50 | 134.8 | 0.00 | 1.24 | 0 | 0 | 0 | |||
| 13 Dec | 12083.90 | 134.8 | 0.00 | 0.35 | 0 | 0 | 0 | |||
| 12 Dec | 11856.95 | 134.8 | 0.00 | 1.91 | 0 | 0 | 0 | |||
| 11 Dec | 11898.50 | 134.8 | 0.00 | 1.43 | 0 | 0 | 0 | |||
| 10 Dec | 11745.80 | 134.8 | 0.00 | 2.06 | 0 | 0 | 0 | |||
| 3 Dec | 11852.35 | 134.8 | 1.34 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 12300 expiring on 30JAN2025
Delta for 12300 CE is 0.26
Historical price for 12300 CE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 100.45, which was 50.05 higher than the previous day. The implied volatity was 20.01, the open interest changed by 118 which increased total open position to 238
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 50.4, which was 3.90 higher than the previous day. The implied volatity was 21.01, the open interest changed by 5 which increased total open position to 113
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 46.5, which was 4.30 higher than the previous day. The implied volatity was 20.74, the open interest changed by -18 which decreased total open position to 109
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 42.2, which was -6.80 lower than the previous day. The implied volatity was 20.95, the open interest changed by 29 which increased total open position to 121
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 49, which was -12.45 lower than the previous day. The implied volatity was 19.51, the open interest changed by 39 which increased total open position to 88
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 61.45, which was 6.75 higher than the previous day. The implied volatity was 20.29, the open interest changed by 26 which increased total open position to 49
On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 54.7, which was -14.40 lower than the previous day. The implied volatity was 20.27, the open interest changed by 19 which increased total open position to 22
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 69.1, which was -65.70 lower than the previous day. The implied volatity was 20.10, the open interest changed by 2 which increased total open position to 2
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was 4.32, 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 134.8, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 134.8, which was 0.00 lower than the previous day. The implied volatity was 2.38, 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 134.8, which was 0.00 lower than the previous day. The implied volatity was 2.30, 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 134.8, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 134.8, which was 0.00 lower than the previous day. The implied volatity was 0.35, 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 134.8, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 134.8, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 134.8, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 134.8, which was lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30JAN2025 12300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 11797.70 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 1 Jan | 11447.00 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 11426.35 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 11288.35 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 11406.55 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 11460.65 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 11390.35 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 11472.60 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 11422.80 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 1283 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 1283 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12300 expiring on 30JAN2025
Delta for 12300 PE is -
Historical price for 12300 PE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 1283, 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 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 1283, 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 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 1283, 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 1283, 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 1283, 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 1283, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
