ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12300 CE | ||||||||||
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Delta: 0.03
Vega: 1.07
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 5.35 | -9.55 | 28.90 | 6,095 | 727 | 2,218 | |||
| 19 Dec | 11670.80 | 14.9 | -12.65 | 27.06 | 2,303 | -278 | 1,486 | |||
| 18 Dec | 11763.95 | 27.55 | -7.60 | 24.94 | 1,727 | -107 | 1,784 | |||
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| 17 Dec | 11774.95 | 35.15 | -31.95 | 25.06 | 3,745 | 193 | 1,917 | |||
| 16 Dec | 11942.50 | 67.1 | -45.90 | 23.35 | 5,999 | 480 | 1,717 | |||
| 13 Dec | 12083.90 | 113 | 60.00 | 20.44 | 7,131 | -250 | 1,248 | |||
| 12 Dec | 11856.95 | 53 | -29.95 | 21.76 | 2,105 | 97 | 1,500 | |||
| 11 Dec | 11898.50 | 82.95 | 32.05 | 22.89 | 13,279 | 869 | 1,402 | |||
| 10 Dec | 11745.80 | 50.9 | -14.10 | 20.99 | 1,273 | -19 | 534 | |||
| 9 Dec | 11814.80 | 65 | -24.05 | 21.27 | 1,498 | 9 | 556 | |||
| 6 Dec | 11848.50 | 89.05 | -18.25 | 20.40 | 659 | 59 | 546 | |||
| 5 Dec | 11932.80 | 107.3 | 31.30 | 19.87 | 2,781 | -97 | 489 | |||
| 4 Dec | 11766.80 | 76 | -22.55 | 20.74 | 1,374 | 100 | 588 | |||
| 3 Dec | 11852.35 | 98.55 | 29.40 | 19.66 | 3,232 | -48 | 488 | |||
| 2 Dec | 11648.55 | 69.15 | 48.95 | 21.83 | 3,544 | 448 | 534 | |||
| 29 Nov | 11202.15 | 20.2 | -102.55 | 21.48 | 138 | 90 | 90 | |||
| 28 Nov | 10997.80 | 122.75 | 0.00 | 8.81 | 0 | 0 | 0 | |||
| 27 Nov | 11139.90 | 122.75 | 0.00 | 7.43 | 0 | 0 | 0 | |||
| 26 Nov | 11121.05 | 122.75 | 0.00 | 7.54 | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 122.75 | 5.22 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 12300 expiring on 26DEC2024
Delta for 12300 CE is 0.03
Historical price for 12300 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 5.35, which was -9.55 lower than the previous day. The implied volatity was 28.90, the open interest changed by 727 which increased total open position to 2218
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 14.9, which was -12.65 lower than the previous day. The implied volatity was 27.06, the open interest changed by -278 which decreased total open position to 1486
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 27.55, which was -7.60 lower than the previous day. The implied volatity was 24.94, the open interest changed by -107 which decreased total open position to 1784
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 35.15, which was -31.95 lower than the previous day. The implied volatity was 25.06, the open interest changed by 193 which increased total open position to 1917
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 67.1, which was -45.90 lower than the previous day. The implied volatity was 23.35, the open interest changed by 480 which increased total open position to 1717
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 113, which was 60.00 higher than the previous day. The implied volatity was 20.44, the open interest changed by -250 which decreased total open position to 1248
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 53, which was -29.95 lower than the previous day. The implied volatity was 21.76, the open interest changed by 97 which increased total open position to 1500
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 82.95, which was 32.05 higher than the previous day. The implied volatity was 22.89, the open interest changed by 869 which increased total open position to 1402
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 50.9, which was -14.10 lower than the previous day. The implied volatity was 20.99, the open interest changed by -19 which decreased total open position to 534
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 65, which was -24.05 lower than the previous day. The implied volatity was 21.27, the open interest changed by 9 which increased total open position to 556
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 89.05, which was -18.25 lower than the previous day. The implied volatity was 20.40, the open interest changed by 59 which increased total open position to 546
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 107.3, which was 31.30 higher than the previous day. The implied volatity was 19.87, the open interest changed by -97 which decreased total open position to 489
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 76, which was -22.55 lower than the previous day. The implied volatity was 20.74, the open interest changed by 100 which increased total open position to 588
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 98.55, which was 29.40 higher than the previous day. The implied volatity was 19.66, the open interest changed by -48 which decreased total open position to 488
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 69.15, which was 48.95 higher than the previous day. The implied volatity was 21.83, the open interest changed by 448 which increased total open position to 534
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 20.2, which was -102.55 lower than the previous day. The implied volatity was 21.48, the open interest changed by 90 which increased total open position to 90
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 122.75, which was 0.00 lower than the previous day. The implied volatity was 8.81, 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 122.75, which was 0.00 lower than the previous day. The implied volatity was 7.43, 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 122.75, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 122.75, which was lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 26DEC2024 12300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 1.63
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 830 | 210.00 | 33.20 | 1 | 0 | 45 |
| 19 Dec | 11670.80 | 620 | 52.15 | - | 1 | 0 | 46 |
| 18 Dec | 11763.95 | 567.85 | 53.55 | 32.01 | 7 | -3 | 47 |
| 17 Dec | 11774.95 | 514.3 | 140.10 | 19.10 | 41 | -5 | 50 |
| 16 Dec | 11942.50 | 374.2 | 72.90 | 20.15 | 178 | 23 | 55 |
| 13 Dec | 12083.90 | 301.3 | -144.10 | 22.11 | 51 | 16 | 30 |
| 12 Dec | 11856.95 | 445.4 | 0.00 | 0.00 | 0 | 3 | 0 |
| 11 Dec | 11898.50 | 445.4 | -29.60 | 21.64 | 54 | 4 | 15 |
| 10 Dec | 11745.80 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 475 | 34.00 | 21.60 | 1 | 0 | 11 |
| 5 Dec | 11932.80 | 441 | -93.15 | 22.26 | 19 | 8 | 9 |
| 4 Dec | 11766.80 | 534.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 11852.35 | 534.15 | -686.30 | 26.73 | 1 | 0 | 0 |
| 2 Dec | 11648.55 | 1220.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 1220.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 1220.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 1220.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 1220.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 1220.45 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12300 expiring on 26DEC2024
Delta for 12300 PE is -0.95
Historical price for 12300 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 830, which was 210.00 higher than the previous day. The implied volatity was 33.20, the open interest changed by 0 which decreased total open position to 45
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 620, which was 52.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 567.85, which was 53.55 higher than the previous day. The implied volatity was 32.01, the open interest changed by -3 which decreased total open position to 47
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 514.3, which was 140.10 higher than the previous day. The implied volatity was 19.10, the open interest changed by -5 which decreased total open position to 50
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 374.2, which was 72.90 higher than the previous day. The implied volatity was 20.15, the open interest changed by 23 which increased total open position to 55
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 301.3, which was -144.10 lower than the previous day. The implied volatity was 22.11, the open interest changed by 16 which increased total open position to 30
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 445.4, 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 445.4, which was -29.60 lower than the previous day. The implied volatity was 21.64, the open interest changed by 4 which increased total open position to 15
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 475, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 475, 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 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 475, which was 34.00 higher than the previous day. The implied volatity was 21.60, the open interest changed by 0 which decreased total open position to 11
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 441, which was -93.15 lower than the previous day. The implied volatity was 22.26, the open interest changed by 8 which increased total open position to 9
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 534.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 534.15, which was -686.30 lower than the previous day. The implied volatity was 26.73, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 1220.45, 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 1220.45, 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 1220.45, 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 1220.45, 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 1220.45, 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 1220.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
