ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:01 PM IST
| ULTRACEMCO 28NOV2024 12300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.59
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 3.1 | 0.60 | 37.73 | 50.5 | 4 | 30.5 | |||
| 20 Nov | 10769.55 | 2.5 | 0.00 | 36.86 | 7 | 0.5 | 28 | |||
| 19 Nov | 10769.55 | 2.5 | -0.50 | 36.86 | 7 | 2 | 28 | |||
| 18 Nov | 10630.90 | 3 | -1.00 | 37.35 | 3 | 0 | 29 | |||
| 14 Nov | 10728.50 | 4 | -0.65 | 31.73 | 8.5 | -2.5 | 29.5 | |||
| 13 Nov | 10782.20 | 4.65 | -1.90 | 29.77 | 2.5 | 0 | 32.5 | |||
| 12 Nov | 10892.00 | 6.55 | -1.60 | 29.57 | 12.5 | -1 | 33.5 | |||
| 11 Nov | 10970.45 | 8.15 | -4.35 | 27.38 | 8.5 | 1.5 | 34.5 | |||
| 8 Nov | 11043.35 | 12.5 | 0.00 | 25.97 | 1.5 | 0 | 32 | |||
| 7 Nov | 11050.80 | 12.5 | -5.85 | 24.52 | 14.5 | 1.5 | 31 | |||
| 6 Nov | 11274.40 | 18.35 | -1.25 | 22.56 | 27 | 9 | 31.5 | |||
| 5 Nov | 11176.35 | 19.6 | 1.10 | 23.39 | 8.5 | 2 | 22.5 | |||
| 4 Nov | 11001.85 | 18.5 | -3.50 | 25.63 | 60 | 6.5 | 16.5 | |||
| 1 Nov | 11145.80 | 22 | -7.45 | 23.31 | 10 | 0 | 1 | |||
| 31 Oct | 11065.65 | 29.45 | -472.65 | - | 1 | 0 | 0 | |||
| 30 Oct | 11205.10 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11112.10 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11092.60 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11043.60 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10753.05 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 10869.30 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11069.30 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11017.30 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11322.30 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11421.30 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11430.05 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11350.15 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11389.80 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11230.35 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 11837.15 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 11802.00 | 502.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 11952.30 | 502.1 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 12300 expiring on 28NOV2024
Delta for 12300 CE is 0.02
Historical price for 12300 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 3.1, which was 0.60 higher than the previous day. The implied volatity was 37.73, the open interest changed by 8 which increased total open position to 61
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 36.86, the open interest changed by 1 which increased total open position to 56
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2.5, which was -0.50 lower than the previous day. The implied volatity was 36.86, the open interest changed by 4 which increased total open position to 56
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 37.35, the open interest changed by 0 which decreased total open position to 58
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 4, which was -0.65 lower than the previous day. The implied volatity was 31.73, the open interest changed by -5 which decreased total open position to 59
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 4.65, which was -1.90 lower than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 65
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 6.55, which was -1.60 lower than the previous day. The implied volatity was 29.57, the open interest changed by -2 which decreased total open position to 67
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 8.15, which was -4.35 lower than the previous day. The implied volatity was 27.38, the open interest changed by 3 which increased total open position to 69
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 25.97, the open interest changed by 0 which decreased total open position to 64
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 12.5, which was -5.85 lower than the previous day. The implied volatity was 24.52, the open interest changed by 3 which increased total open position to 62
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 18.35, which was -1.25 lower than the previous day. The implied volatity was 22.56, the open interest changed by 18 which increased total open position to 63
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 19.6, which was 1.10 higher than the previous day. The implied volatity was 23.39, the open interest changed by 4 which increased total open position to 45
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 18.5, which was -3.50 lower than the previous day. The implied volatity was 25.63, the open interest changed by 13 which increased total open position to 33
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 22, which was -7.45 lower than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 2
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 29.45, which was -472.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 502.1, 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 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 502.1, 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 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 502.1, 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 24 Oct ULTRACEMCO was trading at 11043.60. The strike last trading price was 502.1, 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 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 502.1, 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 21 Oct ULTRACEMCO was trading at 10869.30. The strike last trading price was 502.1, 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 18 Oct ULTRACEMCO was trading at 11069.30. The strike last trading price was 502.1, 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 17 Oct ULTRACEMCO was trading at 11017.30. The strike last trading price was 502.1, 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 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 502.1, 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 502.1, 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 502.1, 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 502.1, 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 502.1, 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 502.1, 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 502.1, 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 502.1, 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 27 Sept ULTRACEMCO was trading at 11952.30. The strike last trading price was 502.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 12300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 10769.55 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10769.55 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 10630.90 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 10728.50 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 10970.45 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 11043.35 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11050.80 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 11274.40 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 11176.35 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 11001.85 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 11065.65 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11205.10 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 11112.10 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10753.05 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11322.30 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11421.30 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11430.05 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11350.15 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11389.80 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11230.35 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 11837.15 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 11802.00 | 583.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 11952.30 | 583.1 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12300 expiring on 28NOV2024
Delta for 12300 PE is -
Historical price for 12300 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 583.1, 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 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 583.1, 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 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 583.1, 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 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 583.1, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 583.1, 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 583.1, 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 583.1, 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 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 583.1, 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 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 583.1, 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 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 583.1, 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 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 583.1, 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 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 583.1, 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 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 583.1, 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 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 583.1, 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 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 583.1, 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 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 583.1, 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 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 583.1, 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 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 583.1, 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 24 Oct ULTRACEMCO was trading at 11043.60. The strike last trading price was 583.1, 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 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 583.1, 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 21 Oct ULTRACEMCO was trading at 10869.30. The strike last trading price was 583.1, 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 18 Oct ULTRACEMCO was trading at 11069.30. The strike last trading price was 583.1, 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 17 Oct ULTRACEMCO was trading at 11017.30. The strike last trading price was 583.1, 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 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 583.1, 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 583.1, 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 583.1, 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 583.1, 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 583.1, 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 583.1, 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 583.1, 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 583.1, 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 27 Sept ULTRACEMCO was trading at 11952.30. The strike last trading price was 583.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
