ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Jan 2025 04:11 PM IST
| ULTRACEMCO 30JAN2025 12400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 9.53
Theta: -4.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 11797.70 | 77.55 | 36.95 | 19.91 | 410 | 21 | 91 | |||
| 1 Jan | 11447.00 | 40.6 | 2.00 | 21.34 | 112 | 10 | 71 | |||
| 31 Dec | 11426.35 | 38.6 | 4.10 | 21.26 | 36 | -2 | 59 | |||
| 30 Dec | 11288.35 | 34.5 | -5.40 | 21.35 | 98 | 34 | 61 | |||
| 27 Dec | 11406.55 | 39.9 | -23.10 | 19.88 | 59 | 23 | 26 | |||
| 26 Dec | 11460.65 | 63 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 24 Dec | 11390.35 | 63 | 3.00 | 22.16 | 1 | 0 | 2 | |||
| 23 Dec | 11472.60 | 60 | -90.00 | 20.72 | 1 | 0 | 1 | |||
| 20 Dec | 11422.80 | 150 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Dec | 11670.80 | 150 | -67.45 | 23.85 | 1 | 0 | 0 | |||
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| 18 Dec | 11763.95 | 217.45 | 0.00 | 2.95 | 0 | 0 | 0 | |||
| 17 Dec | 11774.95 | 217.45 | 0.00 | 2.90 | 0 | 0 | 0 | |||
| 16 Dec | 11942.50 | 217.45 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 13 Dec | 12083.90 | 217.45 | 0.00 | 0.95 | 0 | 0 | 0 | |||
| 12 Dec | 11856.95 | 217.45 | 0.00 | 2.45 | 0 | 0 | 0 | |||
| 11 Dec | 11898.50 | 217.45 | 0.00 | 1.99 | 0 | 0 | 0 | |||
| 10 Dec | 11745.80 | 217.45 | 0.00 | 2.59 | 0 | 0 | 0 | |||
| 3 Dec | 11852.35 | 217.45 | 0.00 | 1.88 | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 217.45 | 2.86 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 12400 expiring on 30JAN2025
Delta for 12400 CE is 0.22
Historical price for 12400 CE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 77.55, which was 36.95 higher than the previous day. The implied volatity was 19.91, the open interest changed by 21 which increased total open position to 91
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 40.6, which was 2.00 higher than the previous day. The implied volatity was 21.34, the open interest changed by 10 which increased total open position to 71
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 38.6, which was 4.10 higher than the previous day. The implied volatity was 21.26, the open interest changed by -2 which decreased total open position to 59
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 34.5, which was -5.40 lower than the previous day. The implied volatity was 21.35, the open interest changed by 34 which increased total open position to 61
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 39.9, which was -23.10 lower than the previous day. The implied volatity was 19.88, the open interest changed by 23 which increased total open position to 26
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 63, 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 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 63, which was 3.00 higher than the previous day. The implied volatity was 22.16, the open interest changed by 0 which decreased total open position to 2
On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 60, which was -90.00 lower than the previous day. The implied volatity was 20.72, the open interest changed by 0 which decreased total open position to 1
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 150, 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 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 150, which was -67.45 lower than the previous day. The implied volatity was 23.85, 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 217.45, which was 0.00 lower than the previous day. The implied volatity was 2.95, 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 217.45, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 217.45, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 217.45, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 217.45, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 217.45, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 217.45, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 217.45, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 217.45, which was lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30JAN2025 12400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 11797.70 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Jan | 11447.00 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 11426.35 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 11288.35 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 11406.55 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 11460.65 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 11390.35 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 11472.60 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 11422.80 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 1328.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 1328.75 | 1328.75 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 0 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12400 expiring on 30JAN2025
Delta for 12400 PE is -
Historical price for 12400 PE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 1328.75, 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 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 1328.75, 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 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 1328.75, 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 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 1328.75, 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 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 1328.75, 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 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 1328.75, 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 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 1328.75, 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 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 1328.75, 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 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1328.75, 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 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 1328.75, 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 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 1328.75, 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 1328.75, 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 1328.75, 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 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 1328.75, 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 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 1328.75, 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 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 1328.75, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 1328.75, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 1328.75, which was 1328.75 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
