ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.91
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 4.55 | -7.45 | 30.82 | 1,667 | -151 | 712 | |||
| 19 Dec | 11670.80 | 12 | -9.40 | 28.68 | 1,480 | 21 | 864 | |||
| 18 Dec | 11763.95 | 21.4 | -7.05 | 26.28 | 1,758 | -153 | 842 | |||
| 17 Dec | 11774.95 | 28.45 | -22.10 | 26.51 | 2,415 | -21 | 991 | |||
| 16 Dec | 11942.50 | 50.55 | -34.25 | 24.10 | 3,977 | 332 | 1,011 | |||
| 13 Dec | 12083.90 | 84.8 | 45.20 | 20.79 | 4,335 | -115 | 681 | |||
| 12 Dec | 11856.95 | 39.6 | -22.60 | 22.21 | 1,693 | -27 | 820 | |||
| 11 Dec | 11898.50 | 62.2 | 23.60 | 23.00 | 10,975 | 366 | 847 | |||
| 10 Dec | 11745.80 | 38.6 | -9.70 | 21.48 | 812 | 84 | 482 | |||
| 9 Dec | 11814.80 | 48.3 | -22.10 | 21.44 | 736 | 32 | 402 | |||
| 6 Dec | 11848.50 | 70.4 | -12.65 | 20.84 | 664 | 8 | 376 | |||
| 5 Dec | 11932.80 | 83.05 | 24.15 | 20.04 | 2,177 | 13 | 375 | |||
| 4 Dec | 11766.80 | 58.9 | -18.05 | 20.96 | 1,107 | 20 | 365 | |||
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| 3 Dec | 11852.35 | 76.95 | 20.70 | 19.82 | 2,666 | 44 | 356 | |||
| 2 Dec | 11648.55 | 56.25 | 41.05 | 22.28 | 2,092 | 249 | 295 | |||
| 29 Nov | 11202.15 | 15.2 | -3.20 | 21.63 | 95 | 48 | 52 | |||
| 28 Nov | 10997.80 | 18.4 | -579.05 | 24.64 | 4 | 2 | 2 | |||
| 27 Nov | 11139.90 | 597.45 | 0.00 | 8.04 | 0 | 0 | 0 | |||
| 26 Nov | 11121.05 | 597.45 | 0.00 | 8.13 | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 597.45 | 597.45 | 5.58 | 0 | 0 | 0 | |||
| 15 Oct | 11416.90 | 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 | |||
| 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 12400 expiring on 26DEC2024
Delta for 12400 CE is 0.03
Historical price for 12400 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 4.55, which was -7.45 lower than the previous day. The implied volatity was 30.82, the open interest changed by -151 which decreased total open position to 712
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 12, which was -9.40 lower than the previous day. The implied volatity was 28.68, the open interest changed by 21 which increased total open position to 864
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 21.4, which was -7.05 lower than the previous day. The implied volatity was 26.28, the open interest changed by -153 which decreased total open position to 842
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 28.45, which was -22.10 lower than the previous day. The implied volatity was 26.51, the open interest changed by -21 which decreased total open position to 991
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 50.55, which was -34.25 lower than the previous day. The implied volatity was 24.10, the open interest changed by 332 which increased total open position to 1011
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 84.8, which was 45.20 higher than the previous day. The implied volatity was 20.79, the open interest changed by -115 which decreased total open position to 681
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 39.6, which was -22.60 lower than the previous day. The implied volatity was 22.21, the open interest changed by -27 which decreased total open position to 820
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 62.2, which was 23.60 higher than the previous day. The implied volatity was 23.00, the open interest changed by 366 which increased total open position to 847
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 38.6, which was -9.70 lower than the previous day. The implied volatity was 21.48, the open interest changed by 84 which increased total open position to 482
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 48.3, which was -22.10 lower than the previous day. The implied volatity was 21.44, the open interest changed by 32 which increased total open position to 402
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 70.4, which was -12.65 lower than the previous day. The implied volatity was 20.84, the open interest changed by 8 which increased total open position to 376
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 83.05, which was 24.15 higher than the previous day. The implied volatity was 20.04, the open interest changed by 13 which increased total open position to 375
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 58.9, which was -18.05 lower than the previous day. The implied volatity was 20.96, the open interest changed by 20 which increased total open position to 365
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 76.95, which was 20.70 higher than the previous day. The implied volatity was 19.82, the open interest changed by 44 which increased total open position to 356
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 56.25, which was 41.05 higher than the previous day. The implied volatity was 22.28, the open interest changed by 249 which increased total open position to 295
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 15.2, which was -3.20 lower than the previous day. The implied volatity was 21.63, the open interest changed by 48 which increased total open position to 52
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 18.4, which was -579.05 lower than the previous day. The implied volatity was 24.64, the open interest changed by 2 which increased total open position to 2
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 597.45, which was 0.00 lower than the previous day. The implied volatity was 8.04, 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 597.45, which was 0.00 lower than the previous day. The implied volatity was 8.13, 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 597.45, which was 597.45 higher than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
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 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 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 12400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 470.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 470.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 470.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 470.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 11942.50 | 470.35 | -140.15 | 22.91 | 18 | -1 | 10 |
| 13 Dec | 12083.90 | 610.5 | 34.30 | 50.12 | 1 | 0 | 12 |
| 12 Dec | 11856.95 | 576.2 | 59.45 | 18.99 | 1 | 0 | 13 |
| 11 Dec | 11898.50 | 516.75 | -101.65 | 20.49 | 10 | 2 | 12 |
| 10 Dec | 11745.80 | 618.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 618.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 618.4 | 0.00 | 0.00 | 0 | 5 | 0 |
| 5 Dec | 11932.80 | 618.4 | -19.85 | 32.72 | 11 | 4 | 9 |
| 4 Dec | 11766.80 | 638.25 | -92.30 | 21.46 | 2 | 0 | 5 |
| 3 Dec | 11852.35 | 730.55 | 0.00 | 0.00 | 0 | 5 | 0 |
| 2 Dec | 11648.55 | 730.55 | 21.70 | 20.25 | 5 | 1 | 1 |
| 29 Nov | 11202.15 | 708.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 708.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 708.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 708.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 708.85 | 708.85 | - | 0 | 0 | 0 |
| 15 Oct | 11416.90 | 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 |
| 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 12400 expiring on 26DEC2024
Delta for 12400 PE is 0.00
Historical price for 12400 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 470.35, 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 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 470.35, 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 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 470.35, 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 470.35, 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 470.35, which was -140.15 lower than the previous day. The implied volatity was 22.91, the open interest changed by -1 which decreased total open position to 10
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 610.5, which was 34.30 higher than the previous day. The implied volatity was 50.12, the open interest changed by 0 which decreased total open position to 12
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 576.2, which was 59.45 higher than the previous day. The implied volatity was 18.99, the open interest changed by 0 which decreased total open position to 13
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 516.75, which was -101.65 lower than the previous day. The implied volatity was 20.49, the open interest changed by 2 which increased total open position to 12
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 618.4, 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 618.4, 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 618.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 618.4, which was -19.85 lower than the previous day. The implied volatity was 32.72, the open interest changed by 4 which increased total open position to 9
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 638.25, which was -92.30 lower than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 5
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 730.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 730.55, which was 21.70 higher than the previous day. The implied volatity was 20.25, the open interest changed by 1 which increased total open position to 1
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 708.85, 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 708.85, 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 708.85, 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 708.85, 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 708.85, which was 708.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 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 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
