ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
ULTRACEMCO 28NOV2024 12400 CE | ||||||||||
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Delta: 0.02
Vega: 0.61
Theta: -1.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 10954.85 | 3.45 | 1.25 | 40.60 | 24.5 | 3.5 | 50.5 | |||
20 Nov | 10769.55 | 2.2 | 0.00 | 38.28 | 15 | 1 | 46.5 | |||
19 Nov | 10769.55 | 2.2 | -2.00 | 38.28 | 15 | 0.5 | 46.5 | |||
18 Nov | 10630.90 | 4.2 | -0.60 | 41.05 | 13 | 1 | 45.5 | |||
14 Nov | 10728.50 | 4.8 | -0.20 | 34.23 | 11.5 | 0 | 44.5 | |||
13 Nov | 10782.20 | 5 | -1.45 | 31.71 | 11.5 | 4 | 45 | |||
12 Nov | 10892.00 | 6.45 | 0.55 | 31.11 | 21 | 4 | 50 | |||
11 Nov | 10970.45 | 5.9 | -2.05 | 27.52 | 18.5 | 10.5 | 46 | |||
8 Nov | 11043.35 | 7.95 | -1.60 | 25.32 | 20 | -2 | 35.5 | |||
7 Nov | 11050.80 | 9.55 | -5.75 | 24.83 | 48 | -6.5 | 37 | |||
6 Nov | 11274.40 | 15.3 | -0.60 | 23.30 | 109 | 0.5 | 43.5 | |||
5 Nov | 11176.35 | 15.9 | -44.10 | 23.92 | 68.5 | 40 | 43 | |||
4 Nov | 11001.85 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
1 Nov | 11145.80 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Oct | 11065.65 | 60 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 11205.10 | 60 | 0.00 | - | 0 | 0 | 0 | |||
29 Oct | 11112.10 | 60 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 11092.60 | 60 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 11043.60 | 60 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 10753.05 | 60 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 10869.30 | 60 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 11069.30 | 60 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 11017.30 | 60 | 0.00 | - | 0 | 1 | 0 | |||
16 Oct | 11322.30 | 60 | -40.00 | - | 1 | 0 | 2 | |||
11 Oct | 11421.30 | 100 | -220.00 | - | 1 | 0 | 1 | |||
10 Oct | 11430.05 | 320 | 0.00 | - | 0 | 0 | 1 | |||
9 Oct | 11350.15 | 320 | 0.00 | - | 0 | 0 | 1 | |||
8 Oct | 11389.80 | 320 | 0.00 | - | 0 | 0 | 1 | |||
7 Oct | 11230.35 | 320 | 40.50 | - | 0 | 0 | 1 | |||
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27 Sept | 11952.30 | 279.5 | 0.00 | - | 0 | 0 | 0 | |||
26 Sept | 12065.00 | 279.5 | 0.00 | - | 0 | 0 | 0 | |||
25 Sept | 11816.30 | 279.5 | 0.00 | - | 0 | 0 | 0 | |||
24 Sept | 11761.65 | 279.5 | 0.00 | - | 0 | 0 | 0 | |||
23 Sept | 11962.05 | 279.5 | 279.50 | - | 0 | 0 | 0 | |||
20 Sept | 11798.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
19 Sept | 11627.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
18 Sept | 11630.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Sept | 11432.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
3 Sept | 11460.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
2 Sept | 11424.90 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12400 expiring on 28NOV2024
Delta for 12400 CE is 0.02
Historical price for 12400 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 3.45, which was 1.25 higher than the previous day. The implied volatity was 40.60, the open interest changed by 7 which increased total open position to 101
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 38.28, the open interest changed by 2 which increased total open position to 93
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2.2, which was -2.00 lower than the previous day. The implied volatity was 38.28, the open interest changed by 1 which increased total open position to 93
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 4.2, which was -0.60 lower than the previous day. The implied volatity was 41.05, the open interest changed by 2 which increased total open position to 91
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 4.8, which was -0.20 lower than the previous day. The implied volatity was 34.23, the open interest changed by 0 which decreased total open position to 89
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 5, which was -1.45 lower than the previous day. The implied volatity was 31.71, the open interest changed by 8 which increased total open position to 90
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 6.45, which was 0.55 higher than the previous day. The implied volatity was 31.11, the open interest changed by 8 which increased total open position to 100
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 5.9, which was -2.05 lower than the previous day. The implied volatity was 27.52, the open interest changed by 21 which increased total open position to 92
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 7.95, which was -1.60 lower than the previous day. The implied volatity was 25.32, the open interest changed by -4 which decreased total open position to 71
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 9.55, which was -5.75 lower than the previous day. The implied volatity was 24.83, the open interest changed by -13 which decreased total open position to 74
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 15.3, which was -0.60 lower than the previous day. The implied volatity was 23.30, the open interest changed by 1 which increased total open position to 87
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 15.9, which was -44.10 lower than the previous day. The implied volatity was 23.92, the open interest changed by 80 which increased total open position to 86
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 60, 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 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 60, 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 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, which was -40.00 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 100, which was -220.00 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 320, 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 320, 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 320, 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 320, which was 40.50 higher 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 279.5, 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 26 Sept ULTRACEMCO was trading at 12065.00. The strike last trading price was 279.5, 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 25 Sept ULTRACEMCO was trading at 11816.30. The strike last trading price was 279.5, 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 Sept ULTRACEMCO was trading at 11761.65. The strike last trading price was 279.5, 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 Sept ULTRACEMCO was trading at 11962.05. The strike last trading price was 279.5, which was 279.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept ULTRACEMCO was trading at 11798.30. 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 19 Sept ULTRACEMCO was trading at 11627.50. 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 18 Sept ULTRACEMCO was trading at 11630.90. 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 6 Sept ULTRACEMCO was trading at 11432.85. 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 Sept ULTRACEMCO was trading at 11460.80. 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 2 Sept ULTRACEMCO was trading at 11424.90. 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 28NOV2024 12400 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 10954.85 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 10769.55 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 10769.55 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 10630.90 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 10728.50 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 10782.20 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 10892.00 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 10970.45 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 11043.35 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 11050.80 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 11274.40 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 11176.35 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 11001.85 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
1 Nov | 11145.80 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
31 Oct | 11065.65 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 11205.10 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 11112.10 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 11092.60 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 11043.60 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 10753.05 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 10869.30 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 11069.30 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 11017.30 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 11322.30 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 11421.30 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 11430.05 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 11350.15 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 11389.80 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 11230.35 | 1234.5 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 11952.30 | 1234.5 | 1234.50 | - | 0 | 0 | 0 |
26 Sept | 12065.00 | 0 | 0.00 | - | 0 | 0 | 0 |
25 Sept | 11816.30 | 0 | 0.00 | - | 0 | 0 | 0 |
24 Sept | 11761.65 | 0 | 0.00 | - | 0 | 0 | 0 |
23 Sept | 11962.05 | 0 | 0.00 | - | 0 | 0 | 0 |
20 Sept | 11798.30 | 0 | 0.00 | - | 0 | 0 | 0 |
19 Sept | 11627.50 | 0 | 0.00 | - | 0 | 0 | 0 |
18 Sept | 11630.90 | 0 | 0.00 | - | 0 | 0 | 0 |
6 Sept | 11432.85 | 0 | 0.00 | - | 0 | 0 | 0 |
3 Sept | 11460.80 | 0 | 0.00 | - | 0 | 0 | 0 |
2 Sept | 11424.90 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12400 expiring on 28NOV2024
Delta for 12400 PE is -
Historical price for 12400 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, which was 1234.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept ULTRACEMCO was trading at 12065.00. 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 25 Sept ULTRACEMCO was trading at 11816.30. 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 24 Sept ULTRACEMCO was trading at 11761.65. 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 23 Sept ULTRACEMCO was trading at 11962.05. 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 20 Sept ULTRACEMCO was trading at 11798.30. 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 19 Sept ULTRACEMCO was trading at 11627.50. 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 18 Sept ULTRACEMCO was trading at 11630.90. 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 6 Sept ULTRACEMCO was trading at 11432.85. 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 Sept ULTRACEMCO was trading at 11460.80. 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 2 Sept ULTRACEMCO was trading at 11424.90. 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