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[--[65.84.65.76]--]
ULTRACEMCO
Ultratech Cement Limited

10954.85 185.30 (1.72%)

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Historical option data for ULTRACEMCO

21 Nov 2024 04:01 PM IST
ULTRACEMCO 28NOV2024 12400 CE
Delta: 0.02
Vega: 0.61
Theta: -1.81
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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