ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.79
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 4.2 | -5.50 | 34.13 | 2,815 | -414 | 1,801 | |||
| 19 Dec | 11670.80 | 9.7 | -7.10 | 30.21 | 3,350 | -235 | 2,215 | |||
| 18 Dec | 11763.95 | 16.8 | -5.95 | 27.59 | 3,036 | -553 | 2,448 | |||
| 17 Dec | 11774.95 | 22.75 | -15.75 | 27.76 | 4,840 | -69 | 3,003 | |||
| 16 Dec | 11942.50 | 38.5 | -25.90 | 24.93 | 8,702 | 531 | 3,015 | |||
| 13 Dec | 12083.90 | 64.4 | 33.50 | 21.37 | 10,240 | 319 | 2,499 | |||
| 12 Dec | 11856.95 | 30.9 | -17.15 | 22.98 | 3,417 | -197 | 2,175 | |||
| 11 Dec | 11898.50 | 48.05 | 20.05 | 23.18 | 27,129 | 996 | 2,385 | |||
| 10 Dec | 11745.80 | 28 | -9.50 | 21.70 | 1,194 | 6 | 1,390 | |||
| 9 Dec | 11814.80 | 37.5 | -23.00 | 21.98 | 1,444 | 187 | 1,385 | |||
| 6 Dec | 11848.50 | 60.5 | -4.50 | 21.96 | 2,753 | -176 | 1,198 | |||
| 5 Dec | 11932.80 | 65 | 19.90 | 20.39 | 6,915 | 414 | 1,366 | |||
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| 4 Dec | 11766.80 | 45.1 | -15.20 | 21.14 | 3,352 | 70 | 964 | |||
| 3 Dec | 11852.35 | 60.3 | 16.30 | 20.13 | 7,742 | -163 | 892 | |||
| 2 Dec | 11648.55 | 44 | 32.05 | 22.46 | 10,120 | 881 | 1,067 | |||
| 29 Nov | 11202.15 | 11.95 | -4.25 | 21.99 | 229 | 135 | 202 | |||
| 28 Nov | 10997.80 | 16.2 | -4.60 | 24.83 | 53 | 9 | 67 | |||
| 27 Nov | 11139.90 | 20.8 | 7.75 | 24.11 | 42 | 6 | 59 | |||
| 26 Nov | 11121.05 | 13.05 | -27.95 | 22.23 | 65 | 1 | 55 | |||
| 25 Nov | 11457.45 | 41 | 21.84 | 85 | 58 | 58 | ||||
For Ultratech Cement Limited - strike price 12500 expiring on 26DEC2024
Delta for 12500 CE is 0.02
Historical price for 12500 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 4.2, which was -5.50 lower than the previous day. The implied volatity was 34.13, the open interest changed by -414 which decreased total open position to 1801
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 9.7, which was -7.10 lower than the previous day. The implied volatity was 30.21, the open interest changed by -235 which decreased total open position to 2215
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 16.8, which was -5.95 lower than the previous day. The implied volatity was 27.59, the open interest changed by -553 which decreased total open position to 2448
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 22.75, which was -15.75 lower than the previous day. The implied volatity was 27.76, the open interest changed by -69 which decreased total open position to 3003
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 38.5, which was -25.90 lower than the previous day. The implied volatity was 24.93, the open interest changed by 531 which increased total open position to 3015
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 64.4, which was 33.50 higher than the previous day. The implied volatity was 21.37, the open interest changed by 319 which increased total open position to 2499
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 30.9, which was -17.15 lower than the previous day. The implied volatity was 22.98, the open interest changed by -197 which decreased total open position to 2175
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 48.05, which was 20.05 higher than the previous day. The implied volatity was 23.18, the open interest changed by 996 which increased total open position to 2385
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 28, which was -9.50 lower than the previous day. The implied volatity was 21.70, the open interest changed by 6 which increased total open position to 1390
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 37.5, which was -23.00 lower than the previous day. The implied volatity was 21.98, the open interest changed by 187 which increased total open position to 1385
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 60.5, which was -4.50 lower than the previous day. The implied volatity was 21.96, the open interest changed by -176 which decreased total open position to 1198
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 65, which was 19.90 higher than the previous day. The implied volatity was 20.39, the open interest changed by 414 which increased total open position to 1366
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 45.1, which was -15.20 lower than the previous day. The implied volatity was 21.14, the open interest changed by 70 which increased total open position to 964
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 60.3, which was 16.30 higher than the previous day. The implied volatity was 20.13, the open interest changed by -163 which decreased total open position to 892
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 44, which was 32.05 higher than the previous day. The implied volatity was 22.46, the open interest changed by 881 which increased total open position to 1067
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 11.95, which was -4.25 lower than the previous day. The implied volatity was 21.99, the open interest changed by 135 which increased total open position to 202
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 16.2, which was -4.60 lower than the previous day. The implied volatity was 24.83, the open interest changed by 9 which increased total open position to 67
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 20.8, which was 7.75 higher than the previous day. The implied volatity was 24.11, the open interest changed by 6 which increased total open position to 59
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 13.05, which was -27.95 lower than the previous day. The implied volatity was 22.23, the open interest changed by 1 which increased total open position to 55
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 41, which was lower than the previous day. The implied volatity was 21.84, the open interest changed by 58 which increased total open position to 58
| ULTRACEMCO 26DEC2024 12500 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 815 | 0.00 | 0.00 | 0 | 1 | 0 |
| 19 Dec | 11670.80 | 815 | 92.15 | - | 1 | 0 | 17 |
| 18 Dec | 11763.95 | 722.85 | 122.85 | 26.01 | 6 | -2 | 15 |
| 17 Dec | 11774.95 | 600 | 46.60 | - | 1 | 0 | 18 |
| 16 Dec | 11942.50 | 553.4 | 103.40 | 22.44 | 20 | 11 | 17 |
| 13 Dec | 12083.90 | 450 | -112.00 | 23.11 | 1 | 0 | 5 |
| 12 Dec | 11856.95 | 562 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Dec | 11898.50 | 562 | -164.00 | - | 6 | 0 | 3 |
| 10 Dec | 11745.80 | 726 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 726 | 112.45 | 28.49 | 2 | -1 | 2 |
| 6 Dec | 11848.50 | 613.55 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Dec | 11932.80 | 613.55 | -61.45 | 25.04 | 3 | 1 | 2 |
| 4 Dec | 11766.80 | 675 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 11852.35 | 675 | -713.20 | 26.39 | 5 | 1 | 1 |
| 2 Dec | 11648.55 | 1388.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 1388.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 1388.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 1388.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 1388.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 1388.2 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12500 expiring on 26DEC2024
Delta for 12500 PE is 0.00
Historical price for 12500 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 815, 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 815, which was 92.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 722.85, which was 122.85 higher than the previous day. The implied volatity was 26.01, the open interest changed by -2 which decreased total open position to 15
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 600, which was 46.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 553.4, which was 103.40 higher than the previous day. The implied volatity was 22.44, the open interest changed by 11 which increased total open position to 17
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 450, which was -112.00 lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 5
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 562, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 562, which was -164.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 726, 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 726, which was 112.45 higher than the previous day. The implied volatity was 28.49, the open interest changed by -1 which decreased total open position to 2
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 613.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 613.55, which was -61.45 lower than the previous day. The implied volatity was 25.04, the open interest changed by 1 which increased total open position to 2
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 675, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 675, which was -713.20 lower than the previous day. The implied volatity was 26.39, the open interest changed by 1 which increased total open position to 1
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 1388.2, 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 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 1388.2, 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 1388.2, 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 1388.2, 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 1388.2, 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 1388.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
