ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.77
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 4.25 | -3.80 | 35.69 | 1,261 | -215 | 628 | |||
| 19 Dec | 11670.80 | 8.05 | -5.80 | 31.78 | 1,339 | -1 | 858 | |||
| 18 Dec | 11763.95 | 13.85 | -2.75 | 29.10 | 1,321 | 42 | 858 | |||
| 17 Dec | 11774.95 | 16.6 | -11.10 | 28.31 | 1,752 | -58 | 810 | |||
| 16 Dec | 11942.50 | 27.7 | -18.65 | 25.31 | 2,343 | 106 | 871 | |||
| 13 Dec | 12083.90 | 46.35 | 23.00 | 21.55 | 2,173 | -139 | 768 | |||
| 12 Dec | 11856.95 | 23.35 | -13.40 | 23.51 | 762 | -40 | 905 | |||
| 11 Dec | 11898.50 | 36.75 | 15.45 | 23.86 | 6,193 | 441 | 945 | |||
| 10 Dec | 11745.80 | 21.3 | -6.85 | 22.24 | 319 | 18 | 502 | |||
| 9 Dec | 11814.80 | 28.15 | -11.05 | 22.31 | 533 | 158 | 486 | |||
| 6 Dec | 11848.50 | 39.2 | -9.75 | 20.99 | 679 | -41 | 329 | |||
| 5 Dec | 11932.80 | 48.95 | 13.95 | 20.49 | 1,286 | 34 | 365 | |||
| 4 Dec | 11766.80 | 35 | -12.75 | 21.46 | 789 | 56 | 341 | |||
| 3 Dec | 11852.35 | 47.75 | 13.75 | 20.54 | 1,387 | 133 | 290 | |||
| 2 Dec | 11648.55 | 34 | -19.00 | 22.60 | 839 | 153 | 163 | |||
| 29 Nov | 11202.15 | 53 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 10997.80 | 53 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 27 Nov | 11139.90 | 53 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 11121.05 | 53 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 25 Nov | 11457.45 | 53 | 53.00 | 25.43 | 10 | 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 12600 expiring on 26DEC2024
Delta for 12600 CE is 0.02
Historical price for 12600 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 4.25, which was -3.80 lower than the previous day. The implied volatity was 35.69, the open interest changed by -215 which decreased total open position to 628
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 8.05, which was -5.80 lower than the previous day. The implied volatity was 31.78, the open interest changed by -1 which decreased total open position to 858
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 13.85, which was -2.75 lower than the previous day. The implied volatity was 29.10, the open interest changed by 42 which increased total open position to 858
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 16.6, which was -11.10 lower than the previous day. The implied volatity was 28.31, the open interest changed by -58 which decreased total open position to 810
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 27.7, which was -18.65 lower than the previous day. The implied volatity was 25.31, the open interest changed by 106 which increased total open position to 871
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 46.35, which was 23.00 higher than the previous day. The implied volatity was 21.55, the open interest changed by -139 which decreased total open position to 768
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 23.35, which was -13.40 lower than the previous day. The implied volatity was 23.51, the open interest changed by -40 which decreased total open position to 905
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 36.75, which was 15.45 higher than the previous day. The implied volatity was 23.86, the open interest changed by 441 which increased total open position to 945
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 21.3, which was -6.85 lower than the previous day. The implied volatity was 22.24, the open interest changed by 18 which increased total open position to 502
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 28.15, which was -11.05 lower than the previous day. The implied volatity was 22.31, the open interest changed by 158 which increased total open position to 486
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 39.2, which was -9.75 lower than the previous day. The implied volatity was 20.99, the open interest changed by -41 which decreased total open position to 329
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 48.95, which was 13.95 higher than the previous day. The implied volatity was 20.49, the open interest changed by 34 which increased total open position to 365
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 35, which was -12.75 lower than the previous day. The implied volatity was 21.46, the open interest changed by 56 which increased total open position to 341
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 47.75, which was 13.75 higher than the previous day. The implied volatity was 20.54, the open interest changed by 133 which increased total open position to 290
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 34, which was -19.00 lower than the previous day. The implied volatity was 22.60, the open interest changed by 153 which increased total open position to 163
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 53, 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 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 53, 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 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 53, 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 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 53, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 53, which was 53.00 higher than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 0
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 12600 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 | 511.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 511.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 511.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 511.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 511.75 | -224.50 | - | 1 | 0 | 2 |
| 13 Dec | 12083.90 | 736.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 736.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 736.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 736.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 736.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 736.25 | -61.50 | 24.58 | 2 | 1 | 3 |
| 5 Dec | 11932.80 | 797.75 | -24.45 | 36.51 | 6 | 2 | 2 |
| 4 Dec | 11766.80 | 822.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 822.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 11648.55 | 822.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 822.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 822.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 822.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 822.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 822.2 | 822.20 | - | 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 12600 expiring on 26DEC2024
Delta for 12600 PE is 0.00
Historical price for 12600 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 511.75, 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 511.75, 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 511.75, 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 511.75, 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 511.75, which was -224.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 736.25, 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 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 736.25, 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 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 736.25, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 736.25, 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 736.25, 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 736.25, which was -61.50 lower than the previous day. The implied volatity was 24.58, the open interest changed by 1 which increased total open position to 3
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 797.75, which was -24.45 lower than the previous day. The implied volatity was 36.51, the open interest changed by 2 which increased total open position to 2
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 822.2, 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 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 822.2, 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 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 822.2, 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 822.2, 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 822.2, 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 822.2, 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 822.2, 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 822.2, which was 822.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
