ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Jan 2025 04:11 PM IST
| ULTRACEMCO 30JAN2025 12700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 6.49
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 11797.70 | 38.35 | 18.90 | 20.60 | 355 | 48 | 136 | |||
| 1 Jan | 11447.00 | 19.45 | -1.60 | 21.92 | 51 | 5 | 89 | |||
| 31 Dec | 11426.35 | 21.05 | 0.15 | 22.43 | 25 | 3 | 83 | |||
| 30 Dec | 11288.35 | 20.9 | -0.90 | 22.99 | 61 | 17 | 79 | |||
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| 27 Dec | 11406.55 | 21.8 | -32.20 | 20.99 | 88 | 52 | 70 | |||
| 26 Dec | 11460.65 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 11390.35 | 54 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 23 Dec | 11472.60 | 54 | -0.40 | 24.06 | 8 | 2 | 18 | |||
| 20 Dec | 11422.80 | 54.4 | -50.65 | 23.13 | 10 | -4 | 16 | |||
| 19 Dec | 11670.80 | 105.05 | 10.05 | 25.24 | 4 | 0 | 17 | |||
| 18 Dec | 11763.95 | 95 | -20.70 | 21.66 | 1 | 0 | 18 | |||
| 17 Dec | 11774.95 | 115.7 | -9.30 | 22.97 | 5 | 4 | 18 | |||
| 16 Dec | 11942.50 | 125 | -34.00 | 20.05 | 3 | 0 | 12 | |||
| 13 Dec | 12083.90 | 159 | 0.00 | 18.87 | 1 | 0 | 11 | |||
| 12 Dec | 11856.95 | 159 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 11 Dec | 11898.50 | 159 | 79.75 | 21.37 | 7 | 5 | 9 | |||
| 10 Dec | 11745.80 | 79.25 | -0.10 | 18.37 | 4 | 2 | 2 | |||
| 3 Dec | 11852.35 | 79.35 | 3.30 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 12700 expiring on 30JAN2025
Delta for 12700 CE is 0.12
Historical price for 12700 CE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 38.35, which was 18.90 higher than the previous day. The implied volatity was 20.60, the open interest changed by 48 which increased total open position to 136
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 19.45, which was -1.60 lower than the previous day. The implied volatity was 21.92, the open interest changed by 5 which increased total open position to 89
On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 21.05, which was 0.15 higher than the previous day. The implied volatity was 22.43, the open interest changed by 3 which increased total open position to 83
On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 20.9, which was -0.90 lower than the previous day. The implied volatity was 22.99, the open interest changed by 17 which increased total open position to 79
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 21.8, which was -32.20 lower than the previous day. The implied volatity was 20.99, the open interest changed by 52 which increased total open position to 70
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 54, 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 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 54, 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 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 54, which was -0.40 lower than the previous day. The implied volatity was 24.06, the open interest changed by 2 which increased total open position to 18
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 54.4, which was -50.65 lower than the previous day. The implied volatity was 23.13, the open interest changed by -4 which decreased total open position to 16
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 105.05, which was 10.05 higher than the previous day. The implied volatity was 25.24, 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 95, which was -20.70 lower than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 18
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 115.7, which was -9.30 lower than the previous day. The implied volatity was 22.97, the open interest changed by 4 which increased total open position to 18
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 125, which was -34.00 lower than the previous day. The implied volatity was 20.05, the open interest changed by 0 which decreased total open position to 12
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 159, which was 0.00 lower than the previous day. The implied volatity was 18.87, the open interest changed by 0 which decreased total open position to 11
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 159, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 159, which was 79.75 higher than the previous day. The implied volatity was 21.37, the open interest changed by 5 which increased total open position to 9
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 79.25, which was -0.10 lower than the previous day. The implied volatity was 18.37, the open interest changed by 2 which increased total open position to 2
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 79.35, which was lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30JAN2025 12700 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 |
| 2 Jan | 11797.70 | 1622.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 11447.00 | 1622.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 11426.35 | 1622.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 11288.35 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 11406.55 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 11460.65 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 11390.35 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 11472.60 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 11422.80 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 1622.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 1622.55 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12700 expiring on 30JAN2025
Delta for 12700 PE is 0.00
Historical price for 12700 PE is as follows
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 1622.55, 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 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 1622.55, 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 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 1622.55, 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 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 1622.55, 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 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 1622.55, 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 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 1622.55, 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 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 1622.55, 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 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 1622.55, 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 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 1622.55, 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 1622.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
