ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12700 CE | ||||||||||
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Delta: 0.02
Vega: 0.70
Theta: -2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 3.95 | -3.35 | 37.81 | 742 | -125 | 365 | |||
| 19 Dec | 11670.80 | 7.3 | -4.40 | 33.77 | 710 | -11 | 490 | |||
| 18 Dec | 11763.95 | 11.7 | -2.30 | 30.66 | 869 | -59 | 501 | |||
| 17 Dec | 11774.95 | 14 | -8.00 | 29.75 | 1,264 | -65 | 563 | |||
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| 16 Dec | 11942.50 | 22 | -14.00 | 26.40 | 1,189 | 146 | 629 | |||
| 13 Dec | 12083.90 | 36 | 17.20 | 22.36 | 1,741 | -123 | 483 | |||
| 12 Dec | 11856.95 | 18.8 | -10.40 | 24.39 | 577 | 4 | 606 | |||
| 11 Dec | 11898.50 | 29.2 | 12.70 | 24.30 | 4,417 | 446 | 605 | |||
| 10 Dec | 11745.80 | 16.5 | -6.20 | 22.85 | 226 | -68 | 160 | |||
| 9 Dec | 11814.80 | 22.7 | -7.35 | 23.06 | 401 | 92 | 228 | |||
| 6 Dec | 11848.50 | 30.05 | -9.45 | 21.34 | 82 | -23 | 137 | |||
| 5 Dec | 11932.80 | 39.5 | 11.40 | 21.11 | 280 | 29 | 159 | |||
| 4 Dec | 11766.80 | 28.1 | -9.05 | 21.98 | 378 | -8 | 135 | |||
| 3 Dec | 11852.35 | 37.15 | -32.00 | 20.85 | 478 | 154 | 154 | |||
| 2 Dec | 11648.55 | 69.15 | 0.00 | 7.45 | 0 | 0 | 0 | |||
| 29 Nov | 11202.15 | 69.15 | 0.00 | 10.34 | 0 | 0 | 0 | |||
| 28 Nov | 10997.80 | 69.15 | 0.00 | 10.41 | 0 | 0 | 0 | |||
| 27 Nov | 11139.90 | 69.15 | 0.00 | 10.42 | 0 | 0 | 0 | |||
| 26 Nov | 11121.05 | 69.15 | 69.15 | 9.35 | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 12700 expiring on 26DEC2024
Delta for 12700 CE is 0.02
Historical price for 12700 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 3.95, which was -3.35 lower than the previous day. The implied volatity was 37.81, the open interest changed by -125 which decreased total open position to 365
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 7.3, which was -4.40 lower than the previous day. The implied volatity was 33.77, the open interest changed by -11 which decreased total open position to 490
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 11.7, which was -2.30 lower than the previous day. The implied volatity was 30.66, the open interest changed by -59 which decreased total open position to 501
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 14, which was -8.00 lower than the previous day. The implied volatity was 29.75, the open interest changed by -65 which decreased total open position to 563
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 22, which was -14.00 lower than the previous day. The implied volatity was 26.40, the open interest changed by 146 which increased total open position to 629
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 36, which was 17.20 higher than the previous day. The implied volatity was 22.36, the open interest changed by -123 which decreased total open position to 483
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 18.8, which was -10.40 lower than the previous day. The implied volatity was 24.39, the open interest changed by 4 which increased total open position to 606
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 29.2, which was 12.70 higher than the previous day. The implied volatity was 24.30, the open interest changed by 446 which increased total open position to 605
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 16.5, which was -6.20 lower than the previous day. The implied volatity was 22.85, the open interest changed by -68 which decreased total open position to 160
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 22.7, which was -7.35 lower than the previous day. The implied volatity was 23.06, the open interest changed by 92 which increased total open position to 228
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 30.05, which was -9.45 lower than the previous day. The implied volatity was 21.34, the open interest changed by -23 which decreased total open position to 137
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 39.5, which was 11.40 higher than the previous day. The implied volatity was 21.11, the open interest changed by 29 which increased total open position to 159
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 28.1, which was -9.05 lower than the previous day. The implied volatity was 21.98, the open interest changed by -8 which decreased total open position to 135
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 37.15, which was -32.00 lower than the previous day. The implied volatity was 20.85, the open interest changed by 154 which increased total open position to 154
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 69.15, which was 0.00 lower than the previous day. The implied volatity was 7.45, 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 69.15, which was 0.00 lower than the previous day. The implied volatity was 10.34, 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 69.15, which was 0.00 lower than the previous day. The implied volatity was 10.41, 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 69.15, which was 0.00 lower than the previous day. The implied volatity was 10.42, 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 69.15, which was 69.15 higher than the previous day. The implied volatity was 9.35, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 26DEC2024 12700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 11932.80 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 11766.80 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 11648.55 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 1562.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 1562.4 | 1562.40 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 0 | 0.00 | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12700 expiring on 26DEC2024
Delta for 12700 PE is -
Historical price for 12700 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 1562.4, 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 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 1562.4, 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 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 1562.4, 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 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, 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 1562.4, which was 1562.40 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
