ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
03 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12700 CE | ||||||||||
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Delta: 0.12
Vega: 6.08
Theta: -3.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.12
Historical price for 12700 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
