ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.61
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 3.4 | -3.40 | 39.41 | 648 | -188 | 617 | |||
| 19 Dec | 11670.80 | 6.8 | -3.05 | 35.83 | 820 | -184 | 802 | |||
| 18 Dec | 11763.95 | 9.85 | -0.85 | 32.10 | 1,015 | -31 | 987 | |||
| 17 Dec | 11774.95 | 10.7 | -6.20 | 30.51 | 1,536 | 105 | 1,024 | |||
| 16 Dec | 11942.50 | 16.9 | -9.60 | 27.20 | 1,364 | 153 | 917 | |||
| 13 Dec | 12083.90 | 26.5 | 11.65 | 22.79 | 1,681 | 3 | 763 | |||
| 12 Dec | 11856.95 | 14.85 | -8.15 | 25.12 | 836 | -84 | 767 | |||
| 11 Dec | 11898.50 | 23 | 9.85 | 24.91 | 4,372 | 353 | 854 | |||
| 10 Dec | 11745.80 | 13.15 | -4.95 | 23.58 | 283 | 14 | 504 | |||
| 9 Dec | 11814.80 | 18.1 | -5.95 | 23.71 | 700 | 96 | 488 | |||
| 6 Dec | 11848.50 | 24.05 | -6.75 | 21.94 | 348 | -10 | 392 | |||
| 5 Dec | 11932.80 | 30.8 | 9.30 | 21.49 | 1,330 | -28 | 405 | |||
| 4 Dec | 11766.80 | 21.5 | -8.15 | 22.23 | 775 | 13 | 437 | |||
| 3 Dec | 11852.35 | 29.65 | 7.15 | 21.32 | 2,050 | 195 | 436 | |||
| 2 Dec | 11648.55 | 22.5 | 10.70 | 23.52 | 2,466 | 233 | 241 | |||
| 29 Nov | 11202.15 | 11.8 | -1.05 | 25.90 | 3 | 2 | 7 | |||
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| 28 Nov | 10997.80 | 12.85 | 0.00 | 28.50 | 1 | 0 | 4 | |||
| 27 Nov | 11139.90 | 12.85 | -6.15 | 25.83 | 2 | 0 | 4 | |||
| 26 Nov | 11121.05 | 19 | -421.35 | 27.65 | 4 | 2 | 2 | |||
| 25 Nov | 11457.45 | 440.35 | 440.35 | 8.12 | 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 12800 expiring on 26DEC2024
Delta for 12800 CE is 0.02
Historical price for 12800 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 3.4, which was -3.40 lower than the previous day. The implied volatity was 39.41, the open interest changed by -188 which decreased total open position to 617
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 6.8, which was -3.05 lower than the previous day. The implied volatity was 35.83, the open interest changed by -184 which decreased total open position to 802
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 9.85, which was -0.85 lower than the previous day. The implied volatity was 32.10, the open interest changed by -31 which decreased total open position to 987
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 10.7, which was -6.20 lower than the previous day. The implied volatity was 30.51, the open interest changed by 105 which increased total open position to 1024
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 16.9, which was -9.60 lower than the previous day. The implied volatity was 27.20, the open interest changed by 153 which increased total open position to 917
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 26.5, which was 11.65 higher than the previous day. The implied volatity was 22.79, the open interest changed by 3 which increased total open position to 763
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 14.85, which was -8.15 lower than the previous day. The implied volatity was 25.12, the open interest changed by -84 which decreased total open position to 767
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 23, which was 9.85 higher than the previous day. The implied volatity was 24.91, the open interest changed by 353 which increased total open position to 854
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 13.15, which was -4.95 lower than the previous day. The implied volatity was 23.58, the open interest changed by 14 which increased total open position to 504
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 18.1, which was -5.95 lower than the previous day. The implied volatity was 23.71, the open interest changed by 96 which increased total open position to 488
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 24.05, which was -6.75 lower than the previous day. The implied volatity was 21.94, the open interest changed by -10 which decreased total open position to 392
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 30.8, which was 9.30 higher than the previous day. The implied volatity was 21.49, the open interest changed by -28 which decreased total open position to 405
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 21.5, which was -8.15 lower than the previous day. The implied volatity was 22.23, the open interest changed by 13 which increased total open position to 437
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 29.65, which was 7.15 higher than the previous day. The implied volatity was 21.32, the open interest changed by 195 which increased total open position to 436
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 22.5, which was 10.70 higher than the previous day. The implied volatity was 23.52, the open interest changed by 233 which increased total open position to 241
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 11.8, which was -1.05 lower than the previous day. The implied volatity was 25.90, the open interest changed by 2 which increased total open position to 7
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 12.85, which was 0.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 4
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 12.85, which was -6.15 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 4
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 19, which was -421.35 lower than the previous day. The implied volatity was 27.65, the open interest changed by 2 which increased total open position to 2
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 440.35, which was 440.35 higher than the previous day. The implied volatity was 8.12, the open interest changed by 0 which decreased total open position to 0
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 12800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 11932.80 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 11766.80 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 11648.55 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 944.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 944.5 | 944.50 | - | 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 12800 expiring on 26DEC2024
Delta for 12800 PE is -
Historical price for 12800 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, 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 944.5, which was 944.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
