ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 12900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.54
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 3.05 | -2.80 | 41.17 | 302 | -62 | 301 | |||
| 19 Dec | 11670.80 | 5.85 | -2.15 | 37.33 | 343 | -48 | 361 | |||
| 18 Dec | 11763.95 | 8 | -1.30 | 33.24 | 1,099 | -71 | 410 | |||
| 17 Dec | 11774.95 | 9.3 | -3.30 | 31.97 | 1,166 | 17 | 471 | |||
| 16 Dec | 11942.50 | 12.6 | -6.90 | 27.80 | 923 | 197 | 455 | |||
| 13 Dec | 12083.90 | 19.5 | 7.25 | 23.23 | 832 | -23 | 257 | |||
| 12 Dec | 11856.95 | 12.25 | -5.75 | 26.03 | 723 | -56 | 283 | |||
| 11 Dec | 11898.50 | 18 | 7.60 | 25.46 | 2,088 | 251 | 342 | |||
| 10 Dec | 11745.80 | 10.4 | -3.90 | 24.23 | 118 | 4 | 93 | |||
| 9 Dec | 11814.80 | 14.3 | -5.70 | 24.28 | 226 | 40 | 91 | |||
| 6 Dec | 11848.50 | 20 | 3.65 | 22.70 | 154 | 41 | 44 | |||
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| 5 Dec | 11932.80 | 16.35 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 4 Dec | 11766.80 | 16.35 | -34.60 | 22.47 | 11 | 3 | 3 | |||
| 3 Dec | 11852.35 | 50.95 | 50.95 | 7.29 | 0 | 0 | 0 | |||
| 2 Dec | 11648.55 | 0 | 0.00 | 8.54 | 0 | 0 | 0 | |||
| 29 Nov | 11202.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 10997.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 11139.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 11121.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 11457.45 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 12900 expiring on 26DEC2024
Delta for 12900 CE is 0.01
Historical price for 12900 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 3.05, which was -2.80 lower than the previous day. The implied volatity was 41.17, the open interest changed by -62 which decreased total open position to 301
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 5.85, which was -2.15 lower than the previous day. The implied volatity was 37.33, the open interest changed by -48 which decreased total open position to 361
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 8, which was -1.30 lower than the previous day. The implied volatity was 33.24, the open interest changed by -71 which decreased total open position to 410
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 9.3, which was -3.30 lower than the previous day. The implied volatity was 31.97, the open interest changed by 17 which increased total open position to 471
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 12.6, which was -6.90 lower than the previous day. The implied volatity was 27.80, the open interest changed by 197 which increased total open position to 455
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 19.5, which was 7.25 higher than the previous day. The implied volatity was 23.23, the open interest changed by -23 which decreased total open position to 257
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 12.25, which was -5.75 lower than the previous day. The implied volatity was 26.03, the open interest changed by -56 which decreased total open position to 283
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 18, which was 7.60 higher than the previous day. The implied volatity was 25.46, the open interest changed by 251 which increased total open position to 342
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 10.4, which was -3.90 lower than the previous day. The implied volatity was 24.23, the open interest changed by 4 which increased total open position to 93
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 14.3, which was -5.70 lower than the previous day. The implied volatity was 24.28, the open interest changed by 40 which increased total open position to 91
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 20, which was 3.65 higher than the previous day. The implied volatity was 22.70, the open interest changed by 41 which increased total open position to 44
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 16.35, which was -34.60 lower than the previous day. The implied volatity was 22.47, the open interest changed by 3 which increased total open position to 3
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 50.95, which was 50.95 higher than the previous day. The implied volatity was 7.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.54, 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 0, 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 0, 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 0, 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 0, 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 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 12900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 1336.9 | -405.10 | - | 4 | 2 | 2 |
| 19 Dec | 11670.80 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 11932.80 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 11766.80 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 1742 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 11648.55 | 1742 | 1742.00 | - | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 0 | 0.00 | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 12900 expiring on 26DEC2024
Delta for 12900 PE is -
Historical price for 12900 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1336.9, which was -405.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, 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 1742, which was 1742.00 higher 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 0, 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 0, 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 0, 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 0, 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 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
