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[--[65.84.65.76]--]
ULTRACEMCO
Ultratech Cement Limited

11797.7 350.70 (3.06%)

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Historical option data for ULTRACEMCO

02 Jan 2025 04:11 PM IST
ULTRACEMCO 30JAN2025 13000 CE
Delta: 0.06
Vega: 3.92
Theta: -1.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 11797.70 17.65 4.70 21.11 1,070 140 639
1 Jan 11447.00 12.95 0.95 23.99 460 120 504
31 Dec 11426.35 12 0.65 23.71 52 13 382
30 Dec 11288.35 11.35 -1.65 23.94 279 28 367
27 Dec 11406.55 13 -5.80 22.38 335 1 341
26 Dec 11460.65 18.8 0.80 23.38 197 103 340
24 Dec 11390.35 18 -8.95 23.52 139 75 236
23 Dec 11472.60 26.95 -0.05 23.74 53 8 159
20 Dec 11422.80 27 -21.00 22.79 63 4 156
19 Dec 11670.80 48 -13.00 23.01 26 12 153
18 Dec 11763.95 61 -4.70 22.63 14 5 140
17 Dec 11774.95 65.7 -21.30 22.75 124 78 136
16 Dec 11942.50 87 -20.10 21.83 78 28 58
13 Dec 12083.90 107.1 35.10 20.30 39 18 29
12 Dec 11856.95 72 -37.90 20.58 5 3 9
11 Dec 11898.50 109.9 -6.95 23.34 5 4 5
3 Dec 11852.35 116.85 4.70 0 0 0


For Ultratech Cement Limited - strike price 13000 expiring on 30JAN2025

Delta for 13000 CE is 0.06

Historical price for 13000 CE is as follows

On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 17.65, which was 4.70 higher than the previous day. The implied volatity was 21.11, the open interest changed by 140 which increased total open position to 639


On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 12.95, which was 0.95 higher than the previous day. The implied volatity was 23.99, the open interest changed by 120 which increased total open position to 504


On 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 12, which was 0.65 higher than the previous day. The implied volatity was 23.71, the open interest changed by 13 which increased total open position to 382


On 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 11.35, which was -1.65 lower than the previous day. The implied volatity was 23.94, the open interest changed by 28 which increased total open position to 367


On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 13, which was -5.80 lower than the previous day. The implied volatity was 22.38, the open interest changed by 1 which increased total open position to 341


On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 18.8, which was 0.80 higher than the previous day. The implied volatity was 23.38, the open interest changed by 103 which increased total open position to 340


On 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 18, which was -8.95 lower than the previous day. The implied volatity was 23.52, the open interest changed by 75 which increased total open position to 236


On 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 26.95, which was -0.05 lower than the previous day. The implied volatity was 23.74, the open interest changed by 8 which increased total open position to 159


On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 27, which was -21.00 lower than the previous day. The implied volatity was 22.79, the open interest changed by 4 which increased total open position to 156


On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 48, which was -13.00 lower than the previous day. The implied volatity was 23.01, the open interest changed by 12 which increased total open position to 153


On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 61, which was -4.70 lower than the previous day. The implied volatity was 22.63, the open interest changed by 5 which increased total open position to 140


On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 65.7, which was -21.30 lower than the previous day. The implied volatity was 22.75, the open interest changed by 78 which increased total open position to 136


On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 87, which was -20.10 lower than the previous day. The implied volatity was 21.83, the open interest changed by 28 which increased total open position to 58


On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 107.1, which was 35.10 higher than the previous day. The implied volatity was 20.30, the open interest changed by 18 which increased total open position to 29


On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 72, which was -37.90 lower than the previous day. The implied volatity was 20.58, the open interest changed by 3 which increased total open position to 9


On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 109.9, which was -6.95 lower than the previous day. The implied volatity was 23.34, the open interest changed by 4 which increased total open position to 5


On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 116.85, which was lower than the previous day. The implied volatity was 4.70, the open interest changed by 0 which decreased total open position to 0


ULTRACEMCO 30JAN2025 13000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
2 Jan 11797.70 1817.4 0.00 - 0 0 0
1 Jan 11447.00 1817.4 0.00 - 0 0 0
31 Dec 11426.35 1817.4 0.00 - 0 0 0
30 Dec 11288.35 1817.4 0.00 - 0 0 0
27 Dec 11406.55 1817.4 0.00 - 0 0 0
26 Dec 11460.65 1817.4 0.00 - 0 0 0
24 Dec 11390.35 1817.4 0.00 - 0 0 0
23 Dec 11472.60 1817.4 0.00 - 0 0 0
20 Dec 11422.80 1817.4 0.00 - 0 0 0
19 Dec 11670.80 1817.4 0.00 - 0 0 0
18 Dec 11763.95 1817.4 0.00 - 0 0 0
17 Dec 11774.95 1817.4 0.00 - 0 0 0
16 Dec 11942.50 1817.4 0.00 - 0 0 0
13 Dec 12083.90 1817.4 0.00 - 0 0 0
12 Dec 11856.95 1817.4 0.00 - 0 0 0
11 Dec 11898.50 1817.4 0.00 - 0 0 0
3 Dec 11852.35 1817.4 - 0 0 0


For Ultratech Cement Limited - strike price 13000 expiring on 30JAN2025

Delta for 13000 PE is -

Historical price for 13000 PE is as follows

On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 1817.4, 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 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 1817.4, 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 31 Dec ULTRACEMCO was trading at 11426.35. The strike last trading price was 1817.4, 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 30 Dec ULTRACEMCO was trading at 11288.35. The strike last trading price was 1817.4, 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 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 1817.4, 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 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 1817.4, 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 24 Dec ULTRACEMCO was trading at 11390.35. The strike last trading price was 1817.4, 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 23 Dec ULTRACEMCO was trading at 11472.60. The strike last trading price was 1817.4, 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 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1817.4, 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 1817.4, 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 1817.4, 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 1817.4, 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 1817.4, 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 1817.4, 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 1817.4, 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 1817.4, 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 1817.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0