ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Jan 2025 04:11 PM IST
ULTRACEMCO 30JAN2025 13000 CE | ||||||||||
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Delta: 0.06
Vega: 3.92
Theta: -1.67
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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