ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 13000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.47
Theta: -1.72
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 2.65 | -1.95 | 42.69 | 1,209 | -87 | 1,839 | |||
| 19 Dec | 11670.80 | 4.6 | -2.25 | 38.23 | 884 | -3 | 1,926 | |||
| 18 Dec | 11763.95 | 6.85 | 0.00 | 34.62 | 1,737 | -295 | 1,993 | |||
| 17 Dec | 11774.95 | 6.85 | -2.05 | 32.42 | 1,632 | -251 | 2,282 | |||
| 16 Dec | 11942.50 | 8.9 | -6.10 | 28.10 | 3,692 | 724 | 2,366 | |||
| 13 Dec | 12083.90 | 15 | 6.45 | 23.92 | 6,678 | -298 | 1,655 | |||
| 12 Dec | 11856.95 | 8.55 | -5.30 | 26.08 | 3,069 | -21 | 1,941 | |||
| 11 Dec | 11898.50 | 13.85 | 5.65 | 25.90 | 12,382 | 857 | 1,972 | |||
| 10 Dec | 11745.80 | 8.2 | -3.35 | 24.84 | 626 | 61 | 1,114 | |||
| 9 Dec | 11814.80 | 11.55 | -3.55 | 24.93 | 1,130 | 189 | 1,053 | |||
| 6 Dec | 11848.50 | 15.1 | -3.05 | 22.95 | 1,232 | 20 | 860 | |||
| 5 Dec | 11932.80 | 18.15 | 4.15 | 22.11 | 4,213 | -78 | 850 | |||
| 4 Dec | 11766.80 | 14 | -5.00 | 23.26 | 2,099 | 7 | 935 | |||
|
|
||||||||||
| 3 Dec | 11852.35 | 19 | 2.85 | 22.24 | 7,455 | -190 | 935 | |||
| 2 Dec | 11648.55 | 16.15 | 11.15 | 24.79 | 8,367 | 1,093 | 1,114 | |||
| 29 Nov | 11202.15 | 5 | -3.40 | 24.90 | 24 | 11 | 24 | |||
| 28 Nov | 10997.80 | 8.4 | -0.55 | 28.03 | 4 | 1 | 13 | |||
| 27 Nov | 11139.90 | 8.95 | -7.25 | 26.48 | 6 | 4 | 12 | |||
| 26 Nov | 11121.05 | 16.2 | -3.70 | 29.58 | 6 | 5 | 7 | |||
| 25 Nov | 11457.45 | 19.9 | 25.15 | 2 | 1 | 1 | ||||
For Ultratech Cement Limited - strike price 13000 expiring on 26DEC2024
Delta for 13000 CE is 0.01
Historical price for 13000 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 2.65, which was -1.95 lower than the previous day. The implied volatity was 42.69, the open interest changed by -87 which decreased total open position to 1839
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 4.6, which was -2.25 lower than the previous day. The implied volatity was 38.23, the open interest changed by -3 which decreased total open position to 1926
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 34.62, the open interest changed by -295 which decreased total open position to 1993
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 6.85, which was -2.05 lower than the previous day. The implied volatity was 32.42, the open interest changed by -251 which decreased total open position to 2282
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 8.9, which was -6.10 lower than the previous day. The implied volatity was 28.10, the open interest changed by 724 which increased total open position to 2366
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 15, which was 6.45 higher than the previous day. The implied volatity was 23.92, the open interest changed by -298 which decreased total open position to 1655
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 8.55, which was -5.30 lower than the previous day. The implied volatity was 26.08, the open interest changed by -21 which decreased total open position to 1941
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 13.85, which was 5.65 higher than the previous day. The implied volatity was 25.90, the open interest changed by 857 which increased total open position to 1972
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 8.2, which was -3.35 lower than the previous day. The implied volatity was 24.84, the open interest changed by 61 which increased total open position to 1114
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 11.55, which was -3.55 lower than the previous day. The implied volatity was 24.93, the open interest changed by 189 which increased total open position to 1053
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 15.1, which was -3.05 lower than the previous day. The implied volatity was 22.95, the open interest changed by 20 which increased total open position to 860
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 18.15, which was 4.15 higher than the previous day. The implied volatity was 22.11, the open interest changed by -78 which decreased total open position to 850
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 14, which was -5.00 lower than the previous day. The implied volatity was 23.26, the open interest changed by 7 which increased total open position to 935
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 19, which was 2.85 higher than the previous day. The implied volatity was 22.24, the open interest changed by -190 which decreased total open position to 935
On 2 Dec ULTRACEMCO was trading at 11648.55. The strike last trading price was 16.15, which was 11.15 higher than the previous day. The implied volatity was 24.79, the open interest changed by 1093 which increased total open position to 1114
On 29 Nov ULTRACEMCO was trading at 11202.15. The strike last trading price was 5, which was -3.40 lower than the previous day. The implied volatity was 24.90, the open interest changed by 11 which increased total open position to 24
On 28 Nov ULTRACEMCO was trading at 10997.80. The strike last trading price was 8.4, which was -0.55 lower than the previous day. The implied volatity was 28.03, the open interest changed by 1 which increased total open position to 13
On 27 Nov ULTRACEMCO was trading at 11139.90. The strike last trading price was 8.95, which was -7.25 lower than the previous day. The implied volatity was 26.48, the open interest changed by 4 which increased total open position to 12
On 26 Nov ULTRACEMCO was trading at 11121.05. The strike last trading price was 16.2, which was -3.70 lower than the previous day. The implied volatity was 29.58, the open interest changed by 5 which increased total open position to 7
On 25 Nov ULTRACEMCO was trading at 11457.45. The strike last trading price was 19.9, which was lower than the previous day. The implied volatity was 25.15, the open interest changed by 1 which increased total open position to 1
| ULTRACEMCO 26DEC2024 13000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 11932.80 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 11766.80 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 11648.55 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 11202.15 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 10997.80 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11139.90 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11121.05 | 1075.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11457.45 | 1075.25 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 13000 expiring on 26DEC2024
Delta for 13000 PE is -
Historical price for 13000 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, 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 1075.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
