ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 13000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.38
Theta: -1.43
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 2.4 | 0.40 | 51.28 | 44.5 | -28 | 190 | |||
| 20 Nov | 10769.55 | 2 | 0.00 | 48.34 | 26.5 | -11 | 218 | |||
| 19 Nov | 10769.55 | 2 | -0.80 | 48.34 | 26.5 | -11 | 218 | |||
| 18 Nov | 10630.90 | 2.8 | -1.20 | 49.41 | 47.5 | -4 | 229.5 | |||
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| 14 Nov | 10728.50 | 4 | -0.10 | 42.62 | 26.5 | 8 | 233 | |||
| 13 Nov | 10782.20 | 4.1 | -0.90 | 39.84 | 44 | 9 | 225 | |||
| 12 Nov | 10892.00 | 5 | 0.35 | 38.87 | 23 | -8.5 | 212.5 | |||
| 11 Nov | 10970.45 | 4.65 | -2.30 | 35.23 | 58.5 | 35 | 221.5 | |||
| 8 Nov | 11043.35 | 6.95 | -0.45 | 33.18 | 27.5 | 6 | 186.5 | |||
| 7 Nov | 11050.80 | 7.4 | -0.90 | 32.07 | 67 | 23.5 | 181.5 | |||
| 6 Nov | 11274.40 | 8.3 | -1.85 | 29.07 | 49 | 11.5 | 158 | |||
| 5 Nov | 11176.35 | 10.15 | 2.05 | 30.25 | 35 | 10.5 | 146 | |||
| 4 Nov | 11001.85 | 8.1 | 0.10 | 31.21 | 47.5 | -5.5 | 136.5 | |||
| 1 Nov | 11145.80 | 8 | -4.95 | 27.84 | 12.5 | 4 | 141 | |||
| 31 Oct | 11065.65 | 12.95 | -2.15 | - | 32 | 21 | 137 | |||
| 30 Oct | 11205.10 | 15.1 | 2.15 | - | 118 | 63 | 106 | |||
| 29 Oct | 11112.10 | 12.95 | 3.20 | - | 2 | 0 | 43 | |||
| 28 Oct | 11092.60 | 9.75 | -6.85 | - | 16 | 43 | 43 | |||
| 24 Oct | 11043.60 | 16.6 | -0.40 | - | 3 | 2 | 37 | |||
| 23 Oct | 10753.05 | 17 | -0.90 | - | 2 | 1 | 35 | |||
| 21 Oct | 10869.30 | 17.9 | 0.90 | - | 16 | 11 | 34 | |||
| 18 Oct | 11069.30 | 17 | -6.00 | - | 2 | 0 | 23 | |||
| 17 Oct | 11017.30 | 23 | 3.00 | - | 9 | 7 | 22 | |||
| 16 Oct | 11322.30 | 20 | -139.15 | - | 15 | 3 | 3 | |||
| 26 Sept | 12065.00 | 159.15 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 13000 expiring on 28NOV2024
Delta for 13000 CE is 0.01
Historical price for 13000 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 2.4, which was 0.40 higher than the previous day. The implied volatity was 51.28, the open interest changed by -56 which decreased total open position to 380
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 48.34, the open interest changed by -22 which decreased total open position to 436
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2, which was -0.80 lower than the previous day. The implied volatity was 48.34, the open interest changed by -22 which decreased total open position to 436
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 2.8, which was -1.20 lower than the previous day. The implied volatity was 49.41, the open interest changed by -8 which decreased total open position to 459
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 4, which was -0.10 lower than the previous day. The implied volatity was 42.62, the open interest changed by 16 which increased total open position to 466
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 39.84, the open interest changed by 18 which increased total open position to 450
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 5, which was 0.35 higher than the previous day. The implied volatity was 38.87, the open interest changed by -17 which decreased total open position to 425
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 4.65, which was -2.30 lower than the previous day. The implied volatity was 35.23, the open interest changed by 70 which increased total open position to 443
On 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 6.95, which was -0.45 lower than the previous day. The implied volatity was 33.18, the open interest changed by 12 which increased total open position to 373
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 7.4, which was -0.90 lower than the previous day. The implied volatity was 32.07, the open interest changed by 47 which increased total open position to 363
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 8.3, which was -1.85 lower than the previous day. The implied volatity was 29.07, the open interest changed by 23 which increased total open position to 316
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 10.15, which was 2.05 higher than the previous day. The implied volatity was 30.25, the open interest changed by 21 which increased total open position to 292
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 8.1, which was 0.10 higher than the previous day. The implied volatity was 31.21, the open interest changed by -11 which decreased total open position to 273
On 1 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 8, which was -4.95 lower than the previous day. The implied volatity was 27.84, the open interest changed by 8 which increased total open position to 282
On 31 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 12.95, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 15.1, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 12.95, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 9.75, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ULTRACEMCO was trading at 11043.60. The strike last trading price was 16.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 17, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ULTRACEMCO was trading at 10869.30. The strike last trading price was 17.9, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ULTRACEMCO was trading at 11069.30. The strike last trading price was 17, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ULTRACEMCO was trading at 11017.30. The strike last trading price was 23, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 20, which was -139.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept ULTRACEMCO was trading at 12065.00. The strike last trading price was 159.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 13000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 10769.55 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10769.55 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 10630.90 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 10728.50 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 10892.00 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 10970.45 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 11043.35 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11050.80 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 11274.40 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 11176.35 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 11001.85 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 11145.80 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 11065.65 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11205.10 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 11112.10 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11092.60 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11043.60 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10753.05 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10869.30 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11069.30 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11017.30 | 1703.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11322.30 | 1703.3 | 1703.30 | - | 0 | 0 | 0 |
| 26 Sept | 12065.00 | 0 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 13000 expiring on 28NOV2024
Delta for 13000 PE is -
Historical price for 13000 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 1703.3, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 1703.3, 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 8 Nov ULTRACEMCO was trading at 11043.35. The strike last trading price was 1703.3, 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 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 1703.3, 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 Nov ULTRACEMCO was trading at 11145.80. The strike last trading price was 1703.3, 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 Oct ULTRACEMCO was trading at 11065.65. The strike last trading price was 1703.3, 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 Oct ULTRACEMCO was trading at 11205.10. The strike last trading price was 1703.3, 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 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 1703.3, 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 28 Oct ULTRACEMCO was trading at 11092.60. The strike last trading price was 1703.3, 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 24 Oct ULTRACEMCO was trading at 11043.60. The strike last trading price was 1703.3, 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 23 Oct ULTRACEMCO was trading at 10753.05. The strike last trading price was 1703.3, 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 21 Oct ULTRACEMCO was trading at 10869.30. The strike last trading price was 1703.3, 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 18 Oct ULTRACEMCO was trading at 11069.30. The strike last trading price was 1703.3, 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 17 Oct ULTRACEMCO was trading at 11017.30. The strike last trading price was 1703.3, 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 16 Oct ULTRACEMCO was trading at 11322.30. The strike last trading price was 1703.3, which was 1703.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept ULTRACEMCO was trading at 12065.00. 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
