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

11422.8 -248.00 (-2.12%)

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Historical option data for ULTRACEMCO

20 Dec 2024 04:11 PM IST
ULTRACEMCO 26DEC2024 13100 CE
Delta: 0.01
Vega: 0.41
Theta: -1.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 11422.80 2.35 -2.15 45.21 5 0 19
19 Dec 11670.80 4.5 -0.85 40.34 334 14 18
18 Dec 11763.95 5.35 0.00 0.00 0 2 0
17 Dec 11774.95 5.35 1.05 33.26 4 1 3
16 Dec 11942.50 4.3 -32.80 26.75 5 2 2
13 Dec 12083.90 37.1 0.00 9.77 0 0 0
12 Dec 11856.95 37.1 0.00 11.38 0 0 0
11 Dec 11898.50 37.1 0.00 10.92 0 0 0
10 Dec 11745.80 37.1 0.00 11.64 0 0 0
9 Dec 11814.80 37.1 0.00 10.93 0 0 0
6 Dec 11848.50 37.1 0.00 9.67 0 0 0
5 Dec 11932.80 37.1 0.00 8.53 0 0 0
4 Dec 11766.80 37.1 0.00 10.01 0 0 0
3 Dec 11852.35 37.1 8.63 0 0 0


For Ultratech Cement Limited - strike price 13100 expiring on 26DEC2024

Delta for 13100 CE is 0.01

Historical price for 13100 CE is as follows

On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 2.35, which was -2.15 lower than the previous day. The implied volatity was 45.21, the open interest changed by 0 which decreased total open position to 19


On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 4.5, which was -0.85 lower than the previous day. The implied volatity was 40.34, the open interest changed by 14 which increased total open position to 18


On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 5.35, which was 1.05 higher than the previous day. The implied volatity was 33.26, the open interest changed by 1 which increased total open position to 3


On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 4.3, which was -32.80 lower than the previous day. The implied volatity was 26.75, the open interest changed by 2 which increased total open position to 2


On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 37.1, which was 0.00 lower than the previous day. The implied volatity was 9.77, 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 37.1, which was 0.00 lower than the previous day. The implied volatity was 11.38, 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 37.1, which was 0.00 lower than the previous day. The implied volatity was 10.92, 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 37.1, which was 0.00 lower than the previous day. The implied volatity was 11.64, 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 37.1, which was 0.00 lower than the previous day. The implied volatity was 10.93, 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 37.1, which was 0.00 lower than the previous day. The implied volatity was 9.67, 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 37.1, which was 0.00 lower than the previous day. The implied volatity was 8.53, 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 37.1, which was 0.00 lower than the previous day. The implied volatity was 10.01, 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 37.1, which was lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0


ULTRACEMCO 26DEC2024 13100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 11422.80 1925.95 0.00 - 0 0 0
19 Dec 11670.80 1925.95 0.00 - 0 0 0
18 Dec 11763.95 1925.95 0.00 - 0 0 0
17 Dec 11774.95 1925.95 0.00 - 0 0 0
16 Dec 11942.50 1925.95 0.00 - 0 0 0
13 Dec 12083.90 1925.95 0.00 - 0 0 0
12 Dec 11856.95 1925.95 0.00 - 0 0 0
11 Dec 11898.50 1925.95 0.00 - 0 0 0
10 Dec 11745.80 1925.95 0.00 - 0 0 0
9 Dec 11814.80 1925.95 0.00 - 0 0 0
6 Dec 11848.50 1925.95 0.00 - 0 0 0
5 Dec 11932.80 1925.95 0.00 - 0 0 0
4 Dec 11766.80 1925.95 0.00 - 0 0 0
3 Dec 11852.35 1925.95 - 0 0 0


For Ultratech Cement Limited - strike price 13100 expiring on 26DEC2024

Delta for 13100 PE is -

Historical price for 13100 PE is as follows

On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, 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 1925.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0