ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 13200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.41
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 11422.80 | 2.45 | -1.55 | 46.70 | 635 | -67 | 972 | |||
| 19 Dec | 11670.80 | 4 | -1.10 | 41.83 | 480 | -32 | 1,040 | |||
| 18 Dec | 11763.95 | 5.1 | 0.40 | 37.27 | 573 | -108 | 1,073 | |||
| 17 Dec | 11774.95 | 4.7 | -2.50 | 34.50 | 744 | 126 | 1,161 | |||
| 16 Dec | 11942.50 | 7.2 | -0.70 | 31.09 | 969 | 180 | 1,017 | |||
| 13 Dec | 12083.90 | 7.9 | 1.40 | 24.68 | 2,205 | -108 | 846 | |||
| 12 Dec | 11856.95 | 6.5 | -0.65 | 28.21 | 822 | -78 | 953 | |||
| 11 Dec | 11898.50 | 7.15 | 0.85 | 26.16 | 6,661 | 623 | 1,018 | |||
| 10 Dec | 11745.80 | 6.3 | -2.50 | 26.84 | 84 | 14 | 395 | |||
| 9 Dec | 11814.80 | 8.8 | -1.20 | 26.85 | 253 | 53 | 373 | |||
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| 6 Dec | 11848.50 | 10 | -2.00 | 24.12 | 264 | 67 | 321 | |||
| 5 Dec | 11932.80 | 12 | 2.55 | 23.26 | 592 | 58 | 254 | |||
| 4 Dec | 11766.80 | 9.45 | -2.55 | 24.36 | 310 | 95 | 200 | |||
| 3 Dec | 11852.35 | 12 | 23.04 | 198 | 108 | 108 | ||||
For Ultratech Cement Limited - strike price 13200 expiring on 26DEC2024
Delta for 13200 CE is 0.01
Historical price for 13200 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was 46.70, the open interest changed by -67 which decreased total open position to 972
On 19 Dec ULTRACEMCO was trading at 11670.80. The strike last trading price was 4, which was -1.10 lower than the previous day. The implied volatity was 41.83, the open interest changed by -32 which decreased total open position to 1040
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 5.1, which was 0.40 higher than the previous day. The implied volatity was 37.27, the open interest changed by -108 which decreased total open position to 1073
On 17 Dec ULTRACEMCO was trading at 11774.95. The strike last trading price was 4.7, which was -2.50 lower than the previous day. The implied volatity was 34.50, the open interest changed by 126 which increased total open position to 1161
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 7.2, which was -0.70 lower than the previous day. The implied volatity was 31.09, the open interest changed by 180 which increased total open position to 1017
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 7.9, which was 1.40 higher than the previous day. The implied volatity was 24.68, the open interest changed by -108 which decreased total open position to 846
On 12 Dec ULTRACEMCO was trading at 11856.95. The strike last trading price was 6.5, which was -0.65 lower than the previous day. The implied volatity was 28.21, the open interest changed by -78 which decreased total open position to 953
On 11 Dec ULTRACEMCO was trading at 11898.50. The strike last trading price was 7.15, which was 0.85 higher than the previous day. The implied volatity was 26.16, the open interest changed by 623 which increased total open position to 1018
On 10 Dec ULTRACEMCO was trading at 11745.80. The strike last trading price was 6.3, which was -2.50 lower than the previous day. The implied volatity was 26.84, the open interest changed by 14 which increased total open position to 395
On 9 Dec ULTRACEMCO was trading at 11814.80. The strike last trading price was 8.8, which was -1.20 lower than the previous day. The implied volatity was 26.85, the open interest changed by 53 which increased total open position to 373
On 6 Dec ULTRACEMCO was trading at 11848.50. The strike last trading price was 10, which was -2.00 lower than the previous day. The implied volatity was 24.12, the open interest changed by 67 which increased total open position to 321
On 5 Dec ULTRACEMCO was trading at 11932.80. The strike last trading price was 12, which was 2.55 higher than the previous day. The implied volatity was 23.26, the open interest changed by 58 which increased total open position to 254
On 4 Dec ULTRACEMCO was trading at 11766.80. The strike last trading price was 9.45, which was -2.55 lower than the previous day. The implied volatity was 24.36, the open interest changed by 95 which increased total open position to 200
On 3 Dec ULTRACEMCO was trading at 11852.35. The strike last trading price was 12, which was lower than the previous day. The implied volatity was 23.04, the open interest changed by 108 which increased total open position to 108
| ULTRACEMCO 26DEC2024 13200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 11670.80 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 11774.95 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 11856.95 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 11898.50 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 11745.80 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 11814.80 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 11848.50 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 11932.80 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 11766.80 | 1213.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 11852.35 | 1213.95 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 13200 expiring on 26DEC2024
Delta for 13200 PE is -
Historical price for 13200 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, 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 1213.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
