ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
09 Jan 2025 10:01 AM IST
ULTRACEMCO 30JAN2025 13200 CE | ||||||||||
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Delta: 0.02
Vega: 1.36
Theta: -1.05
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
9 Jan | 11225.00 | 6.3 | -1.55 | 30.94 | 2 | 1 | 45 | |||
8 Jan | 11403.55 | 7.85 | -2.40 | 29.43 | 35 | -17 | 38 | |||
7 Jan | 11618.55 | 10.25 | -0.55 | 26.24 | 2 | 0 | 55 | |||
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6 Jan | 11503.60 | 10.8 | -0.70 | 27.76 | 25 | 1 | 56 | |||
3 Jan | 11786.00 | 11.5 | -0.55 | 22.47 | 53 | 15 | 53 | |||
2 Jan | 11797.70 | 12.05 | -1.05 | 22.09 | 107 | 30 | 34 | |||
1 Jan | 11447.00 | 13.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Dec | 11426.35 | 13.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
30 Dec | 11288.35 | 13.1 | 0.00 | 0.00 | 0 | 3 | 0 | |||
27 Dec | 11406.55 | 13.1 | -2.85 | 24.67 | 5 | 1 | 2 | |||
26 Dec | 11460.65 | 15.95 | -77.90 | 24.70 | 1 | 0 | 1 | |||
16 Dec | 11942.50 | 93.85 | 0.00 | 5.96 | 0 | 0 | 0 | |||
3 Dec | 11852.35 | 93.85 | 6.43 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 13200 expiring on 30JAN2025
Delta for 13200 CE is 0.02
Historical price for 13200 CE is as follows
On 9 Jan ULTRACEMCO was trading at 11225.00. The strike last trading price was 6.3, which was -1.55 lower than the previous day. The implied volatity was 30.94, the open interest changed by 1 which increased total open position to 45
On 8 Jan ULTRACEMCO was trading at 11403.55. The strike last trading price was 7.85, which was -2.40 lower than the previous day. The implied volatity was 29.43, the open interest changed by -17 which decreased total open position to 38
On 7 Jan ULTRACEMCO was trading at 11618.55. The strike last trading price was 10.25, which was -0.55 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 55
On 6 Jan ULTRACEMCO was trading at 11503.60. The strike last trading price was 10.8, which was -0.70 lower than the previous day. The implied volatity was 27.76, the open interest changed by 1 which increased total open position to 56
On 3 Jan ULTRACEMCO was trading at 11786.00. The strike last trading price was 11.5, which was -0.55 lower than the previous day. The implied volatity was 22.47, the open interest changed by 15 which increased total open position to 53
On 2 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 12.05, which was -1.05 lower than the previous day. The implied volatity was 22.09, the open interest changed by 30 which increased total open position to 34
On 1 Jan ULTRACEMCO was trading at 11447.00. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 13.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 13.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 27 Dec ULTRACEMCO was trading at 11406.55. The strike last trading price was 13.1, which was -2.85 lower than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 2
On 26 Dec ULTRACEMCO was trading at 11460.65. The strike last trading price was 15.95, which was -77.90 lower than the previous day. The implied volatity was 24.70, the open interest changed by 0 which decreased total open position to 1
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 93.85, which was 0.00 lower than the previous day. The implied volatity was 5.96, 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 93.85, which was lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0
ULTRACEMCO 30JAN2025 13200 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
9 Jan | 11225.00 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 11403.55 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 11618.55 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
6 Jan | 11503.60 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
3 Jan | 11786.00 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 11797.70 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
1 Jan | 11447.00 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
31 Dec | 11426.35 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
30 Dec | 11288.35 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
27 Dec | 11406.55 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
26 Dec | 11460.65 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 11942.50 | 1990.8 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 11852.35 | 1990.8 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 13200 expiring on 30JAN2025
Delta for 13200 PE is -
Historical price for 13200 PE is as follows
On 9 Jan ULTRACEMCO was trading at 11225.00. The strike last trading price was 1990.8, 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 Jan ULTRACEMCO was trading at 11403.55. The strike last trading price was 1990.8, 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 Jan ULTRACEMCO was trading at 11618.55. The strike last trading price was 1990.8, 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 Jan ULTRACEMCO was trading at 11503.60. The strike last trading price was 1990.8, 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 Jan ULTRACEMCO was trading at 11786.00. The strike last trading price was 1990.8, 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 Jan ULTRACEMCO was trading at 11797.70. The strike last trading price was 1990.8, 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 1990.8, 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 1990.8, 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 1990.8, 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 1990.8, 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 1990.8, 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 1990.8, 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 1990.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0