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

11215 -188.55 (-1.65%)

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Historical option data for ULTRACEMCO

09 Jan 2025 10:01 AM IST
ULTRACEMCO 30JAN2025 13200 CE
Delta: 0.02
Vega: 1.36
Theta: -1.05
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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