ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
20 Dec 2024 04:11 PM IST
| ULTRACEMCO 26DEC2024 13400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.24
Theta: -0.96
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 20 Dec | 11422.80 | 1.25 | -3.75 | 47.15 | 2 | 0 | 7 | |||
| 18 Dec | 11763.95 | 5 | 1.90 | 41.32 | 5 | -2 | 8 | |||
| 16 Dec | 11942.50 | 3.1 | -0.90 | 30.85 | 16 | 10 | 11 | |||
| 13 Dec | 12083.90 | 4 | 25.31 | 1 | 0 | 1 | ||||
For Ultratech Cement Limited - strike price 13400 expiring on 26DEC2024
Delta for 13400 CE is 0.01
Historical price for 13400 CE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1.25, which was -3.75 lower than the previous day. The implied volatity was 47.15, the open interest changed by 0 which decreased total open position to 7
On 18 Dec ULTRACEMCO was trading at 11763.95. The strike last trading price was 5, which was 1.90 higher than the previous day. The implied volatity was 41.32, the open interest changed by -2 which decreased total open position to 8
On 16 Dec ULTRACEMCO was trading at 11942.50. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was 30.85, the open interest changed by 10 which increased total open position to 11
On 13 Dec ULTRACEMCO was trading at 12083.90. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 25.31, the open interest changed by 0 which decreased total open position to 1
| ULTRACEMCO 26DEC2024 13400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 11422.80 | 1360.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 11763.95 | 1360.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 11942.50 | 1360.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12083.90 | 1360.65 | - | 0 | 0 | 0 | |
For Ultratech Cement Limited - strike price 13400 expiring on 26DEC2024
Delta for 13400 PE is -
Historical price for 13400 PE is as follows
On 20 Dec ULTRACEMCO was trading at 11422.80. The strike last trading price was 1360.65, 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 1360.65, 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 1360.65, 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 1360.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
