ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 9700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 2495.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 2495.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 10728.50 | 2495.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 10782.20 | 2495.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 2495.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 2495.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 2495.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 11176.35 | 2495.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 2495.3 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 9700 expiring on 28NOV2024
Delta for 9700 CE is -
Historical price for 9700 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 2495.3, 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 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 2495.3, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 2495.3, 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 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 2495.3, 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 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 2495.3, 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 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 2495.3, 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 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 2495.3, 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 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 2495.3, 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 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 2495.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 28NOV2024 9700 PE | |||||||
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Delta: -0.00
Vega: 0.20
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 0.75 | -9.25 | 34.44 | 21.5 | 0 | 11 |
| 18 Nov | 10630.90 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 10728.50 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 10782.20 | 10 | 4.00 | 31.14 | 1.5 | 0 | 11 |
| 12 Nov | 10892.00 | 6 | 1.30 | 29.00 | 5 | 0 | 11 |
| 7 Nov | 11050.80 | 4.7 | 2.05 | 27.19 | 12 | 8 | 15 |
| 6 Nov | 11274.40 | 2.65 | -7.25 | 27.33 | 7 | 2 | 9.5 |
| 5 Nov | 11176.35 | 9.9 | -0.10 | 31.71 | 17.5 | 7 | 8 |
| 4 Nov | 11001.85 | 10 | 28.36 | 5 | 1.5 | 1.5 | |
For Ultratech Cement Limited - strike price 9700 expiring on 28NOV2024
Delta for 9700 PE is -0.00
Historical price for 9700 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 0.75, which was -9.25 lower than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 22
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 10, 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 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 10, 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 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 10, which was 4.00 higher than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 22
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 6, which was 1.30 higher than the previous day. The implied volatity was 29.00, the open interest changed by 0 which decreased total open position to 22
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 4.7, which was 2.05 higher than the previous day. The implied volatity was 27.19, the open interest changed by 16 which increased total open position to 30
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 2.65, which was -7.25 lower than the previous day. The implied volatity was 27.33, the open interest changed by 4 which increased total open position to 19
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 9.9, which was -0.10 lower than the previous day. The implied volatity was 31.71, the open interest changed by 14 which increased total open position to 16
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 3
