ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
21 Nov 2024 04:11 PM IST
| ULTRACEMCO 28NOV2024 9800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10954.85 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 10769.55 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 10769.55 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 10630.90 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 10728.50 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 10782.20 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 10892.00 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 10970.45 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 11050.80 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 11274.40 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Nov | 11176.35 | 1352 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 11001.85 | 1352 | -344.65 | 0.00 | 0 | 0 | 0 | |||
| 29 Oct | 11112.10 | 1696.65 | - | 0 | 0 | 0 | ||||
For Ultratech Cement Limited - strike price 9800 expiring on 28NOV2024
Delta for 9800 CE is 0.00
Historical price for 9800 CE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 1352, 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 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 1352, 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 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 1352, 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 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 1352, 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 1352, 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 1352, 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 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 1352, 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 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 1352, 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 1352, 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 1352, 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 1352, 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 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 1352, which was -344.65 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 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 1696.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ULTRACEMCO 28NOV2024 9800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.78
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10954.85 | 5 | -0.40 | 40.88 | 44.5 | 3.5 | 121.5 |
| 20 Nov | 10769.55 | 5.4 | 0.00 | 31.36 | 36 | -8 | 120 |
| 19 Nov | 10769.55 | 5.4 | -0.60 | 31.36 | 36 | -6 | 120 |
| 18 Nov | 10630.90 | 6 | -3.90 | 28.69 | 36 | -1 | 125 |
| 14 Nov | 10728.50 | 9.9 | 2.10 | 28.29 | 56.5 | 6.5 | 126.5 |
| 13 Nov | 10782.20 | 7.8 | -0.55 | 27.48 | 60 | 32.5 | 116.5 |
| 12 Nov | 10892.00 | 8.35 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 10970.45 | 8.35 | 0.00 | 29.24 | 1 | 0 | 85 |
| 7 Nov | 11050.80 | 8.35 | 0.95 | 28.31 | 84.5 | 5 | 85.5 |
| 6 Nov | 11274.40 | 7.4 | -11.70 | 29.89 | 3 | 1 | 81.5 |
| 5 Nov | 11176.35 | 19.1 | 0.45 | 33.82 | 9.5 | 1.5 | 81 |
| 4 Nov | 11001.85 | 18.65 | -8.60 | 30.09 | 84.5 | 73 | 80 |
| 29 Oct | 11112.10 | 27.25 | - | 1 | 0 | 6 | |
For Ultratech Cement Limited - strike price 9800 expiring on 28NOV2024
Delta for 9800 PE is -0.02
Historical price for 9800 PE is as follows
On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 40.88, the open interest changed by 7 which increased total open position to 243
On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 31.36, the open interest changed by -16 which decreased total open position to 240
On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 5.4, which was -0.60 lower than the previous day. The implied volatity was 31.36, the open interest changed by -12 which decreased total open position to 240
On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 6, which was -3.90 lower than the previous day. The implied volatity was 28.69, the open interest changed by -2 which decreased total open position to 250
On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 9.9, which was 2.10 higher than the previous day. The implied volatity was 28.29, the open interest changed by 13 which increased total open position to 253
On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 7.8, which was -0.55 lower than the previous day. The implied volatity was 27.48, the open interest changed by 65 which increased total open position to 233
On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 8.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 8.35, which was 0.00 lower than the previous day. The implied volatity was 29.24, the open interest changed by 0 which decreased total open position to 170
On 7 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 8.35, which was 0.95 higher than the previous day. The implied volatity was 28.31, the open interest changed by 10 which increased total open position to 171
On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 7.4, which was -11.70 lower than the previous day. The implied volatity was 29.89, the open interest changed by 2 which increased total open position to 163
On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 19.1, which was 0.45 higher than the previous day. The implied volatity was 33.82, the open interest changed by 3 which increased total open position to 162
On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 18.65, which was -8.60 lower than the previous day. The implied volatity was 30.09, the open interest changed by 146 which increased total open position to 160
On 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 27.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
