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ULTRACEMCO
Ultratech Cement Limited
10954.85 185.30 (1.72%)

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Historical option data for ULTRACEMCO

21 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ULTRACEMCO 28NOV2024 9800 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
Delta: -0.02
Vega: 0.78
Theta: -2.20
Gamma: 0.00
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