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

10954.85 185.30 (1.72%)

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Historical option data for ULTRACEMCO

21 Nov 2024 04:01 PM IST
ULTRACEMCO 28NOV2024 9900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10954.85 2303.4 0.00 - 0 0 0
20 Nov 10769.55 2303.4 0.00 - 0 0 0
19 Nov 10769.55 2303.4 0.00 - 0 0 0
18 Nov 10630.90 2303.4 0.00 - 0 0 0
14 Nov 10728.50 2303.4 0.00 - 0 0 0
13 Nov 10782.20 2303.4 0.00 - 0 0 0
12 Nov 10892.00 2303.4 0.00 - 0 0 0
11 Nov 10970.45 2303.4 0.00 - 0 0 0
7 Nov 11050.80 2303.4 0.00 - 0 0 0
6 Nov 11274.40 2303.4 0.00 - 0 0 0
5 Nov 11176.35 2303.4 0.00 - 0 0 0
4 Nov 11001.85 2303.4 0.00 - 0 0 0
29 Oct 11112.10 2303.4 - 0 0 0


For Ultratech Cement Limited - strike price 9900 expiring on 28NOV2024

Delta for 9900 CE is -

Historical price for 9900 CE is as follows

On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 2303.4, 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 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2303.4, 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 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 2303.4, 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 2303.4, 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 2303.4, 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 2303.4, 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 2303.4, 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 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 2303.4, 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 Nov ULTRACEMCO was trading at 11050.80. The strike last trading price was 2303.4, 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 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 2303.4, 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 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 2303.4, 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 2303.4, 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 29 Oct ULTRACEMCO was trading at 11112.10. The strike last trading price was 2303.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ULTRACEMCO 28NOV2024 9900 PE
Delta: -0.02
Vega: 0.82
Theta: -2.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10954.85 4.95 -3.40 37.68 30 -3 32.5
20 Nov 10769.55 8.35 0.00 31.20 5.5 -0.5 35
19 Nov 10769.55 8.35 -0.75 31.20 5.5 -1 35
18 Nov 10630.90 9.1 -2.50 28.02 10.5 -1 37
14 Nov 10728.50 11.6 0.25 26.24 38.5 24 38
13 Nov 10782.20 11.35 -2.05 27.05 6.5 0.5 14
12 Nov 10892.00 13.4 -5.60 28.02 2.5 0 12.5
11 Nov 10970.45 19 0.00 0.00 0 0 0
7 Nov 11050.80 19 7.55 30.66 3.5 1.5 12.5
6 Nov 11274.40 11.45 0.00 0.00 0 11 0
5 Nov 11176.35 11.45 -3.00 28.77 13.5 11.5 11.5
4 Nov 11001.85 14.45 0.00 10.37 0 0 0
29 Oct 11112.10 14.45 - 0 0 0


For Ultratech Cement Limited - strike price 9900 expiring on 28NOV2024

Delta for 9900 PE is -0.02

Historical price for 9900 PE is as follows

On 21 Nov ULTRACEMCO was trading at 10954.85. The strike last trading price was 4.95, which was -3.40 lower than the previous day. The implied volatity was 37.68, the open interest changed by -6 which decreased total open position to 65


On 20 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 8.35, which was 0.00 lower than the previous day. The implied volatity was 31.20, the open interest changed by -1 which decreased total open position to 70


On 19 Nov ULTRACEMCO was trading at 10769.55. The strike last trading price was 8.35, which was -0.75 lower than the previous day. The implied volatity was 31.20, the open interest changed by -2 which decreased total open position to 70


On 18 Nov ULTRACEMCO was trading at 10630.90. The strike last trading price was 9.1, which was -2.50 lower than the previous day. The implied volatity was 28.02, the open interest changed by -2 which decreased total open position to 74


On 14 Nov ULTRACEMCO was trading at 10728.50. The strike last trading price was 11.6, which was 0.25 higher than the previous day. The implied volatity was 26.24, the open interest changed by 48 which increased total open position to 76


On 13 Nov ULTRACEMCO was trading at 10782.20. The strike last trading price was 11.35, which was -2.05 lower than the previous day. The implied volatity was 27.05, the open interest changed by 1 which increased total open position to 28


On 12 Nov ULTRACEMCO was trading at 10892.00. The strike last trading price was 13.4, which was -5.60 lower than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 25


On 11 Nov ULTRACEMCO was trading at 10970.45. The strike last trading price was 19, 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 19, which was 7.55 higher than the previous day. The implied volatity was 30.66, the open interest changed by 3 which increased total open position to 25


On 6 Nov ULTRACEMCO was trading at 11274.40. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0


On 5 Nov ULTRACEMCO was trading at 11176.35. The strike last trading price was 11.45, which was -3.00 lower than the previous day. The implied volatity was 28.77, the open interest changed by 23 which increased total open position to 23


On 4 Nov ULTRACEMCO was trading at 11001.85. The strike last trading price was 14.45, which was 0.00 lower than the previous day. The implied volatity was 10.37, 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 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to