ULTRACEMCO

Ultratech Cement Limited

11414 -126.00 (-1.09%)

L: 11379 H: 11525

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Historical option data for ULTRACEMCO
09 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ULTRACEMCO 30-DEC-2025 10000 CE
Delta: 0.91 Vega: 4.40 Theta: -7.13 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Dec	11414.00	1540 ₹ 77,000	-859.7 -42985.00	44.85	1 50	0 0	0 0
8 Dec	11540.00	2399.7 ₹ 1,19,985	0 0.00	-	0 0	0 0	0 0
26 Nov	11759.00	2399.7 ₹ 1,19,985	0 0.00	-	0 0	0 0	0 0
25 Nov	11580.00	2399.7 ₹ 1,19,985	0 0.00	-	0 0	0 0	0 0
24 Nov	11584.00	2399.7 ₹ 1,19,985	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 10000 expiring on 30DEC2025

Delta for 10000 CE is 0.91

Historical price for 10000 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 1540, which was -859.7 lower than the previous day. The implied volatity was 44.85, the open interest changed by 0 which decreased total open position to 0

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 2399.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 2399.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 2399.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 2399.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

ULTRACEMCO 30DEC2025 10000 PE
Delta: -0.01 Vega: 0.54 Theta: -0.29 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	1.55 ₹ 77.5	0.1 5.00	23.85	18 900	14 700	62 3,100
8 Dec	11540.00	1.45 ₹ 72.5	-2.55 -127.50	-	0 0	0 0	48 2,400
26 Nov	11759.00	1.45 ₹ 72.5	-2.55 -127.50	22.49	34 1,700	12 600	50 2,500
25 Nov	11580.00	4 ₹ 200	0.1 5.00	22.90	52 2,600	36 1,800	38 1,900
24 Nov	11584.00	3.9 ₹ 195	-0.45 -22.50	22.60	3 150	0 0	1 50

For Ultratech Cement Limited - strike price 10000 expiring on 30DEC2025

Delta for 10000 PE is -0.01

Historical price for 10000 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 23.85, the open interest changed by 14 which increased total open position to 62

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 1.45, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 1.45, which was -2.55 lower than the previous day. The implied volatity was 22.49, the open interest changed by 12 which increased total open position to 50

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 22.90, the open interest changed by 36 which increased total open position to 38

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 3.9, which was -0.45 lower than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 1

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