[--[65.84.65.76]--]

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
ULTRACEMCO 30-DEC-2025 10400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 2033.9 0 - 0 0 0
8 Dec 11540.00 2033.9 0 - 0 0 0
5 Dec 11597.00 2033.9 0 - 0 0 0
4 Dec 11608.00 2033.9 0 - 0 0 0
3 Dec 11591.00 2033.9 0 - 0 0 0
27 Nov 11617.00 2033.9 0 - 0 0 0
26 Nov 11759.00 2033.9 0 - 0 0 0
25 Nov 11580.00 2033.9 0 - 0 0 0
24 Nov 11584.00 2033.9 0 - 0 0 0


For Ultratech Cement Limited - strike price 10400 expiring on 30DEC2025

Delta for 10400 CE is -

Historical price for 10400 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 2033.9, 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 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 2033.9, 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 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 2033.9, 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 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 2033.9, 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 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 2033.9, 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 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 2033.9, 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 2033.9, 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 2033.9, 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 2033.9, 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 10400 PE
Delta: -0.02
Vega: 1.20
Theta: -0.51
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 3.55 -1.1 19.91 11 0 23
8 Dec 11540.00 4.65 0 - 17 13 21
5 Dec 11597.00 4.65 2.35 21.60 1 0 7
4 Dec 11608.00 2.3 -1.5 19.27 2 1 8
3 Dec 11591.00 3.8 -2.25 20.06 1 0 7
27 Nov 11617.00 6.05 -9.95 20.27 1 0 6
26 Nov 11759.00 16 6 - 0 5 0
25 Nov 11580.00 16 6 22.58 7 0 1
24 Nov 11584.00 10 -44.45 - 0 1 0


For Ultratech Cement Limited - strike price 10400 expiring on 30DEC2025

Delta for 10400 PE is -0.02

Historical price for 10400 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 3.55, which was -1.1 lower than the previous day. The implied volatity was 19.91, the open interest changed by 0 which decreased total open position to 23


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 21


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 4.65, which was 2.35 higher than the previous day. The implied volatity was 21.60, the open interest changed by 0 which decreased total open position to 7


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 2.3, which was -1.5 lower than the previous day. The implied volatity was 19.27, the open interest changed by 1 which increased total open position to 8


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 3.8, which was -2.25 lower than the previous day. The implied volatity was 20.06, the open interest changed by 0 which decreased total open position to 7


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 6.05, which was -9.95 lower than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 6


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 16, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 16, which was 6 higher than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 1


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 10, which was -44.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0