ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
09 Dec 2025 04:10 PM IST
| ULTRACEMCO 30-DEC-2025 10400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 11414.00 | 2033.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 | |||||||
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Delta: -0.02
Vega: 1.20
Theta: -0.51
Gamma: 0.00
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| 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































































































































































































































