ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 10500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 12077.00 | 1562.45 | 11.700000000000045 | - | 0 | 0 | 405 | |||||||||
| 23 Apr | 12167.00 | 1562.45 | 11.700000000000045 | - | 0 | 0 | 405 | |||||||||
| 22 Apr | 12193.00 | 1562.45 | 11.700000000000045 | 40.57 | 0 | 0 | 405 | |||||||||
| 21 Apr | 12039.00 | 1562.45 | 112.45000000000005 | 40.57 | 10 | 9 | 414 | |||||||||
| 20 Apr | 11917.00 | 1450 | 73.95000000000005 | 47.12 | 3 | -2 | 405 | |||||||||
| 17 Apr | 11886.00 | 1376.05 | 82.39999999999986 | 40.25 | 1 | 0 | 408 | |||||||||
| 16 Apr | 11826.00 | 1293.65 | -44.549999999999955 | 40.24 | 8 | -4 | 408 | |||||||||
| 15 Apr | 11785.00 | 1338.2 | 287.95000000000005 | 39.43 | 65 | -38 | 412 | |||||||||
| 13 Apr | 11502.00 | 1050.25 | -81.65000000000009 | 33.32 | 31 | -18 | 451 | |||||||||
| 10 Apr | 11589.00 | 1131.9 | -137.5 | 30.84 | 46 | -6 | 469 | |||||||||
| 9 Apr | 11448.00 | 1269.4 | 632.85 | - | 0 | -56 | 0 | |||||||||
| 8 Apr | 11603.00 | 1269.4 | 632.85 | 48.63 | 233 | 95 | 626 | |||||||||
| 7 Apr | 10936.00 | 626.9 | -52.05 | 33.69 | 35 | 17 | 529 | |||||||||
| 6 Apr | 10955.00 | 685 | 184.3 | 34.15 | 322 | 25 | 514 | |||||||||
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| 2 Apr | 10620.00 | 489.85 | -79.15 | 35.44 | 1,182 | 266 | 485 | |||||||||
| 1 Apr | 10714.00 | 570.75 | -37.65 | 35.02 | 201 | 87 | 228 | |||||||||
| 30 Mar | 10745.00 | 608.4 | -206.6 | 32.46 | 73 | 9 | 141 | |||||||||
| 27 Mar | 11049.00 | 815 | 33.85 | 29.23 | 6 | -3 | 133 | |||||||||
| 25 Mar | 11204.00 | 781.15 | 157.25 | 11.47 | 1 | 0 | 137 | |||||||||
| 24 Mar | 10764.00 | 624.2 | 213.45 | 31.54 | 265 | 96 | 138 | |||||||||
| 23 Mar | 10362.00 | 411.55 | -278.45 | 33.46 | 50 | 37 | 40 | |||||||||
| 20 Mar | 10934.00 | 690 | -14.35 | 26.16 | 2 | 0 | 0 | |||||||||
| 19 Mar | 10814.00 | 704.35 | -1880.6 | - | 0 | 0 | 3 | |||||||||
| 18 Mar | 11247.00 | 704.35 | -1880.6 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 11116.00 | 704.35 | -1880.6 | - | 3 | 0 | 3 | |||||||||
| 16 Mar | 11099.00 | 704.35 | -1880.6 | - | 3 | 3 | 0 | |||||||||
| 13 Mar | 10616.00 | 704.35 | -1880.6 | 33.07 | 3 | 2 | 2 | |||||||||
For Ultratech Cement Limited - strike price 10500 expiring on 28APR2026
Delta for 10500 CE is -
Historical price for 10500 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 1562.45, which was 11.700000000000045 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 405
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 1562.45, which was 11.700000000000045 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 405
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 1562.45, which was 11.700000000000045 higher than the previous day. The implied volatity was 40.57, the open interest changed by 0 which decreased total open position to 405
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 1562.45, which was 112.45000000000005 higher than the previous day. The implied volatity was 40.57, the open interest changed by 9 which increased total open position to 414
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 1450, which was 73.95000000000005 higher than the previous day. The implied volatity was 47.12, the open interest changed by -2 which decreased total open position to 405
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 1376.05, which was 82.39999999999986 higher than the previous day. The implied volatity was 40.25, the open interest changed by 0 which decreased total open position to 408
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 1293.65, which was -44.549999999999955 lower than the previous day. The implied volatity was 40.24, the open interest changed by -4 which decreased total open position to 408
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 1338.2, which was 287.95000000000005 higher than the previous day. The implied volatity was 39.43, the open interest changed by -38 which decreased total open position to 412
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 1050.25, which was -81.65000000000009 lower than the previous day. The implied volatity was 33.32, the open interest changed by -18 which decreased total open position to 451
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 1131.9, which was -137.5 lower than the previous day. The implied volatity was 30.84, the open interest changed by -6 which decreased total open position to 469
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 1269.4, which was 632.85 higher than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 0
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 1269.4, which was 632.85 higher than the previous day. The implied volatity was 48.63, the open interest changed by 95 which increased total open position to 626
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 626.9, which was -52.05 lower than the previous day. The implied volatity was 33.69, the open interest changed by 17 which increased total open position to 529
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 685, which was 184.3 higher than the previous day. The implied volatity was 34.15, the open interest changed by 25 which increased total open position to 514
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 489.85, which was -79.15 lower than the previous day. The implied volatity was 35.44, the open interest changed by 266 which increased total open position to 485
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 570.75, which was -37.65 lower than the previous day. The implied volatity was 35.02, the open interest changed by 87 which increased total open position to 228
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 608.4, which was -206.6 lower than the previous day. The implied volatity was 32.46, the open interest changed by 9 which increased total open position to 141
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 815, which was 33.85 higher than the previous day. The implied volatity was 29.23, the open interest changed by -3 which decreased total open position to 133
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 781.15, which was 157.25 higher than the previous day. The implied volatity was 11.47, the open interest changed by 0 which decreased total open position to 137
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 624.2, which was 213.45 higher than the previous day. The implied volatity was 31.54, the open interest changed by 96 which increased total open position to 138
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 411.55, which was -278.45 lower than the previous day. The implied volatity was 33.46, the open interest changed by 37 which increased total open position to 40
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 690, which was -14.35 lower than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 704.35, which was -1880.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 704.35, which was -1880.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 704.35, which was -1880.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 704.35, which was -1880.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 704.35, which was -1880.6 lower than the previous day. The implied volatity was 33.07, the open interest changed by 2 which increased total open position to 2
| ULTRACEMCO 28-Apr-2026 (4d) 10500 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -1.19
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 3.25 | -0.5 | 57.68 | 505 | -38 | 230 |
| 23 Apr | 12167.00 | 3.65 | -1.6 | 56.29 | 1,431 | 16 | 270 |
| 22 Apr | 12193.00 | 6.45 | 0.20000000000000018 | 55.62 | 229 | -47 | 255 |
| 21 Apr | 12039.00 | 6.5 | -2.8000000000000007 | 48.11 | 1,076 | -44 | 302 |
| 20 Apr | 11917.00 | 9.2 | -3.3000000000000007 | 45.55 | 48 | -4 | 348 |
| 17 Apr | 11886.00 | 12.05 | -7.300000000000001 | 40.04 | 155 | -42 | 352 |
| 16 Apr | 11826.00 | 19.1 | -3.9499999999999993 | 39.74 | 112 | -1 | 392 |
| 15 Apr | 11785.00 | 23.65 | -23.300000000000004 | 39.56 | 380 | -47 | 386 |
| 13 Apr | 11502.00 | 47 | 5.75 | 37.95 | 308 | -35 | 436 |
| 10 Apr | 11589.00 | 39.2 | -26.450000000000003 | 34.97 | 331 | 38 | 467 |
| 9 Apr | 11448.00 | 68.65 | 16.95 | 36.92 | 348 | 7 | 429 |
| 8 Apr | 11603.00 | 48.85 | -143.95 | 36.15 | 1,125 | 38 | 573 |
| 7 Apr | 10936.00 | 200 | 11 | 38.19 | 395 | -45 | 536 |
| 6 Apr | 10955.00 | 186.85 | -135.35 | 37.94 | 784 | 124 | 584 |
| 2 Apr | 10620.00 | 342.05 | 60.6 | 37.86 | 1,303 | -80 | 460 |
| 1 Apr | 10714.00 | 279 | -41.7 | 35.99 | 1,082 | 217 | 516 |
| 30 Mar | 10745.00 | 318 | 93.75 | 40.74 | 735 | -12 | 299 |
| 27 Mar | 11049.00 | 218 | 45.1 | 37.51 | 695 | 40 | 313 |
| 25 Mar | 11204.00 | 173.85 | -127.15 | 35.66 | 284 | 89 | 265 |
| 24 Mar | 10764.00 | 298.6 | -171.4 | 35.24 | 157 | 47 | 175 |
| 23 Mar | 10362.00 | 470 | 272.95 | 34.34 | 104 | 21 | 128 |
| 20 Mar | 10934.00 | 197 | -48.8 | 29.48 | 50 | -5 | 109 |
| 19 Mar | 10814.00 | 233 | 105.3 | 30.36 | 73 | 10 | 114 |
| 18 Mar | 11247.00 | 130 | -46.5 | 29.43 | 44 | 22 | 105 |
| 17 Mar | 11116.00 | 182 | -23.35 | 31.66 | 21 | -7 | 82 |
| 16 Mar | 11099.00 | 172.75 | -188.15 | 29.99 | 146 | 70 | 90 |
| 13 Mar | 10616.00 | 360.9 | 355.95 | 35.16 | 25 | 20 | 20 |
For Ultratech Cement Limited - strike price 10500 expiring on 28APR2026
Delta for 10500 PE is -0.01
Historical price for 10500 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 3.25, which was -0.5 lower than the previous day. The implied volatity was 57.68, the open interest changed by -38 which decreased total open position to 230
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 3.65, which was -1.6 lower than the previous day. The implied volatity was 56.29, the open interest changed by 16 which increased total open position to 270
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 6.45, which was 0.20000000000000018 higher than the previous day. The implied volatity was 55.62, the open interest changed by -47 which decreased total open position to 255
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 6.5, which was -2.8000000000000007 lower than the previous day. The implied volatity was 48.11, the open interest changed by -44 which decreased total open position to 302
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 9.2, which was -3.3000000000000007 lower than the previous day. The implied volatity was 45.55, the open interest changed by -4 which decreased total open position to 348
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 12.05, which was -7.300000000000001 lower than the previous day. The implied volatity was 40.04, the open interest changed by -42 which decreased total open position to 352
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 19.1, which was -3.9499999999999993 lower than the previous day. The implied volatity was 39.74, the open interest changed by -1 which decreased total open position to 392
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 23.65, which was -23.300000000000004 lower than the previous day. The implied volatity was 39.56, the open interest changed by -47 which decreased total open position to 386
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 47, which was 5.75 higher than the previous day. The implied volatity was 37.95, the open interest changed by -35 which decreased total open position to 436
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 39.2, which was -26.450000000000003 lower than the previous day. The implied volatity was 34.97, the open interest changed by 38 which increased total open position to 467
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 68.65, which was 16.95 higher than the previous day. The implied volatity was 36.92, the open interest changed by 7 which increased total open position to 429
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 48.85, which was -143.95 lower than the previous day. The implied volatity was 36.15, the open interest changed by 38 which increased total open position to 573
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 200, which was 11 higher than the previous day. The implied volatity was 38.19, the open interest changed by -45 which decreased total open position to 536
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 186.85, which was -135.35 lower than the previous day. The implied volatity was 37.94, the open interest changed by 124 which increased total open position to 584
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 342.05, which was 60.6 higher than the previous day. The implied volatity was 37.86, the open interest changed by -80 which decreased total open position to 460
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 279, which was -41.7 lower than the previous day. The implied volatity was 35.99, the open interest changed by 217 which increased total open position to 516
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 318, which was 93.75 higher than the previous day. The implied volatity was 40.74, the open interest changed by -12 which decreased total open position to 299
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 218, which was 45.1 higher than the previous day. The implied volatity was 37.51, the open interest changed by 40 which increased total open position to 313
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 173.85, which was -127.15 lower than the previous day. The implied volatity was 35.66, the open interest changed by 89 which increased total open position to 265
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 298.6, which was -171.4 lower than the previous day. The implied volatity was 35.24, the open interest changed by 47 which increased total open position to 175
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 470, which was 272.95 higher than the previous day. The implied volatity was 34.34, the open interest changed by 21 which increased total open position to 128
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 197, which was -48.8 lower than the previous day. The implied volatity was 29.48, the open interest changed by -5 which decreased total open position to 109
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 233, which was 105.3 higher than the previous day. The implied volatity was 30.36, the open interest changed by 10 which increased total open position to 114
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 130, which was -46.5 lower than the previous day. The implied volatity was 29.43, the open interest changed by 22 which increased total open position to 105
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 182, which was -23.35 lower than the previous day. The implied volatity was 31.66, the open interest changed by -7 which decreased total open position to 82
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 172.75, which was -188.15 lower than the previous day. The implied volatity was 29.99, the open interest changed by 70 which increased total open position to 90
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 360.9, which was 355.95 higher than the previous day. The implied volatity was 35.16, the open interest changed by 20 which increased total open position to 20
