ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 10600 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.01
Theta: -2.34
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 12077.00 | 1547.2 | -8.25 | 59.98 | 2 | 0 | 63 | |||||||||
| 23 Apr | 12167.00 | 1551.8 | 9.299999999999955 | 48.48 | 29 | -24 | 64 | |||||||||
| 22 Apr | 12193.00 | 1542.5 | 209.5 | 49.81 | 6 | -5 | 88 | |||||||||
| 21 Apr | 12039.00 | 1333 | 1.900000000000091 | 27.79 | 0 | 0 | 93 | |||||||||
| 20 Apr | 11917.00 | 1333 | 52.5 | 27.79 | 4 | 0 | 95 | |||||||||
| 17 Apr | 11886.00 | 1280.5 | 97.75 | 39.53 | 4 | -3 | 95 | |||||||||
| 16 Apr | 11826.00 | 1182.75 | 0 | 37.98 | 0 | 0 | 98 | |||||||||
| 15 Apr | 11785.00 | 1182.75 | 283.65 | 37.98 | 2 | 1 | 99 | |||||||||
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| 13 Apr | 11502.00 | 899.1 | -27.75 | - | 0 | 0 | 98 | |||||||||
| 10 Apr | 11589.00 | 899.1 | -27.75 | - | 0 | 0 | 98 | |||||||||
| 9 Apr | 11448.00 | 899.1 | -182.9 | 25.73 | 6 | -2 | 98 | |||||||||
| 8 Apr | 11603.00 | 1086.85 | 552.95 | 31.65 | 15 | -5 | 101 | |||||||||
| 7 Apr | 10936.00 | 533.9 | -71.55 | 30.86 | 7 | 0 | 108 | |||||||||
| 6 Apr | 10955.00 | 610.05 | 156.85 | 33.46 | 192 | 33 | 109 | |||||||||
| 2 Apr | 10620.00 | 430.75 | -67.85 | 34.87 | 182 | 33 | 75 | |||||||||
| 1 Apr | 10714.00 | 494.6 | -30.4 | 33.37 | 66 | 21 | 45 | |||||||||
| 30 Mar | 10745.00 | 525 | -285 | 30.52 | 3 | 0 | 23 | |||||||||
| 27 Mar | 11049.00 | 810 | 210 | - | 0 | 0 | 23 | |||||||||
| 25 Mar | 11204.00 | 810 | 210 | 27.08 | 7 | -1 | 23 | |||||||||
| 24 Mar | 10764.00 | 600 | 240 | 34.48 | 15 | 0 | 24 | |||||||||
| 23 Mar | 10362.00 | 360 | -335 | 32.87 | 11 | 5 | 23 | |||||||||
| 20 Mar | 10934.00 | 695 | 95 | - | 0 | 0 | 18 | |||||||||
| 19 Mar | 10814.00 | 695 | 95 | - | 0 | 0 | 18 | |||||||||
| 18 Mar | 11247.00 | 695 | 95 | - | 0 | 0 | 18 | |||||||||
| 17 Mar | 11116.00 | 695 | 95 | - | 10 | 0 | 18 | |||||||||
| 16 Mar | 11099.00 | 695 | 95 | 20.87 | 10 | 2 | 15 | |||||||||
| 13 Mar | 10616.00 | 600 | -1583.3 | 29.85 | 14 | 12 | 12 | |||||||||
| 12 Mar | 11089.00 | 2183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 2183.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 10600 expiring on 28APR2026
Delta for 10600 CE is 0.98
Historical price for 10600 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 1547.2, which was -8.25 lower than the previous day. The implied volatity was 59.98, the open interest changed by 0 which decreased total open position to 63
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 1551.8, which was 9.299999999999955 higher than the previous day. The implied volatity was 48.48, the open interest changed by -24 which decreased total open position to 64
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 1542.5, which was 209.5 higher than the previous day. The implied volatity was 49.81, the open interest changed by -5 which decreased total open position to 88
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 1333, which was 1.900000000000091 higher than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 93
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 1333, which was 52.5 higher than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 95
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 1280.5, which was 97.75 higher than the previous day. The implied volatity was 39.53, the open interest changed by -3 which decreased total open position to 95
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 1182.75, which was 0 lower than the previous day. The implied volatity was 37.98, the open interest changed by 0 which decreased total open position to 98
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 1182.75, which was 283.65 higher than the previous day. The implied volatity was 37.98, the open interest changed by 1 which increased total open position to 99
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 899.1, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 899.1, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 899.1, which was -182.9 lower than the previous day. The implied volatity was 25.73, the open interest changed by -2 which decreased total open position to 98
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 1086.85, which was 552.95 higher than the previous day. The implied volatity was 31.65, the open interest changed by -5 which decreased total open position to 101
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 533.9, which was -71.55 lower than the previous day. The implied volatity was 30.86, the open interest changed by 0 which decreased total open position to 108
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 610.05, which was 156.85 higher than the previous day. The implied volatity was 33.46, the open interest changed by 33 which increased total open position to 109
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 430.75, which was -67.85 lower than the previous day. The implied volatity was 34.87, the open interest changed by 33 which increased total open position to 75
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 494.6, which was -30.4 lower than the previous day. The implied volatity was 33.37, the open interest changed by 21 which increased total open position to 45
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 525, which was -285 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 23
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 810, which was 210 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 810, which was 210 higher than the previous day. The implied volatity was 27.08, the open interest changed by -1 which decreased total open position to 23
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 600, which was 240 higher than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 24
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 360, which was -335 lower than the previous day. The implied volatity was 32.87, the open interest changed by 5 which increased total open position to 23
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 695, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 695, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 695, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 695, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 695, which was 95 higher than the previous day. The implied volatity was 20.87, the open interest changed by 2 which increased total open position to 15
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 600, which was -1583.3 lower than the previous day. The implied volatity was 29.85, the open interest changed by 12 which increased total open position to 12
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 2183.3, 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 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 2183.3, 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 28-Apr-2026 (4d) 10600 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -1.47
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 3.75 | -0.4500000000000002 | 55.1 | 436 | 5 | 301 |
| 23 Apr | 12167.00 | 4.4 | -0.9499999999999993 | 53.41 | 2,342 | -69 | 298 |
| 22 Apr | 12193.00 | 5.7 | -2.25 | 50.65 | 587 | -19 | 367 |
| 21 Apr | 12039.00 | 8.3 | -2.75 | 47.2 | 2,143 | 44 | 386 |
| 20 Apr | 11917.00 | 11.05 | -4.899999999999999 | 43.67 | 13 | 2 | 342 |
| 17 Apr | 11886.00 | 16.15 | -5.25 | 40.03 | 131 | 48 | 345 |
| 16 Apr | 11826.00 | 22.05 | -5.75 | 39.29 | 52 | -5 | 297 |
| 15 Apr | 11785.00 | 27.85 | -29.049999999999997 | 38.53 | 160 | 46 | 302 |
| 13 Apr | 11502.00 | 56.4 | 6.549999999999997 | 36.96 | 140 | 42 | 257 |
| 10 Apr | 11589.00 | 48.8 | -29.5 | 34.14 | 60 | 1 | 215 |
| 9 Apr | 11448.00 | 78.55 | 18.85 | 35.82 | 79 | -5 | 215 |
| 8 Apr | 11603.00 | 57 | -167.15 | 35.29 | 314 | 68 | 216 |
| 7 Apr | 10936.00 | 235 | 12.05 | 38.19 | 189 | 28 | 149 |
| 6 Apr | 10955.00 | 221.85 | -137.05 | 38.16 | 316 | 64 | 121 |
| 2 Apr | 10620.00 | 375.75 | 54.2 | 36.67 | 84 | -2 | 56 |
| 1 Apr | 10714.00 | 332.5 | -20.5 | 37.01 | 111 | 25 | 57 |
| 30 Mar | 10745.00 | 353 | 103.85 | 40.21 | 56 | 9 | 32 |
| 27 Mar | 11049.00 | 248.55 | 49.55 | 38.33 | 16 | 1 | 23 |
| 25 Mar | 11204.00 | 199 | -283.75 | 35.42 | 6 | 1 | 21 |
| 24 Mar | 10764.00 | 482.75 | 258.75 | - | 0 | 0 | 20 |
| 23 Mar | 10362.00 | 482.75 | 258.75 | 31.07 | 20 | 5 | 19 |
| 20 Mar | 10934.00 | 224 | 19 | 28.98 | 15 | 6 | 16 |
| 19 Mar | 10814.00 | 205 | 46.5 | 25.46 | 1 | 0 | 11 |
| 18 Mar | 11247.00 | 158.5 | -75.5 | 29.81 | 4 | -2 | 12 |
| 17 Mar | 11116.00 | 234 | -116 | 33.3 | 13 | 2 | 7 |
| 16 Mar | 11099.00 | 350 | 241 | - | 5 | 3 | 0 |
| 13 Mar | 10616.00 | 350 | 241 | 31.68 | 5 | 4 | 6 |
| 12 Mar | 11089.00 | 109 | 77 | - | 0 | 0 | 2 |
| 11 Mar | 11462.00 | 109 | 77 | 27.56 | 3 | 1 | 1 |
For Ultratech Cement Limited - strike price 10600 expiring on 28APR2026
Delta for 10600 PE is -0.01
Historical price for 10600 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 3.75, which was -0.4500000000000002 lower than the previous day. The implied volatity was 55.1, the open interest changed by 5 which increased total open position to 301
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 4.4, which was -0.9499999999999993 lower than the previous day. The implied volatity was 53.41, the open interest changed by -69 which decreased total open position to 298
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 5.7, which was -2.25 lower than the previous day. The implied volatity was 50.65, the open interest changed by -19 which decreased total open position to 367
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 8.3, which was -2.75 lower than the previous day. The implied volatity was 47.2, the open interest changed by 44 which increased total open position to 386
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 11.05, which was -4.899999999999999 lower than the previous day. The implied volatity was 43.67, the open interest changed by 2 which increased total open position to 342
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 16.15, which was -5.25 lower than the previous day. The implied volatity was 40.03, the open interest changed by 48 which increased total open position to 345
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 22.05, which was -5.75 lower than the previous day. The implied volatity was 39.29, the open interest changed by -5 which decreased total open position to 297
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 27.85, which was -29.049999999999997 lower than the previous day. The implied volatity was 38.53, the open interest changed by 46 which increased total open position to 302
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 56.4, which was 6.549999999999997 higher than the previous day. The implied volatity was 36.96, the open interest changed by 42 which increased total open position to 257
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 48.8, which was -29.5 lower than the previous day. The implied volatity was 34.14, the open interest changed by 1 which increased total open position to 215
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 78.55, which was 18.85 higher than the previous day. The implied volatity was 35.82, the open interest changed by -5 which decreased total open position to 215
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 57, which was -167.15 lower than the previous day. The implied volatity was 35.29, the open interest changed by 68 which increased total open position to 216
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 235, which was 12.05 higher than the previous day. The implied volatity was 38.19, the open interest changed by 28 which increased total open position to 149
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 221.85, which was -137.05 lower than the previous day. The implied volatity was 38.16, the open interest changed by 64 which increased total open position to 121
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 375.75, which was 54.2 higher than the previous day. The implied volatity was 36.67, the open interest changed by -2 which decreased total open position to 56
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 332.5, which was -20.5 lower than the previous day. The implied volatity was 37.01, the open interest changed by 25 which increased total open position to 57
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 353, which was 103.85 higher than the previous day. The implied volatity was 40.21, the open interest changed by 9 which increased total open position to 32
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 248.55, which was 49.55 higher than the previous day. The implied volatity was 38.33, the open interest changed by 1 which increased total open position to 23
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 199, which was -283.75 lower than the previous day. The implied volatity was 35.42, the open interest changed by 1 which increased total open position to 21
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 482.75, which was 258.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 482.75, which was 258.75 higher than the previous day. The implied volatity was 31.07, the open interest changed by 5 which increased total open position to 19
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 224, which was 19 higher than the previous day. The implied volatity was 28.98, the open interest changed by 6 which increased total open position to 16
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 205, which was 46.5 higher than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 11
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 158.5, which was -75.5 lower than the previous day. The implied volatity was 29.81, the open interest changed by -2 which decreased total open position to 12
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 234, which was -116 lower than the previous day. The implied volatity was 33.3, the open interest changed by 2 which increased total open position to 7
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 350, which was 241 higher 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 350, which was 241 higher than the previous day. The implied volatity was 31.68, the open interest changed by 4 which increased total open position to 6
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 109, which was 77 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 109, which was 77 higher than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 1
