ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 10700 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 | 1279.8 | -71.40000000000009 | - | 0 | 0 | 164 | |||||||||
| 23 Apr | 12167.00 | 1279.8 | -71.40000000000009 | - | 0 | 0 | 164 | |||||||||
| 22 Apr | 12193.00 | 1279.8 | -71.40000000000009 | 42.22 | 0 | 0 | 164 | |||||||||
| 21 Apr | 12039.00 | 1279.8 | 128.29999999999995 | 42.22 | 96 | -19 | 164 | |||||||||
| 20 Apr | 11917.00 | 1151.5 | 234.85000000000002 | 37.8 | 28 | -23 | 184 | |||||||||
| 17 Apr | 11886.00 | 916.65 | -42.450000000000045 | - | 0 | 0 | 207 | |||||||||
| 16 Apr | 11826.00 | 916.65 | -42.450000000000045 | - | 0 | 0 | 207 | |||||||||
| 15 Apr | 11785.00 | 916.65 | -42.450000000000045 | - | 0 | 0 | 207 | |||||||||
| 13 Apr | 11502.00 | 916.65 | -42.450000000000045 | 22.26 | 0 | 0 | 207 | |||||||||
| 10 Apr | 11589.00 | 916.65 | -73.75 | 22.26 | 1 | 0 | 208 | |||||||||
| 9 Apr | 11448.00 | 990.4 | 506.9 | - | 0 | -15 | 0 | |||||||||
| 8 Apr | 11603.00 | 990.4 | 506.9 | 29.92 | 22 | -14 | 209 | |||||||||
| 7 Apr | 10936.00 | 483.5 | -64.75 | 32.24 | 107 | 24 | 224 | |||||||||
| 6 Apr | 10955.00 | 550 | 160.85 | 33.94 | 654 | -11 | 201 | |||||||||
| 2 Apr | 10620.00 | 369.8 | -80.95 | 33.79 | 286 | 44 | 213 | |||||||||
| 1 Apr | 10714.00 | 456 | -25.25 | 34.72 | 331 | 50 | 161 | |||||||||
| 30 Mar | 10745.00 | 488 | -191.25 | 32.29 | 76 | -2 | 100 | |||||||||
| 27 Mar | 11049.00 | 668.75 | -108.2 | 28.95 | 36 | -16 | 102 | |||||||||
| 25 Mar | 11204.00 | 776.95 | 264.15 | 30.87 | 26 | -9 | 118 | |||||||||
| 24 Mar | 10764.00 | 522.1 | 202.1 | 32.59 | 278 | 97 | 127 | |||||||||
| 23 Mar | 10362.00 | 320 | -353 | 32.9 | 47 | 29 | 30 | |||||||||
| 20 Mar | 10934.00 | 673 | -1717.85 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 10814.00 | 673 | -1717.85 | - | 0 | 0 | 1 | |||||||||
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| 18 Mar | 11247.00 | 673 | -1717.85 | - | 0 | 1 | 0 | |||||||||
| 17 Mar | 11116.00 | 673 | -1717.85 | 22.83 | 1 | 0 | 0 | |||||||||
| 16 Mar | 11099.00 | 2390.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 10616.00 | 2390.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 11089.00 | 2390.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 2390.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 10700 expiring on 28APR2026
Delta for 10700 CE is -
Historical price for 10700 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 1279.8, which was -71.40000000000009 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 164
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 1279.8, which was -71.40000000000009 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 164
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 1279.8, which was -71.40000000000009 lower than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 164
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 1279.8, which was 128.29999999999995 higher than the previous day. The implied volatity was 42.22, the open interest changed by -19 which decreased total open position to 164
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 1151.5, which was 234.85000000000002 higher than the previous day. The implied volatity was 37.8, the open interest changed by -23 which decreased total open position to 184
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 916.65, which was -42.450000000000045 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 207
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 916.65, which was -42.450000000000045 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 207
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 916.65, which was -42.450000000000045 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 207
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 916.65, which was -42.450000000000045 lower than the previous day. The implied volatity was 22.26, the open interest changed by 0 which decreased total open position to 207
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 916.65, which was -73.75 lower than the previous day. The implied volatity was 22.26, the open interest changed by 0 which decreased total open position to 208
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 990.4, which was 506.9 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 0
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 990.4, which was 506.9 higher than the previous day. The implied volatity was 29.92, the open interest changed by -14 which decreased total open position to 209
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 483.5, which was -64.75 lower than the previous day. The implied volatity was 32.24, the open interest changed by 24 which increased total open position to 224
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 550, which was 160.85 higher than the previous day. The implied volatity was 33.94, the open interest changed by -11 which decreased total open position to 201
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 369.8, which was -80.95 lower than the previous day. The implied volatity was 33.79, the open interest changed by 44 which increased total open position to 213
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 456, which was -25.25 lower than the previous day. The implied volatity was 34.72, the open interest changed by 50 which increased total open position to 161
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 488, which was -191.25 lower than the previous day. The implied volatity was 32.29, the open interest changed by -2 which decreased total open position to 100
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 668.75, which was -108.2 lower than the previous day. The implied volatity was 28.95, the open interest changed by -16 which decreased total open position to 102
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 776.95, which was 264.15 higher than the previous day. The implied volatity was 30.87, the open interest changed by -9 which decreased total open position to 118
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 522.1, which was 202.1 higher than the previous day. The implied volatity was 32.59, the open interest changed by 97 which increased total open position to 127
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 320, which was -353 lower than the previous day. The implied volatity was 32.9, the open interest changed by 29 which increased total open position to 30
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 673, which was -1717.85 lower than the previous day. The implied volatity was -, 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 673, which was -1717.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 673, which was -1717.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 673, which was -1717.85 lower than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 0
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 2390.85, 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 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 2390.85, 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 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 2390.85, 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 2390.85, 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) 10700 PE | |||||||
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Delta: -0.02
Vega: 0.01
Theta: -1.74
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 4.25 | -0.7000000000000002 | 52.64 | 232 | 3 | 299 |
| 23 Apr | 12167.00 | 4.8 | -0.20000000000000018 | 52.35 | 622 | -6 | 298 |
| 22 Apr | 12193.00 | 5 | -3.0500000000000007 | 47.28 | 278 | -36 | 306 |
| 21 Apr | 12039.00 | 9.35 | -3.25 | 45.04 | 179 | 6 | 342 |
| 20 Apr | 11917.00 | 12.85 | -4.4 | 40.71 | 65 | -19 | 337 |
| 17 Apr | 11886.00 | 16.95 | -8.650000000000002 | 37.69 | 144 | 17 | 356 |
| 16 Apr | 11826.00 | 25.75 | -8.25 | 38.24 | 119 | 51 | 337 |
| 15 Apr | 11785.00 | 35 | -34.349999999999994 | 36.83 | 87 | 22 | 286 |
| 13 Apr | 11502.00 | 69.5 | 9.049999999999997 | 36.7 | 221 | -2 | 264 |
| 10 Apr | 11589.00 | 58.5 | -34.650000000000006 | 33.86 | 124 | -20 | 265 |
| 9 Apr | 11448.00 | 93.85 | 23.15 | 35.28 | 121 | -14 | 286 |
| 8 Apr | 11603.00 | 70.35 | -192.65 | 35.08 | 290 | 12 | 296 |
| 7 Apr | 10936.00 | 268 | 15.2 | 37.6 | 262 | -19 | 286 |
| 6 Apr | 10955.00 | 254 | -160.5 | 37.7 | 429 | 71 | 309 |
| 2 Apr | 10620.00 | 443.3 | 80.35 | 38.18 | 254 | -4 | 236 |
| 1 Apr | 10714.00 | 362.4 | -43.4 | 35.61 | 786 | 181 | 242 |
| 30 Mar | 10745.00 | 421.7 | 141.3 | 42.28 | 93 | 10 | 60 |
| 27 Mar | 11049.00 | 280 | 61 | 38.05 | 78 | -5 | 54 |
| 25 Mar | 11204.00 | 219 | -162.3 | 34.5 | 50 | 2 | 58 |
| 24 Mar | 10764.00 | 376.7 | -145.5 | 34.72 | 156 | 46 | 57 |
| 23 Mar | 10362.00 | 522.2 | 274.2 | 29.54 | 4 | 1 | 8 |
| 20 Mar | 10934.00 | 248 | -12.2 | 28.03 | 9 | 2 | 6 |
| 19 Mar | 10814.00 | 260.2 | -45.8 | 26.77 | 2 | 0 | 5 |
| 18 Mar | 11247.00 | 306 | -149 | - | 0 | 0 | 0 |
| 17 Mar | 11116.00 | 306 | -149 | - | 1 | 0 | 5 |
| 16 Mar | 11099.00 | 306 | -149 | 34.39 | 1 | 0 | 6 |
| 13 Mar | 10616.00 | 455 | 446.45 | 35.77 | 39 | 5 | 5 |
| 12 Mar | 11089.00 | 8.55 | 0 | 3.34 | 0 | 0 | 0 |
| 11 Mar | 11462.00 | 8.55 | 0 | 5.37 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 10700 expiring on 28APR2026
Delta for 10700 PE is -0.02
Historical price for 10700 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 4.25, which was -0.7000000000000002 lower than the previous day. The implied volatity was 52.64, the open interest changed by 3 which increased total open position to 299
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 4.8, which was -0.20000000000000018 lower than the previous day. The implied volatity was 52.35, the open interest changed by -6 which decreased total open position to 298
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 5, which was -3.0500000000000007 lower than the previous day. The implied volatity was 47.28, the open interest changed by -36 which decreased total open position to 306
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 9.35, which was -3.25 lower than the previous day. The implied volatity was 45.04, the open interest changed by 6 which increased total open position to 342
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 12.85, which was -4.4 lower than the previous day. The implied volatity was 40.71, the open interest changed by -19 which decreased total open position to 337
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 16.95, which was -8.650000000000002 lower than the previous day. The implied volatity was 37.69, the open interest changed by 17 which increased total open position to 356
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 25.75, which was -8.25 lower than the previous day. The implied volatity was 38.24, the open interest changed by 51 which increased total open position to 337
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 35, which was -34.349999999999994 lower than the previous day. The implied volatity was 36.83, the open interest changed by 22 which increased total open position to 286
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 69.5, which was 9.049999999999997 higher than the previous day. The implied volatity was 36.7, the open interest changed by -2 which decreased total open position to 264
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 58.5, which was -34.650000000000006 lower than the previous day. The implied volatity was 33.86, the open interest changed by -20 which decreased total open position to 265
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 93.85, which was 23.15 higher than the previous day. The implied volatity was 35.28, the open interest changed by -14 which decreased total open position to 286
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 70.35, which was -192.65 lower than the previous day. The implied volatity was 35.08, the open interest changed by 12 which increased total open position to 296
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 268, which was 15.2 higher than the previous day. The implied volatity was 37.6, the open interest changed by -19 which decreased total open position to 286
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 254, which was -160.5 lower than the previous day. The implied volatity was 37.7, the open interest changed by 71 which increased total open position to 309
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 443.3, which was 80.35 higher than the previous day. The implied volatity was 38.18, the open interest changed by -4 which decreased total open position to 236
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 362.4, which was -43.4 lower than the previous day. The implied volatity was 35.61, the open interest changed by 181 which increased total open position to 242
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 421.7, which was 141.3 higher than the previous day. The implied volatity was 42.28, the open interest changed by 10 which increased total open position to 60
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 280, which was 61 higher than the previous day. The implied volatity was 38.05, the open interest changed by -5 which decreased total open position to 54
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 219, which was -162.3 lower than the previous day. The implied volatity was 34.5, the open interest changed by 2 which increased total open position to 58
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 376.7, which was -145.5 lower than the previous day. The implied volatity was 34.72, the open interest changed by 46 which increased total open position to 57
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 522.2, which was 274.2 higher than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 8
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 248, which was -12.2 lower than the previous day. The implied volatity was 28.03, the open interest changed by 2 which increased total open position to 6
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 260.2, which was -45.8 lower than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 5
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 306, which was -149 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 306, which was -149 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 306, which was -149 lower than the previous day. The implied volatity was 34.39, the open interest changed by 0 which decreased total open position to 6
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 455, which was 446.45 higher than the previous day. The implied volatity was 35.77, the open interest changed by 5 which increased total open position to 5
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 3.34, 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 8.55, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
