[--[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 10800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 920.8 -17.7 - 0 0 0
8 Dec 11540.00 920.8 -17.7 - 0 0 1
5 Dec 11597.00 920.8 -17.7 - 0 0 0
4 Dec 11608.00 920.8 -17.7 - 0 0 0
3 Dec 11591.00 920.8 -17.7 - 0 0 0
2 Dec 11666.00 920.8 -17.7 - 0 0 0
1 Dec 11662.00 920.8 -17.7 - 0 0 0
28 Nov 11600.00 920.8 -17.7 - 0 0 0
27 Nov 11617.00 920.8 -17.7 - 0 0 0
26 Nov 11759.00 920.8 -17.7 - 0 0 0
25 Nov 11580.00 920.8 -17.7 23.85 1 0 1
24 Nov 11584.00 938.5 -749.45 24.74 1 0 0
20 Nov 11753.00 1687.95 0 - 0 0 0
19 Nov 11666.00 1687.95 0 - 0 0 0


For Ultratech Cement Limited - strike price 10800 expiring on 30DEC2025

Delta for 10800 CE is -

Historical price for 10800 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 920.8, which was -17.7 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 920.8, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 920.8, which was -17.7 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 920.8, which was -17.7 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 920.8, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 920.8, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 920.8, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 920.8, which was -17.7 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 920.8, which was -17.7 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 920.8, which was -17.7 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 920.8, which was -17.7 lower than the previous day. The implied volatity was 23.85, 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 938.5, which was -749.45 lower than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 0


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 1687.95, 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 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 1687.95, 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 10800 PE
Delta: -0.06
Vega: 3.32
Theta: -1.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 12.4 1.9 16.84 574 26 2,697
8 Dec 11540.00 10.65 3.75 18.02 151 1 2,671
5 Dec 11597.00 6.85 -0.95 16.52 56 3 2,670
4 Dec 11608.00 7.8 -1.4 16.71 25 0 2,667
3 Dec 11591.00 10.55 1.9 16.97 526 10 2,667
2 Dec 11666.00 7.7 -0.35 17.18 1,013 -37 2,657
1 Dec 11662.00 7.4 -3.25 21.29 1,761 600 2,694
28 Nov 11600.00 11 -1.5 16.16 1,437 683 2,095
27 Nov 11617.00 12.85 2.9 16.96 1,673 696 1,413
26 Nov 11759.00 10.15 -11.65 17.91 972 658 719
25 Nov 11580.00 24 -19.65 18.09 91 49 51
24 Nov 11584.00 43.65 -58.75 21.77 2 1 1
20 Nov 11753.00 102.4 0 6.85 0 0 0
19 Nov 11666.00 102.4 0 6.28 0 0 0


For Ultratech Cement Limited - strike price 10800 expiring on 30DEC2025

Delta for 10800 PE is -0.06

Historical price for 10800 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 12.4, which was 1.9 higher than the previous day. The implied volatity was 16.84, the open interest changed by 26 which increased total open position to 2697


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 10.65, which was 3.75 higher than the previous day. The implied volatity was 18.02, the open interest changed by 1 which increased total open position to 2671


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 6.85, which was -0.95 lower than the previous day. The implied volatity was 16.52, the open interest changed by 3 which increased total open position to 2670


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 7.8, which was -1.4 lower than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 2667


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 10.55, which was 1.9 higher than the previous day. The implied volatity was 16.97, the open interest changed by 10 which increased total open position to 2667


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 7.7, which was -0.35 lower than the previous day. The implied volatity was 17.18, the open interest changed by -37 which decreased total open position to 2657


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 7.4, which was -3.25 lower than the previous day. The implied volatity was 21.29, the open interest changed by 600 which increased total open position to 2694


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 11, which was -1.5 lower than the previous day. The implied volatity was 16.16, the open interest changed by 683 which increased total open position to 2095


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 12.85, which was 2.9 higher than the previous day. The implied volatity was 16.96, the open interest changed by 696 which increased total open position to 1413


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 10.15, which was -11.65 lower than the previous day. The implied volatity was 17.91, the open interest changed by 658 which increased total open position to 719


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 24, which was -19.65 lower than the previous day. The implied volatity was 18.09, the open interest changed by 49 which increased total open position to 51


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 43.65, which was -58.75 lower than the previous day. The implied volatity was 21.77, the open interest changed by 1 which increased total open position to 1


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 102.4, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 102.4, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0