ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
09 Dec 2025 04:10 PM IST
| ULTRACEMCO 30-DEC-2025 10800 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.06
Vega: 3.32
Theta: -1.13
Gamma: 0.00
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| 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































































































































































































































