ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Apr 2026 04:10 PM IST
| ULTRACEMCO 28-Apr-2026 (24d) 10800 CE | ||||||||||||||||
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Delta: 0.47
Vega: 11.25
Theta: -8.68
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 10620.00 | 330 | -70.25 | 34.24 | 564 | 77 | 281 | |||||||||
| 1 Apr | 10714.00 | 400 | -31.85 | 34.19 | 726 | 146 | 205 | |||||||||
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| 30 Mar | 10745.00 | 432 | -194.15 | 32.07 | 96 | 21 | 56 | |||||||||
| 27 Mar | 11049.00 | 626.7 | -81.3 | 30.99 | 11 | 0 | 34 | |||||||||
| 25 Mar | 11204.00 | 708 | 235.2 | 30.8 | 13 | 3 | 34 | |||||||||
| 24 Mar | 10764.00 | 472.8 | 194.8 | 32.92 | 26 | 14 | 29 | |||||||||
| 23 Mar | 10362.00 | 278 | -332 | 32.53 | 12 | 8 | 15 | |||||||||
| 20 Mar | 10934.00 | 610 | 197.7 | - | 0 | 0 | 7 | |||||||||
| 19 Mar | 10814.00 | 610 | 197.7 | - | 0 | 0 | 7 | |||||||||
| 18 Mar | 11247.00 | 610 | 197.7 | - | 0 | 0 | 7 | |||||||||
| 17 Mar | 11116.00 | 610 | 197.7 | - | 9 | 0 | 7 | |||||||||
| 16 Mar | 11099.00 | 610 | 197.7 | 24.47 | 9 | -1 | 7 | |||||||||
| 13 Mar | 10616.00 | 391.05 | -1609.75 | 23.09 | 10 | 9 | 9 | |||||||||
| 12 Mar | 11089.00 | 2000.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 2000.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 10800 expiring on 28APR2026
Delta for 10800 CE is 0.47
Historical price for 10800 CE is as follows
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 330, which was -70.25 lower than the previous day. The implied volatity was 34.24, the open interest changed by 77 which increased total open position to 281
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 400, which was -31.85 lower than the previous day. The implied volatity was 34.19, the open interest changed by 146 which increased total open position to 205
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 432, which was -194.15 lower than the previous day. The implied volatity was 32.07, the open interest changed by 21 which increased total open position to 56
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 626.7, which was -81.3 lower than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 34
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 708, which was 235.2 higher than the previous day. The implied volatity was 30.8, the open interest changed by 3 which increased total open position to 34
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 472.8, which was 194.8 higher than the previous day. The implied volatity was 32.92, the open interest changed by 14 which increased total open position to 29
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 278, which was -332 lower than the previous day. The implied volatity was 32.53, the open interest changed by 8 which increased total open position to 15
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 610, which was 197.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 610, which was 197.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 610, which was 197.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 610, which was 197.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 610, which was 197.7 higher than the previous day. The implied volatity was 24.47, the open interest changed by -1 which decreased total open position to 7
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 391.05, which was -1609.75 lower than the previous day. The implied volatity was 23.09, the open interest changed by 9 which increased total open position to 9
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 2000.8, 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 2000.8, 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 (24d) 10800 PE | |||||||
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Delta: -0.53
Vega: 11.26
Theta: -6.2
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 10620.00 | 476.65 | 68.3 | 36.31 | 98 | 9 | 202 |
| 1 Apr | 10714.00 | 404.45 | -36.4 | 34.97 | 906 | 121 | 192 |
| 30 Mar | 10745.00 | 433 | 117.7 | 39.25 | 143 | 10 | 73 |
| 27 Mar | 11049.00 | 319 | 69.65 | 38.16 | 58 | 9 | 62 |
| 25 Mar | 11204.00 | 250.7 | -174.3 | 34.37 | 19 | 16 | 52 |
| 24 Mar | 10764.00 | 425 | -108.1 | 34.69 | 29 | 12 | 36 |
| 23 Mar | 10362.00 | 533.1 | 241.1 | 25.29 | 7 | 3 | 23 |
| 20 Mar | 10934.00 | 292 | 97 | 28.32 | 1 | 0 | 20 |
| 19 Mar | 10814.00 | 195 | -168 | - | 0 | 0 | 20 |
| 18 Mar | 11247.00 | 195 | -168 | 28.12 | 3 | 0 | 20 |
| 17 Mar | 11116.00 | 363 | -152 | - | 18 | 0 | 20 |
| 16 Mar | 11099.00 | 363 | -152 | 36.28 | 18 | -1 | 20 |
| 13 Mar | 10616.00 | 515 | 216.55 | 36.55 | 47 | -4 | 21 |
| 12 Mar | 11089.00 | 298.45 | 121.45 | 31.67 | 6 | 3 | 24 |
| 11 Mar | 11462.00 | 177 | 130.55 | 29.46 | 21 | 17 | 17 |
For Ultratech Cement Limited - strike price 10800 expiring on 28APR2026
Delta for 10800 PE is -0.53
Historical price for 10800 PE is as follows
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 476.65, which was 68.3 higher than the previous day. The implied volatity was 36.31, the open interest changed by 9 which increased total open position to 202
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 404.45, which was -36.4 lower than the previous day. The implied volatity was 34.97, the open interest changed by 121 which increased total open position to 192
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 433, which was 117.7 higher than the previous day. The implied volatity was 39.25, the open interest changed by 10 which increased total open position to 73
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 319, which was 69.65 higher than the previous day. The implied volatity was 38.16, the open interest changed by 9 which increased total open position to 62
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 250.7, which was -174.3 lower than the previous day. The implied volatity was 34.37, the open interest changed by 16 which increased total open position to 52
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 425, which was -108.1 lower than the previous day. The implied volatity was 34.69, the open interest changed by 12 which increased total open position to 36
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 533.1, which was 241.1 higher than the previous day. The implied volatity was 25.29, the open interest changed by 3 which increased total open position to 23
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 292, which was 97 higher than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 20
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 195, which was -168 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 195, which was -168 lower than the previous day. The implied volatity was 28.12, the open interest changed by 0 which decreased total open position to 20
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 363, which was -152 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 363, which was -152 lower than the previous day. The implied volatity was 36.28, the open interest changed by -1 which decreased total open position to 20
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 515, which was 216.55 higher than the previous day. The implied volatity was 36.55, the open interest changed by -4 which decreased total open position to 21
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 298.45, which was 121.45 higher than the previous day. The implied volatity was 31.67, the open interest changed by 3 which increased total open position to 24
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 177, which was 130.55 higher than the previous day. The implied volatity was 29.46, the open interest changed by 17 which increased total open position to 17
