ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Apr 2026 04:00 PM IST
| ULTRACEMCO 28-Apr-2026 (26d) 10900 CE | ||||||||||||||||
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Delta: 0.43
Vega: 11.09
Theta: -8.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 10620.00 | 282 | -67.9 | 33.6 | 366 | 53 | 220 | |||||||||
| 1 Apr | 10714.00 | 348.45 | -33.45 | 33.72 | 798 | 128 | 193 | |||||||||
| 30 Mar | 10745.00 | 382 | -188.75 | 32.01 | 162 | 42 | 66 | |||||||||
| 27 Mar | 11049.00 | 570.75 | -71.25 | 31.41 | 21 | 7 | 24 | |||||||||
| 25 Mar | 11204.00 | 642 | 184.55 | 30.68 | 9 | 0 | 17 | |||||||||
| 24 Mar | 10764.00 | 457.45 | 123.8 | 35.29 | 17 | 13 | 16 | |||||||||
| 23 Mar | 10362.00 | 333.65 | -126.35 | 39.72 | 2 | 1 | 3 | |||||||||
| 20 Mar | 10934.00 | 460 | -78.95 | - | 0 | 1 | 0 | |||||||||
| 19 Mar | 10814.00 | 460 | -78.95 | 29.75 | 1 | 0 | 1 | |||||||||
| 18 Mar | 11247.00 | 538.95 | -1659.8 | - | 0 | 1 | 0 | |||||||||
| 17 Mar | 11116.00 | 538.95 | -1659.8 | 22.94 | 1 | 0 | 0 | |||||||||
| 16 Mar | 11099.00 | 2198.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Mar | 10616.00 | 2198.75 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 12 Mar | 11089.00 | 2198.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 2198.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 11654.00 | 2198.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 11378.00 | 2198.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 11987.00 | 2198.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 2198.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 10900 expiring on 28APR2026
Delta for 10900 CE is 0.43
Historical price for 10900 CE is as follows
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 282, which was -67.9 lower than the previous day. The implied volatity was 33.6, the open interest changed by 53 which increased total open position to 220
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 348.45, which was -33.45 lower than the previous day. The implied volatity was 33.72, the open interest changed by 128 which increased total open position to 193
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 382, which was -188.75 lower than the previous day. The implied volatity was 32.01, the open interest changed by 42 which increased total open position to 66
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 570.75, which was -71.25 lower than the previous day. The implied volatity was 31.41, the open interest changed by 7 which increased total open position to 24
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 642, which was 184.55 higher than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 17
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 457.45, which was 123.8 higher than the previous day. The implied volatity was 35.29, the open interest changed by 13 which increased total open position to 16
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 333.65, which was -126.35 lower than the previous day. The implied volatity was 39.72, the open interest changed by 1 which increased total open position to 3
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 460, which was -78.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 460, which was -78.95 lower than the previous day. The implied volatity was 29.75, 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 538.95, which was -1659.8 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 538.95, which was -1659.8 lower than the previous day. The implied volatity was 22.94, 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 2198.75, 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 2198.75, which was 0 lower than the previous day. The implied volatity was 0.15, 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 2198.75, 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 2198.75, 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 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 2198.75, 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 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 2198.75, 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 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 2198.75, 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 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 2198.75, 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 (26d) 10900 PE | |||||||
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Delta: -0.58
Vega: 11.08
Theta: -5.26
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 10620.00 | 500 | 38.65 | 33.18 | 39 | -3 | 116 |
| 1 Apr | 10714.00 | 454.9 | -48.1 | 34.73 | 194 | 44 | 118 |
| 30 Mar | 10745.00 | 499.8 | 144.9 | 40.58 | 163 | -2 | 74 |
| 27 Mar | 11049.00 | 353.75 | 76.4 | 37.68 | 117 | 32 | 76 |
| 25 Mar | 11204.00 | 277.35 | -197.65 | 33.6 | 17 | 9 | 45 |
| 24 Mar | 10764.00 | 475 | -117.5 | 34.73 | 19 | 2 | 37 |
| 23 Mar | 10362.00 | 592.5 | 272.5 | 24.47 | 8 | 7 | 34 |
| 20 Mar | 10934.00 | 320 | -36.55 | 27.18 | 3 | 1 | 26 |
| 19 Mar | 10814.00 | 356.55 | 133.7 | 27.31 | 2 | 0 | 25 |
| 18 Mar | 11247.00 | 222.85 | -102.15 | 27.74 | 2 | 0 | 0 |
| 17 Mar | 11116.00 | 325 | -53 | 32.24 | 1 | 0 | 25 |
| 16 Mar | 11099.00 | 378 | -62 | 34.86 | 1 | 0 | 24 |
| 13 Mar | 10616.00 | 440 | 260 | 28.26 | 1 | 0 | 0 |
| 12 Mar | 11089.00 | 180 | -70 | - | 0 | 0 | 0 |
| 11 Mar | 11462.00 | 180 | -70 | - | 0 | 0 | 24 |
| 10 Mar | 11654.00 | 180 | -70 | 30.94 | 1 | 0 | 24 |
| 9 Mar | 11378.00 | 79.2 | 65.05 | - | 0 | 0 | 24 |
| 6 Mar | 11987.00 | 79.2 | 65.05 | - | 0 | 0 | 24 |
| 5 Mar | 12288.00 | 79.2 | 65.05 | 29.6 | 34 | 22 | 22 |
For Ultratech Cement Limited - strike price 10900 expiring on 28APR2026
Delta for 10900 PE is -0.58
Historical price for 10900 PE is as follows
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 500, which was 38.65 higher than the previous day. The implied volatity was 33.18, the open interest changed by -3 which decreased total open position to 116
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 454.9, which was -48.1 lower than the previous day. The implied volatity was 34.73, the open interest changed by 44 which increased total open position to 118
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 499.8, which was 144.9 higher than the previous day. The implied volatity was 40.58, the open interest changed by -2 which decreased total open position to 74
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 353.75, which was 76.4 higher than the previous day. The implied volatity was 37.68, the open interest changed by 32 which increased total open position to 76
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 277.35, which was -197.65 lower than the previous day. The implied volatity was 33.6, the open interest changed by 9 which increased total open position to 45
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 475, which was -117.5 lower than the previous day. The implied volatity was 34.73, the open interest changed by 2 which increased total open position to 37
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 592.5, which was 272.5 higher than the previous day. The implied volatity was 24.47, the open interest changed by 7 which increased total open position to 34
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 320, which was -36.55 lower than the previous day. The implied volatity was 27.18, the open interest changed by 1 which increased total open position to 26
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 356.55, which was 133.7 higher than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 25
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 222.85, which was -102.15 lower than the previous day. The implied volatity was 27.74, 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 325, which was -53 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 25
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 378, which was -62 lower than the previous day. The implied volatity was 34.86, the open interest changed by 0 which decreased total open position to 24
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 440, which was 260 higher than the previous day. The implied volatity was 28.26, 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 180, which was -70 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 180, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 180, which was -70 lower than the previous day. The implied volatity was 30.94, the open interest changed by 0 which decreased total open position to 24
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 79.2, which was 65.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 79.2, which was 65.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 79.2, which was 65.05 higher than the previous day. The implied volatity was 29.6, the open interest changed by 22 which increased total open position to 22
