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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ULTRACEMCO 30-DEC-2025 11000 CE
Delta: 0.87 Vega: 5.75 Theta: -4.80 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	512 ₹ 25,600	-79.15 -3957.50	16.17	17 850	5 250	92 4,600
8 Dec	11540.00	585 ₹ 29,250	-99.75 -4987.50	-	8 400	3 150	85 4,250
5 Dec	11597.00	686.05 ₹ 34,302.5	6.05 302.50	15.88	45 2,250	-6 -300	84 4,200
4 Dec	11608.00	680 ₹ 34,000	1 50.00	10.62	19 950	0 0	80 4,000
3 Dec	11591.00	679 ₹ 33,950	-66.25 -3312.50	15.57	12 600	5 250	80 4,000
2 Dec	11666.00	747.85 ₹ 37,392.5	57.85 2892.50	-	0 0	2 100	0 0

1 Dec	11662.00	747.85 ₹ 37,392.5	57.85 2892.50	-	3 150	0 0	73 3,650
28 Nov	11600.00	690 ₹ 34,500	-43 -2150.00	12.54	9 450	6 300	73 3,650
27 Nov	11617.00	733 ₹ 36,650	-122.5 -6125.00	14.15	20 1,000	18 900	66 3,300
26 Nov	11759.00	855.5 ₹ 42,775	176.2 8810.00	-	17 850	4 200	48 2,400
25 Nov	11580.00	677 ₹ 33,850	-42.55 -2127.50	13.52	11 550	8 400	41 2,050
24 Nov	11584.00	720 ₹ 36,000	-804.6 -40230.00	18.42	43 2,150	27 1,350	27 1,350
20 Nov	11753.00	1524.6 ₹ 76,230	0 0.00	-	0 0	0 0	0 0
19 Nov	11666.00	1524.6 ₹ 76,230	0 0.00	-	0 0	0 0	0 0
8 Oct	11991.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11000 expiring on 30DEC2025

Delta for 11000 CE is 0.87

Historical price for 11000 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 512, which was -79.15 lower than the previous day. The implied volatity was 16.17, the open interest changed by 5 which increased total open position to 92

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 585, which was -99.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 85

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 686.05, which was 6.05 higher than the previous day. The implied volatity was 15.88, the open interest changed by -6 which decreased total open position to 84

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 680, which was 1 higher than the previous day. The implied volatity was 10.62, the open interest changed by 0 which decreased total open position to 80

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 679, which was -66.25 lower than the previous day. The implied volatity was 15.57, the open interest changed by 5 which increased total open position to 80

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 747.85, which was 57.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 747.85, which was 57.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 690, which was -43 lower than the previous day. The implied volatity was 12.54, the open interest changed by 6 which increased total open position to 73

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 733, which was -122.5 lower than the previous day. The implied volatity was 14.15, the open interest changed by 18 which increased total open position to 66

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 855.5, which was 176.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 48

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 677, which was -42.55 lower than the previous day. The implied volatity was 13.52, the open interest changed by 8 which increased total open position to 41

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 720, which was -804.6 lower than the previous day. The implied volatity was 18.42, the open interest changed by 27 which increased total open position to 27

On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 1524.6, 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 1524.6, 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 8 Oct ULTRACEMCO was trading at 11991.00. The strike last trading price was 0, 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 11000 PE
Delta: -0.13 Vega: 5.71 Theta: -1.78 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	28.4 ₹ 1,420	5.95 297.50	16.08	518 25,900	85 4,250	530 26,500
8 Dec	11540.00	23.25 ₹ 1,162.5	9 450.00	17.28	355 17,750	27 1,350	448 22,400
5 Dec	11597.00	14 ₹ 700	-2.35 -117.50	15.40	117 5,850	7 350	421 21,050
4 Dec	11608.00	16.35 ₹ 817.5	-5.4 -270.00	15.80	101 5,050	-19 -950	414 20,700
3 Dec	11591.00	22 ₹ 1,100	4.05 202.50	16.23	132 6,600	45 2,250	423 21,150
2 Dec	11666.00	17.65 ₹ 882.5	0.2 10.00	16.82	181 9,050	-10 -500	379 18,950
1 Dec	11662.00	17.35 ₹ 867.5	-6.1 -305.00	21.67	969 48,450	44 2,200	389 19,450
28 Nov	11600.00	22.25 ₹ 1,112.5	-2.7 -135.00	15.46	375 18,750	24 1,200	345 17,250
27 Nov	11617.00	25.25 ₹ 1,262.5	7.1 355.00	16.35	519 25,950	47 2,350	321 16,050
26 Nov	11759.00	18.15 ₹ 907.5	-20.8 -1040.00	17.03	464 23,200	111 5,550	273 13,650
25 Nov	11580.00	41.15 ₹ 2,057.5	-22.9 -1145.00	17.27	277 13,850	142 7,100	146 7,300
24 Nov	11584.00	63 ₹ 3,150	-73.05 -3652.50	19.82	4 200	0 0	0 0
20 Nov	11753.00	136.05 ₹ 6,802.5	0 0.00	5.62	0 0	0 0	0 0
19 Nov	11666.00	136.05 ₹ 6,802.5	0 0.00	5.14	0 0	0 0	0 0
8 Oct	11991.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11000 expiring on 30DEC2025

Delta for 11000 PE is -0.13

Historical price for 11000 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 28.4, which was 5.95 higher than the previous day. The implied volatity was 16.08, the open interest changed by 85 which increased total open position to 530

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 23.25, which was 9 higher than the previous day. The implied volatity was 17.28, the open interest changed by 27 which increased total open position to 448

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 14, which was -2.35 lower than the previous day. The implied volatity was 15.40, the open interest changed by 7 which increased total open position to 421

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 16.35, which was -5.4 lower than the previous day. The implied volatity was 15.80, the open interest changed by -19 which decreased total open position to 414

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 22, which was 4.05 higher than the previous day. The implied volatity was 16.23, the open interest changed by 45 which increased total open position to 423

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 17.65, which was 0.2 higher than the previous day. The implied volatity was 16.82, the open interest changed by -10 which decreased total open position to 379

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 17.35, which was -6.1 lower than the previous day. The implied volatity was 21.67, the open interest changed by 44 which increased total open position to 389

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 22.25, which was -2.7 lower than the previous day. The implied volatity was 15.46, the open interest changed by 24 which increased total open position to 345

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 25.25, which was 7.1 higher than the previous day. The implied volatity was 16.35, the open interest changed by 47 which increased total open position to 321

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 18.15, which was -20.8 lower than the previous day. The implied volatity was 17.03, the open interest changed by 111 which increased total open position to 273

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 41.15, which was -22.9 lower than the previous day. The implied volatity was 17.27, the open interest changed by 142 which increased total open position to 146

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 63, which was -73.05 lower than the previous day. The implied volatity was 19.82, 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 136.05, which was 0 lower than the previous day. The implied volatity was 5.62, 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 136.05, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0

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