ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
30 Mar 2026 04:10 PM IST
| ULTRACEMCO 28-Apr-2026 (28d) 11000 CE | ||||||||||||||||
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Delta: 0.47
Vega: 12.12
Theta: -8.18
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 10745.00 | 347.35 | -138.7 | 32.88 | 628 | 33 | 553 | |||||||||
| 27 Mar | 11049.00 | 485 | -91.7 | 30.88 | 418 | 79 | 519 | |||||||||
| 25 Mar | 11204.00 | 579 | 227.55 | 30.52 | 564 | -2 | 440 | |||||||||
| 24 Mar | 10764.00 | 363 | 148.7 | 31.66 | 788 | -9 | 443 | |||||||||
| 23 Mar | 10362.00 | 215.5 | -193.6 | 32.61 | 477 | 240 | 450 | |||||||||
| 20 Mar | 10934.00 | 410.25 | 34.4 | 27.51 | 200 | 74 | 212 | |||||||||
| 19 Mar | 10814.00 | 384.4 | -182 | 27.84 | 99 | 18 | 133 | |||||||||
| 18 Mar | 11247.00 | 566.4 | 57.05 | 24.81 | 45 | -31 | 115 | |||||||||
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| 17 Mar | 11116.00 | 502 | -53 | 24.65 | 44 | 2 | 148 | |||||||||
| 16 Mar | 11099.00 | 555 | 203.25 | 29.07 | 238 | 69 | 147 | |||||||||
| 13 Mar | 10616.00 | 366 | -1457.15 | 27.63 | 205 | 73 | 73 | |||||||||
| 12 Mar | 11089.00 | 1823.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 1823.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 11654.00 | 1823.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 11378.00 | 1823.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 11987.00 | 1823.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 1823.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11000 expiring on 28APR2026
Delta for 11000 CE is 0.47
Historical price for 11000 CE is as follows
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 347.35, which was -138.7 lower than the previous day. The implied volatity was 32.88, the open interest changed by 33 which increased total open position to 553
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 485, which was -91.7 lower than the previous day. The implied volatity was 30.88, the open interest changed by 79 which increased total open position to 519
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 579, which was 227.55 higher than the previous day. The implied volatity was 30.52, the open interest changed by -2 which decreased total open position to 440
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 363, which was 148.7 higher than the previous day. The implied volatity was 31.66, the open interest changed by -9 which decreased total open position to 443
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 215.5, which was -193.6 lower than the previous day. The implied volatity was 32.61, the open interest changed by 240 which increased total open position to 450
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 410.25, which was 34.4 higher than the previous day. The implied volatity was 27.51, the open interest changed by 74 which increased total open position to 212
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 384.4, which was -182 lower than the previous day. The implied volatity was 27.84, the open interest changed by 18 which increased total open position to 133
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 566.4, which was 57.05 higher than the previous day. The implied volatity was 24.81, the open interest changed by -31 which decreased total open position to 115
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 502, which was -53 lower than the previous day. The implied volatity was 24.65, the open interest changed by 2 which increased total open position to 148
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 555, which was 203.25 higher than the previous day. The implied volatity was 29.07, the open interest changed by 69 which increased total open position to 147
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 366, which was -1457.15 lower than the previous day. The implied volatity was 27.63, the open interest changed by 73 which increased total open position to 73
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 1823.15, 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 1823.15, 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 1823.15, 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 1823.15, 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 1823.15, 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 1823.15, 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 (28d) 11000 PE | |||||||
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Delta: -0.51
Vega: 12.14
Theta: -7.09
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 10745.00 | 569.05 | 171.95 | 41.85 | 488 | -11 | 413 |
| 27 Mar | 11049.00 | 392 | 75.2 | 37.24 | 705 | 185 | 427 |
| 25 Mar | 11204.00 | 318 | -215 | 33.69 | 279 | 72 | 243 |
| 24 Mar | 10764.00 | 533 | -186 | 34.9 | 97 | 40 | 171 |
| 23 Mar | 10362.00 | 719 | 341.95 | 29.28 | 53 | -16 | 130 |
| 20 Mar | 10934.00 | 375 | -70.15 | 27.7 | 48 | 27 | 143 |
| 19 Mar | 10814.00 | 457.45 | 192.45 | 30.83 | 81 | 6 | 115 |
| 18 Mar | 11247.00 | 265 | -46.45 | 28.17 | 47 | -11 | 107 |
| 17 Mar | 11116.00 | 310 | -65 | 28.31 | 15 | 2 | 115 |
| 16 Mar | 11099.00 | 375 | -156 | 31.7 | 32 | 10 | 113 |
| 13 Mar | 10616.00 | 531 | 169 | 30.7 | 152 | 80 | 104 |
| 12 Mar | 11089.00 | 362 | 118.5 | 30.55 | 6 | -2 | 24 |
| 11 Mar | 11462.00 | 243.5 | 43.55 | 29.99 | 21 | 13 | 26 |
| 10 Mar | 11654.00 | 199.95 | -36.95 | 30.47 | 7 | 5 | 13 |
| 9 Mar | 11378.00 | 236.9 | 126.9 | 27.19 | 2 | 0 | 8 |
| 6 Mar | 11987.00 | 110 | 18.15 | 27.91 | 1 | 8 | 0 |
| 5 Mar | 12288.00 | 91.85 | 26.15 | 29.34 | 11 | 6 | 6 |
For Ultratech Cement Limited - strike price 11000 expiring on 28APR2026
Delta for 11000 PE is -0.51
Historical price for 11000 PE is as follows
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 569.05, which was 171.95 higher than the previous day. The implied volatity was 41.85, the open interest changed by -11 which decreased total open position to 413
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 392, which was 75.2 higher than the previous day. The implied volatity was 37.24, the open interest changed by 185 which increased total open position to 427
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 318, which was -215 lower than the previous day. The implied volatity was 33.69, the open interest changed by 72 which increased total open position to 243
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 533, which was -186 lower than the previous day. The implied volatity was 34.9, the open interest changed by 40 which increased total open position to 171
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 719, which was 341.95 higher than the previous day. The implied volatity was 29.28, the open interest changed by -16 which decreased total open position to 130
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 375, which was -70.15 lower than the previous day. The implied volatity was 27.7, the open interest changed by 27 which increased total open position to 143
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 457.45, which was 192.45 higher than the previous day. The implied volatity was 30.83, the open interest changed by 6 which increased total open position to 115
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 265, which was -46.45 lower than the previous day. The implied volatity was 28.17, the open interest changed by -11 which decreased total open position to 107
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 310, which was -65 lower than the previous day. The implied volatity was 28.31, the open interest changed by 2 which increased total open position to 115
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 375, which was -156 lower than the previous day. The implied volatity was 31.7, the open interest changed by 10 which increased total open position to 113
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 531, which was 169 higher than the previous day. The implied volatity was 30.7, the open interest changed by 80 which increased total open position to 104
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 362, which was 118.5 higher than the previous day. The implied volatity was 30.55, the open interest changed by -2 which decreased total open position to 24
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 243.5, which was 43.55 higher than the previous day. The implied volatity was 29.99, the open interest changed by 13 which increased total open position to 26
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 199.95, which was -36.95 lower than the previous day. The implied volatity was 30.47, the open interest changed by 5 which increased total open position to 13
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 236.9, which was 126.9 higher than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 8
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 110, which was 18.15 higher than the previous day. The implied volatity was 27.91, the open interest changed by 8 which increased total open position to 0
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 91.85, which was 26.15 higher than the previous day. The implied volatity was 29.34, the open interest changed by 6 which increased total open position to 6
