ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 11000 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.01
Theta: -2.6
Gamma: 0.00008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 12077.00 | 1032.7 | -136.29999999999995 | 38.9 | 26 | -21 | 413 | |||||||||
| 23 Apr | 12167.00 | 1170.85 | 21.699999999999818 | 40.31 | 44 | -24 | 434 | |||||||||
| 22 Apr | 12193.00 | 1125 | 66 | 41.47 | 265 | -22 | 458 | |||||||||
| 21 Apr | 12039.00 | 1059 | 141.85000000000002 | 38.65 | 25 | -8 | 480 | |||||||||
| 20 Apr | 11917.00 | 874.2 | -19.049999999999955 | 19.04 | 163 | -38 | 534 | |||||||||
| 17 Apr | 11886.00 | 892.55 | 34.09999999999991 | 33.71 | 65 | -28 | 572 | |||||||||
| 16 Apr | 11826.00 | 858.25 | 44.549999999999955 | 26.21 | 24 | -3 | 602 | |||||||||
| 15 Apr | 11785.00 | 812.2 | 178.80000000000007 | 28.42 | 148 | -30 | 605 | |||||||||
| 13 Apr | 11502.00 | 639.85 | -74.75 | 32.31 | 122 | -15 | 636 | |||||||||
| 10 Apr | 11589.00 | 720 | 105.75 | 32.19 | 104 | -8 | 654 | |||||||||
| 9 Apr | 11448.00 | 606.9 | -135.45 | 30.84 | 183 | -28 | 664 | |||||||||
| 8 Apr | 11603.00 | 736.6 | 389.9 | 29.34 | 1,188 | -378 | 699 | |||||||||
| 7 Apr | 10936.00 | 335 | -41.9 | 33.47 | 3,245 | 236 | 1,056 | |||||||||
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| 6 Apr | 10955.00 | 382.85 | 121.6 | 34.04 | 2,160 | -97 | 821 | |||||||||
| 2 Apr | 10620.00 | 253.2 | -53.4 | 34.35 | 1,443 | 86 | 917 | |||||||||
| 1 Apr | 10714.00 | 307.9 | -29.1 | 33.85 | 2,267 | 275 | 831 | |||||||||
| 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 | |||||||||
| 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 0.98
Historical price for 11000 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 1032.7, which was -136.29999999999995 lower than the previous day. The implied volatity was 38.9, the open interest changed by -21 which decreased total open position to 413
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 1170.85, which was 21.699999999999818 higher than the previous day. The implied volatity was 40.31, the open interest changed by -24 which decreased total open position to 434
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 1125, which was 66 higher than the previous day. The implied volatity was 41.47, the open interest changed by -22 which decreased total open position to 458
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 1059, which was 141.85000000000002 higher than the previous day. The implied volatity was 38.65, the open interest changed by -8 which decreased total open position to 480
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 874.2, which was -19.049999999999955 lower than the previous day. The implied volatity was 19.04, the open interest changed by -38 which decreased total open position to 534
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 892.55, which was 34.09999999999991 higher than the previous day. The implied volatity was 33.71, the open interest changed by -28 which decreased total open position to 572
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 858.25, which was 44.549999999999955 higher than the previous day. The implied volatity was 26.21, the open interest changed by -3 which decreased total open position to 602
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 812.2, which was 178.80000000000007 higher than the previous day. The implied volatity was 28.42, the open interest changed by -30 which decreased total open position to 605
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 639.85, which was -74.75 lower than the previous day. The implied volatity was 32.31, the open interest changed by -15 which decreased total open position to 636
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 720, which was 105.75 higher than the previous day. The implied volatity was 32.19, the open interest changed by -8 which decreased total open position to 654
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 606.9, which was -135.45 lower than the previous day. The implied volatity was 30.84, the open interest changed by -28 which decreased total open position to 664
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 736.6, which was 389.9 higher than the previous day. The implied volatity was 29.34, the open interest changed by -378 which decreased total open position to 699
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 335, which was -41.9 lower than the previous day. The implied volatity was 33.47, the open interest changed by 236 which increased total open position to 1056
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 382.85, which was 121.6 higher than the previous day. The implied volatity was 34.04, the open interest changed by -97 which decreased total open position to 821
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 253.2, which was -53.4 lower than the previous day. The implied volatity was 34.35, the open interest changed by 86 which increased total open position to 917
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 307.9, which was -29.1 lower than the previous day. The implied volatity was 33.85, the open interest changed by 275 which increased total open position to 831
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 (4d) 11000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.01
Theta: -3.04
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 7 | -0.2999999999999998 | 45.31 | 175 | -43 | 582 |
| 23 Apr | 12167.00 | 7.85 | -0.15000000000000036 | 44.8 | 587 | 188 | 627 |
| 22 Apr | 12193.00 | 8.25 | -4.9 | 40.88 | 274 | -7 | 440 |
| 21 Apr | 12039.00 | 13.65 | -10.1 | 38.77 | 325 | -35 | 444 |
| 20 Apr | 11917.00 | 26.9 | -3.950000000000003 | 37.68 | 453 | -26 | 524 |
| 17 Apr | 11886.00 | 29.5 | -16.700000000000003 | 34.02 | 594 | 36 | 550 |
| 16 Apr | 11826.00 | 48 | -9.75 | 34.24 | 290 | 21 | 521 |
| 15 Apr | 11785.00 | 61 | -64.05 | 35.15 | 731 | 36 | 500 |
| 13 Apr | 11502.00 | 121.45 | 17.150000000000006 | 34.85 | 664 | -46 | 467 |
| 10 Apr | 11589.00 | 104.65 | -52.099999999999994 | 31.8 | 846 | 53 | 510 |
| 9 Apr | 11448.00 | 162 | 42.1 | 34.34 | 759 | -101 | 455 |
| 8 Apr | 11603.00 | 123.2 | -272 | 34.08 | 2,327 | -58 | 556 |
| 7 Apr | 10936.00 | 416.35 | 36.55 | 38.4 | 140 | 1 | 613 |
| 6 Apr | 10955.00 | 378.3 | -202.15 | 36.89 | 247 | 42 | 620 |
| 2 Apr | 10620.00 | 590 | 75 | 35.72 | 167 | 40 | 578 |
| 1 Apr | 10714.00 | 517.7 | -41.6 | 35.23 | 734 | 124 | 537 |
| 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 -0.03
Historical price for 11000 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 7, which was -0.2999999999999998 lower than the previous day. The implied volatity was 45.31, the open interest changed by -43 which decreased total open position to 582
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 7.85, which was -0.15000000000000036 lower than the previous day. The implied volatity was 44.8, the open interest changed by 188 which increased total open position to 627
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 8.25, which was -4.9 lower than the previous day. The implied volatity was 40.88, the open interest changed by -7 which decreased total open position to 440
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 13.65, which was -10.1 lower than the previous day. The implied volatity was 38.77, the open interest changed by -35 which decreased total open position to 444
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 26.9, which was -3.950000000000003 lower than the previous day. The implied volatity was 37.68, the open interest changed by -26 which decreased total open position to 524
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 29.5, which was -16.700000000000003 lower than the previous day. The implied volatity was 34.02, the open interest changed by 36 which increased total open position to 550
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 48, which was -9.75 lower than the previous day. The implied volatity was 34.24, the open interest changed by 21 which increased total open position to 521
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 61, which was -64.05 lower than the previous day. The implied volatity was 35.15, the open interest changed by 36 which increased total open position to 500
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 121.45, which was 17.150000000000006 higher than the previous day. The implied volatity was 34.85, the open interest changed by -46 which decreased total open position to 467
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 104.65, which was -52.099999999999994 lower than the previous day. The implied volatity was 31.8, the open interest changed by 53 which increased total open position to 510
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 162, which was 42.1 higher than the previous day. The implied volatity was 34.34, the open interest changed by -101 which decreased total open position to 455
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 123.2, which was -272 lower than the previous day. The implied volatity was 34.08, the open interest changed by -58 which decreased total open position to 556
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 416.35, which was 36.55 higher than the previous day. The implied volatity was 38.4, the open interest changed by 1 which increased total open position to 613
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 378.3, which was -202.15 lower than the previous day. The implied volatity was 36.89, the open interest changed by 42 which increased total open position to 620
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 590, which was 75 higher than the previous day. The implied volatity was 35.72, the open interest changed by 40 which increased total open position to 578
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 517.7, which was -41.6 lower than the previous day. The implied volatity was 35.23, the open interest changed by 124 which increased total open position to 537
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
