ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 11100 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.01
Theta: -3.33
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 12077.00 | 1034.95 | 76.95000000000005 | 44.49 | 8 | -4 | 116 | |||||||||
| 23 Apr | 12167.00 | 958 | -117 | 48.23 | 2 | 0 | 121 | |||||||||
| 22 Apr | 12193.00 | 1075 | 155 | 39.96 | 3 | -2 | 122 | |||||||||
| 21 Apr | 12039.00 | 920 | 84.64999999999998 | 39.51 | 2 | 0 | 126 | |||||||||
| 20 Apr | 11917.00 | 827.25 | -2.75 | 36.92 | 27 | -16 | 128 | |||||||||
| 17 Apr | 11886.00 | 830 | 91.25 | 22.62 | 6 | -2 | 144 | |||||||||
| 16 Apr | 11826.00 | 723.75 | -15 | 28.01 | 0 | 0 | 146 | |||||||||
| 15 Apr | 11785.00 | 723.75 | 167.5 | 28.01 | 3 | -1 | 148 | |||||||||
| 13 Apr | 11502.00 | 556.85 | -87.39999999999998 | 31.77 | 48 | 13 | 148 | |||||||||
| 10 Apr | 11589.00 | 630.1 | -31.600000000000023 | 30.35 | 2 | 0 | 136 | |||||||||
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| 9 Apr | 11448.00 | 673.05 | 375.8 | - | 0 | -16 | 0 | |||||||||
| 8 Apr | 11603.00 | 673.05 | 375.8 | 30.91 | 156 | -17 | 135 | |||||||||
| 7 Apr | 10936.00 | 291.8 | -35.65 | 33.6 | 84 | 22 | 152 | |||||||||
| 6 Apr | 10955.00 | 327 | 105.15 | 33.26 | 211 | 10 | 130 | |||||||||
| 2 Apr | 10620.00 | 209.15 | -53.35 | 33.33 | 143 | 20 | 121 | |||||||||
| 1 Apr | 10714.00 | 263 | -29.35 | 33.27 | 274 | 45 | 103 | |||||||||
| 30 Mar | 10745.00 | 295.3 | -135.35 | 32 | 107 | -3 | 58 | |||||||||
| 27 Mar | 11049.00 | 429.55 | -76.2 | 29.05 | 83 | 46 | 60 | |||||||||
| 25 Mar | 11204.00 | 505.75 | 175.75 | 29.32 | 22 | 10 | 14 | |||||||||
| 24 Mar | 10764.00 | 330 | -1679.45 | 32.18 | 4 | 2 | 2 | |||||||||
| 23 Mar | 10362.00 | 2009.45 | 0 | 4.65 | 0 | 0 | 0 | |||||||||
| 20 Mar | 10934.00 | 2009.45 | 0 | 0.46 | 0 | 0 | 0 | |||||||||
| 19 Mar | 10814.00 | 2009.45 | 0 | 0.96 | 0 | 0 | 0 | |||||||||
| 18 Mar | 11247.00 | 2009.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 11116.00 | 2009.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 11099.00 | 2009.45 | 0 | 0.2 | 0 | 0 | 0 | |||||||||
| 13 Mar | 10616.00 | 2009.45 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 12 Mar | 11089.00 | 2009.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 2009.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 11654.00 | 2009.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 11378.00 | 2009.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 11987.00 | 2009.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 2009.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11100 expiring on 28APR2026
Delta for 11100 CE is 0.97
Historical price for 11100 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 1034.95, which was 76.95000000000005 higher than the previous day. The implied volatity was 44.49, the open interest changed by -4 which decreased total open position to 116
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 958, which was -117 lower than the previous day. The implied volatity was 48.23, the open interest changed by 0 which decreased total open position to 121
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 1075, which was 155 higher than the previous day. The implied volatity was 39.96, the open interest changed by -2 which decreased total open position to 122
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 920, which was 84.64999999999998 higher than the previous day. The implied volatity was 39.51, the open interest changed by 0 which decreased total open position to 126
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 827.25, which was -2.75 lower than the previous day. The implied volatity was 36.92, the open interest changed by -16 which decreased total open position to 128
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 830, which was 91.25 higher than the previous day. The implied volatity was 22.62, the open interest changed by -2 which decreased total open position to 144
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 723.75, which was -15 lower than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 146
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 723.75, which was 167.5 higher than the previous day. The implied volatity was 28.01, the open interest changed by -1 which decreased total open position to 148
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 556.85, which was -87.39999999999998 lower than the previous day. The implied volatity was 31.77, the open interest changed by 13 which increased total open position to 148
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 630.1, which was -31.600000000000023 lower than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 136
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 673.05, which was 375.8 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 0
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 673.05, which was 375.8 higher than the previous day. The implied volatity was 30.91, the open interest changed by -17 which decreased total open position to 135
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 291.8, which was -35.65 lower than the previous day. The implied volatity was 33.6, the open interest changed by 22 which increased total open position to 152
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 327, which was 105.15 higher than the previous day. The implied volatity was 33.26, the open interest changed by 10 which increased total open position to 130
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 209.15, which was -53.35 lower than the previous day. The implied volatity was 33.33, the open interest changed by 20 which increased total open position to 121
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 263, which was -29.35 lower than the previous day. The implied volatity was 33.27, the open interest changed by 45 which increased total open position to 103
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 295.3, which was -135.35 lower than the previous day. The implied volatity was 32, the open interest changed by -3 which decreased total open position to 58
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 429.55, which was -76.2 lower than the previous day. The implied volatity was 29.05, the open interest changed by 46 which increased total open position to 60
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 505.75, which was 175.75 higher than the previous day. The implied volatity was 29.32, the open interest changed by 10 which increased total open position to 14
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 330, which was -1679.45 lower than the previous day. The implied volatity was 32.18, the open interest changed by 2 which increased total open position to 2
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 2009.45, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 2009.45, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 2009.45, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 2009.45, 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 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 2009.45, 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 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 2009.45, which was 0 lower than the previous day. The implied volatity was 0.2, 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 2009.45, which was 0 lower than the previous day. The implied volatity was 1.41, 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 2009.45, 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 2009.45, 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 2009.45, 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 2009.45, 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 2009.45, 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 2009.45, 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) 11100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.01
Theta: -3.91
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 9 | 0.40000000000000036 | 43.94 | 15 | -1 | 145 |
| 23 Apr | 12167.00 | 10.1 | 1.25 | 44.43 | 27 | 1 | 146 |
| 22 Apr | 12193.00 | 8.85 | -7.4 | 40.26 | 76 | -28 | 145 |
| 21 Apr | 12039.00 | 16.25 | -14.399999999999999 | 37.12 | 43 | -15 | 172 |
| 20 Apr | 11917.00 | 33.35 | -4.399999999999999 | 36.69 | 148 | 4 | 188 |
| 17 Apr | 11886.00 | 38.15 | -16.950000000000003 | 33.15 | 79 | -27 | 184 |
| 16 Apr | 11826.00 | 55.65 | -14.000000000000007 | 33.82 | 226 | 52 | 211 |
| 15 Apr | 11785.00 | 75.15 | -75.15 | 34.34 | 199 | 3 | 157 |
| 13 Apr | 11502.00 | 148.55 | 23.60000000000001 | 34.6 | 186 | 19 | 154 |
| 10 Apr | 11589.00 | 123.95 | -60.249999999999986 | 31.64 | 74 | 8 | 136 |
| 9 Apr | 11448.00 | 187.9 | 45.05 | 33.62 | 174 | -17 | 129 |
| 8 Apr | 11603.00 | 141.95 | -307.35 | 33.2 | 317 | 30 | 145 |
| 7 Apr | 10936.00 | 459.15 | 32.05 | 37.26 | 46 | 32 | 113 |
| 6 Apr | 10955.00 | 430.7 | -203.85 | 36.93 | 5 | -2 | 82 |
| 2 Apr | 10620.00 | 655 | 166.7 | 35.68 | 29 | -1 | 84 |
| 1 Apr | 10714.00 | 488.3 | -110.3 | 27.19 | 85 | 6 | 82 |
| 30 Mar | 10745.00 | 598.6 | 155.2 | 39.58 | 45 | -14 | 76 |
| 27 Mar | 11049.00 | 446 | 87.1 | 37.78 | 127 | 28 | 89 |
| 25 Mar | 11204.00 | 357.8 | -317.35 | 33.47 | 99 | 52 | 60 |
| 24 Mar | 10764.00 | 675.15 | 236.6 | - | 0 | 0 | 8 |
| 23 Mar | 10362.00 | 675.15 | 236.6 | 16.56 | 1 | 0 | 8 |
| 20 Mar | 10934.00 | 438.55 | 173.2 | - | 0 | 1 | 0 |
| 19 Mar | 10814.00 | 438.55 | 173.2 | 25.71 | 1 | 0 | 7 |
| 18 Mar | 11247.00 | 265.35 | 158.25 | - | 0 | 0 | 0 |
| 17 Mar | 11116.00 | 265.35 | 158.25 | - | 0 | 0 | 7 |
| 16 Mar | 11099.00 | 265.35 | 158.25 | - | 0 | 0 | 0 |
| 13 Mar | 10616.00 | 265.35 | 158.25 | - | 0 | 0 | 0 |
| 12 Mar | 11089.00 | 265.35 | 158.25 | - | 0 | 2 | 0 |
| 11 Mar | 11462.00 | 265.35 | 158.25 | 29.36 | 2 | 0 | 5 |
| 10 Mar | 11654.00 | 107.1 | 84.5 | - | 0 | 0 | 5 |
| 9 Mar | 11378.00 | 107.1 | 84.5 | - | 0 | 0 | 0 |
| 6 Mar | 11987.00 | 107.1 | 84.5 | - | 0 | 0 | 5 |
| 5 Mar | 12288.00 | 107.1 | 84.5 | 29.45 | 5 | 4 | 4 |
For Ultratech Cement Limited - strike price 11100 expiring on 28APR2026
Delta for 11100 PE is -0.04
Historical price for 11100 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 9, which was 0.40000000000000036 higher than the previous day. The implied volatity was 43.94, the open interest changed by -1 which decreased total open position to 145
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 10.1, which was 1.25 higher than the previous day. The implied volatity was 44.43, the open interest changed by 1 which increased total open position to 146
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 8.85, which was -7.4 lower than the previous day. The implied volatity was 40.26, the open interest changed by -28 which decreased total open position to 145
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 16.25, which was -14.399999999999999 lower than the previous day. The implied volatity was 37.12, the open interest changed by -15 which decreased total open position to 172
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 33.35, which was -4.399999999999999 lower than the previous day. The implied volatity was 36.69, the open interest changed by 4 which increased total open position to 188
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 38.15, which was -16.950000000000003 lower than the previous day. The implied volatity was 33.15, the open interest changed by -27 which decreased total open position to 184
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 55.65, which was -14.000000000000007 lower than the previous day. The implied volatity was 33.82, the open interest changed by 52 which increased total open position to 211
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 75.15, which was -75.15 lower than the previous day. The implied volatity was 34.34, the open interest changed by 3 which increased total open position to 157
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 148.55, which was 23.60000000000001 higher than the previous day. The implied volatity was 34.6, the open interest changed by 19 which increased total open position to 154
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 123.95, which was -60.249999999999986 lower than the previous day. The implied volatity was 31.64, the open interest changed by 8 which increased total open position to 136
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 187.9, which was 45.05 higher than the previous day. The implied volatity was 33.62, the open interest changed by -17 which decreased total open position to 129
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 141.95, which was -307.35 lower than the previous day. The implied volatity was 33.2, the open interest changed by 30 which increased total open position to 145
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 459.15, which was 32.05 higher than the previous day. The implied volatity was 37.26, the open interest changed by 32 which increased total open position to 113
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 430.7, which was -203.85 lower than the previous day. The implied volatity was 36.93, the open interest changed by -2 which decreased total open position to 82
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 655, which was 166.7 higher than the previous day. The implied volatity was 35.68, the open interest changed by -1 which decreased total open position to 84
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 488.3, which was -110.3 lower than the previous day. The implied volatity was 27.19, the open interest changed by 6 which increased total open position to 82
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 598.6, which was 155.2 higher than the previous day. The implied volatity was 39.58, the open interest changed by -14 which decreased total open position to 76
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 446, which was 87.1 higher than the previous day. The implied volatity was 37.78, the open interest changed by 28 which increased total open position to 89
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 357.8, which was -317.35 lower than the previous day. The implied volatity was 33.47, the open interest changed by 52 which increased total open position to 60
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 675.15, which was 236.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 675.15, which was 236.6 higher than the previous day. The implied volatity was 16.56, the open interest changed by 0 which decreased total open position to 8
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 438.55, which was 173.2 higher 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 438.55, which was 173.2 higher than the previous day. The implied volatity was 25.71, 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 265.35, which was 158.25 higher than the previous day. The implied volatity was -, 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 265.35, which was 158.25 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 265.35, which was 158.25 higher 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 265.35, which was 158.25 higher than the previous day. The implied volatity was -, 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 265.35, which was 158.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 265.35, which was 158.25 higher than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 5
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 107.1, which was 84.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 107.1, which was 84.5 higher 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 107.1, which was 84.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 107.1, which was 84.5 higher than the previous day. The implied volatity was 29.45, the open interest changed by 4 which increased total open position to 4
