ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
17 Dec 2025 04:10 PM IST
| ULTRACEMCO 30-DEC-2025 11100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 11540.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 11528.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 11728.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 11723.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 11472.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Dec | 11317.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 11414.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 11540.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 11597.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 11608.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 11591.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 11666.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 11662.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 11600.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 11617.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 11759.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 11580.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 11584.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 11753.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 11666.00 | 1094.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11100 expiring on 30DEC2025
Delta for 11100 CE is -
Historical price for 11100 CE is as follows
On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 1094.4, 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 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 1094.4, 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 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 1094.4, 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 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 1094.4, 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 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 1094.4, 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 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 1094.4, 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 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 1094.4, 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 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 1094.4, 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 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 1094.4, 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 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 1094.4, 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 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 1094.4, 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 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 1094.4, 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 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 1094.4, 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 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 1094.4, 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 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 1094.4, 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 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 1094.4, 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 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 1094.4, 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 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 1094.4, 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 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 1094.4, 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 1094.4, 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 11100 PE | |||||||
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Delta: -0.09
Vega: 3.52
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 11540.00 | 15.2 | -1.75 | 16.62 | 355 | 66 | 846 |
| 16 Dec | 11528.00 | 16.45 | 9.5 | 16.41 | 457 | 128 | 780 |
| 15 Dec | 11728.00 | 6.85 | -2.8 | 16.64 | 378 | -107 | 653 |
| 12 Dec | 11723.00 | 9.6 | -19.55 | 16.80 | 1,754 | 617 | 761 |
| 11 Dec | 11472.00 | 30.3 | -33.35 | 15.31 | 359 | 14 | 140 |
| 10 Dec | 11317.00 | 63 | 23.5 | 15.93 | 153 | 49 | 124 |
| 9 Dec | 11414.00 | 40.6 | -106.35 | 15.52 | 112 | 75 | 75 |
| 8 Dec | 11540.00 | 146.95 | 0 | 4.44 | 0 | 0 | 0 |
| 5 Dec | 11597.00 | 146.95 | 0 | 4.68 | 0 | 0 | 0 |
| 4 Dec | 11608.00 | 146.95 | 0 | 4.66 | 0 | 0 | 0 |
| 3 Dec | 11591.00 | 146.95 | 0 | 4.38 | 0 | 0 | 0 |
| 2 Dec | 11666.00 | 146.95 | 0 | 5.06 | 0 | 0 | 0 |
| 1 Dec | 11662.00 | 146.95 | 0 | 7.26 | 0 | 0 | 0 |
| 28 Nov | 11600.00 | 146.95 | 0 | 4.43 | 0 | 0 | 0 |
| 27 Nov | 11617.00 | 146.95 | 0 | 4.44 | 0 | 0 | 0 |
| 26 Nov | 11759.00 | 146.95 | 0 | 5.35 | 0 | 0 | 0 |
| 25 Nov | 11580.00 | 146.95 | 0 | 3.93 | 0 | 0 | 0 |
| 24 Nov | 11584.00 | 146.95 | 0 | 3.94 | 0 | 0 | 0 |
| 20 Nov | 11753.00 | 146.95 | 0 | 5.00 | 0 | 0 | 0 |
| 19 Nov | 11666.00 | 146.95 | 0 | 4.52 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11100 expiring on 30DEC2025
Delta for 11100 PE is -0.09
Historical price for 11100 PE is as follows
On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 15.2, which was -1.75 lower than the previous day. The implied volatity was 16.62, the open interest changed by 66 which increased total open position to 846
On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 16.45, which was 9.5 higher than the previous day. The implied volatity was 16.41, the open interest changed by 128 which increased total open position to 780
On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 6.85, which was -2.8 lower than the previous day. The implied volatity was 16.64, the open interest changed by -107 which decreased total open position to 653
On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 9.6, which was -19.55 lower than the previous day. The implied volatity was 16.80, the open interest changed by 617 which increased total open position to 761
On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 30.3, which was -33.35 lower than the previous day. The implied volatity was 15.31, the open interest changed by 14 which increased total open position to 140
On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 63, which was 23.5 higher than the previous day. The implied volatity was 15.93, the open interest changed by 49 which increased total open position to 124
On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 40.6, which was -106.35 lower than the previous day. The implied volatity was 15.52, the open interest changed by 75 which increased total open position to 75
On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 146.95, which was 0 lower than the previous day. The implied volatity was 3.94, 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 146.95, which was 0 lower than the previous day. The implied volatity was 5.00, 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 146.95, which was 0 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0































































































































































































































