ULTRACEMCO

Ultratech Cement Limited

11414 -126.00 (-1.09%)

L: 11379 H: 11525

Back to Option Chain

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 11200 CE
Delta: 0.75 Vega: 8.66 Theta: -5.52 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	349.3 ₹ 17,465	-75.7 -3785.00	15.83	12 600	0 0	33 1,650
8 Dec	11540.00	425 ₹ 21,250	-76.95 -3847.50	12.28	2 100	0 0	31 1,550
5 Dec	11597.00	505.15 ₹ 25,257.5	5.15 257.50	15.07	57 2,850	4 200	32 1,600
4 Dec	11608.00	500 ₹ 25,000	-5.6 -280.00	12.85	18 900	5 250	28 1,400
3 Dec	11591.00	505.6 ₹ 25,280	-24.25 -1212.50	16.61	2 100	0 0	21 1,050
2 Dec	11666.00	529.85 ₹ 26,492.5	-15 -750.00	-	0 0	0 0	0 0
1 Dec	11662.00	529.85 ₹ 26,492.5	-15 -750.00	-	0 0	4 200	0 0
28 Nov	11600.00	529.85 ₹ 26,492.5	-15 -750.00	15.20	8 400	3 150	20 1,000
27 Nov	11617.00	544.85 ₹ 27,242.5	-33.5 -1675.00	12.66	23 1,150	16 800	17 850
26 Nov	11759.00	578.35 ₹ 28,917.5	-790.5 -39525.00	-	3 150	0 0	0 0
25 Nov	11580.00	1368.85 ₹ 68,442.5	0 0.00	-	0 0	0 0	0 0
24 Nov	11584.00	1368.85 ₹ 68,442.5	0 0.00	-	0 0	0 0	0 0
20 Nov	11753.00	1368.85 ₹ 68,442.5	0 0.00	-	0 0	0 0	0 0
19 Nov	11666.00	1368.85 ₹ 68,442.5	0 0.00	-	0 0	0 0	0 0
14 Oct	12070.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Oct	12172.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	12192.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Oct	11991.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	12184.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

6 Oct	12055.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	12019.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11200 expiring on 30DEC2025

Delta for 11200 CE is 0.75

Historical price for 11200 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 349.3, which was -75.7 lower than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 33

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 425, which was -76.95 lower than the previous day. The implied volatity was 12.28, the open interest changed by 0 which decreased total open position to 31

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 505.15, which was 5.15 higher than the previous day. The implied volatity was 15.07, the open interest changed by 4 which increased total open position to 32

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 500, which was -5.6 lower than the previous day. The implied volatity was 12.85, the open interest changed by 5 which increased total open position to 28

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 505.6, which was -24.25 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 21

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 529.85, which was -15 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 529.85, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 529.85, which was -15 lower than the previous day. The implied volatity was 15.20, the open interest changed by 3 which increased total open position to 20

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 544.85, which was -33.5 lower than the previous day. The implied volatity was 12.66, the open interest changed by 16 which increased total open position to 17

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 578.35, which was -790.5 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 1368.85, 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 1368.85, 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 1368.85, 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 1368.85, 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 14 Oct ULTRACEMCO was trading at 12070.00. 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

On 13 Oct ULTRACEMCO was trading at 12172.00. 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

On 9 Oct ULTRACEMCO was trading at 12192.00. 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

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

On 7 Oct ULTRACEMCO was trading at 12184.00. 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

On 6 Oct ULTRACEMCO was trading at 12055.00. 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

On 3 Oct ULTRACEMCO was trading at 12019.00. 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 11200 PE
Delta: -0.24 Vega: 8.48 Theta: -2.29 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	59 ₹ 2,950	11 550.00	15.13	332 16,600	-16 -800	942 47,100
8 Dec	11540.00	49.85 ₹ 2,492.5	18.6 930.00	16.80	168 8,400	34 1,700	961 48,050
5 Dec	11597.00	30.95 ₹ 1,547.5	-2.45 -122.50	14.66	264 13,200	-11 -550	927 46,350
4 Dec	11608.00	34.45 ₹ 1,722.5	-9.95 -497.50	15.05	215 10,750	-1 -50	938 46,900
3 Dec	11591.00	43.95 ₹ 2,197.5	7.55 377.50	15.49	172 8,600	15 750	945 47,250
2 Dec	11666.00	34.6 ₹ 1,730	-1.2 -60.00	16.06	241 12,050	6 300	930 46,500
1 Dec	11662.00	35.3 ₹ 1,765	-11.55 -577.50	21.95	1,073 53,650	409 20,450	926 46,300
28 Nov	11600.00	45.6 ₹ 2,280	-2.8 -140.00	15.02	520 26,000	205 10,250	519 25,950
27 Nov	11617.00	46.95 ₹ 2,347.5	13.6 680.00	15.68	273 13,650	138 6,900	314 15,700
26 Nov	11759.00	32.35 ₹ 1,617.5	-36.05 -1802.50	16.19	222 11,100	76 3,800	177 8,850
25 Nov	11580.00	72.5 ₹ 3,625	-2 -100.00	16.77	156 7,800	90 4,500	101 5,050
24 Nov	11584.00	72.75 ₹ 3,637.5	-104.5 -5225.00	16.75	17 850	9 450	9 450
20 Nov	11753.00	177.25 ₹ 8,862.5	0 0.00	4.38	0 0	0 0	0 0
19 Nov	11666.00	177.25 ₹ 8,862.5	0 0.00	3.80	0 0	0 0	0 0
14 Oct	12070.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Oct	12172.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	12192.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Oct	11991.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	12184.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	12055.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	12019.00	0 ₹ 0	0 0.00	4.46	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11200 expiring on 30DEC2025

Delta for 11200 PE is -0.24

Historical price for 11200 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 59, which was 11 higher than the previous day. The implied volatity was 15.13, the open interest changed by -16 which decreased total open position to 942

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 49.85, which was 18.6 higher than the previous day. The implied volatity was 16.80, the open interest changed by 34 which increased total open position to 961

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 30.95, which was -2.45 lower than the previous day. The implied volatity was 14.66, the open interest changed by -11 which decreased total open position to 927

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 34.45, which was -9.95 lower than the previous day. The implied volatity was 15.05, the open interest changed by -1 which decreased total open position to 938

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 43.95, which was 7.55 higher than the previous day. The implied volatity was 15.49, the open interest changed by 15 which increased total open position to 945

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 34.6, which was -1.2 lower than the previous day. The implied volatity was 16.06, the open interest changed by 6 which increased total open position to 930

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 35.3, which was -11.55 lower than the previous day. The implied volatity was 21.95, the open interest changed by 409 which increased total open position to 926

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 45.6, which was -2.8 lower than the previous day. The implied volatity was 15.02, the open interest changed by 205 which increased total open position to 519

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 46.95, which was 13.6 higher than the previous day. The implied volatity was 15.68, the open interest changed by 138 which increased total open position to 314

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 32.35, which was -36.05 lower than the previous day. The implied volatity was 16.19, the open interest changed by 76 which increased total open position to 177

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 72.5, which was -2 lower than the previous day. The implied volatity was 16.77, the open interest changed by 90 which increased total open position to 101

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 72.75, which was -104.5 lower than the previous day. The implied volatity was 16.75, the open interest changed by 9 which increased total open position to 9

On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 177.25, 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 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 177.25, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0

On 3 Oct ULTRACEMCO was trading at 12019.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0

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