[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
11540 +12.00 (0.10%)
L: 11495 H: 11591

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Historical option data for ULTRACEMCO

17 Dec 2025 04:10 PM IST
ULTRACEMCO 30-DEC-2025 11200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 11540.00 410 -170 - 0 0 51
16 Dec 11528.00 410 -170 17.88 18 3 54
15 Dec 11728.00 580 5.8 19.35 10 -3 51
12 Dec 11723.00 574.15 209 - 43 -25 53
11 Dec 11472.00 366 109 16.35 86 28 74
10 Dec 11317.00 259 -90.3 14.81 30 10 44
9 Dec 11414.00 349.3 -75.7 15.83 12 0 33
8 Dec 11540.00 425 -76.95 12.28 2 0 31
5 Dec 11597.00 505.15 5.15 15.07 57 4 32
4 Dec 11608.00 500 -5.6 12.85 18 5 28
3 Dec 11591.00 505.6 -24.25 16.61 2 0 21
2 Dec 11666.00 529.85 -15 - 0 0 0
1 Dec 11662.00 529.85 -15 - 0 4 0
28 Nov 11600.00 529.85 -15 15.20 8 3 20
27 Nov 11617.00 544.85 -33.5 12.66 23 16 17
26 Nov 11759.00 578.35 -790.5 - 3 0 0
25 Nov 11580.00 1368.85 0 - 0 0 0
24 Nov 11584.00 1368.85 0 - 0 0 0
20 Nov 11753.00 1368.85 0 - 0 0 0
19 Nov 11666.00 1368.85 0 - 0 0 0
14 Oct 12070.00 0 0 - 0 0 0
13 Oct 12172.00 0 0 - 0 0 0
9 Oct 12192.00 0 0 - 0 0 0
8 Oct 11991.00 0 0 - 0 0 0
7 Oct 12184.00 0 0 - 0 0 0
6 Oct 12055.00 0 0 - 0 0 0
3 Oct 12019.00 0 0 - 0 0 0


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

Delta for 11200 CE is -

Historical price for 11200 CE is as follows

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 410, which was -170 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51


On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 410, which was -170 lower than the previous day. The implied volatity was 17.88, the open interest changed by 3 which increased total open position to 54


On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 580, which was 5.8 higher than the previous day. The implied volatity was 19.35, the open interest changed by -3 which decreased total open position to 51


On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 574.15, which was 209 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 53


On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 366, which was 109 higher than the previous day. The implied volatity was 16.35, the open interest changed by 28 which increased total open position to 74


On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 259, which was -90.3 lower than the previous day. The implied volatity was 14.81, the open interest changed by 10 which increased total open position to 44


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: -0.14
Vega: 4.80
Theta: -2.53
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 11540.00 24.95 -2.95 16.13 405 -20 1,506
16 Dec 11528.00 29 18.4 16.40 594 110 1,528
15 Dec 11728.00 10.8 -3.7 16.00 907 381 1,429
12 Dec 11723.00 14.5 -28.8 16.24 1,919 59 1,049
11 Dec 11472.00 44.15 -47.65 14.68 727 -30 991
10 Dec 11317.00 88.25 28.65 15.38 1,053 81 1,022
9 Dec 11414.00 59 11 15.13 332 -16 942
8 Dec 11540.00 49.85 18.6 16.80 168 34 961
5 Dec 11597.00 30.95 -2.45 14.66 264 -11 927
4 Dec 11608.00 34.45 -9.95 15.05 215 -1 938
3 Dec 11591.00 43.95 7.55 15.49 172 15 945
2 Dec 11666.00 34.6 -1.2 16.06 241 6 930
1 Dec 11662.00 35.3 -11.55 21.95 1,073 409 926
28 Nov 11600.00 45.6 -2.8 15.02 520 205 519
27 Nov 11617.00 46.95 13.6 15.68 273 138 314
26 Nov 11759.00 32.35 -36.05 16.19 222 76 177
25 Nov 11580.00 72.5 -2 16.77 156 90 101
24 Nov 11584.00 72.75 -104.5 16.75 17 9 9
20 Nov 11753.00 177.25 0 4.38 0 0 0
19 Nov 11666.00 177.25 0 3.80 0 0 0
14 Oct 12070.00 0 0 - 0 0 0
13 Oct 12172.00 0 0 - 0 0 0
9 Oct 12192.00 0 0 - 0 0 0
8 Oct 11991.00 0 0 - 0 0 0
7 Oct 12184.00 0 0 - 0 0 0
6 Oct 12055.00 0 0 - 0 0 0
3 Oct 12019.00 0 0 4.46 0 0 0


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

Delta for 11200 PE is -0.14

Historical price for 11200 PE is as follows

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 24.95, which was -2.95 lower than the previous day. The implied volatity was 16.13, the open interest changed by -20 which decreased total open position to 1506


On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 29, which was 18.4 higher than the previous day. The implied volatity was 16.40, the open interest changed by 110 which increased total open position to 1528


On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 10.8, which was -3.7 lower than the previous day. The implied volatity was 16.00, the open interest changed by 381 which increased total open position to 1429


On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 14.5, which was -28.8 lower than the previous day. The implied volatity was 16.24, the open interest changed by 59 which increased total open position to 1049


On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 44.15, which was -47.65 lower than the previous day. The implied volatity was 14.68, the open interest changed by -30 which decreased total open position to 991


On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 88.25, which was 28.65 higher than the previous day. The implied volatity was 15.38, the open interest changed by 81 which increased total open position to 1022


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 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 4.46, the open interest changed by 0 which decreased total open position to 0