ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 11200 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.02
Theta: -9.68
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 12077.00 | 860.55 | -21.5 | 45.78 | 14 | -12 | 101 | |||||||||
| 23 Apr | 12167.00 | 882.05 | -52.90000000000009 | 38.2 | 6 | 0 | 114 | |||||||||
| 22 Apr | 12193.00 | 934.95 | 216.6500000000001 | 37.16 | 6 | 0 | 114 | |||||||||
| 21 Apr | 12039.00 | 713.4 | -4.899999999999977 | - | 0 | 0 | 114 | |||||||||
| 20 Apr | 11917.00 | 713.4 | -4.899999999999977 | - | 0 | 0 | 114 | |||||||||
| 17 Apr | 11886.00 | 713.4 | 64.5 | 23.52 | 12 | -9 | 114 | |||||||||
| 16 Apr | 11826.00 | 648.9 | -0.05000000000006821 | 25.64 | 1 | 0 | 124 | |||||||||
| 15 Apr | 11785.00 | 648.95 | 164.75000000000006 | 28.63 | 40 | -7 | 124 | |||||||||
| 13 Apr | 11502.00 | 478.95 | -1 | 30.47 | 165 | -54 | 132 | |||||||||
| 10 Apr | 11589.00 | 479.9 | -0.05000000000001137 | - | 0 | 0 | 186 | |||||||||
| 9 Apr | 11448.00 | 479.9 | -112.35 | 31.49 | 16 | -4 | 188 | |||||||||
| 8 Apr | 11603.00 | 599.6 | 345.65 | 30.68 | 183 | -16 | 192 | |||||||||
| 7 Apr | 10936.00 | 247.1 | -35.95 | 33.16 | 228 | 7 | 208 | |||||||||
| 6 Apr | 10955.00 | 283 | 95.15 | 33.17 | 502 | -33 | 203 | |||||||||
| 2 Apr | 10620.00 | 184 | -45.8 | 33.77 | 368 | 13 | 235 | |||||||||
| 1 Apr | 10714.00 | 230 | -29.1 | 33.4 | 641 | 88 | 223 | |||||||||
| 30 Mar | 10745.00 | 262.2 | -116.6 | 32.38 | 202 | 44 | 135 | |||||||||
| 27 Mar | 11049.00 | 388 | -69.25 | 29.68 | 193 | 37 | 92 | |||||||||
| 25 Mar | 11204.00 | 461.2 | 182.25 | 30.01 | 243 | 14 | 55 | |||||||||
| 24 Mar | 10764.00 | 278.95 | 128.65 | 31.25 | 29 | 18 | 39 | |||||||||
| 23 Mar | 10362.00 | 150.3 | -155.2 | 31.36 | 28 | 7 | 20 | |||||||||
| 20 Mar | 10934.00 | 305.5 | -9.05 | 26.51 | 8 | 7 | 14 | |||||||||
| 19 Mar | 10814.00 | 314.55 | -128.6 | 28.93 | 7 | 4 | 8 | |||||||||
| 18 Mar | 11247.00 | 429.3 | -1221.9 | 23.42 | 10 | 7 | 7 | |||||||||
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| 17 Mar | 11116.00 | 1651.2 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 16 Mar | 11099.00 | 1651.2 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 13 Mar | 10616.00 | 1651.2 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 12 Mar | 11089.00 | 1651.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 1651.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 11654.00 | 1651.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 11378.00 | 1651.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 11987.00 | 1651.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 1651.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11200 expiring on 28APR2026
Delta for 11200 CE is 0.93
Historical price for 11200 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 860.55, which was -21.5 lower than the previous day. The implied volatity was 45.78, the open interest changed by -12 which decreased total open position to 101
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 882.05, which was -52.90000000000009 lower than the previous day. The implied volatity was 38.2, the open interest changed by 0 which decreased total open position to 114
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 934.95, which was 216.6500000000001 higher than the previous day. The implied volatity was 37.16, the open interest changed by 0 which decreased total open position to 114
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 713.4, which was -4.899999999999977 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 713.4, which was -4.899999999999977 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 713.4, which was 64.5 higher than the previous day. The implied volatity was 23.52, the open interest changed by -9 which decreased total open position to 114
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 648.9, which was -0.05000000000006821 lower than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 124
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 648.95, which was 164.75000000000006 higher than the previous day. The implied volatity was 28.63, the open interest changed by -7 which decreased total open position to 124
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 478.95, which was -1 lower than the previous day. The implied volatity was 30.47, the open interest changed by -54 which decreased total open position to 132
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 479.9, which was -0.05000000000001137 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 186
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 479.9, which was -112.35 lower than the previous day. The implied volatity was 31.49, the open interest changed by -4 which decreased total open position to 188
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 599.6, which was 345.65 higher than the previous day. The implied volatity was 30.68, the open interest changed by -16 which decreased total open position to 192
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 247.1, which was -35.95 lower than the previous day. The implied volatity was 33.16, the open interest changed by 7 which increased total open position to 208
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 283, which was 95.15 higher than the previous day. The implied volatity was 33.17, the open interest changed by -33 which decreased total open position to 203
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 184, which was -45.8 lower than the previous day. The implied volatity was 33.77, the open interest changed by 13 which increased total open position to 235
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 230, which was -29.1 lower than the previous day. The implied volatity was 33.4, the open interest changed by 88 which increased total open position to 223
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 262.2, which was -116.6 lower than the previous day. The implied volatity was 32.38, the open interest changed by 44 which increased total open position to 135
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 388, which was -69.25 lower than the previous day. The implied volatity was 29.68, the open interest changed by 37 which increased total open position to 92
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 461.2, which was 182.25 higher than the previous day. The implied volatity was 30.01, the open interest changed by 14 which increased total open position to 55
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 278.95, which was 128.65 higher than the previous day. The implied volatity was 31.25, the open interest changed by 18 which increased total open position to 39
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 150.3, which was -155.2 lower than the previous day. The implied volatity was 31.36, the open interest changed by 7 which increased total open position to 20
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 305.5, which was -9.05 lower than the previous day. The implied volatity was 26.51, the open interest changed by 7 which increased total open position to 14
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 314.55, which was -128.6 lower than the previous day. The implied volatity was 28.93, the open interest changed by 4 which increased total open position to 8
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 429.3, which was -1221.9 lower than the previous day. The implied volatity was 23.42, the open interest changed by 7 which increased total open position to 7
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 1651.2, which was 0 lower than the previous day. The implied volatity was 0.14, 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 1651.2, which was 0 lower than the previous day. The implied volatity was 0.06, 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 1651.2, which was 0 lower than the previous day. The implied volatity was 2.03, 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 1651.2, 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 1651.2, 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 1651.2, 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 1651.2, 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 1651.2, 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 1651.2, 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) 11200 PE | |||||||
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Delta: -0.04
Vega: 0.01
Theta: -3.89
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 9.3 | -1.549999999999999 | 40.55 | 50 | 23 | 186 |
| 23 Apr | 12167.00 | 10.85 | 0.6500000000000004 | 39.07 | 119 | -17 | 167 |
| 22 Apr | 12193.00 | 10.1 | -7.85 | 37.65 | 164 | 2 | 188 |
| 21 Apr | 12039.00 | 17.95 | -20.349999999999998 | 35.22 | 215 | -53 | 184 |
| 20 Apr | 11917.00 | 43 | -4.299999999999997 | 36.18 | 311 | 32 | 238 |
| 17 Apr | 11886.00 | 47.6 | -20.749999999999993 | 32.12 | 107 | -34 | 207 |
| 16 Apr | 11826.00 | 69.05 | -17.450000000000003 | 31.84 | 300 | 68 | 237 |
| 15 Apr | 11785.00 | 92.05 | -88.35000000000001 | 33.61 | 522 | -7 | 172 |
| 13 Apr | 11502.00 | 176.25 | 29.25 | 34.07 | 391 | -2 | 178 |
| 10 Apr | 11589.00 | 147.55 | -69.29999999999998 | 31.47 | 195 | 35 | 180 |
| 9 Apr | 11448.00 | 216 | 46.75 | 32.75 | 240 | -37 | 142 |
| 8 Apr | 11603.00 | 169.4 | -374.5 | 32.96 | 874 | 113 | 183 |
| 7 Apr | 10936.00 | 543.9 | 60.95 | 39.81 | 2 | 1 | 71 |
| 6 Apr | 10955.00 | 488 | -231.1 | 37.05 | 14 | -1 | 70 |
| 2 Apr | 10620.00 | 721.15 | 88.85 | 35.42 | 23 | 9 | 70 |
| 1 Apr | 10714.00 | 632.2 | -41.55 | 34.29 | 8 | 6 | 60 |
| 30 Mar | 10745.00 | 670.3 | 173.95 | 40.55 | 23 | 5 | 55 |
| 27 Mar | 11049.00 | 499 | 102.95 | 37.99 | 68 | 17 | 50 |
| 25 Mar | 11204.00 | 398.35 | 279.15 | 33.05 | 36 | 28 | 32 |
| 24 Mar | 10764.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 23 Mar | 10362.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 20 Mar | 10934.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 19 Mar | 10814.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 18 Mar | 11247.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 17 Mar | 11116.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 16 Mar | 11099.00 | 119.2 | 28.5 | - | 0 | 0 | 0 |
| 13 Mar | 10616.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 12 Mar | 11089.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 11 Mar | 11462.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 10 Mar | 11654.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 9 Mar | 11378.00 | 119.2 | 28.5 | - | 0 | 0 | 4 |
| 6 Mar | 11987.00 | 119.2 | 28.5 | - | 0 | 4 | 0 |
| 5 Mar | 12288.00 | 119.2 | 28.5 | 28.78 | 4 | 0 | 0 |
For Ultratech Cement Limited - strike price 11200 expiring on 28APR2026
Delta for 11200 PE is -0.04
Historical price for 11200 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 9.3, which was -1.549999999999999 lower than the previous day. The implied volatity was 40.55, the open interest changed by 23 which increased total open position to 186
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 10.85, which was 0.6500000000000004 higher than the previous day. The implied volatity was 39.07, the open interest changed by -17 which decreased total open position to 167
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 10.1, which was -7.85 lower than the previous day. The implied volatity was 37.65, the open interest changed by 2 which increased total open position to 188
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 17.95, which was -20.349999999999998 lower than the previous day. The implied volatity was 35.22, the open interest changed by -53 which decreased total open position to 184
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 43, which was -4.299999999999997 lower than the previous day. The implied volatity was 36.18, the open interest changed by 32 which increased total open position to 238
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 47.6, which was -20.749999999999993 lower than the previous day. The implied volatity was 32.12, the open interest changed by -34 which decreased total open position to 207
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 69.05, which was -17.450000000000003 lower than the previous day. The implied volatity was 31.84, the open interest changed by 68 which increased total open position to 237
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 92.05, which was -88.35000000000001 lower than the previous day. The implied volatity was 33.61, the open interest changed by -7 which decreased total open position to 172
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 176.25, which was 29.25 higher than the previous day. The implied volatity was 34.07, the open interest changed by -2 which decreased total open position to 178
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 147.55, which was -69.29999999999998 lower than the previous day. The implied volatity was 31.47, the open interest changed by 35 which increased total open position to 180
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 216, which was 46.75 higher than the previous day. The implied volatity was 32.75, the open interest changed by -37 which decreased total open position to 142
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 169.4, which was -374.5 lower than the previous day. The implied volatity was 32.96, the open interest changed by 113 which increased total open position to 183
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 543.9, which was 60.95 higher than the previous day. The implied volatity was 39.81, the open interest changed by 1 which increased total open position to 71
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 488, which was -231.1 lower than the previous day. The implied volatity was 37.05, the open interest changed by -1 which decreased total open position to 70
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 721.15, which was 88.85 higher than the previous day. The implied volatity was 35.42, the open interest changed by 9 which increased total open position to 70
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 632.2, which was -41.55 lower than the previous day. The implied volatity was 34.29, the open interest changed by 6 which increased total open position to 60
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 670.3, which was 173.95 higher than the previous day. The implied volatity was 40.55, the open interest changed by 5 which increased total open position to 55
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 499, which was 102.95 higher than the previous day. The implied volatity was 37.99, the open interest changed by 17 which increased total open position to 50
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 398.35, which was 279.15 higher than the previous day. The implied volatity was 33.05, the open interest changed by 28 which increased total open position to 32
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 119.2, which was 28.5 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 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 119.2, which was 28.5 higher than the previous day. The implied volatity was 28.78, the open interest changed by 0 which decreased total open position to 0
