Historical option data for ULTRACEMCO
08 Jun 2026 11:41 AM IST
| ULTRACEMCO 30-Jun-2026 (22d) 11200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.1
Theta: -5.91
Gamma: 0.00053
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 10820.00 | 135 | -41 (-23.30%) | 24.95 | 515 | 32 | 869 | |||||||||
| 5 Jun | 10912.00 | 171.6 | -49.4 (-22.35%) | 23.7 | 1,711 | 170 | 838 | |||||||||
| 4 Jun | 10997.00 | 222.7 | -58.3 (-20.75%) | 24.77 | 1,934 | 240 | 687 | |||||||||
| 3 Jun | 11101.00 | 262.8 | -38.2 (-12.69%) | 24.94 | 1,273 | 224 | 446 | |||||||||
| 2 Jun | 11165.00 | 310 | -40 (-11.43%) | 24.15 | 1,088 | 196 | 231 | |||||||||
| 1 Jun | 11232.00 | 350 | -120 (-25.53%) | 23.86 | 73 | 31 | 35 | |||||||||
| 29 May | 11482.00 | 469.8 | -0.2 (-0.04%) | - | 15 | 0 | 4 | |||||||||
| 27 May | 11689.00 | 469.8 | -0.2 (-0.04%) | - | 15 | 0 | 4 | |||||||||
| 26 May | 11623.00 | 469.8 | -0.2 (-0.04%) | - | 15 | 0 | 4 | |||||||||
| 25 May | 11726.00 | 469.8 | -0.2 (-0.04%) | - | 15 | 0 | 4 | |||||||||
| 22 May | 11569.00 | 469.8 | -0.2 (-0.04%) | - | 15 | 0 | 4 | |||||||||
| 21 May | 11474.00 | 469.8 | -0.2 (-0.04%) | 19.62 | 15 | 0 | 4 | |||||||||
| 20 May | 11409.00 | 469.8 | -44.2 (-8.60%) | 19.62 | 15 | 4 | 4 | |||||||||
| 18 May | 11561.00 | 0 | -513.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 11487.00 | 0 | -513.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 11692.00 | 0 | -513.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 11573.00 | 0 | -513.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 11516.00 | 0 | -513.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 11866.00 | 0 | -513.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 11950.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 12146.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 12093.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 11963.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 11758.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 11586.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 11589.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 11589.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 11448.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 11603.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 10936.00 | 0 | 0 (0.00%) | 0.12 | 0 | 0 | 0 | |||||||||
| 6 Apr | 10955.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 10620.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11200 expiring on 30JUN2026
Delta for 11200 CE is 0.32
Historical price for 11200 CE is as follows
On 8 Jun ULTRACEMCO was trading at 10820.00. The strike last trading price was 135, which was -41 lower than the previous day. The implied volatity was 24.95, the open interest changed by 32 which increased total open position to 869
On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 171.6, which was -49.4 lower than the previous day. The implied volatity was 23.7, the open interest changed by 170 which increased total open position to 838
On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 222.7, which was -58.3 lower than the previous day. The implied volatity was 24.77, the open interest changed by 240 which increased total open position to 687
On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 262.8, which was -38.2 lower than the previous day. The implied volatity was 24.94, the open interest changed by 224 which increased total open position to 446
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 310, which was -40 lower than the previous day. The implied volatity was 24.15, the open interest changed by 196 which increased total open position to 231
On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 350, which was -120 lower than the previous day. The implied volatity was 23.86, the open interest changed by 31 which increased total open position to 35
On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 469.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 469.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 469.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 469.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 469.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 469.8, which was -0.2 lower than the previous day. The implied volatity was 19.62, the open interest changed by 0 which decreased total open position to 4
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 469.8, which was -44.2 lower than the previous day. The implied volatity was 19.62, the open interest changed by 4 which increased total open position to 4
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 0, which was -513.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 0, which was -513.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 0, which was -513.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 0, which was -513.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 0, which was -513.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 0, which was -513.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ULTRACEMCO was trading at 11950.00. 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 May ULTRACEMCO was trading at 12146.00. 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 May ULTRACEMCO was trading at 12093.00. 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 5 May ULTRACEMCO was trading at 11963.00. 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 4 May ULTRACEMCO was trading at 11758.00. 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 30 Apr ULTRACEMCO was trading at 11586.00. 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 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ULTRACEMCO was trading at 11589.00. 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 Apr ULTRACEMCO was trading at 11448.00. 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 Apr ULTRACEMCO was trading at 11603.00. 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 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 6 Apr ULTRACEMCO was trading at 10955.00. 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 2 Apr ULTRACEMCO was trading at 10620.00. 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 30-Jun-2026 (22d) 11200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.09
Theta: -2.89
Gamma: 0.00062
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 10820.00 | 431.8 | 63.6 (17.27%) | 20.18 | 34 | 3 | 374 |
| 5 Jun | 10912.00 | 375.8 | 52.75 (16.33%) | 19.33 | 193 | 11 | 371 |
| 4 Jun | 10997.00 | 321.7 | 54.6 (20.44%) | 19.81 | 422 | 77 | 359 |
| 3 Jun | 11101.00 | 274.85 | 50.95 (22.76%) | 18.86 | 441 | 3 | 281 |
| 2 Jun | 11165.00 | 215.8 | 2.55 (1.20%) | 18.25 | 468 | 53 | 277 |
| 1 Jun | 11232.00 | 208 | 80.25 (62.82%) | 19.83 | 239 | 35 | 224 |
| 29 May | 11482.00 | 126.1 | 30.75 (32.25%) | 21.77 | 370 | 112 | 189 |
| 27 May | 11689.00 | 90 | -38 (-29.69%) | 20.86 | 90 | 32 | 77 |
| 26 May | 11623.00 | 128 | 13.5 (11.79%) | 22.08 | 42 | 8 | 44 |
| 25 May | 11726.00 | 115.35 | -59.7 (-34.10%) | 23.01 | 42 | 23 | 34 |
| 22 May | 11569.00 | 172.95 | -72.05 (-29.41%) | 23.4 | 17 | 6 | 10 |
| 21 May | 11474.00 | 245 | 245 (-68.11%) | 24.71 | 6 | 0 | 4 |
| 20 May | 11409.00 | 245 | -523.15 (-68.11%) | 24.71 | 6 | 3 | 3 |
| 18 May | 11561.00 | 0 | -768 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 11487.00 | 0 | -768.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 11692.00 | 0 | -768.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 11573.00 | 0 | -768.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 11516.00 | 0 | -768.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 11866.00 | 0 | -768.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 11950.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 12146.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 12093.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 11963.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 11758.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 11586.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 11589.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 11589.00 | 0 | 0 (0.00%) | 2.71 | 0 | 0 | 0 |
| 9 Apr | 11448.00 | 0 | 0 (0.00%) | 2.26 | 0 | 0 | 0 |
| 8 Apr | 11603.00 | 0 | 0 (0.00%) | 3.46 | 0 | 0 | 0 |
| 7 Apr | 10936.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 10955.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 10620.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11200 expiring on 30JUN2026
Delta for 11200 PE is -0.72
Historical price for 11200 PE is as follows
On 8 Jun ULTRACEMCO was trading at 10820.00. The strike last trading price was 431.8, which was 63.6 higher than the previous day. The implied volatity was 20.18, the open interest changed by 3 which increased total open position to 374
On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 375.8, which was 52.75 higher than the previous day. The implied volatity was 19.33, the open interest changed by 11 which increased total open position to 371
On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 321.7, which was 54.6 higher than the previous day. The implied volatity was 19.81, the open interest changed by 77 which increased total open position to 359
On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 274.85, which was 50.95 higher than the previous day. The implied volatity was 18.86, the open interest changed by 3 which increased total open position to 281
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 215.8, which was 2.55 higher than the previous day. The implied volatity was 18.25, the open interest changed by 53 which increased total open position to 277
On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 208, which was 80.25 higher than the previous day. The implied volatity was 19.83, the open interest changed by 35 which increased total open position to 224
On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 126.1, which was 30.75 higher than the previous day. The implied volatity was 21.77, the open interest changed by 112 which increased total open position to 189
On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 90, which was -38 lower than the previous day. The implied volatity was 20.86, the open interest changed by 32 which increased total open position to 77
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 128, which was 13.5 higher than the previous day. The implied volatity was 22.08, the open interest changed by 8 which increased total open position to 44
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 115.35, which was -59.7 lower than the previous day. The implied volatity was 23.01, the open interest changed by 23 which increased total open position to 34
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 172.95, which was -72.05 lower than the previous day. The implied volatity was 23.4, the open interest changed by 6 which increased total open position to 10
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 245, which was 245 higher than the previous day. The implied volatity was 24.71, the open interest changed by 0 which decreased total open position to 4
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 245, which was -523.15 lower than the previous day. The implied volatity was 24.71, the open interest changed by 3 which increased total open position to 3
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 0, which was -768 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 0, which was -768.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 0, which was -768.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 0, which was -768.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 0, which was -768.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 0, which was -768.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ULTRACEMCO was trading at 11950.00. 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 May ULTRACEMCO was trading at 12146.00. 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 May ULTRACEMCO was trading at 12093.00. 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 5 May ULTRACEMCO was trading at 11963.00. 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 4 May ULTRACEMCO was trading at 11758.00. 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 30 Apr ULTRACEMCO was trading at 11586.00. 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 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 7 Apr ULTRACEMCO was trading at 10936.00. 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 Apr ULTRACEMCO was trading at 10955.00. 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 2 Apr ULTRACEMCO was trading at 10620.00. 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
