ULTRACEMCO

Ultratech Cement Limited

11414 -126.00 (-1.09%)

L: 11379 H: 11525

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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 11300 CE
Delta: 0.69 Vega: 9.67 Theta: -5.36 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	263.95 ₹ 13,197.5	-158.05 -7902.50	14.23	78 3,900	20 1,000	60 3,000
8 Dec	11540.00	422 ₹ 21,100	-1 -50.00	-	0 0	0 0	40 2,000

5 Dec	11597.00	422 ₹ 21,100	-1 -50.00	14.87	1 50	0 0	40 2,000
4 Dec	11608.00	423 ₹ 21,150	20.2 1010.00	13.92	10 500	0 0	43 2,150
3 Dec	11591.00	392.25 ₹ 19,612.5	-84 -4200.00	12.61	38 1,900	13 650	42 2,100
2 Dec	11666.00	479.4 ₹ 23,970	33.65 1682.50	-	0 0	19 950	0 0
1 Dec	11662.00	479.4 ₹ 23,970	33.65 1682.50	-	49 2,450	20 1,000	30 1,500
28 Nov	11600.00	448.65 ₹ 22,432.5	-10.65 -532.50	14.96	12 600	1 50	9 450
27 Nov	11617.00	459.3 ₹ 22,965	-140.7 -7035.00	-	0 0	0 0	0 0
26 Nov	11759.00	459.3 ₹ 22,965	-140.7 -7035.00	-	0 0	-2 -100	0 0
25 Nov	11580.00	459.3 ₹ 22,965	-140.7 -7035.00	16.70	12 600	-3 -150	7 350
24 Nov	11584.00	600 ₹ 30,000	18 900.00	-	0 0	0 0	0 0
21 Nov	11729.00	600 ₹ 30,000	18 900.00	16.25	2 100	1 50	11 550
20 Nov	11753.00	582 ₹ 29,100	-365.75 -18287.50	-	0 0	10 500	0 0
19 Nov	11666.00	582 ₹ 29,100	-365.75 -18287.50	16.43	10 500	0 0	0 0
18 Nov	11707.00	947.75 ₹ 47,387.5	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11300 expiring on 30DEC2025

Delta for 11300 CE is 0.69

Historical price for 11300 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 263.95, which was -158.05 lower than the previous day. The implied volatity was 14.23, the open interest changed by 20 which increased total open position to 60

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 422, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 422, which was -1 lower than the previous day. The implied volatity was 14.87, the open interest changed by 0 which decreased total open position to 40

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 423, which was 20.2 higher than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 43

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 392.25, which was -84 lower than the previous day. The implied volatity was 12.61, the open interest changed by 13 which increased total open position to 42

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 479.4, which was 33.65 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 0

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 479.4, which was 33.65 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 30

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 448.65, which was -10.65 lower than the previous day. The implied volatity was 14.96, the open interest changed by 1 which increased total open position to 9

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 459.3, which was -140.7 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 459.3, which was -140.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 459.3, which was -140.7 lower than the previous day. The implied volatity was 16.70, the open interest changed by -3 which decreased total open position to 7

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 600, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 600, which was 18 higher than the previous day. The implied volatity was 16.25, the open interest changed by 1 which increased total open position to 11

On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 582, which was -365.75 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 582, which was -365.75 lower than the previous day. The implied volatity was 16.43, the open interest changed by 0 which decreased total open position to 0

On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 947.75, 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 11300 PE
Delta: -0.32 Vega: 9.78 Theta: -2.47 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	86.5 ₹ 4,325	16.45 822.50	14.99	515 25,750	7 350	631 31,550
8 Dec	11540.00	71.7 ₹ 3,585	23.95 1197.50	16.68	359 17,950	13 650	625 31,250
5 Dec	11597.00	47.75 ₹ 2,387.5	-2.95 -147.50	14.62	380 19,000	-22 -1,100	618 30,900
4 Dec	11608.00	49.55 ₹ 2,477.5	-13.25 -662.50	14.73	343 17,150	-26 -1,300	640 32,000
3 Dec	11591.00	65 ₹ 3,250	14.45 722.50	15.55	283 14,150	21 1,050	666 33,300
2 Dec	11666.00	50.15 ₹ 2,507.5	-0.15 -7.50	15.98	319 15,950	4 200	646 32,300
1 Dec	11662.00	50.65 ₹ 2,532.5	-13.35 -667.50	22.38	324 16,200	2 100	641 32,050
28 Nov	11600.00	63.55 ₹ 3,177.5	-1.5 -75.00	14.81	116 5,800	10 500	647 32,350
27 Nov	11617.00	65.85 ₹ 3,292.5	20.95 1047.50	15.62	387 19,350	89 4,450	637 31,850
26 Nov	11759.00	43.75 ₹ 2,187.5	-46.75 -2337.50	15.87	566 28,300	162 8,100	548 27,400
25 Nov	11580.00	91.6 ₹ 4,580	-5.45 -272.50	15.94	206 10,300	15 750	387 19,350
24 Nov	11584.00	94.2 ₹ 4,710	13.8 690.00	16.48	581 29,050	187 9,350	373 18,650
21 Nov	11729.00	80.9 ₹ 4,045	1.8 90.00	17.96	93 4,650	50 2,500	185 9,250
20 Nov	11753.00	78.1 ₹ 3,905	-26.1 -1305.00	18.16	129 6,450	43 2,150	135 6,750
19 Nov	11666.00	103.9 ₹ 5,195	-10.2 -510.00	18.96	166 8,300	41 2,050	92 4,600
18 Nov	11707.00	115.3 ₹ 5,765	-82.9 -4145.00	20.56	83 4,150	51 2,550	51 2,550

For Ultratech Cement Limited - strike price 11300 expiring on 30DEC2025

Delta for 11300 PE is -0.32

Historical price for 11300 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 86.5, which was 16.45 higher than the previous day. The implied volatity was 14.99, the open interest changed by 7 which increased total open position to 631

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 71.7, which was 23.95 higher than the previous day. The implied volatity was 16.68, the open interest changed by 13 which increased total open position to 625

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 47.75, which was -2.95 lower than the previous day. The implied volatity was 14.62, the open interest changed by -22 which decreased total open position to 618

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 49.55, which was -13.25 lower than the previous day. The implied volatity was 14.73, the open interest changed by -26 which decreased total open position to 640

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 65, which was 14.45 higher than the previous day. The implied volatity was 15.55, the open interest changed by 21 which increased total open position to 666

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 50.15, which was -0.15 lower than the previous day. The implied volatity was 15.98, the open interest changed by 4 which increased total open position to 646

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 50.65, which was -13.35 lower than the previous day. The implied volatity was 22.38, the open interest changed by 2 which increased total open position to 641

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 63.55, which was -1.5 lower than the previous day. The implied volatity was 14.81, the open interest changed by 10 which increased total open position to 647

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 65.85, which was 20.95 higher than the previous day. The implied volatity was 15.62, the open interest changed by 89 which increased total open position to 637

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 43.75, which was -46.75 lower than the previous day. The implied volatity was 15.87, the open interest changed by 162 which increased total open position to 548

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 91.6, which was -5.45 lower than the previous day. The implied volatity was 15.94, the open interest changed by 15 which increased total open position to 387

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 94.2, which was 13.8 higher than the previous day. The implied volatity was 16.48, the open interest changed by 187 which increased total open position to 373

On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 80.9, which was 1.8 higher than the previous day. The implied volatity was 17.96, the open interest changed by 50 which increased total open position to 185

On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 78.1, which was -26.1 lower than the previous day. The implied volatity was 18.16, the open interest changed by 43 which increased total open position to 135

On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 103.9, which was -10.2 lower than the previous day. The implied volatity was 18.96, the open interest changed by 41 which increased total open position to 92

On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 115.3, which was -82.9 lower than the previous day. The implied volatity was 20.56, the open interest changed by 51 which increased total open position to 51

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