ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
13 Apr 2026 11:50 PM IST
| ULTRACEMCO 28-Apr-2026 (14d) 11300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.09
Theta: -9.72
Gamma: 0.00051
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 11502.00 | 416.7 | -81.90000000000003 | 31.33 | 458 | 5 | 154 | |||||||||
| 10 Apr | 11589.00 | 497.85 | 86.20000000000005 | 29.74 | 68 | -8 | 149 | |||||||||
| 9 Apr | 11448.00 | 409.8 | -110.05 | 30.41 | 124 | -5 | 160 | |||||||||
| 8 Apr | 11603.00 | 518.7 | 300.25 | 29.26 | 247 | -37 | 165 | |||||||||
| 7 Apr | 10936.00 | 211.6 | -31.55 | 33.2 | 169 | 23 | 202 | |||||||||
| 6 Apr | 10955.00 | 245 | 78.95 | 33.25 | 391 | -15 | 180 | |||||||||
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| 2 Apr | 10620.00 | 154.35 | -43.2 | 33.42 | 299 | 17 | 196 | |||||||||
| 1 Apr | 10714.00 | 198 | -28.25 | 33.31 | 664 | 101 | 183 | |||||||||
| 30 Mar | 10745.00 | 221.85 | -117.55 | 31.81 | 101 | 0 | 83 | |||||||||
| 27 Mar | 11049.00 | 326.15 | -65.85 | 28.45 | 86 | 46 | 84 | |||||||||
| 25 Mar | 11204.00 | 392 | 209.65 | 28.59 | 15 | 1 | 38 | |||||||||
| 24 Mar | 10764.00 | 182.35 | 42.6 | 26.09 | 33 | 17 | 36 | |||||||||
| 23 Mar | 10362.00 | 139.75 | -1684.2 | 32.42 | 24 | 19 | 19 | |||||||||
| 20 Mar | 10934.00 | 1823.95 | 0 | 1.79 | 0 | 0 | 0 | |||||||||
| 19 Mar | 10814.00 | 1823.95 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 18 Mar | 11247.00 | 1823.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 11116.00 | 1823.95 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 16 Mar | 11099.00 | 1823.95 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
| 13 Mar | 10616.00 | 1823.95 | 0 | 2.64 | 0 | 0 | 0 | |||||||||
| 12 Mar | 11089.00 | 1823.95 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 1823.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 11654.00 | 1823.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 11378.00 | 1823.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 11987.00 | 1823.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 1823.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11300 expiring on 28APR2026
Delta for 11300 CE is 0.63
Historical price for 11300 CE is as follows
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 416.7, which was -81.90000000000003 lower than the previous day. The implied volatity was 31.33, the open interest changed by 5 which increased total open position to 154
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 497.85, which was 86.20000000000005 higher than the previous day. The implied volatity was 29.74, the open interest changed by -8 which decreased total open position to 149
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 409.8, which was -110.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by -5 which decreased total open position to 160
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 518.7, which was 300.25 higher than the previous day. The implied volatity was 29.26, the open interest changed by -37 which decreased total open position to 165
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 211.6, which was -31.55 lower than the previous day. The implied volatity was 33.2, the open interest changed by 23 which increased total open position to 202
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 245, which was 78.95 higher than the previous day. The implied volatity was 33.25, the open interest changed by -15 which decreased total open position to 180
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 154.35, which was -43.2 lower than the previous day. The implied volatity was 33.42, the open interest changed by 17 which increased total open position to 196
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 198, which was -28.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by 101 which increased total open position to 183
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 221.85, which was -117.55 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 83
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 326.15, which was -65.85 lower than the previous day. The implied volatity was 28.45, the open interest changed by 46 which increased total open position to 84
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 392, which was 209.65 higher than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 38
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 182.35, which was 42.6 higher than the previous day. The implied volatity was 26.09, the open interest changed by 17 which increased total open position to 36
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 139.75, which was -1684.2 lower than the previous day. The implied volatity was 32.42, the open interest changed by 19 which increased total open position to 19
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 1823.95, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 1823.95, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 1823.95, 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 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 1823.95, which was 0 lower than the previous day. The implied volatity was 0.37, 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 1823.95, which was 0 lower than the previous day. The implied volatity was 0.55, 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 1823.95, which was 0 lower than the previous day. The implied volatity was 2.64, 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 1823.95, which was 0 lower than the previous day. The implied volatity was 0.27, 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 1823.95, 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 1823.95, 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 1823.95, 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 1823.95, 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 1823.95, 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 (14d) 11300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.09
Theta: -8.71
Gamma: 0.00048
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 11502.00 | 209.25 | 30.599999999999994 | 33.6 | 381 | 57 | 193 |
| 10 Apr | 11589.00 | 172.45 | -82.35000000000002 | 30.19 | 318 | 8 | 134 |
| 9 Apr | 11448.00 | 265 | 64.05 | 33.58 | 275 | -16 | 125 |
| 8 Apr | 11603.00 | 199.6 | -433.55 | 32.61 | 411 | 112 | 141 |
| 7 Apr | 10936.00 | 633.15 | 94.15 | 42.51 | 6 | 0 | 28 |
| 6 Apr | 10955.00 | 538.9 | -128.3 | 36.2 | 20 | 2 | 29 |
| 2 Apr | 10620.00 | 667.2 | -87.8 | - | 0 | 0 | 27 |
| 1 Apr | 10714.00 | 667.2 | -87.8 | 31.15 | 53 | 9 | 26 |
| 30 Mar | 10745.00 | 755 | 241.65 | 42.4 | 17 | 2 | 17 |
| 27 Mar | 11049.00 | 513.35 | 55.35 | 35.01 | 9 | 2 | 14 |
| 25 Mar | 11204.00 | 458 | -177.6 | 33.78 | 5 | 1 | 11 |
| 24 Mar | 10764.00 | 635.6 | 235.6 | - | 0 | 0 | 10 |
| 23 Mar | 10362.00 | 635.6 | 235.6 | - | 0 | 0 | 10 |
| 20 Mar | 10934.00 | 635.6 | 235.6 | - | 0 | 0 | 0 |
| 19 Mar | 10814.00 | 635.6 | 235.6 | 31.2 | 1 | 0 | 10 |
| 18 Mar | 11247.00 | 400 | 70 | 28.4 | 10 | 8 | 11 |
| 17 Mar | 11116.00 | 330 | 190.35 | - | 0 | 0 | 3 |
| 16 Mar | 11099.00 | 330 | 190.35 | - | 0 | 0 | 0 |
| 13 Mar | 10616.00 | 330 | 190.35 | - | 0 | 0 | 0 |
| 12 Mar | 11089.00 | 330 | 190.35 | - | 0 | 0 | 0 |
| 11 Mar | 11462.00 | 330 | 190.35 | - | 0 | 0 | 3 |
| 10 Mar | 11654.00 | 330 | 190.35 | - | 3 | 0 | 3 |
| 9 Mar | 11378.00 | 330 | 190.35 | 25.74 | 3 | 0 | 0 |
| 6 Mar | 11987.00 | 139.65 | 104.85 | - | 0 | 0 | 2 |
| 5 Mar | 12288.00 | 139.65 | 104.85 | 29.04 | 2 | 0 | 0 |
For Ultratech Cement Limited - strike price 11300 expiring on 28APR2026
Delta for 11300 PE is -0.37
Historical price for 11300 PE is as follows
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 209.25, which was 30.599999999999994 higher than the previous day. The implied volatity was 33.6, the open interest changed by 57 which increased total open position to 193
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 172.45, which was -82.35000000000002 lower than the previous day. The implied volatity was 30.19, the open interest changed by 8 which increased total open position to 134
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 265, which was 64.05 higher than the previous day. The implied volatity was 33.58, the open interest changed by -16 which decreased total open position to 125
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 199.6, which was -433.55 lower than the previous day. The implied volatity was 32.61, the open interest changed by 112 which increased total open position to 141
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 633.15, which was 94.15 higher than the previous day. The implied volatity was 42.51, the open interest changed by 0 which decreased total open position to 28
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 538.9, which was -128.3 lower than the previous day. The implied volatity was 36.2, the open interest changed by 2 which increased total open position to 29
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 667.2, which was -87.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 667.2, which was -87.8 lower than the previous day. The implied volatity was 31.15, the open interest changed by 9 which increased total open position to 26
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 755, which was 241.65 higher than the previous day. The implied volatity was 42.4, the open interest changed by 2 which increased total open position to 17
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 513.35, which was 55.35 higher than the previous day. The implied volatity was 35.01, the open interest changed by 2 which increased total open position to 14
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 458, which was -177.6 lower than the previous day. The implied volatity was 33.78, the open interest changed by 1 which increased total open position to 11
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 635.6, which was 235.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 635.6, which was 235.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 635.6, which was 235.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 635.6, which was 235.6 higher than the previous day. The implied volatity was 31.2, the open interest changed by 0 which decreased total open position to 10
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 400, which was 70 higher than the previous day. The implied volatity was 28.4, the open interest changed by 8 which increased total open position to 11
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 330, which was 190.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 330, which was 190.35 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 330, which was 190.35 higher than the previous day. The implied volatity was -, 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 330, which was 190.35 higher 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 330, which was 190.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 330, which was 190.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 330, which was 190.35 higher than the previous day. The implied volatity was 25.74, 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 139.65, which was 104.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 139.65, which was 104.85 higher than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 0
