Historical option data for ULTRACEMCO
04 Jun 2026 04:10 PM IST
| ULTRACEMCO 30-Jun-2026 (25d) 11400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.11
Theta: -5.61
Gamma: 0.00049
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Jun | 10997.00 | 151.45 | -38.55 (-20.29%) | 24.72 | 352 | 69 | 283 | |||||||||
| 3 Jun | 11101.00 | 181.3 | -28.7 (-13.67%) | 24.32 | 320 | 24 | 215 | |||||||||
| 2 Jun | 11165.00 | 214 | -35 (-14.06%) | 23.34 | 426 | 31 | 193 | |||||||||
| 1 Jun | 11232.00 | 248.1 | -163.9 (-39.78%) | 23.76 | 396 | 147 | 161 | |||||||||
| 29 May | 11482.00 | 450 | -45 (-9.09%) | 24.55 | 30 | 6 | 16 | |||||||||
| 27 May | 11689.00 | 495 | 0 (0.00%) | 23.12 | 1 | 0 | 10 | |||||||||
| 26 May | 11623.00 | 495 | -5 (-1.00%) | 23.12 | 1 | 0 | 10 | |||||||||
| 25 May | 11726.00 | 500.05 | 0.05 (0.01%) | 24.11 | 20 | 0 | 10 | |||||||||
| 22 May | 11569.00 | 500 | 40 (8.70%) | 24.11 | 20 | -1 | 11 | |||||||||
| 21 May | 11474.00 | 460.1 | 10.1 (2.24%) | 25.23 | 15 | 8 | 11 | |||||||||
| 20 May | 11409.00 | 449.95 | 11.95 (2.73%) | 26.07 | 3 | 2 | 2 | |||||||||
| 19 May | 11368.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 11561.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 11487.00 | 0 | -438.3 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 11692.00 | 0 | -438.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 11573.00 | 0 | -438.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 11516.00 | 0 | -438.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 11866.00 | 0 | -438.3 (-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%) | 1.03 | 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 11400 expiring on 30JUN2026
Delta for 11400 CE is 0.33
Historical price for 11400 CE is as follows
On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 151.45, which was -38.55 lower than the previous day. The implied volatity was 24.72, the open interest changed by 69 which increased total open position to 283
On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 181.3, which was -28.7 lower than the previous day. The implied volatity was 24.32, the open interest changed by 24 which increased total open position to 215
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 214, which was -35 lower than the previous day. The implied volatity was 23.34, the open interest changed by 31 which increased total open position to 193
On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 248.1, which was -163.9 lower than the previous day. The implied volatity was 23.76, the open interest changed by 147 which increased total open position to 161
On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 450, which was -45 lower than the previous day. The implied volatity was 24.55, the open interest changed by 6 which increased total open position to 16
On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 495, which was 0 lower than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 10
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 495, which was -5 lower than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 10
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 500.05, which was 0.05 higher than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 10
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 500, which was 40 higher than the previous day. The implied volatity was 24.11, the open interest changed by -1 which decreased total open position to 11
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 460.1, which was 10.1 higher than the previous day. The implied volatity was 25.23, the open interest changed by 8 which increased total open position to 11
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 449.95, which was 11.95 higher than the previous day. The implied volatity was 26.07, the open interest changed by 2 which increased total open position to 2
On 19 May ULTRACEMCO was trading at 11368.00. 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 18 May ULTRACEMCO was trading at 11561.00. 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 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 0, which was -438.3 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 -438.3 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 -438.3 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 -438.3 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 -438.3 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 1.03, 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 (25d) 11400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.1
Theta: -2.39
Gamma: 0.0006
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Jun | 10997.00 | 444.5 | 92.25 (26.19%) | 18.89 | 12 | -7 | 100 |
| 3 Jun | 11101.00 | 352.25 | 23.45 (7.13%) | 18.47 | 41 | -1 | 108 |
| 2 Jun | 11165.00 | 328.6 | 16.5 (5.29%) | 18.55 | 126 | 28 | 108 |
| 1 Jun | 11232.00 | 307.65 | 117.4 (61.71%) | 20.5 | 206 | 14 | 79 |
| 29 May | 11482.00 | 188 | 42.75 (29.43%) | 21.36 | 81 | 14 | 64 |
| 27 May | 11689.00 | 143.25 | -32.8 (-18.63%) | 20.23 | 72 | -13 | 48 |
| 26 May | 11623.00 | 179 | 15.8 (9.68%) | 20.82 | 79 | 19 | 59 |
| 25 May | 11726.00 | 164.1 | -128.9 (-43.99%) | 22.16 | 34 | 0 | 40 |
| 22 May | 11569.00 | 293 | 293 (-11.21%) | 23.18 | 22 | 0 | 40 |
| 21 May | 11474.00 | 293 | -37 (-11.21%) | 23.18 | 22 | 19 | 40 |
| 20 May | 11409.00 | 330 | -24.6 (-6.94%) | 24.06 | 41 | 16 | 21 |
| 19 May | 11368.00 | 354.6 | 43.6 (14.02%) | 24.1 | 7 | 0 | 5 |
| 18 May | 11561.00 | 311 | 10 (3.32%) | 25.78 | 8 | 4 | 5 |
| 15 May | 11487.00 | 301 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 11692.00 | 301 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 11573.00 | 301 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 11516.00 | 301 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 11866.00 | 301 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 11950.00 | 301 | 0 (0.00%) | - | 0 | 0 | 1 |
| 7 May | 12146.00 | 301 | 0 (0.00%) | - | 0 | 0 | 1 |
| 6 May | 12093.00 | 301 | 0 (0.00%) | - | 0 | 0 | 1 |
| 5 May | 11963.00 | 301 | 0 (0.00%) | 26.67 | 0 | 0 | 1 |
| 4 May | 11758.00 | 301 | -588.05 (-66.14%) | 26.67 | 1 | 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%) | 1.8 | 0 | 0 | 0 |
| 9 Apr | 11448.00 | 0 | 0 (0.00%) | 1.35 | 0 | 0 | 0 |
| 8 Apr | 11603.00 | 0 | 0 (0.00%) | 2.57 | 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 11400 expiring on 30JUN2026
Delta for 11400 PE is -0.72
Historical price for 11400 PE is as follows
On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 444.5, which was 92.25 higher than the previous day. The implied volatity was 18.89, the open interest changed by -7 which decreased total open position to 100
On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 352.25, which was 23.45 higher than the previous day. The implied volatity was 18.47, the open interest changed by -1 which decreased total open position to 108
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 328.6, which was 16.5 higher than the previous day. The implied volatity was 18.55, the open interest changed by 28 which increased total open position to 108
On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 307.65, which was 117.4 higher than the previous day. The implied volatity was 20.5, the open interest changed by 14 which increased total open position to 79
On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 188, which was 42.75 higher than the previous day. The implied volatity was 21.36, the open interest changed by 14 which increased total open position to 64
On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 143.25, which was -32.8 lower than the previous day. The implied volatity was 20.23, the open interest changed by -13 which decreased total open position to 48
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 179, which was 15.8 higher than the previous day. The implied volatity was 20.82, the open interest changed by 19 which increased total open position to 59
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 164.1, which was -128.9 lower than the previous day. The implied volatity was 22.16, the open interest changed by 0 which decreased total open position to 40
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 293, which was 293 higher than the previous day. The implied volatity was 23.18, the open interest changed by 0 which decreased total open position to 40
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 293, which was -37 lower than the previous day. The implied volatity was 23.18, the open interest changed by 19 which increased total open position to 40
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 330, which was -24.6 lower than the previous day. The implied volatity was 24.06, the open interest changed by 16 which increased total open position to 21
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 354.6, which was 43.6 higher than the previous day. The implied volatity was 24.1, the open interest changed by 0 which decreased total open position to 5
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 311, which was 10 higher than the previous day. The implied volatity was 25.78, the open interest changed by 4 which increased total open position to 5
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 301, which was 0 lower than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 1
On 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 301, which was -588.05 lower than the previous day. The implied volatity was 26.67, 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 1.8, 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 1.35, 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 2.57, 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
