ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
15 Apr 2026 04:11 PM IST
| ULTRACEMCO 28-Apr-2026 (12d) 11400 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.07
Theta: -8.32
Gamma: 0.00051
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 11785.00 | 484.25 | 124.55000000000001 | 28.21 | 123 | -10 | 250 | |||||||||
| 13 Apr | 11502.00 | 365.25 | -60.35000000000002 | 31.29 | 556 | -14 | 260 | |||||||||
| 10 Apr | 11589.00 | 425.8 | 66.69999999999999 | 30.4 | 261 | -12 | 273 | |||||||||
| 9 Apr | 11448.00 | 349.3 | -108.8 | 29.86 | 512 | 176 | 280 | |||||||||
| 8 Apr | 11603.00 | 465.05 | 281.65 | 30.21 | 397 | 5 | 105 | |||||||||
| 7 Apr | 10936.00 | 178.15 | -31.85 | 33.03 | 249 | -15 | 99 | |||||||||
| 6 Apr | 10955.00 | 207 | 67.45 | 32.93 | 363 | -38 | 85 | |||||||||
| 2 Apr | 10620.00 | 146.1 | -25.95 | 35.07 | 286 | 33 | 123 | |||||||||
| 1 Apr | 10714.00 | 167.55 | -32.15 | 33.02 | 158 | 29 | 90 | |||||||||
| 30 Mar | 10745.00 | 196.95 | -95.7 | 32.31 | 82 | 1 | 59 | |||||||||
| 27 Mar | 11049.00 | 285.7 | -52.3 | 28.54 | 55 | 3 | 59 | |||||||||
| 25 Mar | 11204.00 | 338 | 126.6 | 28 | 13 | -2 | 56 | |||||||||
| 24 Mar | 10764.00 | 211.4 | 94.4 | 31.02 | 31 | 4 | 57 | |||||||||
| 23 Mar | 10362.00 | 117 | -87 | 32.05 | 53 | 38 | 53 | |||||||||
| 20 Mar | 10934.00 | 204 | -14 | 23.75 | 4 | 3 | 14 | |||||||||
| 19 Mar | 10814.00 | 218 | -112 | 27.04 | 1 | 0 | 12 | |||||||||
| 18 Mar | 11247.00 | 330 | -1156.05 | 23.5 | 12 | 11 | 11 | |||||||||
| 17 Mar | 11116.00 | 1486.05 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
| 16 Mar | 11099.00 | 1486.05 | 0 | 1.35 | 0 | 0 | 0 | |||||||||
| 13 Mar | 10616.00 | 1486.05 | 0 | 3.39 | 0 | 0 | 0 | |||||||||
| 12 Mar | 11089.00 | 1486.05 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 1486.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 11654.00 | 1486.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 11378.00 | 1486.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Mar | 11987.00 | 1486.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 1486.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 12590.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 12535.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 12284.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11400 expiring on 28APR2026
Delta for 11400 CE is 0.74
Historical price for 11400 CE is as follows
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 484.25, which was 124.55000000000001 higher than the previous day. The implied volatity was 28.21, the open interest changed by -10 which decreased total open position to 250
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 365.25, which was -60.35000000000002 lower than the previous day. The implied volatity was 31.29, the open interest changed by -14 which decreased total open position to 260
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 425.8, which was 66.69999999999999 higher than the previous day. The implied volatity was 30.4, the open interest changed by -12 which decreased total open position to 273
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 349.3, which was -108.8 lower than the previous day. The implied volatity was 29.86, the open interest changed by 176 which increased total open position to 280
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 465.05, which was 281.65 higher than the previous day. The implied volatity was 30.21, the open interest changed by 5 which increased total open position to 105
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 178.15, which was -31.85 lower than the previous day. The implied volatity was 33.03, the open interest changed by -15 which decreased total open position to 99
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 207, which was 67.45 higher than the previous day. The implied volatity was 32.93, the open interest changed by -38 which decreased total open position to 85
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 146.1, which was -25.95 lower than the previous day. The implied volatity was 35.07, the open interest changed by 33 which increased total open position to 123
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 167.55, which was -32.15 lower than the previous day. The implied volatity was 33.02, the open interest changed by 29 which increased total open position to 90
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 196.95, which was -95.7 lower than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 59
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 285.7, which was -52.3 lower than the previous day. The implied volatity was 28.54, the open interest changed by 3 which increased total open position to 59
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 338, which was 126.6 higher than the previous day. The implied volatity was 28, the open interest changed by -2 which decreased total open position to 56
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 211.4, which was 94.4 higher than the previous day. The implied volatity was 31.02, the open interest changed by 4 which increased total open position to 57
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 117, which was -87 lower than the previous day. The implied volatity was 32.05, the open interest changed by 38 which increased total open position to 53
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 204, which was -14 lower than the previous day. The implied volatity was 23.75, the open interest changed by 3 which increased total open position to 14
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 218, which was -112 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 12
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 330, which was -1156.05 lower than the previous day. The implied volatity was 23.5, the open interest changed by 11 which increased total open position to 11
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 1486.05, which was 0 lower than the previous day. The implied volatity was 1.06, 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 1486.05, 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 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 1486.05, which was 0 lower than the previous day. The implied volatity was 3.39, 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 1486.05, which was 0 lower than the previous day. The implied volatity was 0.91, 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 1486.05, 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 1486.05, 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 1486.05, 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 1486.05, 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 1486.05, 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 3 Feb ULTRACEMCO was trading at 12590.00. 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 2 Feb ULTRACEMCO was trading at 12535.00. 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 1 Feb ULTRACEMCO was trading at 12284.00. 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 28-Apr-2026 (12d) 11400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 0.08
Theta: -8.1
Gamma: 0.0005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 11785.00 | 140.4 | -113 | 31.34 | 355 | 77 | 307 |
| 13 Apr | 11502.00 | 251.95 | 35.849999999999994 | 33.68 | 447 | -5 | 230 |
| 10 Apr | 11589.00 | 204.3 | -98.55000000000001 | 28.88 | 271 | 8 | 237 |
| 9 Apr | 11448.00 | 315.7 | 78.65 | 34.09 | 782 | 102 | 219 |
| 8 Apr | 11603.00 | 234.2 | -387.8 | 32.31 | 534 | 86 | 119 |
| 7 Apr | 10936.00 | 622 | -249.8 | - | 0 | 0 | 33 |
| 6 Apr | 10955.00 | 622 | -249.8 | 38.1 | 6 | -1 | 33 |
| 2 Apr | 10620.00 | 862.05 | 105.7 | 34.73 | 8 | 0 | 33 |
| 1 Apr | 10714.00 | 756.35 | 597.35 | - | 0 | 0 | 33 |
| 30 Mar | 10745.00 | 756.35 | 597.35 | 36.78 | 29 | 22 | 32 |
| 27 Mar | 11049.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 25 Mar | 11204.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 24 Mar | 10764.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 23 Mar | 10362.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 20 Mar | 10934.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 19 Mar | 10814.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 18 Mar | 11247.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 17 Mar | 11116.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 16 Mar | 11099.00 | 159 | -1.45 | - | 0 | 0 | 0 |
| 13 Mar | 10616.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 12 Mar | 11089.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 11 Mar | 11462.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 10 Mar | 11654.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 9 Mar | 11378.00 | 159 | -1.45 | - | 0 | 0 | 10 |
| 6 Mar | 11987.00 | 159 | -1.45 | 24.73 | 6 | 2 | 8 |
| 5 Mar | 12288.00 | 160.45 | -31.75 | 28.77 | 4 | 2 | 4 |
| 3 Feb | 12590.00 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 12535.00 | 0 | 0 | 5.05 | 0 | 0 | 0 |
| 1 Feb | 12284.00 | 0 | 0 | 4.9 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11400 expiring on 28APR2026
Delta for 11400 PE is -0.3
Historical price for 11400 PE is as follows
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 140.4, which was -113 lower than the previous day. The implied volatity was 31.34, the open interest changed by 77 which increased total open position to 307
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 251.95, which was 35.849999999999994 higher than the previous day. The implied volatity was 33.68, the open interest changed by -5 which decreased total open position to 230
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 204.3, which was -98.55000000000001 lower than the previous day. The implied volatity was 28.88, the open interest changed by 8 which increased total open position to 237
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 315.7, which was 78.65 higher than the previous day. The implied volatity was 34.09, the open interest changed by 102 which increased total open position to 219
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 234.2, which was -387.8 lower than the previous day. The implied volatity was 32.31, the open interest changed by 86 which increased total open position to 119
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 622, which was -249.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 622, which was -249.8 lower than the previous day. The implied volatity was 38.1, the open interest changed by -1 which decreased total open position to 33
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 862.05, which was 105.7 higher than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 33
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 756.35, which was 597.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 756.35, which was 597.35 higher than the previous day. The implied volatity was 36.78, the open interest changed by 22 which increased total open position to 32
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 159, which was -1.45 lower 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 159, which was -1.45 lower 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 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was -, 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 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 159, which was -1.45 lower 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 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 159, which was -1.45 lower than the previous day. The implied volatity was 24.73, the open interest changed by 2 which increased total open position to 8
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 160.45, which was -31.75 lower than the previous day. The implied volatity was 28.77, the open interest changed by 2 which increased total open position to 4
On 3 Feb ULTRACEMCO was trading at 12590.00. 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 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
