ULTRACEMCO

Ultratech Cement Limited

11540 +12.00 (0.10%)

L: 11495 H: 11591

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Historical option data for ULTRACEMCO
17 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 11400 CE
Delta: 0.72 Vega: 7.32 Theta: -6.12 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	11540.00	224.45 ₹ 11,222.5	-24.2 -1210.00	13.88	127 6,350	-1 -50	187 9,350
16 Dec	11528.00	235.55 ₹ 11,777.5	-159.8 -7990.00	14.63	76 3,800	-2 -100	187 9,350
15 Dec	11728.00	400.4 ₹ 20,020	5.55 277.50	17.44	123 6,150	-18 -900	194 9,700
12 Dec	11723.00	398 ₹ 19,900	183.1 9155.00	11.22	903 45,150	-63 -3,150	212 10,600
11 Dec	11472.00	210 ₹ 10,500	61.45 3072.50	14.31	2,217 1,10,850	-76 -3,800	278 13,900
10 Dec	11317.00	146.1 ₹ 7,305	-58.15 -2907.50	14.86	1,213 60,650	146 7,300	347 17,350
9 Dec	11414.00	207 ₹ 10,350	-69.55 -3477.50	14.76	988 49,400	110 5,500	198 9,900
8 Dec	11540.00	271.7 ₹ 13,585	-64.2 -3210.00	13.02	32 1,600	12 600	89 4,450
5 Dec	11597.00	341.35 ₹ 17,067.5	3.25 162.50	14.34	71 3,550	14 700	81 4,050
4 Dec	11608.00	340.9 ₹ 17,045	26.9 1345.00	13.40	29 1,450	2 100	65 3,250
3 Dec	11591.00	314 ₹ 15,700	-92.25 -4612.50	12.48	29 1,450	22 1,100	64 3,200
2 Dec	11666.00	409.75 ₹ 20,487.5	5.7 285.00	13.65	18 900	-1 -50	42 2,100

1 Dec	11662.00	409.85 ₹ 20,492.5	51 2550.00	-	58 2,900	20 1,000	46 2,300
28 Nov	11600.00	358.85 ₹ 17,942.5	-44.15 -2207.50	13.49	15 750	7 350	26 1,300
27 Nov	11617.00	403 ₹ 20,150	-93.8 -4690.00	14.70	19 950	8 400	18 900
26 Nov	11759.00	503.75 ₹ 25,187.5	103.75 5187.50	12.30	18 900	3 150	10 500
25 Nov	11580.00	400 ₹ 20,000	-146.15 -7307.50	-	0 0	2 100	0 0
24 Nov	11584.00	400 ₹ 20,000	-146.15 -7307.50	16.71	3 150	1 50	6 300
21 Nov	11729.00	546.15 ₹ 27,307.5	-29.85 -1492.50	-	0 0	3 150	0 0
20 Nov	11753.00	546.15 ₹ 27,307.5	-29.85 -1492.50	15.10	3 150	1 50	3 150
19 Nov	11666.00	576 ₹ 28,800	-51.2 -2560.00	-	0 0	1 50	0 0
18 Nov	11707.00	576 ₹ 28,800	-51.2 -2560.00	18.95	1 50	0 0	1 50
14 Nov	11874.00	627.2 ₹ 31,360	-52.8 -2640.00	9.51	2 100	0 0	3 150
12 Nov	11921.00	680 ₹ 34,000	30 1500.00	10.23	3 150	0 0	3 150
16 Oct	12358.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
15 Oct	12311.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Oct	12070.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Oct	12172.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Oct	12281.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	12192.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Oct	11991.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	12184.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	12055.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	12019.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11400 expiring on 30DEC2025

Delta for 11400 CE is 0.72

Historical price for 11400 CE is as follows

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 224.45, which was -24.2 lower than the previous day. The implied volatity was 13.88, the open interest changed by -1 which decreased total open position to 187

On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 235.55, which was -159.8 lower than the previous day. The implied volatity was 14.63, the open interest changed by -2 which decreased total open position to 187

On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 400.4, which was 5.55 higher than the previous day. The implied volatity was 17.44, the open interest changed by -18 which decreased total open position to 194

On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 398, which was 183.1 higher than the previous day. The implied volatity was 11.22, the open interest changed by -63 which decreased total open position to 212

On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 210, which was 61.45 higher than the previous day. The implied volatity was 14.31, the open interest changed by -76 which decreased total open position to 278

On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 146.1, which was -58.15 lower than the previous day. The implied volatity was 14.86, the open interest changed by 146 which increased total open position to 347

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 207, which was -69.55 lower than the previous day. The implied volatity was 14.76, the open interest changed by 110 which increased total open position to 198

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 271.7, which was -64.2 lower than the previous day. The implied volatity was 13.02, the open interest changed by 12 which increased total open position to 89

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 341.35, which was 3.25 higher than the previous day. The implied volatity was 14.34, the open interest changed by 14 which increased total open position to 81

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 340.9, which was 26.9 higher than the previous day. The implied volatity was 13.40, the open interest changed by 2 which increased total open position to 65

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 314, which was -92.25 lower than the previous day. The implied volatity was 12.48, the open interest changed by 22 which increased total open position to 64

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 409.75, which was 5.7 higher than the previous day. The implied volatity was 13.65, the open interest changed by -1 which decreased total open position to 42

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 409.85, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 46

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 358.85, which was -44.15 lower than the previous day. The implied volatity was 13.49, the open interest changed by 7 which increased total open position to 26

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 403, which was -93.8 lower than the previous day. The implied volatity was 14.70, the open interest changed by 8 which increased total open position to 18

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 503.75, which was 103.75 higher than the previous day. The implied volatity was 12.30, the open interest changed by 3 which increased total open position to 10

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 400, which was -146.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 400, which was -146.15 lower than the previous day. The implied volatity was 16.71, the open interest changed by 1 which increased total open position to 6

On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 546.15, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 546.15, which was -29.85 lower than the previous day. The implied volatity was 15.10, the open interest changed by 1 which increased total open position to 3

On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 576, which was -51.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 576, which was -51.2 lower than the previous day. The implied volatity was 18.95, the open interest changed by 0 which decreased total open position to 1

On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 627.2, which was -52.8 lower than the previous day. The implied volatity was 9.51, the open interest changed by 0 which decreased total open position to 3

On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 680, which was 30 higher than the previous day. The implied volatity was 10.23, the open interest changed by 0 which decreased total open position to 3

On 16 Oct ULTRACEMCO was trading at 12358.00. 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 Oct ULTRACEMCO was trading at 12311.00. 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 14 Oct ULTRACEMCO was trading at 12070.00. 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 Oct ULTRACEMCO was trading at 12172.00. 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 10 Oct ULTRACEMCO was trading at 12281.00. 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 Oct ULTRACEMCO was trading at 12192.00. 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 Oct ULTRACEMCO was trading at 11991.00. 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 Oct ULTRACEMCO was trading at 12184.00. 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 Oct ULTRACEMCO was trading at 12055.00. 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 3 Oct ULTRACEMCO was trading at 12019.00. 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 30DEC2025 11400 PE
Delta: -0.30 Vega: 7.62 Theta: -3.72 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	11540.00	69 ₹ 3,450	-2.5 -125.00	16.03	678 33,900	98 4,900	481 24,050
16 Dec	11528.00	75.7 ₹ 3,785	46.75 2337.50	16.38	900 45,000	-194 -9,700	381 19,050
15 Dec	11728.00	28.95 ₹ 1,447.5	-5.9 -295.00	15.15	901 45,050	-11 -550	576 28,800
12 Dec	11723.00	33.85 ₹ 1,692.5	-61.85 -3092.50	15.34	1,633 81,650	90 4,500	590 29,500
11 Dec	11472.00	98 ₹ 4,900	-76.6 -3830.00	14.13	1,412 70,600	142 7,100	500 25,000
10 Dec	11317.00	174.4 ₹ 8,720	49.35 2467.50	15.39	773 38,650	44 2,200	362 18,100
9 Dec	11414.00	122.3 ₹ 6,115	25.45 1272.50	14.83	1,065 53,250	98 4,900	321 16,050
8 Dec	11540.00	98.75 ₹ 4,937.5	29.4 1470.00	16.42	400 20,000	13 650	225 11,250
5 Dec	11597.00	67.85 ₹ 3,392.5	-5.25 -262.50	14.27	334 16,700	-23 -1,150	210 10,500
4 Dec	11608.00	73.75 ₹ 3,687.5	-15.8 -790.00	14.79	392 19,600	-4 -200	233 11,650
3 Dec	11591.00	92.2 ₹ 4,610	20.75 1037.50	15.56	424 21,200	2 100	236 11,800
2 Dec	11666.00	72.3 ₹ 3,615	-4.7 -235.00	16.04	481 24,050	34 1,700	234 11,700
1 Dec	11662.00	68.75 ₹ 3,437.5	-22.45 -1122.50	22.65	365 18,250	93 4,650	200 10,000
28 Nov	11600.00	88 ₹ 4,400	0.2 10.00	14.70	216 10,800	40 2,000	107 5,350
27 Nov	11617.00	87.5 ₹ 4,375	27.15 1357.50	15.33	172 8,600	45 2,250	67 3,350
26 Nov	11759.00	59.65 ₹ 2,982.5	-167.45 -8372.50	15.67	53 2,650	22 1,100	22 1,100
25 Nov	11580.00	227.1 ₹ 11,355	0 0.00	1.86	0 0	0 0	0 0
24 Nov	11584.00	227.1 ₹ 11,355	0 0.00	1.90	0 0	0 0	0 0
21 Nov	11729.00	227.1 ₹ 11,355	0 0.00	2.84	0 0	0 0	0 0
20 Nov	11753.00	227.1 ₹ 11,355	0 0.00	3.12	0 0	0 0	0 0
19 Nov	11666.00	227.1 ₹ 11,355	0 0.00	2.63	0 0	0 0	0 0
18 Nov	11707.00	227.1 ₹ 11,355	0 0.00	2.85	0 0	0 0	0 0
14 Nov	11874.00	227.1 ₹ 11,355	0 0.00	3.69	0 0	0 0	0 0
12 Nov	11921.00	227.1 ₹ 11,355	0 0.00	3.90	0 0	0 0	0 0
16 Oct	12358.00	227.1 ₹ 11,355	0 0.00	-	0 0	0 0	0 0
15 Oct	12311.00	227.1 ₹ 11,355	0 0.00	-	0 0	0 0	0 0
14 Oct	12070.00	227.1 ₹ 11,355	0 0.00	3.97	0 0	0 0	0 0
13 Oct	12172.00	227.1 ₹ 11,355	0 0.00	-	0 0	0 0	0 0
10 Oct	12281.00	227.1 ₹ 11,355	0 0.00	-	0 0	0 0	0 0
9 Oct	12192.00	227.1 ₹ 11,355	0 0.00	-	0 0	0 0	0 0
8 Oct	11991.00	227.1 ₹ 11,355	0 0.00	3.53	0 0	0 0	0 0
7 Oct	12184.00	227.1 ₹ 11,355	0 0.00	-	0 0	0 0	0 0
6 Oct	12055.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	12019.00	0 ₹ 0	0 0.00	3.66	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11400 expiring on 30DEC2025

Delta for 11400 PE is -0.30

Historical price for 11400 PE is as follows

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 69, which was -2.5 lower than the previous day. The implied volatity was 16.03, the open interest changed by 98 which increased total open position to 481

On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 75.7, which was 46.75 higher than the previous day. The implied volatity was 16.38, the open interest changed by -194 which decreased total open position to 381

On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 28.95, which was -5.9 lower than the previous day. The implied volatity was 15.15, the open interest changed by -11 which decreased total open position to 576

On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 33.85, which was -61.85 lower than the previous day. The implied volatity was 15.34, the open interest changed by 90 which increased total open position to 590

On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 98, which was -76.6 lower than the previous day. The implied volatity was 14.13, the open interest changed by 142 which increased total open position to 500

On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 174.4, which was 49.35 higher than the previous day. The implied volatity was 15.39, the open interest changed by 44 which increased total open position to 362

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 122.3, which was 25.45 higher than the previous day. The implied volatity was 14.83, the open interest changed by 98 which increased total open position to 321

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 98.75, which was 29.4 higher than the previous day. The implied volatity was 16.42, the open interest changed by 13 which increased total open position to 225

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 67.85, which was -5.25 lower than the previous day. The implied volatity was 14.27, the open interest changed by -23 which decreased total open position to 210

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 73.75, which was -15.8 lower than the previous day. The implied volatity was 14.79, the open interest changed by -4 which decreased total open position to 233

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 92.2, which was 20.75 higher than the previous day. The implied volatity was 15.56, the open interest changed by 2 which increased total open position to 236

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 72.3, which was -4.7 lower than the previous day. The implied volatity was 16.04, the open interest changed by 34 which increased total open position to 234

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 68.75, which was -22.45 lower than the previous day. The implied volatity was 22.65, the open interest changed by 93 which increased total open position to 200

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 88, which was 0.2 higher than the previous day. The implied volatity was 14.70, the open interest changed by 40 which increased total open position to 107

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 87.5, which was 27.15 higher than the previous day. The implied volatity was 15.33, the open interest changed by 45 which increased total open position to 67

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 59.65, which was -167.45 lower than the previous day. The implied volatity was 15.67, the open interest changed by 22 which increased total open position to 22

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 227.1, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 227.1, which was 0 lower than the previous day. The implied volatity was 1.90, 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 227.1, which was 0 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0

On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 227.1, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0

On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 227.1, which was 0 lower than the previous day. The implied volatity was 2.63, 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 227.1, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0

On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 227.1, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0

On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 227.1, which was 0 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0

On 16 Oct ULTRACEMCO was trading at 12358.00. The strike last trading price was 227.1, 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 Oct ULTRACEMCO was trading at 12311.00. The strike last trading price was 227.1, 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 14 Oct ULTRACEMCO was trading at 12070.00. The strike last trading price was 227.1, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0

On 13 Oct ULTRACEMCO was trading at 12172.00. The strike last trading price was 227.1, 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 Oct ULTRACEMCO was trading at 12281.00. The strike last trading price was 227.1, 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 Oct ULTRACEMCO was trading at 12192.00. The strike last trading price was 227.1, 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 Oct ULTRACEMCO was trading at 11991.00. The strike last trading price was 227.1, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0

On 7 Oct ULTRACEMCO was trading at 12184.00. The strike last trading price was 227.1, 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 Oct ULTRACEMCO was trading at 12019.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0

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