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 11500 CE
Delta: 0.49 Vega: 10.93 Theta: -5.35 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	154.9 ₹ 7,745	-55.2 -2760.00	14.80	2,701 1,35,050	563 28,150	906 45,300
8 Dec	11540.00	204 ₹ 10,200	-66.65 -3332.50	12.82	736 36,800	76 3,800	345 17,250
5 Dec	11597.00	269.85 ₹ 13,492.5	1.7 85.00	14.08	581 29,050	16 800	269 13,450
4 Dec	11608.00	265.1 ₹ 13,255	-1.75 -87.50	12.89	605 30,250	31 1,550	253 12,650

3 Dec	11591.00	261 ₹ 13,050	-78.7 -3935.00	13.85	647 32,350	76 3,800	223 11,150
2 Dec	11666.00	341 ₹ 17,050	9.7 485.00	14.23	182 9,100	-23 -1,150	148 7,400
1 Dec	11662.00	329.5 ₹ 16,475	21.25 1062.50	-	161 8,050	-4 -200	172 8,600
28 Nov	11600.00	310 ₹ 15,500	-19.4 -970.00	15.03	295 14,750	73 3,650	195 9,750
27 Nov	11617.00	331.8 ₹ 16,590	-90.15 -4507.50	14.53	185 9,250	-13 -650	121 6,050
26 Nov	11759.00	428 ₹ 21,400	125.95 6297.50	12.96	363 18,150	26 1,300	135 6,750
25 Nov	11580.00	285.4 ₹ 14,270	-36.75 -1837.50	14.25	71 3,550	35 1,750	106 5,300
24 Nov	11584.00	326.75 ₹ 16,337.5	-88.3 -4415.00	15.96	79 3,950	22 1,100	71 3,550
21 Nov	11729.00	413 ₹ 20,650	-57.6 -2880.00	13.22	3 150	1 50	51 2,550
20 Nov	11753.00	470.6 ₹ 23,530	36.6 1830.00	15.48	12 600	-4 -200	48 2,400
19 Nov	11666.00	434 ₹ 21,700	-44 -2200.00	16.18	14 700	5 250	51 2,550
18 Nov	11707.00	478 ₹ 23,900	-70.3 -3515.00	16.83	54 2,700	31 1,550	47 2,350
17 Nov	11778.00	548.3 ₹ 27,415	-61.7 -3085.00	18.94	24 1,200	7 350	18 900
14 Nov	11874.00	610 ₹ 30,500	10 500.00	16.80	8 400	7 350	12 600
13 Nov	11934.00	600 ₹ 30,000	20.55 1027.50	-	0 0	0 0	0 0
12 Nov	11921.00	600 ₹ 30,000	20.55 1027.50	11.64	4 200	0 0	5 250
10 Nov	11728.00	579.45 ₹ 28,972.5	-232.2 -11610.00	19.83	5 250	4 200	4 200

For Ultratech Cement Limited - strike price 11500 expiring on 30DEC2025

Delta for 11500 CE is 0.49

Historical price for 11500 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 154.9, which was -55.2 lower than the previous day. The implied volatity was 14.80, the open interest changed by 563 which increased total open position to 906

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 204, which was -66.65 lower than the previous day. The implied volatity was 12.82, the open interest changed by 76 which increased total open position to 345

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 269.85, which was 1.7 higher than the previous day. The implied volatity was 14.08, the open interest changed by 16 which increased total open position to 269

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 265.1, which was -1.75 lower than the previous day. The implied volatity was 12.89, the open interest changed by 31 which increased total open position to 253

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 261, which was -78.7 lower than the previous day. The implied volatity was 13.85, the open interest changed by 76 which increased total open position to 223

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 341, which was 9.7 higher than the previous day. The implied volatity was 14.23, the open interest changed by -23 which decreased total open position to 148

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 329.5, which was 21.25 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 172

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 310, which was -19.4 lower than the previous day. The implied volatity was 15.03, the open interest changed by 73 which increased total open position to 195

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 331.8, which was -90.15 lower than the previous day. The implied volatity was 14.53, the open interest changed by -13 which decreased total open position to 121

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 428, which was 125.95 higher than the previous day. The implied volatity was 12.96, the open interest changed by 26 which increased total open position to 135

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 285.4, which was -36.75 lower than the previous day. The implied volatity was 14.25, the open interest changed by 35 which increased total open position to 106

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 326.75, which was -88.3 lower than the previous day. The implied volatity was 15.96, the open interest changed by 22 which increased total open position to 71

On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 413, which was -57.6 lower than the previous day. The implied volatity was 13.22, the open interest changed by 1 which increased total open position to 51

On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 470.6, which was 36.6 higher than the previous day. The implied volatity was 15.48, the open interest changed by -4 which decreased total open position to 48

On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 434, which was -44 lower than the previous day. The implied volatity was 16.18, the open interest changed by 5 which increased total open position to 51

On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 478, which was -70.3 lower than the previous day. The implied volatity was 16.83, the open interest changed by 31 which increased total open position to 47

On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 548.3, which was -61.7 lower than the previous day. The implied volatity was 18.94, the open interest changed by 7 which increased total open position to 18

On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 610, which was 10 higher than the previous day. The implied volatity was 16.80, the open interest changed by 7 which increased total open position to 12

On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 600, which was 20.55 higher than the previous day. The implied volatity was -, 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 600, which was 20.55 higher than the previous day. The implied volatity was 11.64, the open interest changed by 0 which decreased total open position to 5

On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 579.45, which was -232.2 lower than the previous day. The implied volatity was 19.83, the open interest changed by 4 which increased total open position to 4

ULTRACEMCO 30DEC2025 11500 PE
Delta: -0.51 Vega: 10.93 Theta: -2.29 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	11414.00	172 ₹ 8,600	35.7 1785.00	15.08	998 49,900	69 3,450	827 41,350
8 Dec	11540.00	140 ₹ 7,000	40.75 2037.50	16.78	978 48,900	-29 -1,450	759 37,950
5 Dec	11597.00	96 ₹ 4,800	-8.95 -447.50	14.05	479 23,950	17 850	787 39,350
4 Dec	11608.00	102.45 ₹ 5,122.5	-19.15 -957.50	14.59	610 30,500	-43 -2,150	771 38,550
3 Dec	11591.00	124.75 ₹ 6,237.5	25.95 1297.50	15.42	1,173 58,650	-15 -750	814 40,700
2 Dec	11666.00	99 ₹ 4,950	-0.85 -42.50	15.95	808 40,400	-3 -150	834 41,700
1 Dec	11662.00	92.95 ₹ 4,647.5	-28.5 -1425.00	23.11	771 38,550	2 100	837 41,850
28 Nov	11600.00	119.2 ₹ 5,960	1.1 55.00	14.61	534 26,700	22 1,100	835 41,750
27 Nov	11617.00	119.7 ₹ 5,985	37.7 1885.00	15.44	780 39,000	200 10,000	814 40,700
26 Nov	11759.00	80.8 ₹ 4,040	-73.55 -3677.50	15.53	766 38,300	79 3,950	614 30,700
25 Nov	11580.00	160.75 ₹ 8,037.5	1.75 87.50	16.09	399 19,950	109 5,450	531 26,550
24 Nov	11584.00	157.45 ₹ 7,872.5	28.75 1437.50	16.29	402 20,100	101 5,050	422 21,100
21 Nov	11729.00	131.5 ₹ 6,575	4.55 227.50	17.77	175 8,750	58 2,900	319 15,950
20 Nov	11753.00	127 ₹ 6,350	-33.45 -1672.50	18.03	135 6,750	36 1,800	261 13,050
19 Nov	11666.00	161 ₹ 8,050	-5.65 -282.50	18.81	148 7,400	112 5,600	224 11,200
18 Nov	11707.00	168 ₹ 8,400	18.8 940.00	20.12	40 2,000	16 800	111 5,550
17 Nov	11778.00	144 ₹ 7,200	22 1100.00	19.33	78 3,900	41 2,050	94 4,700
14 Nov	11874.00	122 ₹ 6,100	14 700.00	19.22	28 1,400	23 1,150	54 2,700
13 Nov	11934.00	108 ₹ 5,400	-32 -1600.00	19.00	32 1,600	28 1,400	29 1,450
12 Nov	11921.00	140 ₹ 7,000	-120 -6000.00	21.07	1 50	0 0	0 0
10 Nov	11728.00	260 ₹ 13,000	0 0.00	2.36	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11500 expiring on 30DEC2025

Delta for 11500 PE is -0.51

Historical price for 11500 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 172, which was 35.7 higher than the previous day. The implied volatity was 15.08, the open interest changed by 69 which increased total open position to 827

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 140, which was 40.75 higher than the previous day. The implied volatity was 16.78, the open interest changed by -29 which decreased total open position to 759

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 96, which was -8.95 lower than the previous day. The implied volatity was 14.05, the open interest changed by 17 which increased total open position to 787

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 102.45, which was -19.15 lower than the previous day. The implied volatity was 14.59, the open interest changed by -43 which decreased total open position to 771

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 124.75, which was 25.95 higher than the previous day. The implied volatity was 15.42, the open interest changed by -15 which decreased total open position to 814

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 99, which was -0.85 lower than the previous day. The implied volatity was 15.95, the open interest changed by -3 which decreased total open position to 834

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 92.95, which was -28.5 lower than the previous day. The implied volatity was 23.11, the open interest changed by 2 which increased total open position to 837

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 119.2, which was 1.1 higher than the previous day. The implied volatity was 14.61, the open interest changed by 22 which increased total open position to 835

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 119.7, which was 37.7 higher than the previous day. The implied volatity was 15.44, the open interest changed by 200 which increased total open position to 814

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 80.8, which was -73.55 lower than the previous day. The implied volatity was 15.53, the open interest changed by 79 which increased total open position to 614

On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 160.75, which was 1.75 higher than the previous day. The implied volatity was 16.09, the open interest changed by 109 which increased total open position to 531

On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 157.45, which was 28.75 higher than the previous day. The implied volatity was 16.29, the open interest changed by 101 which increased total open position to 422

On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 131.5, which was 4.55 higher than the previous day. The implied volatity was 17.77, the open interest changed by 58 which increased total open position to 319

On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 127, which was -33.45 lower than the previous day. The implied volatity was 18.03, the open interest changed by 36 which increased total open position to 261

On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 161, which was -5.65 lower than the previous day. The implied volatity was 18.81, the open interest changed by 112 which increased total open position to 224

On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 168, which was 18.8 higher than the previous day. The implied volatity was 20.12, the open interest changed by 16 which increased total open position to 111

On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 144, which was 22 higher than the previous day. The implied volatity was 19.33, the open interest changed by 41 which increased total open position to 94

On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 122, which was 14 higher than the previous day. The implied volatity was 19.22, the open interest changed by 23 which increased total open position to 54

On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 108, which was -32 lower than the previous day. The implied volatity was 19.00, the open interest changed by 28 which increased total open position to 29

On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 140, which was -120 lower than the previous day. The implied volatity was 21.07, the open interest changed by 0 which decreased total open position to 0

On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0

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