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Historical option data for ULTRACEMCO

24 Jun 2026 04:10 PM IST
ULTRACEMCO 30-Jun-2026 (5d) 11500 CE
Delta: 0.44
Vega: 0.06
Theta: -9.51
Gamma: 0.00139
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 11430.00 90.65 36.65 (67.87%) 18.84 8,242 -399 2,322
23 Jun 11307.00 55.2 -39.8 (-41.89%) 18.48 2,688 518 2,832
22 Jun 11402.00 89 -21 (-19.09%) 18.39 4,047 -295 2,317
19 Jun 11367.00 106.55 -33.45 (-23.89%) 18.9 4,571 819 2,626
18 Jun 11430.00 148.65 25.65 (20.85%) 18.76 3,998 -399 1,811
17 Jun 11373.00 120.45 -8.55 (-6.63%) 18.87 2,413 44 2,207
16 Jun 11391.00 132.55 -46.45 (-25.95%) 19.78 2,513 728 2,128
15 Jun 11466.00 170 99 (139.44%) 19.42 5,520 68 1,395
12 Jun 11117.00 70.35 35.35 (101.00%) 19.66 2,212 -119 1,328
11 Jun 10830.00 38.5 -7.5 (-16.30%) 21.84 1,404 -34 1,447
10 Jun 10866.00 45.2 -17.8 (-28.25%) 22.13 1,181 -27 1,485
9 Jun 10911.00 62.5 3.5 (5.93%) 22.44 1,438 2 1,515
8 Jun 10795.00 57.5 -34.5 (-37.50%) 25.19 1,433 232 1,523
5 Jun 10912.00 89.35 -32.65 (-26.76%) 23.82 1,762 372 1,287
4 Jun 10997.00 121.6 -40.4 (-24.94%) 24.54 1,292 264 914
3 Jun 11101.00 149.5 -22.5 (-13.08%) 24.67 1,539 97 650
2 Jun 11165.00 175.1 -30.9 (-15.00%) 23.31 673 4 554
1 Jun 11232.00 209 -151 (-41.94%) 23.49 1,155 131 550
29 May 11482.00 365 -79 (-17.79%) 24.66 326 61 419
27 May 11689.00 464 33 (7.66%) 21.86 241 104 360
26 May 11623.00 435 -74 (-14.54%) 22.36 121 10 254
25 May 11726.00 510 65 (14.61%) 23.46 129 16 242
22 May 11569.00 450 54 (13.64%) 25.38 320 7 227
21 May 11474.00 402 23 (6.07%) 24.09 193 14 220
20 May 11409.00 386.6 8.6 (2.28%) 25.26 274 108 207
19 May 11368.00 378.95 -76.05 (-16.71%) 26.75 135 72 96
18 May 11561.00 454.85 -12.15 (-2.60%) 25.97 47 20 25
15 May 11487.00 470 -70 (-12.96%) 26.87 4 2 4
14 May 11692.00 540 0 (0.00%) 0 0 0 2
13 May 11573.00 540 -138.7 (-20.44%) 0 5 1 2
12 May 11516.00 678.7 0 (0.00%) 0 0 0 1
11 May 11866.00 678.7 0 (0.00%) 0 0 0 1
8 May 11950.00 678.7 0 (0.00%) - 0 0 1
7 May 12146.00 678.7 0 (0.00%) - 0 0 1
6 May 12093.00 678.7 0 (0.00%) - 0 0 1
5 May 11963.00 678.7 0 (0.00%) 27.19 0 0 1
4 May 11758.00 678.7 -136.3 (-16.72%) 27.19 1 0 0
30 Apr 11586.00 0 0 - 0 0 0
29 Apr 11833.00 0 0 - 0 0 0


For Ultratech Cement Limited - strike price 11500 expiring on 30JUN2026

Delta for 11500 CE is 0.44

Historical price for 11500 CE is as follows

On 24 Jun ULTRACEMCO was trading at 11430.00. The strike last trading price was 90.65, which was 36.65 higher than the previous day. The implied volatity was 18.84, the open interest changed by -399 which decreased total open position to 2322


On 23 Jun ULTRACEMCO was trading at 11307.00. The strike last trading price was 55.2, which was -39.8 lower than the previous day. The implied volatity was 18.48, the open interest changed by 518 which increased total open position to 2832


On 22 Jun ULTRACEMCO was trading at 11402.00. The strike last trading price was 89, which was -21 lower than the previous day. The implied volatity was 18.39, the open interest changed by -295 which decreased total open position to 2317


On 19 Jun ULTRACEMCO was trading at 11367.00. The strike last trading price was 106.55, which was -33.45 lower than the previous day. The implied volatity was 18.9, the open interest changed by 819 which increased total open position to 2626


On 18 Jun ULTRACEMCO was trading at 11430.00. The strike last trading price was 148.65, which was 25.65 higher than the previous day. The implied volatity was 18.76, the open interest changed by -399 which decreased total open position to 1811


On 17 Jun ULTRACEMCO was trading at 11373.00. The strike last trading price was 120.45, which was -8.55 lower than the previous day. The implied volatity was 18.87, the open interest changed by 44 which increased total open position to 2207


On 16 Jun ULTRACEMCO was trading at 11391.00. The strike last trading price was 132.55, which was -46.45 lower than the previous day. The implied volatity was 19.78, the open interest changed by 728 which increased total open position to 2128


On 15 Jun ULTRACEMCO was trading at 11466.00. The strike last trading price was 170, which was 99 higher than the previous day. The implied volatity was 19.42, the open interest changed by 68 which increased total open position to 1395


On 12 Jun ULTRACEMCO was trading at 11117.00. The strike last trading price was 70.35, which was 35.35 higher than the previous day. The implied volatity was 19.66, the open interest changed by -119 which decreased total open position to 1328


On 11 Jun ULTRACEMCO was trading at 10830.00. The strike last trading price was 38.5, which was -7.5 lower than the previous day. The implied volatity was 21.84, the open interest changed by -34 which decreased total open position to 1447


On 10 Jun ULTRACEMCO was trading at 10866.00. The strike last trading price was 45.2, which was -17.8 lower than the previous day. The implied volatity was 22.13, the open interest changed by -27 which decreased total open position to 1485


On 9 Jun ULTRACEMCO was trading at 10911.00. The strike last trading price was 62.5, which was 3.5 higher than the previous day. The implied volatity was 22.44, the open interest changed by 2 which increased total open position to 1515


On 8 Jun ULTRACEMCO was trading at 10795.00. The strike last trading price was 57.5, which was -34.5 lower than the previous day. The implied volatity was 25.19, the open interest changed by 232 which increased total open position to 1523


On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 89.35, which was -32.65 lower than the previous day. The implied volatity was 23.82, the open interest changed by 372 which increased total open position to 1287


On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 121.6, which was -40.4 lower than the previous day. The implied volatity was 24.54, the open interest changed by 264 which increased total open position to 914


On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 149.5, which was -22.5 lower than the previous day. The implied volatity was 24.67, the open interest changed by 97 which increased total open position to 650


On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 175.1, which was -30.9 lower than the previous day. The implied volatity was 23.31, the open interest changed by 4 which increased total open position to 554


On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 209, which was -151 lower than the previous day. The implied volatity was 23.49, the open interest changed by 131 which increased total open position to 550


On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 365, which was -79 lower than the previous day. The implied volatity was 24.66, the open interest changed by 61 which increased total open position to 419


On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 464, which was 33 higher than the previous day. The implied volatity was 21.86, the open interest changed by 104 which increased total open position to 360


On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 435, which was -74 lower than the previous day. The implied volatity was 22.36, the open interest changed by 10 which increased total open position to 254


On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 510, which was 65 higher than the previous day. The implied volatity was 23.46, the open interest changed by 16 which increased total open position to 242


On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 450, which was 54 higher than the previous day. The implied volatity was 25.38, the open interest changed by 7 which increased total open position to 227


On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 402, which was 23 higher than the previous day. The implied volatity was 24.09, the open interest changed by 14 which increased total open position to 220


On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 386.6, which was 8.6 higher than the previous day. The implied volatity was 25.26, the open interest changed by 108 which increased total open position to 207


On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 378.95, which was -76.05 lower than the previous day. The implied volatity was 26.75, the open interest changed by 72 which increased total open position to 96


On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 454.85, which was -12.15 lower than the previous day. The implied volatity was 25.97, the open interest changed by 20 which increased total open position to 25


On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 470, which was -70 lower than the previous day. The implied volatity was 26.87, the open interest changed by 2 which increased total open position to 4


On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 540, 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 2


On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 540, which was -138.7 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2


On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 678.7, 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 678.7, 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 678.7, 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 678.7, 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 678.7, 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 678.7, which was 0 lower than the previous day. The implied volatity was 27.19, 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 678.7, which was -136.3 lower than the previous day. The implied volatity was 27.19, 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 29 Apr ULTRACEMCO was trading at 11833.00. 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 (5d) 11500 PE
Delta: -0.57
Vega: 0.06
Theta: -6.92
Gamma: 0.00153
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 11430.00 129.15 -125.5 (-49.28%) 17.06 494 -61 538
23 Jun 11307.00 238.7 57.7 (31.88%) 19.37 449 -10 603
22 Jun 11402.00 177.5 -21.1 (-10.62%) 18.98 422 18 612
19 Jun 11367.00 199.85 42.3 (26.85%) 17.78 602 -37 593
18 Jun 11430.00 148.65 -48.35 (-24.54%) 15.54 449 51 627
17 Jun 11373.00 195.4 -9.2 (-4.50%) 15.9 639 -94 577
16 Jun 11391.00 206.95 36.75 (21.59%) 16.93 941 -85 672
15 Jun 11466.00 175.55 -253.45 (-59.08%) 16.5 3,388 201 755
12 Jun 11117.00 429 -237.8 (-35.66%) 16.8 132 -13 555
11 Jun 10830.00 667.25 89 (15.39%) 19.16 9 2 569
10 Jun 10866.00 578.25 15.1 (2.68%) 20.44 32 -7 567
9 Jun 10911.00 563.15 -116.4 (-17.13%) 14.65 35 -3 574
8 Jun 10795.00 719.15 130.55 (22.18%) 19.73 522 -157 577
5 Jun 10912.00 586.2 64.6 (12.38%) 17.63 35 7 733
4 Jun 10997.00 515.7 81.1 (18.66%) 18.02 45 2 726
3 Jun 11101.00 461.15 58.45 (14.51%) 17.22 577 217 725
2 Jun 11165.00 393.3 22.45 (6.05%) 17.82 123 -8 507
1 Jun 11232.00 364.7 136.7 (59.96%) 19.69 499 28 515
29 May 11482.00 237.85 57.75 (32.07%) 19.48 532 23 487
27 May 11689.00 169.35 -47.4 (-21.87%) 19.74 212 24 464
26 May 11623.00 217.95 22.2 (11.34%) 21.71 164 19 440
25 May 11726.00 195.55 -78.85 (-28.74%) 21.76 190 15 423
22 May 11569.00 270 -62.1 (-18.70%) 21.95 217 94 408
21 May 11474.00 340.4 -28 (-7.60%) 24.2 40 7 313
20 May 11409.00 368.4 -36.05 (-8.91%) 23.91 181 137 306
19 May 11368.00 406 58.25 (16.75%) 24.04 75 30 169
18 May 11561.00 347.8 -9.25 (-2.59%) 25.57 25 11 136
15 May 11487.00 360.55 70.55 (24.33%) 23.85 40 29 125
14 May 11692.00 290 -47.75 (-14.14%) 24.64 13 4 94
13 May 11573.00 337.75 -32.25 (-8.72%) 0 13 5 90
12 May 11516.00 370 114 (44.53%) 0 45 34 85
11 May 11866.00 256 -7.2 (-2.74%) 0 34 18 52
8 May 11950.00 263.2 76.2 (40.75%) 26.65 23 15 33
7 May 12146.00 187 -69.6 (-27.12%) 26.17 1 0 17
6 May 12093.00 256.6 -68.45 (-21.06%) 26.53 13 9 14
5 May 11963.00 325.05 35.05 (12.09%) 27.01 3 0 2
4 May 11758.00 290 -79.1 (-21.43%) - 0 0 2
30 Apr 11586.00 290 -79.1 (-21.43%) 24.92 0 0 2
29 Apr 11833.00 290 -93.45 (-24.37%) 24.92 2 1 1


For Ultratech Cement Limited - strike price 11500 expiring on 30JUN2026

Delta for 11500 PE is -0.57

Historical price for 11500 PE is as follows

On 24 Jun ULTRACEMCO was trading at 11430.00. The strike last trading price was 129.15, which was -125.5 lower than the previous day. The implied volatity was 17.06, the open interest changed by -61 which decreased total open position to 538


On 23 Jun ULTRACEMCO was trading at 11307.00. The strike last trading price was 238.7, which was 57.7 higher than the previous day. The implied volatity was 19.37, the open interest changed by -10 which decreased total open position to 603


On 22 Jun ULTRACEMCO was trading at 11402.00. The strike last trading price was 177.5, which was -21.1 lower than the previous day. The implied volatity was 18.98, the open interest changed by 18 which increased total open position to 612


On 19 Jun ULTRACEMCO was trading at 11367.00. The strike last trading price was 199.85, which was 42.3 higher than the previous day. The implied volatity was 17.78, the open interest changed by -37 which decreased total open position to 593


On 18 Jun ULTRACEMCO was trading at 11430.00. The strike last trading price was 148.65, which was -48.35 lower than the previous day. The implied volatity was 15.54, the open interest changed by 51 which increased total open position to 627


On 17 Jun ULTRACEMCO was trading at 11373.00. The strike last trading price was 195.4, which was -9.2 lower than the previous day. The implied volatity was 15.9, the open interest changed by -94 which decreased total open position to 577


On 16 Jun ULTRACEMCO was trading at 11391.00. The strike last trading price was 206.95, which was 36.75 higher than the previous day. The implied volatity was 16.93, the open interest changed by -85 which decreased total open position to 672


On 15 Jun ULTRACEMCO was trading at 11466.00. The strike last trading price was 175.55, which was -253.45 lower than the previous day. The implied volatity was 16.5, the open interest changed by 201 which increased total open position to 755


On 12 Jun ULTRACEMCO was trading at 11117.00. The strike last trading price was 429, which was -237.8 lower than the previous day. The implied volatity was 16.8, the open interest changed by -13 which decreased total open position to 555


On 11 Jun ULTRACEMCO was trading at 10830.00. The strike last trading price was 667.25, which was 89 higher than the previous day. The implied volatity was 19.16, the open interest changed by 2 which increased total open position to 569


On 10 Jun ULTRACEMCO was trading at 10866.00. The strike last trading price was 578.25, which was 15.1 higher than the previous day. The implied volatity was 20.44, the open interest changed by -7 which decreased total open position to 567


On 9 Jun ULTRACEMCO was trading at 10911.00. The strike last trading price was 563.15, which was -116.4 lower than the previous day. The implied volatity was 14.65, the open interest changed by -3 which decreased total open position to 574


On 8 Jun ULTRACEMCO was trading at 10795.00. The strike last trading price was 719.15, which was 130.55 higher than the previous day. The implied volatity was 19.73, the open interest changed by -157 which decreased total open position to 577


On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 586.2, which was 64.6 higher than the previous day. The implied volatity was 17.63, the open interest changed by 7 which increased total open position to 733


On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 515.7, which was 81.1 higher than the previous day. The implied volatity was 18.02, the open interest changed by 2 which increased total open position to 726


On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 461.15, which was 58.45 higher than the previous day. The implied volatity was 17.22, the open interest changed by 217 which increased total open position to 725


On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 393.3, which was 22.45 higher than the previous day. The implied volatity was 17.82, the open interest changed by -8 which decreased total open position to 507


On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 364.7, which was 136.7 higher than the previous day. The implied volatity was 19.69, the open interest changed by 28 which increased total open position to 515


On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 237.85, which was 57.75 higher than the previous day. The implied volatity was 19.48, the open interest changed by 23 which increased total open position to 487


On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 169.35, which was -47.4 lower than the previous day. The implied volatity was 19.74, the open interest changed by 24 which increased total open position to 464


On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 217.95, which was 22.2 higher than the previous day. The implied volatity was 21.71, the open interest changed by 19 which increased total open position to 440


On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 195.55, which was -78.85 lower than the previous day. The implied volatity was 21.76, the open interest changed by 15 which increased total open position to 423


On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 270, which was -62.1 lower than the previous day. The implied volatity was 21.95, the open interest changed by 94 which increased total open position to 408


On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 340.4, which was -28 lower than the previous day. The implied volatity was 24.2, the open interest changed by 7 which increased total open position to 313


On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 368.4, which was -36.05 lower than the previous day. The implied volatity was 23.91, the open interest changed by 137 which increased total open position to 306


On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 406, which was 58.25 higher than the previous day. The implied volatity was 24.04, the open interest changed by 30 which increased total open position to 169


On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 347.8, which was -9.25 lower than the previous day. The implied volatity was 25.57, the open interest changed by 11 which increased total open position to 136


On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 360.55, which was 70.55 higher than the previous day. The implied volatity was 23.85, the open interest changed by 29 which increased total open position to 125


On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 290, which was -47.75 lower than the previous day. The implied volatity was 24.64, the open interest changed by 4 which increased total open position to 94


On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 337.75, which was -32.25 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 90


On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 370, which was 114 higher than the previous day. The implied volatity was 0, the open interest changed by 34 which increased total open position to 85


On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 256, which was -7.2 lower than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 52


On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 263.2, which was 76.2 higher than the previous day. The implied volatity was 26.65, the open interest changed by 15 which increased total open position to 33


On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 187, which was -69.6 lower than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 17


On 6 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 256.6, which was -68.45 lower than the previous day. The implied volatity was 26.53, the open interest changed by 9 which increased total open position to 14


On 5 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 325.05, which was 35.05 higher than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 2


On 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 290, which was -79.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 290, which was -79.1 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 2


On 29 Apr ULTRACEMCO was trading at 11833.00. The strike last trading price was 290, which was -93.45 lower than the previous day. The implied volatity was 24.92, the open interest changed by 1 which increased total open position to 1