Historical option data for ULTRACEMCO
20 May 2026 04:10 PM IST
| ULTRACEMCO 26-May-2026 (5d) 11500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.06
Theta: -12.4
Gamma: 0.00105
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 11409.00 | 122.3 | -8.7 (-6.64%) | 24.98 | 4,490 | 764 | 1,858 | |||||||||
| 19 May | 11368.00 | 130 | -97 (-42.73%) | 28.6 | 3,240 | 265 | 1,101 | |||||||||
| 18 May | 11561.00 | 230.35 | 5.35 (2.38%) | 26.38 | 2,719 | 113 | 846 | |||||||||
| 15 May | 11487.00 | 229.3 | -124.7 (-35.23%) | 28 | 990 | 95 | 728 | |||||||||
| 14 May | 11692.00 | 393.45 | 88.45 (29.00%) | 32.22 | 703 | -11 | 639 | |||||||||
| 13 May | 11573.00 | 315.85 | 33.85 (12.00%) | 0 | 3,146 | 262 | 651 | |||||||||
| 12 May | 11516.00 | 297.25 | -208.75 (-41.25%) | 0 | 361 | 2 | 389 | |||||||||
| 11 May | 11866.00 | 506.15 | -52.85 (-9.45%) | 0 | 18 | -3 | 387 | |||||||||
| 8 May | 11950.00 | 555 | -210.8 (-27.53%) | 22.96 | 80 | 12 | 390 | |||||||||
| 7 May | 12146.00 | 765.8 | 32.55 (4.44%) | 22.87 | 32 | -12 | 380 | |||||||||
| 6 May | 12093.00 | 733.85 | 133.1 (22.16%) | 29.44 | 99 | -27 | 395 | |||||||||
| 5 May | 11963.00 | 599.7 | 95.4 (18.92%) | 25.31 | 279 | -25 | 422 | |||||||||
| 4 May | 11758.00 | 506 | 73 (16.86%) | 29.31 | 905 | 236 | 447 | |||||||||
| 30 Apr | 11586.00 | 435 | -118 (-21.34%) | 29.75 | 1,975 | 233 | 444 | |||||||||
| 29 Apr | 11833.00 | 553 | -18.45 (-3.23%) | 26.03 | 180 | -22 | 212 | |||||||||
| 28 Apr | 11817.00 | 564.25 | -178 (-23.98%) | 26.78 | 213 | 75 | 234 | |||||||||
| 27 Apr | 12010.00 | 780 | 30.95 (4.13%) | 34.43 | 108 | 43 | 159 | |||||||||
| 24 Apr | 11998.00 | 749.05 | -114.4 (-13.25%) | 30.9 | 17 | 14 | 116 | |||||||||
| 23 Apr | 12167.00 | 863.45 | 33.45 (4.03%) | 28.07 | 21 | 20 | 101 | |||||||||
| 22 Apr | 12193.00 | 830 | 30 (3.75%) | 27.71 | 5 | 2 | 79 | |||||||||
| 21 Apr | 12039.00 | 800 | 84.4 (11.79%) | 28.67 | 53 | 34 | 69 | |||||||||
| 20 Apr | 11917.00 | 715.55 | 32.4 (4.74%) | 29.39 | 54 | 25 | 34 | |||||||||
| 17 Apr | 11886.00 | 683.15 | 431.1 (171.04%) | 28.28 | 9 | 6 | 6 | |||||||||
| 16 Apr | 11826.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 11785.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 11502.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 11589.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 11448.00 | 252.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 11603.00 | 252.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 10936.00 | 252.05 | 0 (0.00%) | 2.67 | 0 | 0 | 0 | |||||||||
| 6 Apr | 10955.00 | 252.05 | 0 (0.00%) | 2.28 | 0 | 0 | 0 | |||||||||
| 2 Apr | 10620.00 | 252.05 | 0 (0.00%) | 4.35 | 0 | 0 | 0 | |||||||||
| 1 Apr | 10714.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11500 expiring on 26MAY2026
Delta for 11500 CE is 0.44
Historical price for 11500 CE is as follows
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 122.3, which was -8.7 lower than the previous day. The implied volatity was 24.98, the open interest changed by 764 which increased total open position to 1858
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 130, which was -97 lower than the previous day. The implied volatity was 28.6, the open interest changed by 265 which increased total open position to 1101
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 230.35, which was 5.35 higher than the previous day. The implied volatity was 26.38, the open interest changed by 113 which increased total open position to 846
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 229.3, which was -124.7 lower than the previous day. The implied volatity was 28, the open interest changed by 95 which increased total open position to 728
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 393.45, which was 88.45 higher than the previous day. The implied volatity was 32.22, the open interest changed by -11 which decreased total open position to 639
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 315.85, which was 33.85 higher than the previous day. The implied volatity was 0, the open interest changed by 262 which increased total open position to 651
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 297.25, which was -208.75 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 389
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 506.15, which was -52.85 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 387
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 555, which was -210.8 lower than the previous day. The implied volatity was 22.96, the open interest changed by 12 which increased total open position to 390
On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 765.8, which was 32.55 higher than the previous day. The implied volatity was 22.87, the open interest changed by -12 which decreased total open position to 380
On 6 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 733.85, which was 133.1 higher than the previous day. The implied volatity was 29.44, the open interest changed by -27 which decreased total open position to 395
On 5 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 599.7, which was 95.4 higher than the previous day. The implied volatity was 25.31, the open interest changed by -25 which decreased total open position to 422
On 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 506, which was 73 higher than the previous day. The implied volatity was 29.31, the open interest changed by 236 which increased total open position to 447
On 30 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 435, which was -118 lower than the previous day. The implied volatity was 29.75, the open interest changed by 233 which increased total open position to 444
On 29 Apr ULTRACEMCO was trading at 11833.00. The strike last trading price was 553, which was -18.45 lower than the previous day. The implied volatity was 26.03, the open interest changed by -22 which decreased total open position to 212
On 28 Apr ULTRACEMCO was trading at 11817.00. The strike last trading price was 564.25, which was -178 lower than the previous day. The implied volatity was 26.78, the open interest changed by 75 which increased total open position to 234
On 27 Apr ULTRACEMCO was trading at 12010.00. The strike last trading price was 780, which was 30.95 higher than the previous day. The implied volatity was 34.43, the open interest changed by 43 which increased total open position to 159
On 24 Apr ULTRACEMCO was trading at 11998.00. The strike last trading price was 749.05, which was -114.4 lower than the previous day. The implied volatity was 30.9, the open interest changed by 14 which increased total open position to 116
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 863.45, which was 33.45 higher than the previous day. The implied volatity was 28.07, the open interest changed by 20 which increased total open position to 101
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 830, which was 30 higher than the previous day. The implied volatity was 27.71, the open interest changed by 2 which increased total open position to 79
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 800, which was 84.4 higher than the previous day. The implied volatity was 28.67, the open interest changed by 34 which increased total open position to 69
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 715.55, which was 32.4 higher than the previous day. The implied volatity was 29.39, the open interest changed by 25 which increased total open position to 34
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 683.15, which was 431.1 higher than the previous day. The implied volatity was 28.28, the open interest changed by 6 which increased total open position to 6
On 16 Apr ULTRACEMCO was trading at 11826.00. 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 Apr ULTRACEMCO was trading at 11785.00. 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 11502.00. 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 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 252.05, 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 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 252.05, 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 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 252.05, which was 0 lower than the previous day. The implied volatity was 2.67, 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 252.05, which was 0 lower than the previous day. The implied volatity was 2.28, 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 252.05, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 1 Apr ULTRACEMCO was trading at 10714.00. 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 26-May-2026 (5d) 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.06
Theta: -10
Gamma: 0.00111
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 11409.00 | 174 | -55.9 (-24.31%) | 23.58 | 477 | -127 | 892 |
| 19 May | 11368.00 | 230.45 | 69.15 (42.87%) | 25.07 | 1,309 | 52 | 1,024 |
| 18 May | 11561.00 | 156.85 | -47.75 (-23.34%) | 27.93 | 2,140 | 250 | 1,278 |
| 15 May | 11487.00 | 198.5 | 72.8 (57.92%) | 25 | 2,915 | 156 | 1,028 |
| 14 May | 11692.00 | 116 | -60.5 (-34.28%) | 24.17 | 2,499 | 67 | 872 |
| 13 May | 11573.00 | 167.45 | -45.7 (-21.44%) | 0 | 2,407 | 37 | 805 |
| 12 May | 11516.00 | 206 | 94.95 (85.50%) | 0 | 1,859 | -36 | 768 |
| 11 May | 11866.00 | 107.65 | 6.55 (6.48%) | 0 | 1,292 | -150 | 806 |
| 8 May | 11950.00 | 101.4 | 41.2 (68.44%) | 26.58 | 1,273 | -5 | 969 |
| 7 May | 12146.00 | 60.15 | -11.6 (-16.17%) | 25.46 | 1,388 | 113 | 972 |
| 6 May | 12093.00 | 67.75 | -52 (-43.42%) | 24.96 | 2,034 | -122 | 857 |
| 5 May | 11963.00 | 123 | -64.5 (-34.40%) | 26.9 | 2,352 | 16 | 987 |
| 4 May | 11758.00 | 195.75 | -79.1 (-28.78%) | 27.22 | 2,978 | -61 | 1,005 |
| 30 Apr | 11586.00 | 272 | 78.7 (40.71%) | 27.38 | 3,156 | 24 | 1,090 |
| 29 Apr | 11833.00 | 195.1 | -28.2 (-12.63%) | 27.71 | 2,060 | -309 | 1,079 |
| 28 Apr | 11817.00 | 231.6 | 33.65 (17.00%) | 29.8 | 3,380 | 128 | 1,404 |
| 27 Apr | 12010.00 | 191 | -18.25 (-8.72%) | 30.83 | 4,001 | 857 | 1,285 |
| 24 Apr | 11998.00 | 206.35 | 63.4 (44.35%) | 31.67 | 407 | 63 | 419 |
| 23 Apr | 12167.00 | 149.3 | 14.75 (10.96%) | 29.35 | 178 | 90 | 358 |
| 22 Apr | 12193.00 | 142.6 | -29.2 (-17.00%) | 27.74 | 284 | 194 | 269 |
| 21 Apr | 12039.00 | 173 | -61.35 (-26.18%) | 27.32 | 73 | 21 | 75 |
| 20 Apr | 11917.00 | 240 | 0.05 (0.02%) | 28.99 | 57 | 26 | 49 |
| 17 Apr | 11886.00 | 240 | -36.15 (-13.09%) | 27.93 | 39 | 8 | 23 |
| 16 Apr | 11826.00 | 276.15 | -20.35 (-6.86%) | 28.93 | 17 | 11 | 16 |
| 15 Apr | 11785.00 | 296.5 | -141.5 (-32.31%) | 28.89 | 4 | 2 | 4 |
| 13 Apr | 11502.00 | 438 | -36.8 (-7.75%) | - | 0 | 0 | 2 |
| 10 Apr | 11589.00 | 438 | -36.8 (-7.75%) | - | 0 | 0 | 2 |
| 9 Apr | 11448.00 | 438 | -441.85 (-50.22%) | 29.15 | 2 | 0 | 0 |
| 8 Apr | 11603.00 | 879.85 | 0 (0.00%) | 1.45 | 0 | 0 | 0 |
| 7 Apr | 10936.00 | 879.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 10955.00 | 879.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 10620.00 | 879.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 10714.00 | 879.85 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11500 expiring on 26MAY2026
Delta for 11500 PE is -0.56
Historical price for 11500 PE is as follows
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 174, which was -55.9 lower than the previous day. The implied volatity was 23.58, the open interest changed by -127 which decreased total open position to 892
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 230.45, which was 69.15 higher than the previous day. The implied volatity was 25.07, the open interest changed by 52 which increased total open position to 1024
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 156.85, which was -47.75 lower than the previous day. The implied volatity was 27.93, the open interest changed by 250 which increased total open position to 1278
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 198.5, which was 72.8 higher than the previous day. The implied volatity was 25, the open interest changed by 156 which increased total open position to 1028
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 116, which was -60.5 lower than the previous day. The implied volatity was 24.17, the open interest changed by 67 which increased total open position to 872
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 167.45, which was -45.7 lower than the previous day. The implied volatity was 0, the open interest changed by 37 which increased total open position to 805
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 206, which was 94.95 higher than the previous day. The implied volatity was 0, the open interest changed by -36 which decreased total open position to 768
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 107.65, which was 6.55 higher than the previous day. The implied volatity was 0, the open interest changed by -150 which decreased total open position to 806
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 101.4, which was 41.2 higher than the previous day. The implied volatity was 26.58, the open interest changed by -5 which decreased total open position to 969
On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 60.15, which was -11.6 lower than the previous day. The implied volatity was 25.46, the open interest changed by 113 which increased total open position to 972
On 6 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 67.75, which was -52 lower than the previous day. The implied volatity was 24.96, the open interest changed by -122 which decreased total open position to 857
On 5 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 123, which was -64.5 lower than the previous day. The implied volatity was 26.9, the open interest changed by 16 which increased total open position to 987
On 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 195.75, which was -79.1 lower than the previous day. The implied volatity was 27.22, the open interest changed by -61 which decreased total open position to 1005
On 30 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 272, which was 78.7 higher than the previous day. The implied volatity was 27.38, the open interest changed by 24 which increased total open position to 1090
On 29 Apr ULTRACEMCO was trading at 11833.00. The strike last trading price was 195.1, which was -28.2 lower than the previous day. The implied volatity was 27.71, the open interest changed by -309 which decreased total open position to 1079
On 28 Apr ULTRACEMCO was trading at 11817.00. The strike last trading price was 231.6, which was 33.65 higher than the previous day. The implied volatity was 29.8, the open interest changed by 128 which increased total open position to 1404
On 27 Apr ULTRACEMCO was trading at 12010.00. The strike last trading price was 191, which was -18.25 lower than the previous day. The implied volatity was 30.83, the open interest changed by 857 which increased total open position to 1285
On 24 Apr ULTRACEMCO was trading at 11998.00. The strike last trading price was 206.35, which was 63.4 higher than the previous day. The implied volatity was 31.67, the open interest changed by 63 which increased total open position to 419
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 149.3, which was 14.75 higher than the previous day. The implied volatity was 29.35, the open interest changed by 90 which increased total open position to 358
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 142.6, which was -29.2 lower than the previous day. The implied volatity was 27.74, the open interest changed by 194 which increased total open position to 269
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 173, which was -61.35 lower than the previous day. The implied volatity was 27.32, the open interest changed by 21 which increased total open position to 75
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 240, which was 0.05 higher than the previous day. The implied volatity was 28.99, the open interest changed by 26 which increased total open position to 49
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 240, which was -36.15 lower than the previous day. The implied volatity was 27.93, the open interest changed by 8 which increased total open position to 23
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 276.15, which was -20.35 lower than the previous day. The implied volatity was 28.93, the open interest changed by 11 which increased total open position to 16
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 296.5, which was -141.5 lower than the previous day. The implied volatity was 28.89, the open interest changed by 2 which increased total open position to 4
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 438, which was -36.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 438, which was -36.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 438, which was -441.85 lower than the previous day. The implied volatity was 29.15, 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 879.85, which was 0 lower than the previous day. The implied volatity was 1.45, 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 879.85, 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 879.85, 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 879.85, 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 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 879.85, 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
