ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
02 Apr 2026 04:10 PM IST
| ULTRACEMCO 28-Apr-2026 (24d) 11500 CE | ||||||||||||||||
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Delta: 0.22
Vega: 8.31
Theta: -5.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 10620.00 | 113 | -30.65 | 33.66 | 1,209 | 8 | 571 | |||||||||
| 1 Apr | 10714.00 | 143.7 | -26 | 33.07 | 1,671 | 215 | 564 | |||||||||
| 30 Mar | 10745.00 | 164 | -91.75 | 31.75 | 766 | 96 | 337 | |||||||||
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| 27 Mar | 11049.00 | 260 | -54.25 | 29.49 | 446 | 5 | 237 | |||||||||
| 25 Mar | 11204.00 | 320.65 | 139.65 | 29.83 | 796 | -105 | 235 | |||||||||
| 24 Mar | 10764.00 | 182.9 | 83.8 | 30.87 | 797 | 42 | 344 | |||||||||
| 23 Mar | 10362.00 | 100 | -93.65 | 32.03 | 540 | 186 | 303 | |||||||||
| 20 Mar | 10934.00 | 190.45 | 9.75 | 25.84 | 181 | 29 | 118 | |||||||||
| 19 Mar | 10814.00 | 189.75 | -105.25 | 27.16 | 68 | 11 | 90 | |||||||||
| 18 Mar | 11247.00 | 295 | 33 | 24.07 | 25 | 13 | 80 | |||||||||
| 17 Mar | 11116.00 | 260 | -40.7 | 24.42 | 44 | 23 | 68 | |||||||||
| 16 Mar | 11099.00 | 279.8 | 96.9 | 26.2 | 53 | 7 | 45 | |||||||||
| 13 Mar | 10616.00 | 199 | -153.7 | 28.06 | 54 | 18 | 39 | |||||||||
| 12 Mar | 11089.00 | 341 | -289 | 27.91 | 18 | 9 | 19 | |||||||||
| 11 Mar | 11462.00 | 630 | 99.85 | - | 0 | 0 | 10 | |||||||||
| 10 Mar | 11654.00 | 630 | 99.85 | 27.54 | 4 | 0 | 8 | |||||||||
| 9 Mar | 11378.00 | 533.6 | -1109.8 | 31.42 | 8 | 6 | 6 | |||||||||
| 6 Mar | 11987.00 | 1643.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 1643.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11500 expiring on 28APR2026
Delta for 11500 CE is 0.22
Historical price for 11500 CE is as follows
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 113, which was -30.65 lower than the previous day. The implied volatity was 33.66, the open interest changed by 8 which increased total open position to 571
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 143.7, which was -26 lower than the previous day. The implied volatity was 33.07, the open interest changed by 215 which increased total open position to 564
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 164, which was -91.75 lower than the previous day. The implied volatity was 31.75, the open interest changed by 96 which increased total open position to 337
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 260, which was -54.25 lower than the previous day. The implied volatity was 29.49, the open interest changed by 5 which increased total open position to 237
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 320.65, which was 139.65 higher than the previous day. The implied volatity was 29.83, the open interest changed by -105 which decreased total open position to 235
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 182.9, which was 83.8 higher than the previous day. The implied volatity was 30.87, the open interest changed by 42 which increased total open position to 344
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 100, which was -93.65 lower than the previous day. The implied volatity was 32.03, the open interest changed by 186 which increased total open position to 303
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 190.45, which was 9.75 higher than the previous day. The implied volatity was 25.84, the open interest changed by 29 which increased total open position to 118
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 189.75, which was -105.25 lower than the previous day. The implied volatity was 27.16, the open interest changed by 11 which increased total open position to 90
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 295, which was 33 higher than the previous day. The implied volatity was 24.07, the open interest changed by 13 which increased total open position to 80
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 260, which was -40.7 lower than the previous day. The implied volatity was 24.42, the open interest changed by 23 which increased total open position to 68
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 279.8, which was 96.9 higher than the previous day. The implied volatity was 26.2, the open interest changed by 7 which increased total open position to 45
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 199, which was -153.7 lower than the previous day. The implied volatity was 28.06, the open interest changed by 18 which increased total open position to 39
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 341, which was -289 lower than the previous day. The implied volatity was 27.91, the open interest changed by 9 which increased total open position to 19
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 630, which was 99.85 higher 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 630, which was 99.85 higher than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 8
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 533.6, which was -1109.8 lower than the previous day. The implied volatity was 31.42, the open interest changed by 6 which increased total open position to 6
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 1643.4, 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 1643.4, 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 (24d) 11500 PE | |||||||
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Delta: -0.77
Vega: 8.49
Theta: -3.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 10620.00 | 940.85 | 91.85 | 34.79 | 5 | 2 | 104 |
| 1 Apr | 10714.00 | 849 | -14.95 | 34.65 | 78 | 20 | 100 |
| 30 Mar | 10745.00 | 863.95 | 198.05 | 40.21 | 69 | -18 | 80 |
| 27 Mar | 11049.00 | 651 | 101.55 | 36.64 | 115 | 41 | 98 |
| 25 Mar | 11204.00 | 545.65 | -290.1 | 32.17 | 46 | 10 | 52 |
| 24 Mar | 10764.00 | 847.95 | -182.05 | 34.77 | 22 | 18 | 41 |
| 23 Mar | 10362.00 | 1030 | 380 | 17.83 | 4 | 2 | 21 |
| 20 Mar | 10934.00 | 650 | -50 | 26.05 | 2 | 3 | 0 |
| 19 Mar | 10814.00 | 700 | 220 | 26.02 | 3 | 0 | 16 |
| 18 Mar | 11247.00 | 480 | -230 | 26.65 | 9 | 7 | 14 |
| 17 Mar | 11116.00 | 710 | -240 | - | 1 | 0 | 7 |
| 16 Mar | 11099.00 | 710 | -240 | 35.06 | 1 | 0 | 6 |
| 13 Mar | 10616.00 | 950 | 530 | 38.03 | 4 | 2 | 4 |
| 12 Mar | 11089.00 | 420 | 245 | - | 0 | 1 | 0 |
| 11 Mar | 11462.00 | 420 | 245 | 28.41 | 1 | 0 | 1 |
| 10 Mar | 11654.00 | 175 | 123 | - | 0 | 0 | 1 |
| 9 Mar | 11378.00 | 175 | 123 | - | 0 | 1 | 0 |
| 6 Mar | 11987.00 | 175 | 123 | 23.97 | 1 | 0 | 0 |
| 5 Mar | 12288.00 | 52 | 0 | 4.95 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11500 expiring on 28APR2026
Delta for 11500 PE is -0.77
Historical price for 11500 PE is as follows
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 940.85, which was 91.85 higher than the previous day. The implied volatity was 34.79, the open interest changed by 2 which increased total open position to 104
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 849, which was -14.95 lower than the previous day. The implied volatity was 34.65, the open interest changed by 20 which increased total open position to 100
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 863.95, which was 198.05 higher than the previous day. The implied volatity was 40.21, the open interest changed by -18 which decreased total open position to 80
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 651, which was 101.55 higher than the previous day. The implied volatity was 36.64, the open interest changed by 41 which increased total open position to 98
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 545.65, which was -290.1 lower than the previous day. The implied volatity was 32.17, the open interest changed by 10 which increased total open position to 52
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 847.95, which was -182.05 lower than the previous day. The implied volatity was 34.77, the open interest changed by 18 which increased total open position to 41
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 1030, which was 380 higher than the previous day. The implied volatity was 17.83, the open interest changed by 2 which increased total open position to 21
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 650, which was -50 lower than the previous day. The implied volatity was 26.05, the open interest changed by 3 which increased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 700, which was 220 higher than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 16
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 480, which was -230 lower than the previous day. The implied volatity was 26.65, the open interest changed by 7 which increased total open position to 14
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 710, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 710, which was -240 lower than the previous day. The implied volatity was 35.06, the open interest changed by 0 which decreased total open position to 6
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 950, which was 530 higher than the previous day. The implied volatity was 38.03, the open interest changed by 2 which increased total open position to 4
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 420, which was 245 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 420, which was 245 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 1
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 175, which was 123 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 175, which was 123 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 175, which was 123 higher than the previous day. The implied volatity was 23.97, 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 52, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0
