ULTRACEMCO

Ultratech Cement Limited

11764 +86.00 (0.74%)

L: 11671 H: 11790

Back to Option Chain

Historical option data for ULTRACEMCO
24 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 27-JAN-2026 11500 CE
Delta: 0.76 Vega: 11.23 Theta: -4.93 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	11764.00	460 ₹ 23,000	39 1950.00	15.81	62 3,100	-1 -50	215 10,750
23 Dec	11678.00	421.6 ₹ 21,080	100.4 5020.00	17.48	707 35,350	-64 -3,200	217 10,850

22 Dec	11532.00	312.25 ₹ 15,612.5	8 400.00	16.25	337 16,850	182 9,100	286 14,300
19 Dec	11496.00	312 ₹ 15,600	21.2 1060.00	16.62	73 3,650	19 950	102 5,100
18 Dec	11461.00	295 ₹ 14,750	-70.1 -3505.00	16.39	125 6,250	77 3,850	87 4,350
17 Dec	11540.00	365.1 ₹ 18,255	-36.55 -1827.50	18.17	4 200	1 50	10 500
16 Dec	11528.00	401.65 ₹ 20,082.5	-93.9 -4695.00	20.29	2 100	0 0	9 450
15 Dec	11728.00	498.7 ₹ 24,935	20.3 1015.00	18.62	4 200	1 50	10 500
12 Dec	11723.00	481.1 ₹ 24,055	171.1 8555.00	15.36	7 350	-2 -100	9 450
11 Dec	11472.00	310 ₹ 15,500	56 2800.00	15.81	6 300	0 0	11 550
10 Dec	11317.00	254 ₹ 12,700	-58.6 -2930.00	16.53	26 1,300	8 400	10 500
9 Dec	11414.00	314 ₹ 15,700	-199 -9950.00	16.58	4 200	2 100	2 100
8 Dec	11540.00	513 ₹ 25,650	-57.85 -2892.50	-	0 0	0 0	0 0
5 Dec	11597.00	513 ₹ 25,650	-57.85 -2892.50	-	0 0	0 0	0 0
4 Dec	11608.00	513 ₹ 25,650	-57.85 -2892.50	-	0 0	0 0	0 0
3 Dec	11591.00	513 ₹ 25,650	-57.85 -2892.50	-	0 0	0 0	0 0
2 Dec	11666.00	513 ₹ 25,650	-57.85 -2892.50	-	0 0	0 0	0 0
1 Dec	11662.00	513 ₹ 25,650	-57.85 -2892.50	-	0 0	0 0	0 0
28 Nov	11600.00	513 ₹ 25,650	-57.85 -2892.50	-	0 0	0 0	0 0
27 Nov	11617.00	513 ₹ 25,650	-57.85 -2892.50	-	0 0	0 0	0 0
26 Nov	11759.00	513 ₹ 25,650	-57.85 -2892.50	10.77	2 100	1 50	1 50

For Ultratech Cement Limited - strike price 11500 expiring on 27JAN2026

Delta for 11500 CE is 0.76

Historical price for 11500 CE is as follows

On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 460, which was 39 higher than the previous day. The implied volatity was 15.81, the open interest changed by -1 which decreased total open position to 215

On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 421.6, which was 100.4 higher than the previous day. The implied volatity was 17.48, the open interest changed by -64 which decreased total open position to 217

On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 312.25, which was 8 higher than the previous day. The implied volatity was 16.25, the open interest changed by 182 which increased total open position to 286

On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 312, which was 21.2 higher than the previous day. The implied volatity was 16.62, the open interest changed by 19 which increased total open position to 102

On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 295, which was -70.1 lower than the previous day. The implied volatity was 16.39, the open interest changed by 77 which increased total open position to 87

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 365.1, which was -36.55 lower than the previous day. The implied volatity was 18.17, the open interest changed by 1 which increased total open position to 10

On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 401.65, which was -93.9 lower than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 9

On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 498.7, which was 20.3 higher than the previous day. The implied volatity was 18.62, the open interest changed by 1 which increased total open position to 10

On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 481.1, which was 171.1 higher than the previous day. The implied volatity was 15.36, the open interest changed by -2 which decreased total open position to 9

On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 310, which was 56 higher than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 11

On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 254, which was -58.6 lower than the previous day. The implied volatity was 16.53, the open interest changed by 8 which increased total open position to 10

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 314, which was -199 lower than the previous day. The implied volatity was 16.58, the open interest changed by 2 which increased total open position to 2

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 513, which was -57.85 lower than the previous day. The implied volatity was 10.77, the open interest changed by 1 which increased total open position to 1

ULTRACEMCO 27JAN2026 11500 PE
Delta: -0.27 Vega: 11.98 Theta: -2.38 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	11764.00	117 ₹ 5,850	-23.3 -1165.00	18.70	354 17,700	86 4,300	561 28,050
23 Dec	11678.00	148 ₹ 7,400	-53.2 -2660.00	18.89	620 31,000	30 1,500	477 23,850
22 Dec	11532.00	203.4 ₹ 10,170	0.75 37.50	18.76	170 8,500	24 1,200	447 22,350
19 Dec	11496.00	203 ₹ 10,150	-31.55 -1577.50	17.32	27 1,350	8 400	422 21,100
18 Dec	11461.00	234.55 ₹ 11,727.5	19.55 977.50	18.39	150 7,500	135 6,750	414 20,700
17 Dec	11540.00	215 ₹ 10,750	4 200.00	18.80	37 1,850	26 1,300	276 13,800
16 Dec	11528.00	211 ₹ 10,550	59 2950.00	18.37	25 1,250	14 700	248 12,400
15 Dec	11728.00	152 ₹ 7,600	-18 -900.00	18.55	192 9,600	182 9,100	232 11,600
12 Dec	11723.00	170 ₹ 8,500	-90 -4500.00	19.77	29 1,450	10 500	50 2,500
11 Dec	11472.00	260 ₹ 13,000	-67 -3350.00	18.79	4 200	0 0	40 2,000
10 Dec	11317.00	327 ₹ 16,350	47.8 2390.00	18.87	11 550	7 350	39 1,950
9 Dec	11414.00	279.2 ₹ 13,960	44.2 2210.00	18.91	21 1,050	10 500	30 1,500
8 Dec	11540.00	235 ₹ 11,750	30 1500.00	19.12	2 100	0 0	22 1,100
5 Dec	11597.00	205 ₹ 10,250	9 450.00	-	0 0	6 300	0 0
4 Dec	11608.00	205 ₹ 10,250	9 450.00	18.29	10 500	0 0	16 800
3 Dec	11591.00	196 ₹ 9,800	-4 -200.00	-	2 100	0 0	16 800
2 Dec	11666.00	200 ₹ 10,000	-11 -550.00	19.29	7 350	6 300	15 750
1 Dec	11662.00	211 ₹ 10,550	6 300.00	20.07	4 200	1 50	8 400
28 Nov	11600.00	205 ₹ 10,250	-1.1 -55.00	17.45	3 150	0 0	4 200
27 Nov	11617.00	206.1 ₹ 10,305	-3.9 -195.00	18.14	3 150	0 0	2 100
26 Nov	11759.00	210 ₹ 10,500	-160.6 -8030.00	20.90	3 150	2 100	2 100

For Ultratech Cement Limited - strike price 11500 expiring on 27JAN2026

Delta for 11500 PE is -0.27

Historical price for 11500 PE is as follows

On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 117, which was -23.3 lower than the previous day. The implied volatity was 18.70, the open interest changed by 86 which increased total open position to 561

On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 148, which was -53.2 lower than the previous day. The implied volatity was 18.89, the open interest changed by 30 which increased total open position to 477

On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 203.4, which was 0.75 higher than the previous day. The implied volatity was 18.76, the open interest changed by 24 which increased total open position to 447

On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 203, which was -31.55 lower than the previous day. The implied volatity was 17.32, the open interest changed by 8 which increased total open position to 422

On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 234.55, which was 19.55 higher than the previous day. The implied volatity was 18.39, the open interest changed by 135 which increased total open position to 414

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 215, which was 4 higher than the previous day. The implied volatity was 18.80, the open interest changed by 26 which increased total open position to 276

On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 211, which was 59 higher than the previous day. The implied volatity was 18.37, the open interest changed by 14 which increased total open position to 248

On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 152, which was -18 lower than the previous day. The implied volatity was 18.55, the open interest changed by 182 which increased total open position to 232

On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 170, which was -90 lower than the previous day. The implied volatity was 19.77, the open interest changed by 10 which increased total open position to 50

On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 260, which was -67 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 40

On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 327, which was 47.8 higher than the previous day. The implied volatity was 18.87, the open interest changed by 7 which increased total open position to 39

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 279.2, which was 44.2 higher than the previous day. The implied volatity was 18.91, the open interest changed by 10 which increased total open position to 30

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 235, which was 30 higher than the previous day. The implied volatity was 19.12, the open interest changed by 0 which decreased total open position to 22

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 205, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 205, which was 9 higher than the previous day. The implied volatity was 18.29, the open interest changed by 0 which decreased total open position to 16

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 196, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 200, which was -11 lower than the previous day. The implied volatity was 19.29, the open interest changed by 6 which increased total open position to 15

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 211, which was 6 higher than the previous day. The implied volatity was 20.07, the open interest changed by 1 which increased total open position to 8

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 205, which was -1.1 lower than the previous day. The implied volatity was 17.45, the open interest changed by 0 which decreased total open position to 4

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 206.1, which was -3.9 lower than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 2

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 210, which was -160.6 lower than the previous day. The implied volatity was 20.90, the open interest changed by 2 which increased total open position to 2

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