Historical option data for ULTRACEMCO
22 Jun 2026 01:20 PM IST
| ULTRACEMCO 28-Jul-2026 (36d) 11500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.14
Theta: -5.39
Gamma: 0.00046
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 11393.00 | 325 | -2 (-0.61%) | 23.86 | 78 | 40 | 246 | |||||||||
| 19 Jun | 11367.00 | 337.5 | -20.5 (-5.73%) | 24.14 | 94 | 73 | 206 | |||||||||
| 18 Jun | 11430.00 | 360 | 21 (6.19%) | 23.15 | 88 | 36 | 144 | |||||||||
| 17 Jun | 11373.00 | 338.95 | 3.95 (1.18%) | 24.05 | 26 | 11 | 107 | |||||||||
| 16 Jun | 11391.00 | 335 | -69 (-17.08%) | 22.82 | 18 | 8 | 96 | |||||||||
| 15 Jun | 11466.00 | 385 | 135 (54.00%) | 23.96 | 110 | 9 | 87 | |||||||||
| 12 Jun | 11117.00 | 253 | 81 (47.09%) | 23.96 | 29 | 12 | 77 | |||||||||
| 11 Jun | 10830.00 | 172 | -10 (-5.49%) | 25.26 | 11 | 1 | 62 | |||||||||
| 10 Jun | 10866.00 | 185.2 | -47.8 (-20.52%) | 24.99 | 9 | 1 | 60 | |||||||||
| 9 Jun | 10911.00 | 232.75 | 38.75 (19.97%) | 26.58 | 3 | 1 | 59 | |||||||||
| 8 Jun | 10795.00 | 186.8 | -53.2 (-22.17%) | 26.48 | 10 | 0 | 58 | |||||||||
| 5 Jun | 10912.00 | 240 | -42.5 (-15.04%) | 26.01 | 28 | 18 | 58 | |||||||||
| 4 Jun | 10997.00 | 287.4 | -28 (-8.88%) | 26.92 | 42 | 30 | 39 | |||||||||
| 3 Jun | 11101.00 | 326.5 | -18.5 (-5.36%) | 26.89 | 3 | 2 | 8 | |||||||||
| 2 Jun | 11165.00 | 345 | -346 (-50.07%) | 25.48 | 8 | 7 | 7 | |||||||||
For Ultratech Cement Limited - strike price 11500 expiring on 28JUL2026
Delta for 11500 CE is 0.5
Historical price for 11500 CE is as follows
On 22 Jun ULTRACEMCO was trading at 11393.00. The strike last trading price was 325, which was -2 lower than the previous day. The implied volatity was 23.86, the open interest changed by 40 which increased total open position to 246
On 19 Jun ULTRACEMCO was trading at 11367.00. The strike last trading price was 337.5, which was -20.5 lower than the previous day. The implied volatity was 24.14, the open interest changed by 73 which increased total open position to 206
On 18 Jun ULTRACEMCO was trading at 11430.00. The strike last trading price was 360, which was 21 higher than the previous day. The implied volatity was 23.15, the open interest changed by 36 which increased total open position to 144
On 17 Jun ULTRACEMCO was trading at 11373.00. The strike last trading price was 338.95, which was 3.95 higher than the previous day. The implied volatity was 24.05, the open interest changed by 11 which increased total open position to 107
On 16 Jun ULTRACEMCO was trading at 11391.00. The strike last trading price was 335, which was -69 lower than the previous day. The implied volatity was 22.82, the open interest changed by 8 which increased total open position to 96
On 15 Jun ULTRACEMCO was trading at 11466.00. The strike last trading price was 385, which was 135 higher than the previous day. The implied volatity was 23.96, the open interest changed by 9 which increased total open position to 87
On 12 Jun ULTRACEMCO was trading at 11117.00. The strike last trading price was 253, which was 81 higher than the previous day. The implied volatity was 23.96, the open interest changed by 12 which increased total open position to 77
On 11 Jun ULTRACEMCO was trading at 10830.00. The strike last trading price was 172, which was -10 lower than the previous day. The implied volatity was 25.26, the open interest changed by 1 which increased total open position to 62
On 10 Jun ULTRACEMCO was trading at 10866.00. The strike last trading price was 185.2, which was -47.8 lower than the previous day. The implied volatity was 24.99, the open interest changed by 1 which increased total open position to 60
On 9 Jun ULTRACEMCO was trading at 10911.00. The strike last trading price was 232.75, which was 38.75 higher than the previous day. The implied volatity was 26.58, the open interest changed by 1 which increased total open position to 59
On 8 Jun ULTRACEMCO was trading at 10795.00. The strike last trading price was 186.8, which was -53.2 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 58
On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 240, which was -42.5 lower than the previous day. The implied volatity was 26.01, the open interest changed by 18 which increased total open position to 58
On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 287.4, which was -28 lower than the previous day. The implied volatity was 26.92, the open interest changed by 30 which increased total open position to 39
On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 326.5, which was -18.5 lower than the previous day. The implied volatity was 26.89, the open interest changed by 2 which increased total open position to 8
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 345, which was -346 lower than the previous day. The implied volatity was 25.48, the open interest changed by 7 which increased total open position to 7
| ULTRACEMCO 28-Jul-2026 (36d) 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.14
Theta: -3.22
Gamma: 0.00051
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 11393.00 | 347.45 | -6.6 (-1.86%) | 21.72 | 4 | 2 | 11 |
| 19 Jun | 11367.00 | 354.05 | 54.05 (18.02%) | 20.5 | 1 | 0 | 8 |
| 18 Jun | 11430.00 | 300 | -68.8 (-18.66%) | 20.17 | 3 | -1 | 7 |
| 17 Jun | 11373.00 | 368.8 | 18.8 (5.37%) | 20.85 | 1 | 0 | 8 |
| 16 Jun | 11391.00 | 350 | 23.2 (7.10%) | 20.72 | 4 | 1 | 7 |
| 15 Jun | 11466.00 | 325 | -124.8 (-27.75%) | 21.99 | 10 | 5 | 5 |
| 12 Jun | 11117.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 10830.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 10866.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 10911.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 10795.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 10912.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 10997.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 11101.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 11165.00 | 0 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11500 expiring on 28JUL2026
Delta for 11500 PE is -0.52
Historical price for 11500 PE is as follows
On 22 Jun ULTRACEMCO was trading at 11393.00. The strike last trading price was 347.45, which was -6.6 lower than the previous day. The implied volatity was 21.72, the open interest changed by 2 which increased total open position to 11
On 19 Jun ULTRACEMCO was trading at 11367.00. The strike last trading price was 354.05, which was 54.05 higher than the previous day. The implied volatity was 20.5, the open interest changed by 0 which decreased total open position to 8
On 18 Jun ULTRACEMCO was trading at 11430.00. The strike last trading price was 300, which was -68.8 lower than the previous day. The implied volatity was 20.17, the open interest changed by -1 which decreased total open position to 7
On 17 Jun ULTRACEMCO was trading at 11373.00. The strike last trading price was 368.8, which was 18.8 higher than the previous day. The implied volatity was 20.85, the open interest changed by 0 which decreased total open position to 8
On 16 Jun ULTRACEMCO was trading at 11391.00. The strike last trading price was 350, which was 23.2 higher than the previous day. The implied volatity was 20.72, the open interest changed by 1 which increased total open position to 7
On 15 Jun ULTRACEMCO was trading at 11466.00. The strike last trading price was 325, which was -124.8 lower than the previous day. The implied volatity was 21.99, the open interest changed by 5 which increased total open position to 5
On 12 Jun ULTRACEMCO was trading at 11117.00. 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 11 Jun ULTRACEMCO was trading at 10830.00. 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 Jun ULTRACEMCO was trading at 10866.00. 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 Jun ULTRACEMCO was trading at 10911.00. 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 8 Jun ULTRACEMCO was trading at 10795.00. 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 5 Jun ULTRACEMCO was trading at 10912.00. 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 4 Jun ULTRACEMCO was trading at 10997.00. 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 3 Jun ULTRACEMCO was trading at 11101.00. 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 2 Jun ULTRACEMCO was trading at 11165.00. 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
