Historical option data for ULTRACEMCO
03 Jun 2026 04:10 PM IST
| ULTRACEMCO 30-Jun-2026 (27d) 11500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.11
Theta: -5.48
Gamma: 0.00048
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.32
Historical price for 11500 CE is as follows
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 (27d) 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.09
Theta: -1.75
Gamma: 0.00059
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.76
Historical price for 11500 PE is as follows
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
