[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
11459 -81.00 (-0.70%)
L: 11379 H: 11525

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Historical option data for ULTRACEMCO

09 Dec 2025 10:20 AM IST
ULTRACEMCO 30-DEC-2025 11600 CE
Delta: 0.42
Vega: 10.80
Theta: -5.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11440.00 123.45 -36.4 14.77 560 1 1,264
8 Dec 11540.00 156.75 -53.65 13.53 2,265 293 1,266
5 Dec 11597.00 208 0.85 13.95 2,283 179 984
4 Dec 11608.00 209.25 -0.85 13.39 1,386 42 792
3 Dec 11591.00 203.1 -70.15 13.89 1,714 119 751
2 Dec 11666.00 274 5.2 14.20 1,287 83 636
1 Dec 11662.00 276.75 31.2 - 1,564 30 554
28 Nov 11600.00 244.5 -20.65 14.55 836 114 525
27 Nov 11617.00 267 -84.85 14.33 503 23 404
26 Nov 11759.00 350.7 106.9 12.74 1,094 -61 383
25 Nov 11580.00 234 -33.35 14.60 881 282 446
24 Nov 11584.00 274.45 -94.3 16.29 308 141 166
21 Nov 11729.00 368.75 -31 15.47 16 -5 24
20 Nov 11753.00 414.2 40.35 16.11 29 5 25
19 Nov 11666.00 373.75 -40.4 17.15 11 5 19
18 Nov 11707.00 414.15 -45.2 16.98 5 2 13
17 Nov 11778.00 459.35 -623.35 17.39 12 11 11
14 Nov 11874.00 1082.7 0 - 0 0 0
13 Nov 11934.00 1082.7 0 - 0 0 0
12 Nov 11921.00 1082.7 0 - 0 0 0
10 Nov 11728.00 1082.7 0 - 0 0 0
7 Nov 11849.00 1082.7 0 - 0 0 0
6 Nov 11910.00 1082.7 0 - 0 0 0
4 Nov 11819.00 1082.7 0 - 0 0 0
3 Nov 11950.00 1082.7 0 - 0 0 0
31 Oct 11947.00 1082.7 0 - 0 0 0
30 Oct 12053.00 1082.7 0 - 0 0 0
29 Oct 11999.00 1082.7 0 - 0 0 0
24 Oct 11918.00 0 0 - 0 0 0
16 Oct 12358.00 0 0 - 0 0 0
15 Oct 12311.00 0 0 - 0 0 0
14 Oct 12070.00 0 0 - 0 0 0
13 Oct 12172.00 0 0 - 0 0 0
10 Oct 12281.00 0 0 - 0 0 0
9 Oct 12192.00 0 0 - 0 0 0
8 Oct 11991.00 0 0 - 0 0 0
7 Oct 12184.00 0 0 - 0 0 0
6 Oct 12055.00 0 0 - 0 0 0
3 Oct 12019.00 0 0 - 0 0 0


For Ultratech Cement Limited - strike price 11600 expiring on 30DEC2025

Delta for 11600 CE is 0.42

Historical price for 11600 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11440.00. The strike last trading price was 123.45, which was -36.4 lower than the previous day. The implied volatity was 14.77, the open interest changed by 1 which increased total open position to 1264


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 156.75, which was -53.65 lower than the previous day. The implied volatity was 13.53, the open interest changed by 293 which increased total open position to 1266


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 208, which was 0.85 higher than the previous day. The implied volatity was 13.95, the open interest changed by 179 which increased total open position to 984


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 209.25, which was -0.85 lower than the previous day. The implied volatity was 13.39, the open interest changed by 42 which increased total open position to 792


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 203.1, which was -70.15 lower than the previous day. The implied volatity was 13.89, the open interest changed by 119 which increased total open position to 751


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 274, which was 5.2 higher than the previous day. The implied volatity was 14.20, the open interest changed by 83 which increased total open position to 636


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 276.75, which was 31.2 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 554


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 244.5, which was -20.65 lower than the previous day. The implied volatity was 14.55, the open interest changed by 114 which increased total open position to 525


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 267, which was -84.85 lower than the previous day. The implied volatity was 14.33, the open interest changed by 23 which increased total open position to 404


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 350.7, which was 106.9 higher than the previous day. The implied volatity was 12.74, the open interest changed by -61 which decreased total open position to 383


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 234, which was -33.35 lower than the previous day. The implied volatity was 14.60, the open interest changed by 282 which increased total open position to 446


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 274.45, which was -94.3 lower than the previous day. The implied volatity was 16.29, the open interest changed by 141 which increased total open position to 166


On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 368.75, which was -31 lower than the previous day. The implied volatity was 15.47, the open interest changed by -5 which decreased total open position to 24


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 414.2, which was 40.35 higher than the previous day. The implied volatity was 16.11, the open interest changed by 5 which increased total open position to 25


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 373.75, which was -40.4 lower than the previous day. The implied volatity was 17.15, the open interest changed by 5 which increased total open position to 19


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 414.15, which was -45.2 lower than the previous day. The implied volatity was 16.98, the open interest changed by 2 which increased total open position to 13


On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 459.35, which was -623.35 lower than the previous day. The implied volatity was 17.39, the open interest changed by 11 which increased total open position to 11


On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ULTRACEMCO was trading at 12053.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct ULTRACEMCO was trading at 11999.00. The strike last trading price was 1082.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ULTRACEMCO was trading at 11918.00. 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 16 Oct ULTRACEMCO was trading at 12358.00. 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 Oct ULTRACEMCO was trading at 12311.00. 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 14 Oct ULTRACEMCO was trading at 12070.00. 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 Oct ULTRACEMCO was trading at 12172.00. 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 Oct ULTRACEMCO was trading at 12281.00. 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 Oct ULTRACEMCO was trading at 12192.00. 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 Oct ULTRACEMCO was trading at 11991.00. 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 7 Oct ULTRACEMCO was trading at 12184.00. 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 6 Oct ULTRACEMCO was trading at 12055.00. 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 Oct ULTRACEMCO was trading at 12019.00. 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 30DEC2025 11600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11440.00 214 27.4 - 160 -17 877
8 Dec 11540.00 186.95 47.85 16.89 876 43 901
5 Dec 11597.00 138.85 -5.3 14.37 668 18 853
4 Dec 11608.00 145 -16.7 14.89 792 -52 838
3 Dec 11591.00 169 35.2 15.61 2,400 -197 901
2 Dec 11666.00 131.25 -4.45 15.76 922 309 1,101
1 Dec 11662.00 132.15 -30 24.50 693 71 795
28 Nov 11600.00 161.7 5.65 14.81 962 50 723
27 Nov 11617.00 158.25 48.65 15.49 925 114 677
26 Nov 11759.00 106.25 -94.05 15.31 557 84 563
25 Nov 11580.00 210 8.9 16.49 957 127 469
24 Nov 11584.00 199 38.7 16.25 615 190 340
21 Nov 11729.00 164.75 7.75 17.72 53 29 148
20 Nov 11753.00 154 -52.8 17.77 55 0 118
19 Nov 11666.00 206.8 1.8 19.41 32 4 118
18 Nov 11707.00 205 24 20.20 15 3 114
17 Nov 11778.00 181 27 19.62 17 3 101
14 Nov 11874.00 154 27 19.46 24 14 96
13 Nov 11934.00 127 -73 18.49 3 -2 82
12 Nov 11921.00 200 28.3 - 0 0 0
10 Nov 11728.00 200 28.3 19.36 7 6 83
7 Nov 11849.00 173 13.8 19.32 23 3 76
6 Nov 11910.00 159.2 -20.8 20.01 2 -1 73
4 Nov 11819.00 180 -11.4 18.73 64 30 43
3 Nov 11950.00 191.4 18.65 22.18 2 1 12
31 Oct 11947.00 172.75 17.75 - 2 0 9
30 Oct 12053.00 155 -7 20.56 2 -1 8
29 Oct 11999.00 162 -38 20.36 8 5 8
24 Oct 11918.00 200 -85.05 20.54 4 2 2
16 Oct 12358.00 285.05 0 - 0 0 0
15 Oct 12311.00 285.05 0 - 0 0 0
14 Oct 12070.00 285.05 0 3.29 0 0 0
13 Oct 12172.00 285.05 0 - 0 0 0
10 Oct 12281.00 285.05 0 3.88 0 0 0
9 Oct 12192.00 285.05 0 - 0 0 0
8 Oct 11991.00 285.05 0 2.85 0 0 0
7 Oct 12184.00 285.05 0 - 0 0 0
6 Oct 12055.00 0 0 - 0 0 0
3 Oct 12019.00 0 0 3.01 0 0 0


For Ultratech Cement Limited - strike price 11600 expiring on 30DEC2025

Delta for 11600 PE is -

Historical price for 11600 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11440.00. The strike last trading price was 214, which was 27.4 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 877


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 186.95, which was 47.85 higher than the previous day. The implied volatity was 16.89, the open interest changed by 43 which increased total open position to 901


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 138.85, which was -5.3 lower than the previous day. The implied volatity was 14.37, the open interest changed by 18 which increased total open position to 853


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 145, which was -16.7 lower than the previous day. The implied volatity was 14.89, the open interest changed by -52 which decreased total open position to 838


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 169, which was 35.2 higher than the previous day. The implied volatity was 15.61, the open interest changed by -197 which decreased total open position to 901


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 131.25, which was -4.45 lower than the previous day. The implied volatity was 15.76, the open interest changed by 309 which increased total open position to 1101


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 132.15, which was -30 lower than the previous day. The implied volatity was 24.50, the open interest changed by 71 which increased total open position to 795


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 161.7, which was 5.65 higher than the previous day. The implied volatity was 14.81, the open interest changed by 50 which increased total open position to 723


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 158.25, which was 48.65 higher than the previous day. The implied volatity was 15.49, the open interest changed by 114 which increased total open position to 677


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 106.25, which was -94.05 lower than the previous day. The implied volatity was 15.31, the open interest changed by 84 which increased total open position to 563


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 210, which was 8.9 higher than the previous day. The implied volatity was 16.49, the open interest changed by 127 which increased total open position to 469


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 199, which was 38.7 higher than the previous day. The implied volatity was 16.25, the open interest changed by 190 which increased total open position to 340


On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 164.75, which was 7.75 higher than the previous day. The implied volatity was 17.72, the open interest changed by 29 which increased total open position to 148


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 154, which was -52.8 lower than the previous day. The implied volatity was 17.77, the open interest changed by 0 which decreased total open position to 118


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 206.8, which was 1.8 higher than the previous day. The implied volatity was 19.41, the open interest changed by 4 which increased total open position to 118


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 205, which was 24 higher than the previous day. The implied volatity was 20.20, the open interest changed by 3 which increased total open position to 114


On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 181, which was 27 higher than the previous day. The implied volatity was 19.62, the open interest changed by 3 which increased total open position to 101


On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 154, which was 27 higher than the previous day. The implied volatity was 19.46, the open interest changed by 14 which increased total open position to 96


On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 127, which was -73 lower than the previous day. The implied volatity was 18.49, the open interest changed by -2 which decreased total open position to 82


On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 200, which was 28.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 200, which was 28.3 higher than the previous day. The implied volatity was 19.36, the open interest changed by 6 which increased total open position to 83


On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 173, which was 13.8 higher than the previous day. The implied volatity was 19.32, the open interest changed by 3 which increased total open position to 76


On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 159.2, which was -20.8 lower than the previous day. The implied volatity was 20.01, the open interest changed by -1 which decreased total open position to 73


On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 180, which was -11.4 lower than the previous day. The implied volatity was 18.73, the open interest changed by 30 which increased total open position to 43


On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 191.4, which was 18.65 higher than the previous day. The implied volatity was 22.18, the open interest changed by 1 which increased total open position to 12


On 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 172.75, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 30 Oct ULTRACEMCO was trading at 12053.00. The strike last trading price was 155, which was -7 lower than the previous day. The implied volatity was 20.56, the open interest changed by -1 which decreased total open position to 8


On 29 Oct ULTRACEMCO was trading at 11999.00. The strike last trading price was 162, which was -38 lower than the previous day. The implied volatity was 20.36, the open interest changed by 5 which increased total open position to 8


On 24 Oct ULTRACEMCO was trading at 11918.00. The strike last trading price was 200, which was -85.05 lower than the previous day. The implied volatity was 20.54, the open interest changed by 2 which increased total open position to 2


On 16 Oct ULTRACEMCO was trading at 12358.00. The strike last trading price was 285.05, 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 15 Oct ULTRACEMCO was trading at 12311.00. The strike last trading price was 285.05, 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 14 Oct ULTRACEMCO was trading at 12070.00. The strike last trading price was 285.05, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0


On 13 Oct ULTRACEMCO was trading at 12172.00. The strike last trading price was 285.05, 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 10 Oct ULTRACEMCO was trading at 12281.00. The strike last trading price was 285.05, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0


On 9 Oct ULTRACEMCO was trading at 12192.00. The strike last trading price was 285.05, 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 Oct ULTRACEMCO was trading at 11991.00. The strike last trading price was 285.05, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 7 Oct ULTRACEMCO was trading at 12184.00. The strike last trading price was 285.05, 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 6 Oct ULTRACEMCO was trading at 12055.00. 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 Oct ULTRACEMCO was trading at 12019.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0