Historical option data for ULTRACEMCO
02 Jun 2026 04:10 PM IST
| ULTRACEMCO 30-Jun-2026 (28d) 11600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.11
Theta: -5.19
Gamma: 0.00049
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 11165.00 | 145 | -25 (-14.71%) | 23.44 | 378 | 44 | 416 | |||||||||
| 1 Jun | 11232.00 | 169.95 | -139.05 (-45.00%) | 22.94 | 625 | 71 | 373 | |||||||||
| 29 May | 11482.00 | 310 | -78 (-20.10%) | 22.15 | 593 | 53 | 301 | |||||||||
| 27 May | 11689.00 | 395 | 20 (5.33%) | 20.88 | 404 | 11 | 263 | |||||||||
| 26 May | 11623.00 | 379.95 | -66.05 (-14.81%) | 22.51 | 306 | 71 | 252 | |||||||||
| 25 May | 11726.00 | 451.55 | 68.55 (17.90%) | 23.53 | 326 | 7 | 181 | |||||||||
| 22 May | 11569.00 | 393 | 42 (11.97%) | 24.16 | 240 | 162 | 175 | |||||||||
| 21 May | 11474.00 | 351 | 21 (6.36%) | 23.95 | 12 | 5 | 13 | |||||||||
| 20 May | 11409.00 | 330.05 | -134.95 (-29.02%) | 26.06 | 11 | 6 | 7 | |||||||||
| 19 May | 11368.00 | 464.8 | 92.8 (24.95%) | 35.16 | 1 | 1 | 1 | |||||||||
| 18 May | 11561.00 | 0 | -371.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 11487.00 | 0 | -371.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 11692.00 | 0 | -371.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 11573.00 | 0 | -371.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 11516.00 | 0 | -371.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 11866.00 | 0 | -371.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 11950.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 12146.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 12093.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 11963.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 11758.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 11586.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 11833.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 11817.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 12010.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 11800.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 11917.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 11886.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 11589.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 11589.00 | 371.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 11448.00 | 371.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 11603.00 | 371.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 10936.00 | 0 | 0 (0.00%) | 1.93 | 0 | 0 | 0 | |||||||||
| 6 Apr | 10955.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 10620.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11600 expiring on 30JUN2026
Delta for 11600 CE is 0.32
Historical price for 11600 CE is as follows
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 145, which was -25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 44 which increased total open position to 416
On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 169.95, which was -139.05 lower than the previous day. The implied volatity was 22.94, the open interest changed by 71 which increased total open position to 373
On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 310, which was -78 lower than the previous day. The implied volatity was 22.15, the open interest changed by 53 which increased total open position to 301
On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 395, which was 20 higher than the previous day. The implied volatity was 20.88, the open interest changed by 11 which increased total open position to 263
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 379.95, which was -66.05 lower than the previous day. The implied volatity was 22.51, the open interest changed by 71 which increased total open position to 252
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 451.55, which was 68.55 higher than the previous day. The implied volatity was 23.53, the open interest changed by 7 which increased total open position to 181
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 393, which was 42 higher than the previous day. The implied volatity was 24.16, the open interest changed by 162 which increased total open position to 175
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 351, which was 21 higher than the previous day. The implied volatity was 23.95, the open interest changed by 5 which increased total open position to 13
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 330.05, which was -134.95 lower than the previous day. The implied volatity was 26.06, the open interest changed by 6 which increased total open position to 7
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 464.8, which was 92.8 higher than the previous day. The implied volatity was 35.16, the open interest changed by 1 which increased total open position to 1
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 0, which was -371.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 0, which was -371.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 0, which was -371.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 0, which was -371.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 0, which was -371.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 0, which was -371.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ULTRACEMCO was trading at 11950.00. 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 May ULTRACEMCO was trading at 12146.00. 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 May ULTRACEMCO was trading at 12093.00. 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 May ULTRACEMCO was trading at 11963.00. 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 May ULTRACEMCO was trading at 11758.00. 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 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
On 28 Apr ULTRACEMCO was trading at 11817.00. 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 27 Apr ULTRACEMCO was trading at 12010.00. 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 21 Apr ULTRACEMCO was trading at 11800.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 371.6, 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 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 371.6, 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 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 371.6, 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 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 6 Apr ULTRACEMCO was trading at 10955.00. 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 Apr ULTRACEMCO was trading at 10620.00. 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 (28d) 11600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.1
Theta: -1.85
Gamma: 0.00059
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 11165.00 | 456 | 21.8 (5.02%) | 17.33 | 7 | -3 | 245 |
| 1 Jun | 11232.00 | 425.95 | 150.65 (54.72%) | 20.25 | 228 | 54 | 248 |
| 29 May | 11482.00 | 257.6 | 49.9 (24.03%) | 19.24 | 401 | -4 | 197 |
| 27 May | 11689.00 | 195.85 | -66.8 (-25.43%) | 19.35 | 339 | 42 | 200 |
| 26 May | 11623.00 | 266 | 31.75 (13.55%) | 21.23 | 141 | -18 | 150 |
| 25 May | 11726.00 | 234.65 | -86.8 (-27.00%) | 21.78 | 112 | 30 | 170 |
| 22 May | 11569.00 | 319.6 | -197.5 (-38.19%) | 22.53 | 216 | 134 | 139 |
| 21 May | 11474.00 | 517.1 | 517.1 (-49.24%) | 30.25 | 5 | 0 | 5 |
| 20 May | 11409.00 | 517.1 | -501.7 (-49.24%) | 30.25 | 5 | 5 | 5 |
| 19 May | 11368.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 11561.00 | 0 | -1019 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 11487.00 | 0 | -1018.8 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 11692.00 | 0 | -1018.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 11573.00 | 0 | -1018.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 11516.00 | 0 | -1018.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 11866.00 | 0 | -1018.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 11950.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 12146.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 12093.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 11963.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 11758.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 11586.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 11833.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 11817.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 12010.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 11800.00 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 11917.00 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 11886.00 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 11589.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 11589.00 | 0 | 0 (0.00%) | 0.88 | 0 | 0 | 0 |
| 9 Apr | 11448.00 | 0 | 0 (0.00%) | 0.46 | 0 | 0 | 0 |
| 8 Apr | 11603.00 | 0 | 0 (0.00%) | 1.68 | 0 | 0 | 0 |
| 7 Apr | 10936.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 10955.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 10620.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11600 expiring on 30JUN2026
Delta for 11600 PE is -0.75
Historical price for 11600 PE is as follows
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 456, which was 21.8 higher than the previous day. The implied volatity was 17.33, the open interest changed by -3 which decreased total open position to 245
On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 425.95, which was 150.65 higher than the previous day. The implied volatity was 20.25, the open interest changed by 54 which increased total open position to 248
On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 257.6, which was 49.9 higher than the previous day. The implied volatity was 19.24, the open interest changed by -4 which decreased total open position to 197
On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 195.85, which was -66.8 lower than the previous day. The implied volatity was 19.35, the open interest changed by 42 which increased total open position to 200
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 266, which was 31.75 higher than the previous day. The implied volatity was 21.23, the open interest changed by -18 which decreased total open position to 150
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 234.65, which was -86.8 lower than the previous day. The implied volatity was 21.78, the open interest changed by 30 which increased total open position to 170
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 319.6, which was -197.5 lower than the previous day. The implied volatity was 22.53, the open interest changed by 134 which increased total open position to 139
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 517.1, which was 517.1 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 5
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 517.1, which was -501.7 lower than the previous day. The implied volatity was 30.25, the open interest changed by 5 which increased total open position to 5
On 19 May ULTRACEMCO was trading at 11368.00. 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 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 0, which was -1019 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 0, which was -1018.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 0, which was -1018.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 0, which was -1018.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 0, which was -1018.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 0, which was -1018.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ULTRACEMCO was trading at 11950.00. 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 May ULTRACEMCO was trading at 12146.00. 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 May ULTRACEMCO was trading at 12093.00. 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 May ULTRACEMCO was trading at 11963.00. 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 May ULTRACEMCO was trading at 11758.00. 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 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
On 28 Apr ULTRACEMCO was trading at 11817.00. 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 27 Apr ULTRACEMCO was trading at 12010.00. 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 21 Apr ULTRACEMCO was trading at 11800.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 7 Apr ULTRACEMCO was trading at 10936.00. 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 Apr ULTRACEMCO was trading at 10955.00. 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 Apr ULTRACEMCO was trading at 10620.00. 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
