Historical option data for ULTRACEMCO
25 May 2026 04:10 PM IST
| ULTRACEMCO 26-May-2026 11700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.03
Theta: -26.01
Gamma: 0.00225
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 11726.00 | 88.05 | 22.05 (33.41%) | 24.41 | 3,226 | -358 | 367 | |||||||||
| 22 May | 11569.00 | 63.55 | 7.55 (13.48%) | 21.3 | 4,629 | -20 | 731 | |||||||||
| 21 May | 11474.00 | 60 | 8 (15.38%) | 24.03 | 1,924 | -420 | 792 | |||||||||
| 20 May | 11409.00 | 57.5 | -9.5 (-14.18%) | 25.31 | 1,349 | 163 | 1,213 | |||||||||
| 19 May | 11368.00 | 66 | -64 (-49.23%) | 28.22 | 1,914 | 241 | 1,056 | |||||||||
| 18 May | 11561.00 | 132 | -5 (-3.65%) | 26 | 1,698 | 20 | 815 | |||||||||
| 15 May | 11487.00 | 133.85 | -98.15 (-42.31%) | 26.63 | 2,145 | 320 | 796 | |||||||||
| 14 May | 11692.00 | 248.15 | 50.15 (25.33%) | 28.16 | 2,484 | 91 | 478 | |||||||||
| 13 May | 11573.00 | 207.15 | 21.15 (11.37%) | 0 | 2,184 | 26 | 391 | |||||||||
| 12 May | 11516.00 | 197.25 | -163.75 (-45.36%) | 0 | 807 | 132 | 366 | |||||||||
| 11 May | 11866.00 | 364.35 | -83.65 (-18.67%) | 0 | 52 | -2 | 234 | |||||||||
| 8 May | 11950.00 | 448 | -120.95 (-21.26%) | 23.88 | 55 | 5 | 236 | |||||||||
| 7 May | 12146.00 | 566 | -6.45 (-1.13%) | 24.34 | 39 | -17 | 234 | |||||||||
| 6 May | 12093.00 | 565.55 | 108.85 (23.83%) | 27.36 | 158 | -13 | 251 | |||||||||
| 5 May | 11963.00 | 450.85 | 66 (17.15%) | 24.71 | 893 | -65 | 264 | |||||||||
| 4 May | 11758.00 | 365 | 35.55 (10.79%) | 28.48 | 1,871 | 216 | 329 | |||||||||
| 30 Apr | 11586.00 | 336.05 | -101.95 (-23.28%) | 29.08 | 727 | 45 | 158 | |||||||||
| 29 Apr | 11833.00 | 437.8 | -14.1 (-3.12%) | 26.54 | 63 | 21 | 113 | |||||||||
| 28 Apr | 11817.00 | 449.45 | -324.55 (-41.93%) | 27.28 | 146 | 92 | 94 | |||||||||
| 27 Apr | 12010.00 | 774 | 550 (245.54%) | 34.32 | 1 | 0 | 2 | |||||||||
| 24 Apr | 11998.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 23 Apr | 12167.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 22 Apr | 12193.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 21 Apr | 12039.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 20 Apr | 11917.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 17 Apr | 11886.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 11826.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 11785.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 11502.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 10 Apr | 11589.00 | 224 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 9 Apr | 11448.00 | 224 | 23.85 (11.92%) | - | 0 | 0 | 2 | |||||||||
| 8 Apr | 11603.00 | 224 | 23.85 (11.92%) | - | 0 | 0 | 2 | |||||||||
| 7 Apr | 10936.00 | 224 | 23.85 (11.92%) | - | 0 | 0 | 2 | |||||||||
| 6 Apr | 10955.00 | 224 | 23.85 (11.92%) | 27.32 | 2 | 0 | 0 | |||||||||
| 2 Apr | 10620.00 | 200.15 | 0 (0.00%) | 5.3 | 0 | 0 | 0 | |||||||||
| 1 Apr | 10714.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11700 expiring on 26MAY2026
Delta for 11700 CE is 0.58
Historical price for 11700 CE is as follows
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 88.05, which was 22.05 higher than the previous day. The implied volatity was 24.41, the open interest changed by -358 which decreased total open position to 367
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 63.55, which was 7.55 higher than the previous day. The implied volatity was 21.3, the open interest changed by -20 which decreased total open position to 731
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 60, which was 8 higher than the previous day. The implied volatity was 24.03, the open interest changed by -420 which decreased total open position to 792
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 57.5, which was -9.5 lower than the previous day. The implied volatity was 25.31, the open interest changed by 163 which increased total open position to 1213
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 66, which was -64 lower than the previous day. The implied volatity was 28.22, the open interest changed by 241 which increased total open position to 1056
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 132, which was -5 lower than the previous day. The implied volatity was 26, the open interest changed by 20 which increased total open position to 815
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 133.85, which was -98.15 lower than the previous day. The implied volatity was 26.63, the open interest changed by 320 which increased total open position to 796
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 248.15, which was 50.15 higher than the previous day. The implied volatity was 28.16, the open interest changed by 91 which increased total open position to 478
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 207.15, which was 21.15 higher than the previous day. The implied volatity was 0, the open interest changed by 26 which increased total open position to 391
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 197.25, which was -163.75 lower than the previous day. The implied volatity was 0, the open interest changed by 132 which increased total open position to 366
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 364.35, which was -83.65 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 234
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 448, which was -120.95 lower than the previous day. The implied volatity was 23.88, the open interest changed by 5 which increased total open position to 236
On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 566, which was -6.45 lower than the previous day. The implied volatity was 24.34, the open interest changed by -17 which decreased total open position to 234
On 6 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 565.55, which was 108.85 higher than the previous day. The implied volatity was 27.36, the open interest changed by -13 which decreased total open position to 251
On 5 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 450.85, which was 66 higher than the previous day. The implied volatity was 24.71, the open interest changed by -65 which decreased total open position to 264
On 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 365, which was 35.55 higher than the previous day. The implied volatity was 28.48, the open interest changed by 216 which increased total open position to 329
On 30 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 336.05, which was -101.95 lower than the previous day. The implied volatity was 29.08, the open interest changed by 45 which increased total open position to 158
On 29 Apr ULTRACEMCO was trading at 11833.00. The strike last trading price was 437.8, which was -14.1 lower than the previous day. The implied volatity was 26.54, the open interest changed by 21 which increased total open position to 113
On 28 Apr ULTRACEMCO was trading at 11817.00. The strike last trading price was 449.45, which was -324.55 lower than the previous day. The implied volatity was 27.28, the open interest changed by 92 which increased total open position to 94
On 27 Apr ULTRACEMCO was trading at 12010.00. The strike last trading price was 774, which was 550 higher than the previous day. The implied volatity was 34.32, the open interest changed by 0 which decreased total open position to 2
On 24 Apr ULTRACEMCO was trading at 11998.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 224, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 224, which was 23.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 224, which was 23.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 224, which was 23.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 224, which was 23.85 higher than the previous day. The implied volatity was 27.32, 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 200.15, which was 0 lower than the previous day. The implied volatity was 5.3, the open interest changed by 0 which decreased total open position to 0
On 1 Apr ULTRACEMCO was trading at 10714.00. 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 26-May-2026 11700 PE | |||||||
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Delta: -0.42
Vega: 0.03
Theta: -24.01
Gamma: 0.00227
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 11726.00 | 52.1 | -120.2 (-69.76%) | 24.19 | 1,011 | 93 | 422 |
| 22 May | 11569.00 | 160.35 | -102.45 (-38.98%) | 18.2 | 407 | -20 | 329 |
| 21 May | 11474.00 | 254 | -82.2 (-24.45%) | 22.9 | 151 | -24 | 349 |
| 20 May | 11409.00 | 330.25 | -34.7 (-9.51%) | 24.33 | 39 | -14 | 373 |
| 19 May | 11368.00 | 368.45 | 102 (38.28%) | 23.35 | 258 | -56 | 387 |
| 18 May | 11561.00 | 262.95 | -56.9 (-17.79%) | 28.02 | 488 | -46 | 443 |
| 15 May | 11487.00 | 311.25 | 104.7 (50.69%) | 24.58 | 1,355 | 0 | 491 |
| 14 May | 11692.00 | 195.4 | -74.1 (-27.50%) | 23.6 | 1,033 | -20 | 492 |
| 13 May | 11573.00 | 274.75 | -41.4 (-13.10%) | 0 | 954 | 46 | 512 |
| 12 May | 11516.00 | 309.6 | 135.75 (78.08%) | 0 | 872 | -34 | 467 |
| 11 May | 11866.00 | 168.05 | 10.7 (6.80%) | 0 | 524 | 4 | 500 |
| 8 May | 11950.00 | 158.95 | 64.1 (67.58%) | 26.33 | 665 | 111 | 496 |
| 7 May | 12146.00 | 95.05 | -17.45 (-15.51%) | 24.5 | 603 | 19 | 386 |
| 6 May | 12093.00 | 104.35 | -71.1 (-40.52%) | 24.01 | 791 | -6 | 367 |
| 5 May | 11963.00 | 180 | -81.95 (-31.28%) | 26.71 | 1,194 | 165 | 375 |
| 4 May | 11758.00 | 279.1 | -90.9 (-24.57%) | 27.13 | 1,011 | 64 | 213 |
| 30 Apr | 11586.00 | 367 | 96.2 (35.52%) | 26 | 561 | 61 | 210 |
| 29 Apr | 11833.00 | 276 | -28.8 (-9.45%) | 27.62 | 575 | -37 | 149 |
| 28 Apr | 11817.00 | 304.25 | 37.45 (14.04%) | 29.51 | 961 | 116 | 188 |
| 27 Apr | 12010.00 | 254.3 | -23.25 (-8.38%) | 30.49 | 464 | 55 | 62 |
| 24 Apr | 11998.00 | 277.55 | -748.2 (-72.94%) | 31.4 | 7 | 6 | 6 |
| 23 Apr | 12167.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 12193.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 12039.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 11917.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 11886.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 11826.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 11785.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 11502.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 11589.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 11448.00 | 1025.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 11603.00 | 1025.75 | 0 (0.00%) | 0.29 | 0 | 0 | 0 |
| 7 Apr | 10936.00 | 1025.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 10955.00 | 1025.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 10620.00 | 1025.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 10714.00 | 1025.75 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11700 expiring on 26MAY2026
Delta for 11700 PE is -0.42
Historical price for 11700 PE is as follows
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 52.1, which was -120.2 lower than the previous day. The implied volatity was 24.19, the open interest changed by 93 which increased total open position to 422
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 160.35, which was -102.45 lower than the previous day. The implied volatity was 18.2, the open interest changed by -20 which decreased total open position to 329
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 254, which was -82.2 lower than the previous day. The implied volatity was 22.9, the open interest changed by -24 which decreased total open position to 349
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 330.25, which was -34.7 lower than the previous day. The implied volatity was 24.33, the open interest changed by -14 which decreased total open position to 373
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 368.45, which was 102 higher than the previous day. The implied volatity was 23.35, the open interest changed by -56 which decreased total open position to 387
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 262.95, which was -56.9 lower than the previous day. The implied volatity was 28.02, the open interest changed by -46 which decreased total open position to 443
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 311.25, which was 104.7 higher than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 491
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 195.4, which was -74.1 lower than the previous day. The implied volatity was 23.6, the open interest changed by -20 which decreased total open position to 492
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 274.75, which was -41.4 lower than the previous day. The implied volatity was 0, the open interest changed by 46 which increased total open position to 512
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 309.6, which was 135.75 higher than the previous day. The implied volatity was 0, the open interest changed by -34 which decreased total open position to 467
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 168.05, which was 10.7 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 500
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 158.95, which was 64.1 higher than the previous day. The implied volatity was 26.33, the open interest changed by 111 which increased total open position to 496
On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 95.05, which was -17.45 lower than the previous day. The implied volatity was 24.5, the open interest changed by 19 which increased total open position to 386
On 6 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 104.35, which was -71.1 lower than the previous day. The implied volatity was 24.01, the open interest changed by -6 which decreased total open position to 367
On 5 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 180, which was -81.95 lower than the previous day. The implied volatity was 26.71, the open interest changed by 165 which increased total open position to 375
On 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 279.1, which was -90.9 lower than the previous day. The implied volatity was 27.13, the open interest changed by 64 which increased total open position to 213
On 30 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 367, which was 96.2 higher than the previous day. The implied volatity was 26, the open interest changed by 61 which increased total open position to 210
On 29 Apr ULTRACEMCO was trading at 11833.00. The strike last trading price was 276, which was -28.8 lower than the previous day. The implied volatity was 27.62, the open interest changed by -37 which decreased total open position to 149
On 28 Apr ULTRACEMCO was trading at 11817.00. The strike last trading price was 304.25, which was 37.45 higher than the previous day. The implied volatity was 29.51, the open interest changed by 116 which increased total open position to 188
On 27 Apr ULTRACEMCO was trading at 12010.00. The strike last trading price was 254.3, which was -23.25 lower than the previous day. The implied volatity was 30.49, the open interest changed by 55 which increased total open position to 62
On 24 Apr ULTRACEMCO was trading at 11998.00. The strike last trading price was 277.55, which was -748.2 lower than the previous day. The implied volatity was 31.4, the open interest changed by 6 which increased total open position to 6
On 23 Apr ULTRACEMCO was trading at 12167.00. 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 22 Apr ULTRACEMCO was trading at 12193.00. 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 12039.00. 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 20 Apr ULTRACEMCO was trading at 11917.00. 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 17 Apr ULTRACEMCO was trading at 11886.00. 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 Apr ULTRACEMCO was trading at 11826.00. 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 Apr ULTRACEMCO was trading at 11785.00. 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 Apr ULTRACEMCO was trading at 11502.00. 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 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 -, 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 1025.75, 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 1025.75, which was 0 lower than the previous day. The implied volatity was 0.29, 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 1025.75, 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 1025.75, 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 1025.75, 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 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 1025.75, 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
