ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 11700 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.03
Theta: -10.02
Gamma: 0.00061
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 12077.00 | 412.9 | -88.95000000000005 | 28.13 | 99 | -11 | 407 | |||||||||
| 23 Apr | 12167.00 | 507.8 | 2.150000000000034 | 33.04 | 142 | -10 | 418 | |||||||||
| 22 Apr | 12193.00 | 477 | 59.64999999999998 | 26.22 | 65 | 13 | 429 | |||||||||
| 21 Apr | 12039.00 | 413 | 72.39999999999998 | 29.73 | 244 | -24 | 419 | |||||||||
| 20 Apr | 11917.00 | 321.7 | -11.350000000000023 | 29.2 | 220 | -46 | 443 | |||||||||
| 17 Apr | 11886.00 | 328.9 | 16.69999999999999 | 26.04 | 418 | -14 | 494 | |||||||||
| 16 Apr | 11826.00 | 312.3 | 9.350000000000023 | 27.67 | 769 | 140 | 508 | |||||||||
| 15 Apr | 11785.00 | 291 | 82.05000000000001 | 28.22 | 1,165 | -37 | 368 | |||||||||
| 13 Apr | 11502.00 | 212.85 | -49.04999999999998 | 30.33 | 520 | 57 | 405 | |||||||||
| 10 Apr | 11589.00 | 260 | 42.55000000000001 | 28.37 | 933 | -5 | 352 | |||||||||
| 9 Apr | 11448.00 | 209.7 | -85 | 29.33 | 562 | 44 | 351 | |||||||||
| 8 Apr | 11603.00 | 292.55 | 182.65 | 29.06 | 1,188 | 126 | 308 | |||||||||
| 7 Apr | 10936.00 | 105.5 | -19.35 | 33.13 | 124 | 20 | 188 | |||||||||
| 6 Apr | 10955.00 | 126.25 | 41.1 | 33.04 | 252 | 33 | 167 | |||||||||
| 2 Apr | 10620.00 | 78.85 | -25.1 | 33.51 | 97 | 22 | 133 | |||||||||
| 1 Apr | 10714.00 | 104.45 | -20.4 | 33.18 | 196 | 55 | 114 | |||||||||
| 30 Mar | 10745.00 | 125.5 | -70.9 | 32.44 | 85 | 34 | 58 | |||||||||
| 27 Mar | 11049.00 | 196.5 | -47.05 | 29.61 | 43 | 11 | 25 | |||||||||
| 25 Mar | 11204.00 | 251.9 | 99.9 | 30.2 | 21 | 5 | 12 | |||||||||
| 24 Mar | 10764.00 | 152 | 77 | 32.37 | 2 | 0 | 7 | |||||||||
| 23 Mar | 10362.00 | 75 | -70 | 32.29 | 4 | 3 | 6 | |||||||||
| 20 Mar | 10934.00 | 145 | -1324 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 10814.00 | 145 | -1324 | - | 0 | 0 | 3 | |||||||||
| 18 Mar | 11247.00 | 145 | -1324 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 11116.00 | 145 | -1324 | - | 7 | 0 | 3 | |||||||||
| 16 Mar | 11099.00 | 145 | -1324 | - | 7 | 3 | 0 | |||||||||
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| 13 Mar | 10616.00 | 145 | -1324 | 27.7 | 7 | 3 | 3 | |||||||||
| 12 Mar | 11089.00 | 1469 | 0 | 2.8 | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 1469 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 10 Mar | 11654.00 | 1469 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
| 9 Mar | 11378.00 | 1469 | 0 | 1.08 | 0 | 0 | 0 | |||||||||
| 6 Mar | 11987.00 | 1469 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 1469 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 12107.00 | 1469 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 12521.00 | 1469 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 12677.00 | 1469 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11700 expiring on 28APR2026
Delta for 11700 CE is 0.86
Historical price for 11700 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 412.9, which was -88.95000000000005 lower than the previous day. The implied volatity was 28.13, the open interest changed by -11 which decreased total open position to 407
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 507.8, which was 2.150000000000034 higher than the previous day. The implied volatity was 33.04, the open interest changed by -10 which decreased total open position to 418
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 477, which was 59.64999999999998 higher than the previous day. The implied volatity was 26.22, the open interest changed by 13 which increased total open position to 429
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 413, which was 72.39999999999998 higher than the previous day. The implied volatity was 29.73, the open interest changed by -24 which decreased total open position to 419
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 321.7, which was -11.350000000000023 lower than the previous day. The implied volatity was 29.2, the open interest changed by -46 which decreased total open position to 443
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 328.9, which was 16.69999999999999 higher than the previous day. The implied volatity was 26.04, the open interest changed by -14 which decreased total open position to 494
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 312.3, which was 9.350000000000023 higher than the previous day. The implied volatity was 27.67, the open interest changed by 140 which increased total open position to 508
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 291, which was 82.05000000000001 higher than the previous day. The implied volatity was 28.22, the open interest changed by -37 which decreased total open position to 368
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 212.85, which was -49.04999999999998 lower than the previous day. The implied volatity was 30.33, the open interest changed by 57 which increased total open position to 405
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 260, which was 42.55000000000001 higher than the previous day. The implied volatity was 28.37, the open interest changed by -5 which decreased total open position to 352
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 209.7, which was -85 lower than the previous day. The implied volatity was 29.33, the open interest changed by 44 which increased total open position to 351
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 292.55, which was 182.65 higher than the previous day. The implied volatity was 29.06, the open interest changed by 126 which increased total open position to 308
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 105.5, which was -19.35 lower than the previous day. The implied volatity was 33.13, the open interest changed by 20 which increased total open position to 188
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 126.25, which was 41.1 higher than the previous day. The implied volatity was 33.04, the open interest changed by 33 which increased total open position to 167
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 78.85, which was -25.1 lower than the previous day. The implied volatity was 33.51, the open interest changed by 22 which increased total open position to 133
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 104.45, which was -20.4 lower than the previous day. The implied volatity was 33.18, the open interest changed by 55 which increased total open position to 114
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 125.5, which was -70.9 lower than the previous day. The implied volatity was 32.44, the open interest changed by 34 which increased total open position to 58
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 196.5, which was -47.05 lower than the previous day. The implied volatity was 29.61, the open interest changed by 11 which increased total open position to 25
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 251.9, which was 99.9 higher than the previous day. The implied volatity was 30.2, the open interest changed by 5 which increased total open position to 12
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 152, which was 77 higher than the previous day. The implied volatity was 32.37, the open interest changed by 0 which decreased total open position to 7
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 75, which was -70 lower than the previous day. The implied volatity was 32.29, the open interest changed by 3 which increased total open position to 6
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 145, which was -1324 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 145, which was -1324 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 145, which was -1324 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 145, which was -1324 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 145, which was -1324 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 145, which was -1324 lower than the previous day. The implied volatity was 27.7, the open interest changed by 3 which increased total open position to 3
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 1469, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 1469, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 1469, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 1469, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 1469, 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 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 1469, 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 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 1469, 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 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 1469, 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 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 1469, 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 28-Apr-2026 (4d) 11700 PE | |||||||
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Delta: -0.17
Vega: 0.03
Theta: -10.92
Gamma: 0.00062
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 40 | 7.350000000000001 | 31.52 | 287 | 4 | 831 |
| 23 Apr | 12167.00 | 34.95 | -1 | 33.15 | 562 | -19 | 827 |
| 22 Apr | 12193.00 | 42 | -33.7 | 30.18 | 1,464 | 423 | 845 |
| 21 Apr | 12039.00 | 78.75 | -74.15 | 30.57 | 748 | -6 | 423 |
| 20 Apr | 11917.00 | 163.2 | 3.75 | 33.89 | 475 | 5 | 421 |
| 17 Apr | 11886.00 | 159.55 | -42.54999999999998 | 29.19 | 426 | 26 | 419 |
| 16 Apr | 11826.00 | 212.25 | -22.25 | 29.97 | 723 | 35 | 392 |
| 15 Apr | 11785.00 | 246 | -162.8 | 31.54 | 895 | 131 | 362 |
| 13 Apr | 11502.00 | 396.6 | 53.30000000000001 | 32.65 | 66 | -3 | 231 |
| 10 Apr | 11589.00 | 334.8 | -120.55000000000001 | 28.82 | 247 | 17 | 234 |
| 9 Apr | 11448.00 | 467 | 96.7 | 32.9 | 259 | -14 | 216 |
| 8 Apr | 11603.00 | 368.4 | 286.2 | 31.81 | 710 | 230 | 235 |
| 7 Apr | 10936.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 6 Apr | 10955.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 2 Apr | 10620.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 1 Apr | 10714.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 30 Mar | 10745.00 | 82.2 | 6.9 | - | 0 | 0 | 0 |
| 27 Mar | 11049.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 25 Mar | 11204.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 24 Mar | 10764.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 23 Mar | 10362.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 20 Mar | 10934.00 | 82.2 | 6.9 | - | 0 | 0 | 0 |
| 19 Mar | 10814.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 18 Mar | 11247.00 | 82.2 | 6.9 | - | 0 | 0 | 0 |
| 17 Mar | 11116.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 16 Mar | 11099.00 | 82.2 | 6.9 | - | 0 | 0 | 0 |
| 13 Mar | 10616.00 | 82.2 | 6.9 | - | 0 | 0 | 0 |
| 12 Mar | 11089.00 | 82.2 | 6.9 | - | 0 | 0 | 0 |
| 11 Mar | 11462.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 10 Mar | 11654.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 9 Mar | 11378.00 | 82.2 | 6.9 | - | 0 | 0 | 0 |
| 6 Mar | 11987.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 5 Mar | 12288.00 | 82.2 | 6.9 | - | 0 | 0 | 0 |
| 4 Mar | 12107.00 | 82.2 | 6.9 | - | 0 | 0 | 5 |
| 2 Mar | 12521.00 | 82.2 | 6.9 | - | 5 | 5 | 2 |
| 27 Feb | 12677.00 | 82.2 | 6.9 | 22.63 | 5 | 2 | 2 |
For Ultratech Cement Limited - strike price 11700 expiring on 28APR2026
Delta for 11700 PE is -0.17
Historical price for 11700 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 40, which was 7.350000000000001 higher than the previous day. The implied volatity was 31.52, the open interest changed by 4 which increased total open position to 831
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 34.95, which was -1 lower than the previous day. The implied volatity was 33.15, the open interest changed by -19 which decreased total open position to 827
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 42, which was -33.7 lower than the previous day. The implied volatity was 30.18, the open interest changed by 423 which increased total open position to 845
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 78.75, which was -74.15 lower than the previous day. The implied volatity was 30.57, the open interest changed by -6 which decreased total open position to 423
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 163.2, which was 3.75 higher than the previous day. The implied volatity was 33.89, the open interest changed by 5 which increased total open position to 421
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 159.55, which was -42.54999999999998 lower than the previous day. The implied volatity was 29.19, the open interest changed by 26 which increased total open position to 419
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 212.25, which was -22.25 lower than the previous day. The implied volatity was 29.97, the open interest changed by 35 which increased total open position to 392
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 246, which was -162.8 lower than the previous day. The implied volatity was 31.54, the open interest changed by 131 which increased total open position to 362
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 396.6, which was 53.30000000000001 higher than the previous day. The implied volatity was 32.65, the open interest changed by -3 which decreased total open position to 231
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 334.8, which was -120.55000000000001 lower than the previous day. The implied volatity was 28.82, the open interest changed by 17 which increased total open position to 234
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 467, which was 96.7 higher than the previous day. The implied volatity was 32.9, the open interest changed by -14 which decreased total open position to 216
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 368.4, which was 286.2 higher than the previous day. The implied volatity was 31.81, the open interest changed by 230 which increased total open position to 235
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 2
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 82.2, which was 6.9 higher than the previous day. The implied volatity was 22.63, the open interest changed by 2 which increased total open position to 2
