ULTRACEMCO

Ultratech Cement Limited

11937 -127.00 (-1.05%)

L: 11852 H: 12065

Back to Option Chain

Historical option data for ULTRACEMCO
09 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ULTRACEMCO 27-JAN-2026 11700 CE
Delta: 0.76 Vega: 8.26 Theta: -5.87 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	11937.00	330 ₹ 16,500	-124.35 -6217.50	15.20	46 2,300	-9 -450	145 7,250
8 Jan	12064.00	440 ₹ 22,000	-113.95 -5697.50	12.17	20 1,000	-4 -200	154 7,700
7 Jan	12184.00	555.6 ₹ 27,780	-41.65 -2082.50	14.98	18 900	-5 -250	158 7,900
6 Jan	12204.00	604 ₹ 30,200	118.15 5907.50	18.82	47 2,350	-8 -400	163 8,150
5 Jan	12087.00	485.85 ₹ 24,292.5	125.25 6262.50	17.50	237 11,850	-46 -2,300	171 8,550
2 Jan	11899.00	364.4 ₹ 18,220	-3.05 -152.50	14.25	182 9,100	-11 -550	219 10,950

1 Jan	11901.00	372.35 ₹ 18,617.5	60.3 3015.00	15.75	248 12,400	-65 -3,250	231 11,550
31 Dec	11784.00	317.45 ₹ 15,872.5	32.5 1625.00	17.07	923 46,150	28 1,400	296 14,800
30 Dec	11705.00	289.9 ₹ 14,495	-44.2 -2210.00	18.79	837 41,850	156 7,800	268 13,400
29 Dec	11799.00	332 ₹ 16,600	-13 -650.00	15.85	113 5,650	5 250	111 5,550
26 Dec	11794.00	346.3 ₹ 17,315	22.2 1110.00	17.81	337 16,850	10 500	108 5,400
24 Dec	11764.00	329 ₹ 16,450	28.7 1435.00	16.09	355 17,750	-1 -50	97 4,850
23 Dec	11678.00	297 ₹ 14,850	-172 -8600.00	17.29	200 10,000	97 4,850	97 4,850
22 Dec	11532.00	469 ₹ 23,450	0 0.00	0.41	0 0	0 0	0 0
19 Dec	11496.00	469 ₹ 23,450	0 0.00	0.57	0 0	0 0	0 0
18 Dec	11461.00	469 ₹ 23,450	0 0.00	0.74	0 0	0 0	0 0
17 Dec	11540.00	469 ₹ 23,450	0 0.00	0.23	0 0	0 0	0 0
16 Dec	11528.00	469 ₹ 23,450	0 0.00	0.27	0 0	0 0	0 0
15 Dec	11728.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
12 Dec	11723.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
11 Dec	11472.00	469 ₹ 23,450	0 0.00	0.52	0 0	0 0	0 0
10 Dec	11317.00	469 ₹ 23,450	0 0.00	1.38	0 0	0 0	0 0
9 Dec	11414.00	469 ₹ 23,450	0 0.00	0.73	0 0	0 0	0 0
8 Dec	11540.00	469 ₹ 23,450	0 0.00	0.12	0 0	0 0	0 0
5 Dec	11597.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
4 Dec	11608.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
3 Dec	11591.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
2 Dec	11666.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
1 Dec	11662.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
28 Nov	11600.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
27 Nov	11617.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0
26 Nov	11759.00	469 ₹ 23,450	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11700 expiring on 27JAN2026

Delta for 11700 CE is 0.76

Historical price for 11700 CE is as follows

On 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 330, which was -124.35 lower than the previous day. The implied volatity was 15.20, the open interest changed by -9 which decreased total open position to 145

On 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 440, which was -113.95 lower than the previous day. The implied volatity was 12.17, the open interest changed by -4 which decreased total open position to 154

On 7 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 555.6, which was -41.65 lower than the previous day. The implied volatity was 14.98, the open interest changed by -5 which decreased total open position to 158

On 6 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 604, which was 118.15 higher than the previous day. The implied volatity was 18.82, the open interest changed by -8 which decreased total open position to 163

On 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 485.85, which was 125.25 higher than the previous day. The implied volatity was 17.50, the open interest changed by -46 which decreased total open position to 171

On 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 364.4, which was -3.05 lower than the previous day. The implied volatity was 14.25, the open interest changed by -11 which decreased total open position to 219

On 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 372.35, which was 60.3 higher than the previous day. The implied volatity was 15.75, the open interest changed by -65 which decreased total open position to 231

On 31 Dec ULTRACEMCO was trading at 11784.00. The strike last trading price was 317.45, which was 32.5 higher than the previous day. The implied volatity was 17.07, the open interest changed by 28 which increased total open position to 296

On 30 Dec ULTRACEMCO was trading at 11705.00. The strike last trading price was 289.9, which was -44.2 lower than the previous day. The implied volatity was 18.79, the open interest changed by 156 which increased total open position to 268

On 29 Dec ULTRACEMCO was trading at 11799.00. The strike last trading price was 332, which was -13 lower than the previous day. The implied volatity was 15.85, the open interest changed by 5 which increased total open position to 111

On 26 Dec ULTRACEMCO was trading at 11794.00. The strike last trading price was 346.3, which was 22.2 higher than the previous day. The implied volatity was 17.81, the open interest changed by 10 which increased total open position to 108

On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 329, which was 28.7 higher than the previous day. The implied volatity was 16.09, the open interest changed by -1 which decreased total open position to 97

On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 297, which was -172 lower than the previous day. The implied volatity was 17.29, the open interest changed by 97 which increased total open position to 97

On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0

On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0

On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0

On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0

On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 469, 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 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 469, 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 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0

On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 469, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 469, 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 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 469, 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 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 469, 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 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 469, 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 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 469, 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 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 469, 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 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 469, 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 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 469, 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 27JAN2026 11700 PE
Delta: -0.29 Vega: 8.99 Theta: -3.80 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	11937.00	91.7 ₹ 4,585	20.35 1017.50	19.04	849 42,450	-6 -300	467 23,350
8 Jan	12064.00	71.9 ₹ 3,595	25.95 1297.50	20.65	621 31,050	62 3,100	475 23,750
7 Jan	12184.00	45 ₹ 2,250	0.9 45.00	19.29	459 22,950	-50 -2,500	413 20,650
6 Jan	12204.00	44.45 ₹ 2,222.5	-21.3 -1065.00	19.35	495 24,750	2 100	467 23,350
5 Jan	12087.00	65.9 ₹ 3,295	-47.85 -2392.50	18.62	1,379 68,950	27 1,350	465 23,250
2 Jan	11899.00	110 ₹ 5,500	-5.6 -280.00	18.67	481 24,050	31 1,550	437 21,850
1 Jan	11901.00	110.15 ₹ 5,507.5	-39.5 -1975.00	17.96	362 18,100	34 1,700	410 20,500
31 Dec	11784.00	150.4 ₹ 7,520	-37.95 -1897.50	18.00	663 33,150	59 2,950	376 18,800
30 Dec	11705.00	188 ₹ 9,400	19.3 965.00	17.89	965 48,250	101 5,050	317 15,850
29 Dec	11799.00	166.45 ₹ 8,322.5	-2.5 -125.00	19.66	234 11,700	8 400	214 10,700
26 Dec	11794.00	173 ₹ 8,650	-8.9 -445.00	18.32	327 16,350	89 4,450	206 10,300
24 Dec	11764.00	181.4 ₹ 9,070	-39.4 -1970.00	18.35	159 7,950	60 3,000	116 5,800
23 Dec	11678.00	222 ₹ 11,100	25.45 1272.50	18.52	100 5,000	33 1,650	35 1,750
22 Dec	11532.00	196.55 ₹ 9,827.5	-270.15 -13507.50	-	0 0	0 0	2 100
19 Dec	11496.00	196.55 ₹ 9,827.5	-270.15 -13507.50	-	0 0	0 0	2 100
18 Dec	11461.00	196.55 ₹ 9,827.5	-270.15 -13507.50	-	0 0	0 0	2 100
17 Dec	11540.00	196.55 ₹ 9,827.5	-270.15 -13507.50	-	0 0	0 0	2 100
16 Dec	11528.00	196.55 ₹ 9,827.5	-270.15 -13507.50	-	0 0	0 0	2 100
15 Dec	11728.00	196.55 ₹ 9,827.5	-270.15 -13507.50	17.16	2 100	0 0	0 0
12 Dec	11723.00	466.7 ₹ 23,335	0 0.00	1.04	0 0	0 0	0 0
11 Dec	11472.00	466.7 ₹ 23,335	0 0.00	-	0 0	0 0	0 0
10 Dec	11317.00	466.7 ₹ 23,335	0 0.00	-	0 0	0 0	0 0
9 Dec	11414.00	466.7 ₹ 23,335	0 0.00	-	0 0	0 0	0 0
8 Dec	11540.00	466.7 ₹ 23,335	0 0.00	-	0 0	0 0	0 0
5 Dec	11597.00	466.7 ₹ 23,335	0 0.00	0.39	0 0	0 0	0 0
4 Dec	11608.00	466.7 ₹ 23,335	0 0.00	0.46	0 0	0 0	0 0
3 Dec	11591.00	466.7 ₹ 23,335	0 0.00	0.30	0 0	0 0	0 0
2 Dec	11666.00	466.7 ₹ 23,335	0 0.00	0.89	0 0	0 0	0 0
1 Dec	11662.00	466.7 ₹ 23,335	0 0.00	2.64	0 0	0 0	0 0
28 Nov	11600.00	466.7 ₹ 23,335	0 0.00	0.57	0 0	0 0	0 0
27 Nov	11617.00	466.7 ₹ 23,335	0 0.00	0.65	0 0	0 0	0 0
26 Nov	11759.00	466.7 ₹ 23,335	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11700 expiring on 27JAN2026

Delta for 11700 PE is -0.29

Historical price for 11700 PE is as follows

On 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 91.7, which was 20.35 higher than the previous day. The implied volatity was 19.04, the open interest changed by -6 which decreased total open position to 467

On 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 71.9, which was 25.95 higher than the previous day. The implied volatity was 20.65, the open interest changed by 62 which increased total open position to 475

On 7 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 45, which was 0.9 higher than the previous day. The implied volatity was 19.29, the open interest changed by -50 which decreased total open position to 413

On 6 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 44.45, which was -21.3 lower than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 467

On 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 65.9, which was -47.85 lower than the previous day. The implied volatity was 18.62, the open interest changed by 27 which increased total open position to 465

On 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 110, which was -5.6 lower than the previous day. The implied volatity was 18.67, the open interest changed by 31 which increased total open position to 437

On 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 110.15, which was -39.5 lower than the previous day. The implied volatity was 17.96, the open interest changed by 34 which increased total open position to 410

On 31 Dec ULTRACEMCO was trading at 11784.00. The strike last trading price was 150.4, which was -37.95 lower than the previous day. The implied volatity was 18.00, the open interest changed by 59 which increased total open position to 376

On 30 Dec ULTRACEMCO was trading at 11705.00. The strike last trading price was 188, which was 19.3 higher than the previous day. The implied volatity was 17.89, the open interest changed by 101 which increased total open position to 317

On 29 Dec ULTRACEMCO was trading at 11799.00. The strike last trading price was 166.45, which was -2.5 lower than the previous day. The implied volatity was 19.66, the open interest changed by 8 which increased total open position to 214

On 26 Dec ULTRACEMCO was trading at 11794.00. The strike last trading price was 173, which was -8.9 lower than the previous day. The implied volatity was 18.32, the open interest changed by 89 which increased total open position to 206

On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 181.4, which was -39.4 lower than the previous day. The implied volatity was 18.35, the open interest changed by 60 which increased total open position to 116

On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 222, which was 25.45 higher than the previous day. The implied volatity was 18.52, the open interest changed by 33 which increased total open position to 35

On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 196.55, which was -270.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 196.55, which was -270.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 196.55, which was -270.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 196.55, which was -270.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 196.55, which was -270.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 196.55, which was -270.15 lower than the previous day. The implied volatity was 17.16, the open interest changed by 0 which decreased total open position to 0

On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 466.7, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0

On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 466.7, 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 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 466.7, 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 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 466.7, 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 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 466.7, 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 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 466.7, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 466.7, 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 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 466.7, which was 0 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 466.7, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 466.7, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 466.7, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 466.7, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 466.7, 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

Related Pages for ULTRACEMCO

ULTRACEMCO

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD