ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
05 Dec 2025 04:10 PM IST
| ULTRACEMCO 30-DEC-2025 11700 CE | ||||||||||||||||
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Delta: 0.48
Vega: 12.10
Theta: -4.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 11597.00 | 158.15 | 0.9 | 14.06 | 2,427 | -12 | 2,005 | |||||||||
| 4 Dec | 11608.00 | 158.85 | -2.8 | 13.53 | 2,057 | 368 | 2,022 | |||||||||
| 3 Dec | 11591.00 | 155.7 | -61.15 | 14.05 | 1,621 | -23 | 1,658 | |||||||||
| 2 Dec | 11666.00 | 218 | 4.9 | 14.39 | 1,832 | 149 | 1,692 | |||||||||
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| 1 Dec | 11662.00 | 220 | 24.05 | - | 1,687 | 215 | 1,544 | |||||||||
| 28 Nov | 11600.00 | 197.65 | -13.8 | 14.90 | 1,348 | 67 | 1,321 | |||||||||
| 27 Nov | 11617.00 | 214.4 | -72.3 | 14.47 | 1,393 | 112 | 1,252 | |||||||||
| 26 Nov | 11759.00 | 287 | 90.45 | 13.05 | 1,968 | 267 | 1,153 | |||||||||
| 25 Nov | 11580.00 | 182.7 | -36.2 | 14.42 | 929 | 353 | 883 | |||||||||
| 24 Nov | 11584.00 | 219.2 | -82.6 | 15.94 | 1,260 | 327 | 531 | |||||||||
| 21 Nov | 11729.00 | 300.25 | -32.2 | 14.65 | 319 | 101 | 202 | |||||||||
| 20 Nov | 11753.00 | 344 | 30.5 | 15.87 | 162 | 22 | 97 | |||||||||
| 19 Nov | 11666.00 | 309.7 | -47.25 | 16.08 | 152 | 43 | 79 | |||||||||
| 18 Nov | 11707.00 | 359.75 | -55.6 | 17.36 | 36 | 19 | 35 | |||||||||
| 17 Nov | 11778.00 | 419 | -6.65 | 18.85 | 9 | 4 | 14 | |||||||||
| 14 Nov | 11874.00 | 425.65 | -124.6 | 13.87 | 6 | 3 | 8 | |||||||||
| 13 Nov | 11934.00 | 550.25 | 60.25 | 19.35 | 23 | -3 | 20 | |||||||||
| 12 Nov | 11921.00 | 490 | 0 | 15.47 | 20 | 0 | 3 | |||||||||
| 10 Nov | 11728.00 | 490 | -198.1 | 21.88 | 3 | 0 | 0 | |||||||||
| 7 Nov | 11849.00 | 688.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 11910.00 | 688.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 11819.00 | 688.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 11950.00 | 688.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 11947.00 | 688.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 12053.00 | 688.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 11999.00 | 688.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11700 expiring on 30DEC2025
Delta for 11700 CE is 0.48
Historical price for 11700 CE is as follows
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 158.15, which was 0.9 higher than the previous day. The implied volatity was 14.06, the open interest changed by -12 which decreased total open position to 2005
On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 158.85, which was -2.8 lower than the previous day. The implied volatity was 13.53, the open interest changed by 368 which increased total open position to 2022
On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 155.7, which was -61.15 lower than the previous day. The implied volatity was 14.05, the open interest changed by -23 which decreased total open position to 1658
On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 218, which was 4.9 higher than the previous day. The implied volatity was 14.39, the open interest changed by 149 which increased total open position to 1692
On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 220, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by 215 which increased total open position to 1544
On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 197.65, which was -13.8 lower than the previous day. The implied volatity was 14.90, the open interest changed by 67 which increased total open position to 1321
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 214.4, which was -72.3 lower than the previous day. The implied volatity was 14.47, the open interest changed by 112 which increased total open position to 1252
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 287, which was 90.45 higher than the previous day. The implied volatity was 13.05, the open interest changed by 267 which increased total open position to 1153
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 182.7, which was -36.2 lower than the previous day. The implied volatity was 14.42, the open interest changed by 353 which increased total open position to 883
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 219.2, which was -82.6 lower than the previous day. The implied volatity was 15.94, the open interest changed by 327 which increased total open position to 531
On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 300.25, which was -32.2 lower than the previous day. The implied volatity was 14.65, the open interest changed by 101 which increased total open position to 202
On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 344, which was 30.5 higher than the previous day. The implied volatity was 15.87, the open interest changed by 22 which increased total open position to 97
On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 309.7, which was -47.25 lower than the previous day. The implied volatity was 16.08, the open interest changed by 43 which increased total open position to 79
On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 359.75, which was -55.6 lower than the previous day. The implied volatity was 17.36, the open interest changed by 19 which increased total open position to 35
On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 419, which was -6.65 lower than the previous day. The implied volatity was 18.85, the open interest changed by 4 which increased total open position to 14
On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 425.65, which was -124.6 lower than the previous day. The implied volatity was 13.87, the open interest changed by 3 which increased total open position to 8
On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 550.25, which was 60.25 higher than the previous day. The implied volatity was 19.35, the open interest changed by -3 which decreased total open position to 20
On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 490, which was 0 lower than the previous day. The implied volatity was 15.47, the open interest changed by 0 which decreased total open position to 3
On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 490, which was -198.1 lower than the previous day. The implied volatity was 21.88, 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 688.1, 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 688.1, 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 688.1, 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 688.1, 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 688.1, 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 688.1, 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 688.1, 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 11700 PE | |||||||
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Delta: -0.52
Vega: 12.10
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 11597.00 | 185 | -8.1 | 14.20 | 201 | -2 | 1,068 |
| 4 Dec | 11608.00 | 195 | -18.95 | 15.08 | 177 | -48 | 1,071 |
| 3 Dec | 11591.00 | 220.55 | 43.8 | 15.74 | 470 | -45 | 1,126 |
| 2 Dec | 11666.00 | 176.9 | -4.6 | 16.06 | 1,066 | 68 | 1,174 |
| 1 Dec | 11662.00 | 175.2 | -33.95 | 16.24 | 1,184 | 59 | 1,101 |
| 28 Nov | 11600.00 | 206.4 | 3.6 | 14.60 | 260 | 35 | 1,039 |
| 27 Nov | 11617.00 | 202.4 | 57.4 | 15.43 | 1,030 | 74 | 1,001 |
| 26 Nov | 11759.00 | 141.05 | -106.25 | 15.33 | 1,169 | 188 | 938 |
| 25 Nov | 11580.00 | 261 | 7.75 | 16.52 | 1,103 | 321 | 755 |
| 24 Nov | 11584.00 | 251.9 | 47.65 | 16.53 | 978 | 318 | 424 |
| 21 Nov | 11729.00 | 204.05 | 3.7 | 17.70 | 271 | 49 | 108 |
| 20 Nov | 11753.00 | 197 | -44 | 18.00 | 79 | 38 | 58 |
| 19 Nov | 11666.00 | 241 | -93.35 | 18.88 | 30 | 15 | 15 |
| 18 Nov | 11707.00 | 334.35 | 0 | 1.07 | 0 | 0 | 0 |
| 17 Nov | 11778.00 | 334.35 | 0 | 1.33 | 0 | 0 | 0 |
| 14 Nov | 11874.00 | 334.35 | 0 | 1.93 | 0 | 0 | 0 |
| 13 Nov | 11934.00 | 334.35 | 0 | 2.25 | 0 | 0 | 0 |
| 12 Nov | 11921.00 | 334.35 | 0 | 2.18 | 0 | 0 | 0 |
| 10 Nov | 11728.00 | 334.35 | 0 | 1.22 | 0 | 0 | 0 |
| 7 Nov | 11849.00 | 334.35 | 0 | 1.79 | 0 | 0 | 0 |
| 6 Nov | 11910.00 | 334.35 | 0 | 2.28 | 0 | 0 | 0 |
| 4 Nov | 11819.00 | 334.35 | 0 | 1.59 | 0 | 0 | 0 |
| 3 Nov | 11950.00 | 334.35 | 0 | 2.42 | 0 | 0 | 0 |
| 31 Oct | 11947.00 | 334.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 12053.00 | 334.35 | 0 | 2.75 | 0 | 0 | 0 |
| 29 Oct | 11999.00 | 334.35 | 0 | 2.58 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11700 expiring on 30DEC2025
Delta for 11700 PE is -0.52
Historical price for 11700 PE is as follows
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 185, which was -8.1 lower than the previous day. The implied volatity was 14.20, the open interest changed by -2 which decreased total open position to 1068
On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 195, which was -18.95 lower than the previous day. The implied volatity was 15.08, the open interest changed by -48 which decreased total open position to 1071
On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 220.55, which was 43.8 higher than the previous day. The implied volatity was 15.74, the open interest changed by -45 which decreased total open position to 1126
On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 176.9, which was -4.6 lower than the previous day. The implied volatity was 16.06, the open interest changed by 68 which increased total open position to 1174
On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 175.2, which was -33.95 lower than the previous day. The implied volatity was 16.24, the open interest changed by 59 which increased total open position to 1101
On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 206.4, which was 3.6 higher than the previous day. The implied volatity was 14.60, the open interest changed by 35 which increased total open position to 1039
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 202.4, which was 57.4 higher than the previous day. The implied volatity was 15.43, the open interest changed by 74 which increased total open position to 1001
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 141.05, which was -106.25 lower than the previous day. The implied volatity was 15.33, the open interest changed by 188 which increased total open position to 938
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 261, which was 7.75 higher than the previous day. The implied volatity was 16.52, the open interest changed by 321 which increased total open position to 755
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 251.9, which was 47.65 higher than the previous day. The implied volatity was 16.53, the open interest changed by 318 which increased total open position to 424
On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 204.05, which was 3.7 higher than the previous day. The implied volatity was 17.70, the open interest changed by 49 which increased total open position to 108
On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 197, which was -44 lower than the previous day. The implied volatity was 18.00, the open interest changed by 38 which increased total open position to 58
On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 241, which was -93.35 lower than the previous day. The implied volatity was 18.88, the open interest changed by 15 which increased total open position to 15
On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 334.35, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 334.35, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 334.35, 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 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 334.35, which was 0 lower than the previous day. The implied volatity was 2.25, 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 334.35, which was 0 lower than the previous day. The implied volatity was 2.18, 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 334.35, which was 0 lower than the previous day. The implied volatity was 1.22, 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 334.35, which was 0 lower than the previous day. The implied volatity was 1.79, 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 334.35, which was 0 lower than the previous day. The implied volatity was 2.28, 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 334.35, which was 0 lower than the previous day. The implied volatity was 1.59, 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 334.35, which was 0 lower than the previous day. The implied volatity was 2.42, 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 334.35, 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 334.35, which was 0 lower than the previous day. The implied volatity was 2.75, 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 334.35, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0































































































































































































































