[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
11599 -9.00 (-0.08%)
L: 11561 H: 11665

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Historical option data for ULTRACEMCO

05 Dec 2025 02:45 PM IST
ULTRACEMCO 30-DEC-2025 11700 CE
Delta: 0.49
Vega: 12.12
Theta: -4.77
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 11603.00 154.45 -2.8 13.42 1,638 31 2,048
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
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 0.49

Historical price for 11700 CE is as follows

On 5 Dec ULTRACEMCO was trading at 11603.00. The strike last trading price was 154.45, which was -2.8 lower than the previous day. The implied volatity was 13.42, the open interest changed by 31 which increased total open position to 2048


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
Delta: -0.51
Vega: 12.12
Theta: -1.87
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 11603.00 185.85 -7.25 14.61 167 -5 1,065
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 -0.51

Historical price for 11700 PE is as follows

On 5 Dec ULTRACEMCO was trading at 11603.00. The strike last trading price was 185.85, which was -7.25 lower than the previous day. The implied volatity was 14.61, the open interest changed by -5 which decreased total open position to 1065


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