ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
13 Mar 2026 04:10 PM IST
| ULTRACEMCO 30-MAR-2026 11700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 4.72
Theta: -4.69
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 10616.00 | 42.9 | -71.75 | 31.28 | 1,323 | 263 | 809 | |||||||||
| 12 Mar | 11089.00 | 115 | -113.25 | 30.66 | 760 | 78 | 549 | |||||||||
| 11 Mar | 11462.00 | 219.1 | -98.75 | 28.98 | 900 | 16 | 473 | |||||||||
| 10 Mar | 11654.00 | 310 | 68.65 | 27.87 | 2,637 | 177 | 460 | |||||||||
| 9 Mar | 11378.00 | 243 | -430.05 | 33.11 | 1,223 | 240 | 263 | |||||||||
| 6 Mar | 11987.00 | 673.05 | -464.6 | - | 0 | 23 | 0 | |||||||||
| 5 Mar | 12288.00 | 673.05 | -464.6 | 17.6 | 28 | 1 | 1 | |||||||||
| 4 Mar | 12107.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 12521.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 12677.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 26 Feb | 12937.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13041.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 12960.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 12976.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 12766.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 12688.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13052.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 12984.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 12981.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 12963.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13029.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 12969.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13023.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13048.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 12722.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 12773.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 12806.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 12590.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 12535.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 12284.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 12694.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 12717.00 | 1137.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 12767.00 | 1137.65 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11700 expiring on 30MAR2026
Delta for 11700 CE is 0.12
Historical price for 11700 CE is as follows
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 42.9, which was -71.75 lower than the previous day. The implied volatity was 31.28, the open interest changed by 263 which increased total open position to 809
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 115, which was -113.25 lower than the previous day. The implied volatity was 30.66, the open interest changed by 78 which increased total open position to 549
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 219.1, which was -98.75 lower than the previous day. The implied volatity was 28.98, the open interest changed by 16 which increased total open position to 473
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 310, which was 68.65 higher than the previous day. The implied volatity was 27.87, the open interest changed by 177 which increased total open position to 460
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 243, which was -430.05 lower than the previous day. The implied volatity was 33.11, the open interest changed by 240 which increased total open position to 263
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 673.05, which was -464.6 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 0
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 673.05, which was -464.6 lower than the previous day. The implied volatity was 17.6, the open interest changed by 1 which increased total open position to 1
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 1137.65, 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 1137.65, 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 1137.65, 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 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 1137.65, 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 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 1137.65, 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 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 1137.65, 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 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 1137.65, 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 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 1137.65, 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 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 1137.65, 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 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 1137.65, 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 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 1137.65, 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 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 1137.65, 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 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 1137.65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30MAR2026 11700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 6.91
Theta: -6.78
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 10616.00 | 1032 | 346.4 | 45.96 | 44 | -24 | 197 |
| 12 Mar | 11089.00 | 668.5 | 214.2 | 34.2 | 100 | -58 | 221 |
| 11 Mar | 11462.00 | 466.75 | 152.8 | 34.68 | 230 | -18 | 281 |
| 10 Mar | 11654.00 | 328.25 | -183.9 | 30.83 | 594 | 142 | 299 |
| 9 Mar | 11378.00 | 510.1 | 319.65 | 32.36 | 317 | 49 | 158 |
| 6 Mar | 11987.00 | 183.8 | 86.5 | 27.81 | 159 | -13 | 110 |
| 5 Mar | 12288.00 | 98.5 | -69.85 | 25.87 | 306 | 57 | 123 |
| 4 Mar | 12107.00 | 175 | 122.15 | 29.08 | 338 | -5 | 68 |
| 2 Mar | 12521.00 | 52.5 | 23.3 | 23.48 | 99 | 46 | 73 |
| 27 Feb | 12677.00 | 29.55 | -1.5 | 21.61 | 38 | 10 | 24 |
| 26 Feb | 12937.00 | 31.05 | -19.35 | - | 0 | 0 | 14 |
| 25 Feb | 13041.00 | 31.05 | -19.35 | - | 0 | 0 | 14 |
| 24 Feb | 12960.00 | 31.05 | -19.35 | - | 0 | 0 | 14 |
| 23 Feb | 12976.00 | 31.05 | -19.35 | 25.05 | 6 | -1 | 15 |
| 20 Feb | 12766.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 19 Feb | 12688.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 18 Feb | 13052.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 17 Feb | 12984.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 16 Feb | 12981.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 13 Feb | 12963.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 12 Feb | 13029.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 11 Feb | 12969.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 10 Feb | 13023.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 9 Feb | 13048.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 6 Feb | 12722.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 5 Feb | 12773.00 | 50.4 | -33.45 | - | 0 | 0 | 16 |
| 4 Feb | 12806.00 | 50.4 | -33.45 | 21.16 | 20 | 16 | 17 |
| 3 Feb | 12590.00 | 83.85 | -42.4 | - | 0 | 0 | 1 |
| 2 Feb | 12535.00 | 83.85 | -42.4 | - | 0 | 0 | 1 |
| 1 Feb | 12284.00 | 83.85 | -42.4 | - | 0 | 0 | 1 |
| 30 Jan | 12694.00 | 83.85 | -42.4 | - | 0 | 0 | 1 |
| 29 Jan | 12717.00 | 126.25 | 0 | 5.37 | 0 | 0 | 0 |
| 28 Jan | 12767.00 | 126.25 | 0 | 6.14 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11700 expiring on 30MAR2026
Delta for 11700 PE is -0.78
Historical price for 11700 PE is as follows
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 1032, which was 346.4 higher than the previous day. The implied volatity was 45.96, the open interest changed by -24 which decreased total open position to 197
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 668.5, which was 214.2 higher than the previous day. The implied volatity was 34.2, the open interest changed by -58 which decreased total open position to 221
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 466.75, which was 152.8 higher than the previous day. The implied volatity was 34.68, the open interest changed by -18 which decreased total open position to 281
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 328.25, which was -183.9 lower than the previous day. The implied volatity was 30.83, the open interest changed by 142 which increased total open position to 299
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 510.1, which was 319.65 higher than the previous day. The implied volatity was 32.36, the open interest changed by 49 which increased total open position to 158
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 183.8, which was 86.5 higher than the previous day. The implied volatity was 27.81, the open interest changed by -13 which decreased total open position to 110
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 98.5, which was -69.85 lower than the previous day. The implied volatity was 25.87, the open interest changed by 57 which increased total open position to 123
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 175, which was 122.15 higher than the previous day. The implied volatity was 29.08, the open interest changed by -5 which decreased total open position to 68
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 52.5, which was 23.3 higher than the previous day. The implied volatity was 23.48, the open interest changed by 46 which increased total open position to 73
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 29.55, which was -1.5 lower than the previous day. The implied volatity was 21.61, the open interest changed by 10 which increased total open position to 24
On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 31.05, which was -19.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 31.05, which was -19.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 31.05, which was -19.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 31.05, which was -19.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by -1 which decreased total open position to 15
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 50.4, which was -33.45 lower than the previous day. The implied volatity was 21.16, the open interest changed by 16 which increased total open position to 17
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 83.85, which was -42.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 83.85, which was -42.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 83.85, which was -42.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 83.85, which was -42.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 126.25, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 126.25, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
