Historical option data for ULTRACEMCO
26 May 2026 04:10 PM IST
| ULTRACEMCO 30-Jun-2026 (34d) 11700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.14
Theta: -5.25
Gamma: 0.00049
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 11623.00 | 322.9 | -64.1 (-16.56%) | 22.28 | 862 | 303 | 474 | |||||||||
| 25 May | 11726.00 | 393.95 | 58.95 (17.60%) | 23.35 | 452 | 87 | 173 | |||||||||
| 22 May | 11569.00 | 334.95 | 37.95 (12.78%) | 24 | 142 | 71 | 87 | |||||||||
| 21 May | 11474.00 | 296.8 | 9.8 (3.41%) | 24.21 | 11 | -6 | 15 | |||||||||
| 20 May | 11409.00 | 286.6 | -0.4 (-0.14%) | 25.94 | 1 | 0 | 21 | |||||||||
| 19 May | 11368.00 | 285.5 | -104.5 (-26.79%) | 25.94 | 25 | 18 | 21 | |||||||||
| 18 May | 11561.00 | 390 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 15 May | 11487.00 | 390 | -55.65 (-12.49%) | 26.4 | 1 | 0 | 2 | |||||||||
| 14 May | 11692.00 | 445.65 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 11573.00 | 445.65 | 0 (0.00%) | 0 | 1 | 1 | 2 | |||||||||
| 12 May | 11516.00 | 445.65 | -137.35 (-23.56%) | 0 | 1 | 0 | 1 | |||||||||
| 11 May | 11866.00 | 583 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 11950.00 | 583 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 12146.00 | 583 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 12093.00 | 583 | 0 (0.00%) | 21.21 | 0 | 0 | 1 | |||||||||
| 5 May | 11963.00 | 583 | -119.8 (-17.05%) | 21.21 | 1 | 0 | 0 | |||||||||
| 4 May | 11758.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 11586.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 11833.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11700 expiring on 30JUN2026
Delta for 11700 CE is 0.51
Historical price for 11700 CE is as follows
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 322.9, which was -64.1 lower than the previous day. The implied volatity was 22.28, the open interest changed by 303 which increased total open position to 474
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 393.95, which was 58.95 higher than the previous day. The implied volatity was 23.35, the open interest changed by 87 which increased total open position to 173
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 334.95, which was 37.95 higher than the previous day. The implied volatity was 24, the open interest changed by 71 which increased total open position to 87
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 296.8, which was 9.8 higher than the previous day. The implied volatity was 24.21, the open interest changed by -6 which decreased total open position to 15
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 286.6, which was -0.4 lower than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 21
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 285.5, which was -104.5 lower than the previous day. The implied volatity was 25.94, the open interest changed by 18 which increased total open position to 21
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 390, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 390, which was -55.65 lower than the previous day. The implied volatity was 26.4, the open interest changed by 0 which decreased total open position to 2
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 445.65, 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 2
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 445.65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 445.65, which was -137.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 583, 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 1
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 583, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 583, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 583, which was 0 lower than the previous day. The implied volatity was 21.21, the open interest changed by 0 which decreased total open position to 1
On 5 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 583, which was -119.8 lower than the previous day. The implied volatity was 21.21, the open interest changed by 0 which decreased total open position to 0
On 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 0, 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 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 0, 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 Apr ULTRACEMCO was trading at 11833.00. The strike last trading price was 0, 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 30-Jun-2026 (34d) 11700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.14
Theta: -3.02
Gamma: 0.00055
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 11623.00 | 297.6 | 26.3 (9.69%) | 19.96 | 456 | 123 | 192 |
| 25 May | 11726.00 | 277.65 | -66.05 (-19.22%) | 21.93 | 111 | 17 | 69 |
| 22 May | 11569.00 | 343.7 | -96.3 (-21.89%) | 22.62 | 57 | 28 | 38 |
| 21 May | 11474.00 | 440 | -62.95 (-12.52%) | 22.95 | 4 | 3 | 9 |
| 20 May | 11409.00 | 502.95 | 172.95 (52.41%) | 23.34 | 4 | 2 | 4 |
| 19 May | 11368.00 | 330 | 330 | - | 2 | 0 | 2 |
| 18 May | 11561.00 | 330 | 330 (0.00%) | - | 2 | 0 | 2 |
| 15 May | 11487.00 | 330 | 0 (0.00%) | - | 0 | 0 | 2 |
| 14 May | 11692.00 | 330 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 11573.00 | 330 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 11516.00 | 330 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 11866.00 | 330 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 11950.00 | 330 | -139.25 (-29.68%) | 26.9 | 2 | 1 | 1 |
| 7 May | 12146.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 12093.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 11963.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 11758.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 11586.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 11833.00 | 0 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11700 expiring on 30JUN2026
Delta for 11700 PE is -0.5
Historical price for 11700 PE is as follows
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 297.6, which was 26.3 higher than the previous day. The implied volatity was 19.96, the open interest changed by 123 which increased total open position to 192
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 277.65, which was -66.05 lower than the previous day. The implied volatity was 21.93, the open interest changed by 17 which increased total open position to 69
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 343.7, which was -96.3 lower than the previous day. The implied volatity was 22.62, the open interest changed by 28 which increased total open position to 38
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 440, which was -62.95 lower than the previous day. The implied volatity was 22.95, the open interest changed by 3 which increased total open position to 9
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 502.95, which was 172.95 higher than the previous day. The implied volatity was 23.34, the open interest changed by 2 which increased total open position to 4
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 330, which was 330 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 330, which was 330 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 330, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 330, 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 2
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 330, 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 2
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 330, 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 2
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 330, 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 2
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 330, which was -139.25 lower than the previous day. The implied volatity was 26.9, the open interest changed by 1 which increased total open position to 1
On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 0, 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 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 0, 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 Apr ULTRACEMCO was trading at 11833.00. The strike last trading price was 0, 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
