[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
11414 -126.00 (-1.09%)
L: 11379 H: 11525

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Historical option data for ULTRACEMCO

09 Dec 2025 04:10 PM IST
ULTRACEMCO 30-DEC-2025 11800 CE
Delta: 0.24
Vega: 8.47
Theta: -3.82
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 57.65 -27.75 15.36 1,257 11 1,448
8 Dec 11540.00 84.85 -35 14.30 1,510 53 1,439
5 Dec 11597.00 118.95 -0.4 14.31 1,651 195 1,413
4 Dec 11608.00 118.65 -2.45 13.74 720 -4 1,213
3 Dec 11591.00 119.6 -49.3 14.43 830 78 1,214
2 Dec 11666.00 169.3 3.7 14.49 1,056 63 1,137
1 Dec 11662.00 167 15.3 - 1,428 63 1,074
28 Nov 11600.00 154.5 -12.35 14.96 763 72 1,010
27 Nov 11617.00 166.1 -64.8 14.36 1,047 208 941
26 Nov 11759.00 231 73.7 13.29 1,542 215 732
25 Nov 11580.00 144.55 -29.9 14.64 452 122 516
24 Nov 11584.00 179.65 -70.7 16.22 684 118 388
21 Nov 11729.00 250 -29.95 14.96 309 127 266
20 Nov 11753.00 283.6 18.35 15.41 123 1 134
19 Nov 11666.00 263 -40.6 16.44 305 64 123
18 Nov 11707.00 302 -53.75 17.16 46 24 58
17 Nov 11778.00 360 -593.8 18.70 39 32 32
14 Nov 11874.00 953.8 0 - 0 0 0
13 Nov 11934.00 953.8 0 - 0 0 0
12 Nov 11921.00 953.8 0 - 0 0 0
11 Nov 11825.00 953.8 0 - 0 0 0
10 Nov 11728.00 953.8 0 - 0 0 0
7 Nov 11849.00 953.8 0 - 0 0 0
6 Nov 11910.00 953.8 0 - 0 0 0
4 Nov 11819.00 953.8 0 - 0 0 0
3 Nov 11950.00 953.8 0 - 0 0 0
31 Oct 11947.00 953.8 0 - 0 0 0
30 Oct 12053.00 953.8 0 - 0 0 0
29 Oct 11999.00 953.8 0 - 0 0 0
24 Oct 11918.00 953.8 0 - 0 0 0
16 Oct 12358.00 953.8 0 - 0 0 0
15 Oct 12311.00 953.8 0 - 0 0 0
14 Oct 12070.00 953.8 0 - 0 0 0
13 Oct 12172.00 953.8 0 - 0 0 0
10 Oct 12281.00 953.8 0 - 0 0 0
9 Oct 12192.00 953.8 0 - 0 0 0
8 Oct 11991.00 953.8 0 - 0 0 0
7 Oct 12184.00 0 0 - 0 0 0
6 Oct 12055.00 0 0 - 0 0 0
3 Oct 12019.00 0 0 - 0 0 0


For Ultratech Cement Limited - strike price 11800 expiring on 30DEC2025

Delta for 11800 CE is 0.24

Historical price for 11800 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 57.65, which was -27.75 lower than the previous day. The implied volatity was 15.36, the open interest changed by 11 which increased total open position to 1448


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 84.85, which was -35 lower than the previous day. The implied volatity was 14.30, the open interest changed by 53 which increased total open position to 1439


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 118.95, which was -0.4 lower than the previous day. The implied volatity was 14.31, the open interest changed by 195 which increased total open position to 1413


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 118.65, which was -2.45 lower than the previous day. The implied volatity was 13.74, the open interest changed by -4 which decreased total open position to 1213


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 119.6, which was -49.3 lower than the previous day. The implied volatity was 14.43, the open interest changed by 78 which increased total open position to 1214


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 169.3, which was 3.7 higher than the previous day. The implied volatity was 14.49, the open interest changed by 63 which increased total open position to 1137


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 167, which was 15.3 higher than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 1074


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 154.5, which was -12.35 lower than the previous day. The implied volatity was 14.96, the open interest changed by 72 which increased total open position to 1010


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 166.1, which was -64.8 lower than the previous day. The implied volatity was 14.36, the open interest changed by 208 which increased total open position to 941


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 231, which was 73.7 higher than the previous day. The implied volatity was 13.29, the open interest changed by 215 which increased total open position to 732


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 144.55, which was -29.9 lower than the previous day. The implied volatity was 14.64, the open interest changed by 122 which increased total open position to 516


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 179.65, which was -70.7 lower than the previous day. The implied volatity was 16.22, the open interest changed by 118 which increased total open position to 388


On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 250, which was -29.95 lower than the previous day. The implied volatity was 14.96, the open interest changed by 127 which increased total open position to 266


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 283.6, which was 18.35 higher than the previous day. The implied volatity was 15.41, the open interest changed by 1 which increased total open position to 134


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 263, which was -40.6 lower than the previous day. The implied volatity was 16.44, the open interest changed by 64 which increased total open position to 123


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 302, which was -53.75 lower than the previous day. The implied volatity was 17.16, the open interest changed by 24 which increased total open position to 58


On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 360, which was -593.8 lower than the previous day. The implied volatity was 18.70, the open interest changed by 32 which increased total open position to 32


On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 953.8, 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 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 953.8, 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 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 953.8, 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 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 953.8, 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 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 953.8, 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 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 953.8, 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 953.8, 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 953.8, 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 953.8, 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 953.8, 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 953.8, 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 953.8, 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 Oct ULTRACEMCO was trading at 11918.00. The strike last trading price was 953.8, 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 Oct ULTRACEMCO was trading at 12358.00. The strike last trading price was 953.8, 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 15 Oct ULTRACEMCO was trading at 12311.00. The strike last trading price was 953.8, 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 14 Oct ULTRACEMCO was trading at 12070.00. The strike last trading price was 953.8, 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 Oct ULTRACEMCO was trading at 12172.00. The strike last trading price was 953.8, 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 Oct ULTRACEMCO was trading at 12281.00. The strike last trading price was 953.8, 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 Oct ULTRACEMCO was trading at 12192.00. The strike last trading price was 953.8, 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 Oct ULTRACEMCO was trading at 11991.00. The strike last trading price was 953.8, 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 7 Oct ULTRACEMCO was trading at 12184.00. 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 Oct ULTRACEMCO was trading at 12055.00. 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 3 Oct ULTRACEMCO was trading at 12019.00. 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 30DEC2025 11800 PE
Delta: -0.76
Vega: 8.44
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 369 60.4 15.25 58 -5 668
8 Dec 11540.00 308.7 62 17.44 45 -6 671
5 Dec 11597.00 246 -5.25 14.53 164 22 676
4 Dec 11608.00 246.2 -22.5 14.68 38 -6 657
3 Dec 11591.00 278.4 47.5 15.74 136 -7 664
2 Dec 11666.00 229.2 0.85 16.28 200 36 670
1 Dec 11662.00 231.05 -37.4 27.29 174 -15 633
28 Nov 11600.00 262.05 10.7 14.63 167 -4 647
27 Nov 11617.00 252.05 66.1 15.24 521 42 654
26 Nov 11759.00 183.8 -121.6 15.43 579 303 613
25 Nov 11580.00 314.1 -0.85 16.87 111 72 309
24 Nov 11584.00 305 54.65 16.37 160 72 236
21 Nov 11729.00 257.6 14.45 18.25 175 48 162
20 Nov 11753.00 240 -49.5 18.15 80 31 112
19 Nov 11666.00 289.05 -8.6 18.93 74 34 81
18 Nov 11707.00 300 32.45 20.77 21 15 45
17 Nov 11778.00 267.55 18.2 20.01 22 5 30
14 Nov 11874.00 249.35 56.35 20.98 11 6 24
13 Nov 11934.00 193 -22.35 18.61 2 0 18
12 Nov 11921.00 215.4 -34.6 19.64 3 1 17
11 Nov 11825.00 250 1.95 19.27 3 2 16
10 Nov 11728.00 248.05 3.05 17.38 6 1 14
7 Nov 11849.00 245 23.9 19.27 9 7 11
6 Nov 11910.00 221.1 -59.9 19.74 4 0 3
4 Nov 11819.00 281 39 20.18 2 1 2
3 Nov 11950.00 242 -111.1 21.17 1 0 0
31 Oct 11947.00 353.1 0 - 0 0 0
30 Oct 12053.00 353.1 0 2.24 0 0 0
29 Oct 11999.00 353.1 0 2.08 0 0 0
24 Oct 11918.00 353.1 0 1.63 0 0 0
16 Oct 12358.00 353.1 0 - 0 0 0
15 Oct 12311.00 353.1 0 - 0 0 0
14 Oct 12070.00 353.1 0 2.38 0 0 0
13 Oct 12172.00 353.1 0 - 0 0 0
10 Oct 12281.00 353.1 0 3.07 0 0 0
9 Oct 12192.00 353.1 0 - 0 0 0
8 Oct 11991.00 353.1 0 1.98 0 0 0
7 Oct 12184.00 353.1 0 - 0 0 0
6 Oct 12055.00 353.1 0 - 0 0 0
3 Oct 12019.00 353.1 0 2.17 0 0 0


For Ultratech Cement Limited - strike price 11800 expiring on 30DEC2025

Delta for 11800 PE is -0.76

Historical price for 11800 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 369, which was 60.4 higher than the previous day. The implied volatity was 15.25, the open interest changed by -5 which decreased total open position to 668


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 308.7, which was 62 higher than the previous day. The implied volatity was 17.44, the open interest changed by -6 which decreased total open position to 671


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 246, which was -5.25 lower than the previous day. The implied volatity was 14.53, the open interest changed by 22 which increased total open position to 676


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 246.2, which was -22.5 lower than the previous day. The implied volatity was 14.68, the open interest changed by -6 which decreased total open position to 657


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 278.4, which was 47.5 higher than the previous day. The implied volatity was 15.74, the open interest changed by -7 which decreased total open position to 664


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 229.2, which was 0.85 higher than the previous day. The implied volatity was 16.28, the open interest changed by 36 which increased total open position to 670


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 231.05, which was -37.4 lower than the previous day. The implied volatity was 27.29, the open interest changed by -15 which decreased total open position to 633


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 262.05, which was 10.7 higher than the previous day. The implied volatity was 14.63, the open interest changed by -4 which decreased total open position to 647


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 252.05, which was 66.1 higher than the previous day. The implied volatity was 15.24, the open interest changed by 42 which increased total open position to 654


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 183.8, which was -121.6 lower than the previous day. The implied volatity was 15.43, the open interest changed by 303 which increased total open position to 613


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 314.1, which was -0.85 lower than the previous day. The implied volatity was 16.87, the open interest changed by 72 which increased total open position to 309


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 305, which was 54.65 higher than the previous day. The implied volatity was 16.37, the open interest changed by 72 which increased total open position to 236


On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 257.6, which was 14.45 higher than the previous day. The implied volatity was 18.25, the open interest changed by 48 which increased total open position to 162


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 240, which was -49.5 lower than the previous day. The implied volatity was 18.15, the open interest changed by 31 which increased total open position to 112


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 289.05, which was -8.6 lower than the previous day. The implied volatity was 18.93, the open interest changed by 34 which increased total open position to 81


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 300, which was 32.45 higher than the previous day. The implied volatity was 20.77, the open interest changed by 15 which increased total open position to 45


On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 267.55, which was 18.2 higher than the previous day. The implied volatity was 20.01, the open interest changed by 5 which increased total open position to 30


On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 249.35, which was 56.35 higher than the previous day. The implied volatity was 20.98, the open interest changed by 6 which increased total open position to 24


On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 193, which was -22.35 lower than the previous day. The implied volatity was 18.61, the open interest changed by 0 which decreased total open position to 18


On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 215.4, which was -34.6 lower than the previous day. The implied volatity was 19.64, the open interest changed by 1 which increased total open position to 17


On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 250, which was 1.95 higher than the previous day. The implied volatity was 19.27, the open interest changed by 2 which increased total open position to 16


On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 248.05, which was 3.05 higher than the previous day. The implied volatity was 17.38, the open interest changed by 1 which increased total open position to 14


On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 245, which was 23.9 higher than the previous day. The implied volatity was 19.27, the open interest changed by 7 which increased total open position to 11


On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 221.1, which was -59.9 lower than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 3


On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 281, which was 39 higher than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 2


On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 242, which was -111.1 lower than the previous day. The implied volatity was 21.17, 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 353.1, 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 353.1, which was 0 lower than the previous day. The implied volatity was 2.24, 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 353.1, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ULTRACEMCO was trading at 11918.00. The strike last trading price was 353.1, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0


On 16 Oct ULTRACEMCO was trading at 12358.00. The strike last trading price was 353.1, 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 15 Oct ULTRACEMCO was trading at 12311.00. The strike last trading price was 353.1, 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 14 Oct ULTRACEMCO was trading at 12070.00. The strike last trading price was 353.1, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0


On 13 Oct ULTRACEMCO was trading at 12172.00. The strike last trading price was 353.1, 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 10 Oct ULTRACEMCO was trading at 12281.00. The strike last trading price was 353.1, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0


On 9 Oct ULTRACEMCO was trading at 12192.00. The strike last trading price was 353.1, 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 8 Oct ULTRACEMCO was trading at 11991.00. The strike last trading price was 353.1, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0


On 7 Oct ULTRACEMCO was trading at 12184.00. The strike last trading price was 353.1, 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 Oct ULTRACEMCO was trading at 12055.00. The strike last trading price was 353.1, 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 Oct ULTRACEMCO was trading at 12019.00. The strike last trading price was 353.1, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0