ULTRACEMCO

Ultratech Cement Limited

11764 +86.00 (0.74%)

L: 11671 H: 11790

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Historical option data for ULTRACEMCO
24 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ULTRACEMCO 27-JAN-2026 11800 CE
Delta: 0.56 Vega: 14.15 Theta: -5.14 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	11764.00	275 ₹ 13,750	25.2 1260.00	16.33	657 32,850	48 2,400	288 14,400
23 Dec	11678.00	242.05 ₹ 12,102.5	66.35 3317.50	16.96	635 31,750	146 7,300	240 12,000
22 Dec	11532.00	177.15 ₹ 8,857.5	5.35 267.50	16.93	94 4,700	46 2,300	92 4,600

19 Dec	11496.00	170 ₹ 8,500	-5 -250.00	16.47	13 650	1 50	45 2,250
18 Dec	11461.00	175 ₹ 8,750	-31.8 -1590.00	17.38	6 300	3 150	43 2,150
17 Dec	11540.00	205 ₹ 10,250	-32.4 -1620.00	17.28	12 600	0 0	42 2,100
16 Dec	11528.00	237.4 ₹ 11,870	-38.7 -1935.00	19.12	8 400	-3 -150	42 2,100
15 Dec	11728.00	276.1 ₹ 13,805	-36.65 -1832.50	15.67	19 950	-3 -150	45 2,250
12 Dec	11723.00	315.45 ₹ 15,772.5	114.45 5722.50	16.60	7 350	1 50	48 2,400
11 Dec	11472.00	201 ₹ 10,050	34 1700.00	17.50	16 800	6 300	46 2,300
10 Dec	11317.00	167 ₹ 8,350	-105.2 -5260.00	18.32	27 1,350	0 0	40 2,000
9 Dec	11414.00	272.2 ₹ 13,610	12.95 647.50	22.14	1 50	0 0	40 2,000
8 Dec	11540.00	259.25 ₹ 12,962.5	-22.05 -1102.50	17.96	1 50	0 0	40 2,000
5 Dec	11597.00	280 ₹ 14,000	4.4 220.00	16.83	25 1,250	11 550	36 1,800
4 Dec	11608.00	270.6 ₹ 13,530	-13.45 -672.50	15.93	3 150	0 0	25 1,250
3 Dec	11591.00	284.05 ₹ 14,202.5	-32.8 -1640.00	17.27	1 50	0 0	24 1,200
2 Dec	11666.00	316.85 ₹ 15,842.5	15.85 792.50	15.92	10 500	4 200	23 1,150
1 Dec	11662.00	301 ₹ 15,050	-457.75 -22887.50	-	23 1,150	20 1,000	20 1,000
28 Nov	11600.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
27 Nov	11617.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
26 Nov	11759.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
18 Nov	11707.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
14 Nov	11874.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
13 Nov	11934.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
12 Nov	11921.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
11 Nov	11825.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
10 Nov	11728.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
7 Nov	11849.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
6 Nov	11910.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
3 Nov	11950.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
31 Oct	11947.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0
30 Oct	12053.00	758.75 ₹ 37,937.5	0 0.00	-	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11800 expiring on 27JAN2026

Delta for 11800 CE is 0.56

Historical price for 11800 CE is as follows

On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 275, which was 25.2 higher than the previous day. The implied volatity was 16.33, the open interest changed by 48 which increased total open position to 288

On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 242.05, which was 66.35 higher than the previous day. The implied volatity was 16.96, the open interest changed by 146 which increased total open position to 240

On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 177.15, which was 5.35 higher than the previous day. The implied volatity was 16.93, the open interest changed by 46 which increased total open position to 92

On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 170, which was -5 lower than the previous day. The implied volatity was 16.47, the open interest changed by 1 which increased total open position to 45

On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 175, which was -31.8 lower than the previous day. The implied volatity was 17.38, the open interest changed by 3 which increased total open position to 43

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 205, which was -32.4 lower than the previous day. The implied volatity was 17.28, the open interest changed by 0 which decreased total open position to 42

On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 237.4, which was -38.7 lower than the previous day. The implied volatity was 19.12, the open interest changed by -3 which decreased total open position to 42

On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 276.1, which was -36.65 lower than the previous day. The implied volatity was 15.67, the open interest changed by -3 which decreased total open position to 45

On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 315.45, which was 114.45 higher than the previous day. The implied volatity was 16.60, the open interest changed by 1 which increased total open position to 48

On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 201, which was 34 higher than the previous day. The implied volatity was 17.50, the open interest changed by 6 which increased total open position to 46

On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 167, which was -105.2 lower than the previous day. The implied volatity was 18.32, the open interest changed by 0 which decreased total open position to 40

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 272.2, which was 12.95 higher than the previous day. The implied volatity was 22.14, the open interest changed by 0 which decreased total open position to 40

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 259.25, which was -22.05 lower than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 40

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 280, which was 4.4 higher than the previous day. The implied volatity was 16.83, the open interest changed by 11 which increased total open position to 36

On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 270.6, which was -13.45 lower than the previous day. The implied volatity was 15.93, the open interest changed by 0 which decreased total open position to 25

On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 284.05, which was -32.8 lower than the previous day. The implied volatity was 17.27, the open interest changed by 0 which decreased total open position to 24

On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 316.85, which was 15.85 higher than the previous day. The implied volatity was 15.92, the open interest changed by 4 which increased total open position to 23

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 301, which was -457.75 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 758.75, 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 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 758.75, 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 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 758.75, 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 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 758.75, 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 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 27JAN2026 11800 PE
Delta: -0.44 Vega: 14.17 Theta: -2.34 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	11764.00	224.1 ₹ 11,205	-41 -2050.00	18.34	180 9,000	67 3,350	109 5,450
23 Dec	11678.00	268.85 ₹ 13,442.5	-81.15 -4057.50	18.44	52 2,600	32 1,600	40 2,000
22 Dec	11532.00	350 ₹ 17,500	-12 -600.00	18.28	1 50	0 0	7 350
19 Dec	11496.00	362 ₹ 18,100	72 3600.00	-	0 0	0 0	7 350
18 Dec	11461.00	362 ₹ 18,100	72 3600.00	-	0 0	0 0	7 350
17 Dec	11540.00	362 ₹ 18,100	72 3600.00	-	0 0	0 0	7 350
16 Dec	11528.00	362 ₹ 18,100	72 3600.00	18.45	2 100	1 50	6 300
15 Dec	11728.00	290 ₹ 14,500	11 550.00	-	5 250	2 100	4 200
12 Dec	11723.00	279 ₹ 13,950	-93.3 -4665.00	19.22	1 50	0 0	1 50
11 Dec	11472.00	372.3 ₹ 18,615	-77.05 -3852.50	-	0 0	0 0	1 50
10 Dec	11317.00	372.3 ₹ 18,615	-77.05 -3852.50	-	0 0	0 0	1 50
9 Dec	11414.00	372.3 ₹ 18,615	-77.05 -3852.50	-	0 0	1 50	0 0
8 Dec	11540.00	372.3 ₹ 18,615	-77.05 -3852.50	18.49	1 50	0 0	0 0
5 Dec	11597.00	449.35 ₹ 22,467.5	0 0.00	-	0 0	0 0	0 0
4 Dec	11608.00	449.35 ₹ 22,467.5	0 0.00	-	0 0	0 0	0 0
3 Dec	11591.00	449.35 ₹ 22,467.5	0 0.00	-	0 0	0 0	0 0
2 Dec	11666.00	449.35 ₹ 22,467.5	0 0.00	0.31	0 0	0 0	0 0
1 Dec	11662.00	449.35 ₹ 22,467.5	0 0.00	2.11	0 0	0 0	0 0
28 Nov	11600.00	449.35 ₹ 22,467.5	0 0.00	0.03	0 0	0 0	0 0
27 Nov	11617.00	449.35 ₹ 22,467.5	0 0.00	0.10	0 0	0 0	0 0
26 Nov	11759.00	449.35 ₹ 22,467.5	0 0.00	0.88	0 0	0 0	0 0
18 Nov	11707.00	449.35 ₹ 22,467.5	0 0.00	0.75	0 0	0 0	0 0
14 Nov	11874.00	449.35 ₹ 22,467.5	0 0.00	-	0 0	0 0	0 0
13 Nov	11934.00	449.35 ₹ 22,467.5	0 0.00	-	0 0	0 0	0 0
12 Nov	11921.00	449.35 ₹ 22,467.5	0 0.00	1.70	0 0	0 0	0 0
11 Nov	11825.00	449.35 ₹ 22,467.5	0 0.00	1.24	0 0	0 0	0 0
10 Nov	11728.00	449.35 ₹ 22,467.5	0 0.00	0.88	0 0	0 0	0 0
7 Nov	11849.00	449.35 ₹ 22,467.5	0 0.00	1.41	0 0	0 0	0 0
6 Nov	11910.00	449.35 ₹ 22,467.5	0 0.00	1.73	0 0	0 0	0 0
3 Nov	11950.00	449.35 ₹ 22,467.5	0 0.00	-	0 0	0 0	0 0
31 Oct	11947.00	449.35 ₹ 22,467.5	0 0.00	-	0 0	0 0	0 0
30 Oct	12053.00	449.35 ₹ 22,467.5	0 0.00	2.24	0 0	0 0	0 0

For Ultratech Cement Limited - strike price 11800 expiring on 27JAN2026

Delta for 11800 PE is -0.44

Historical price for 11800 PE is as follows

On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 224.1, which was -41 lower than the previous day. The implied volatity was 18.34, the open interest changed by 67 which increased total open position to 109

On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 268.85, which was -81.15 lower than the previous day. The implied volatity was 18.44, the open interest changed by 32 which increased total open position to 40

On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 350, which was -12 lower than the previous day. The implied volatity was 18.28, the open interest changed by 0 which decreased total open position to 7

On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 362, which was 72 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 362, which was 72 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 362, which was 72 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 362, which was 72 higher than the previous day. The implied volatity was 18.45, the open interest changed by 1 which increased total open position to 6

On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 290, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4

On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 279, which was -93.3 lower than the previous day. The implied volatity was 19.22, the open interest changed by 0 which decreased total open position to 1

On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 372.3, which was -77.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 372.3, which was -77.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 372.3, which was -77.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 372.3, which was -77.05 lower than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 0

On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 449.35, 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 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 449.35, 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 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 449.35, 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 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 449.35, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0

On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 449.35, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0

On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 449.35, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0

On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 449.35, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0

On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 449.35, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0

On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 449.35, which was 0 lower than the previous day. The implied volatity was 0.75, 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 449.35, 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 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 449.35, 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 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 449.35, which was 0 lower than the previous day. The implied volatity was 1.70, 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 449.35, which was 0 lower than the previous day. The implied volatity was 1.24, 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 449.35, which was 0 lower than the previous day. The implied volatity was 0.88, 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 449.35, which was 0 lower than the previous day. The implied volatity was 1.41, 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 449.35, which was 0 lower than the previous day. The implied volatity was 1.73, 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 449.35, 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 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 449.35, 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 449.35, 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

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