ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
09 Dec 2025 04:10 PM IST
| ULTRACEMCO 30-DEC-2025 11900 CE | ||||||||||||||||
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Delta: 0.18
Vega: 7.16
Theta: -3.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 11414.00 | 40.95 | -21.7 | 15.72 | 566 | 103 | 824 | |||||||||
| 8 Dec | 11540.00 | 61.35 | -26.9 | 14.70 | 540 | 80 | 719 | |||||||||
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| 5 Dec | 11597.00 | 86.95 | -0.45 | 14.46 | 299 | 33 | 638 | |||||||||
| 4 Dec | 11608.00 | 86 | -4.2 | 13.86 | 289 | 43 | 604 | |||||||||
| 3 Dec | 11591.00 | 89.55 | -40.3 | 14.68 | 381 | 72 | 558 | |||||||||
| 2 Dec | 11666.00 | 131.85 | 5.25 | 14.82 | 387 | 29 | 485 | |||||||||
| 1 Dec | 11662.00 | 124.35 | 7.8 | - | 446 | 21 | 463 | |||||||||
| 28 Nov | 11600.00 | 119 | -8.85 | 15.04 | 497 | 59 | 443 | |||||||||
| 27 Nov | 11617.00 | 129 | -52.8 | 14.52 | 759 | 129 | 383 | |||||||||
| 26 Nov | 11759.00 | 183.15 | 59.95 | 13.51 | 703 | -70 | 254 | |||||||||
| 25 Nov | 11580.00 | 118.9 | -23 | 14.92 | 222 | 87 | 319 | |||||||||
| 24 Nov | 11584.00 | 143.2 | -64.4 | 16.28 | 163 | 56 | 233 | |||||||||
| 21 Nov | 11729.00 | 205 | -29.95 | 15.16 | 52 | 18 | 176 | |||||||||
| 20 Nov | 11753.00 | 231.8 | 12.8 | 15.54 | 82 | 29 | 159 | |||||||||
| 19 Nov | 11666.00 | 219 | -40.45 | 16.57 | 102 | 26 | 126 | |||||||||
| 18 Nov | 11707.00 | 255 | -52.8 | 17.27 | 29 | 5 | 99 | |||||||||
| 17 Nov | 11778.00 | 310 | -45.45 | 18.79 | 182 | 68 | 91 | |||||||||
| 14 Nov | 11874.00 | 349.35 | -62 | 16.92 | 65 | 15 | 27 | |||||||||
| 13 Nov | 11934.00 | 411.35 | 6.35 | 18.36 | 4 | 1 | 13 | |||||||||
| 12 Nov | 11921.00 | 405 | 72.5 | 18.08 | 28 | 11 | 16 | |||||||||
| 11 Nov | 11825.00 | 332.5 | 9.45 | 16.99 | 3 | 1 | 6 | |||||||||
| 10 Nov | 11728.00 | 323.05 | -83.75 | 18.29 | 4 | 3 | 4 | |||||||||
| 7 Nov | 11849.00 | 406.8 | -170.3 | 19.12 | 1 | 0 | 0 | |||||||||
| 6 Nov | 11910.00 | 577.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 11819.00 | 577.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 11950.00 | 577.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 11947.00 | 577.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 12053.00 | 577.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 11999.00 | 577.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11900 expiring on 30DEC2025
Delta for 11900 CE is 0.18
Historical price for 11900 CE is as follows
On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 40.95, which was -21.7 lower than the previous day. The implied volatity was 15.72, the open interest changed by 103 which increased total open position to 824
On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 61.35, which was -26.9 lower than the previous day. The implied volatity was 14.70, the open interest changed by 80 which increased total open position to 719
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 86.95, which was -0.45 lower than the previous day. The implied volatity was 14.46, the open interest changed by 33 which increased total open position to 638
On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 86, which was -4.2 lower than the previous day. The implied volatity was 13.86, the open interest changed by 43 which increased total open position to 604
On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 89.55, which was -40.3 lower than the previous day. The implied volatity was 14.68, the open interest changed by 72 which increased total open position to 558
On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 131.85, which was 5.25 higher than the previous day. The implied volatity was 14.82, the open interest changed by 29 which increased total open position to 485
On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 124.35, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 463
On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 119, which was -8.85 lower than the previous day. The implied volatity was 15.04, the open interest changed by 59 which increased total open position to 443
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 129, which was -52.8 lower than the previous day. The implied volatity was 14.52, the open interest changed by 129 which increased total open position to 383
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 183.15, which was 59.95 higher than the previous day. The implied volatity was 13.51, the open interest changed by -70 which decreased total open position to 254
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 118.9, which was -23 lower than the previous day. The implied volatity was 14.92, the open interest changed by 87 which increased total open position to 319
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 143.2, which was -64.4 lower than the previous day. The implied volatity was 16.28, the open interest changed by 56 which increased total open position to 233
On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 205, which was -29.95 lower than the previous day. The implied volatity was 15.16, the open interest changed by 18 which increased total open position to 176
On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 231.8, which was 12.8 higher than the previous day. The implied volatity was 15.54, the open interest changed by 29 which increased total open position to 159
On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 219, which was -40.45 lower than the previous day. The implied volatity was 16.57, the open interest changed by 26 which increased total open position to 126
On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 255, which was -52.8 lower than the previous day. The implied volatity was 17.27, the open interest changed by 5 which increased total open position to 99
On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 310, which was -45.45 lower than the previous day. The implied volatity was 18.79, the open interest changed by 68 which increased total open position to 91
On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 349.35, which was -62 lower than the previous day. The implied volatity was 16.92, the open interest changed by 15 which increased total open position to 27
On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 411.35, which was 6.35 higher than the previous day. The implied volatity was 18.36, the open interest changed by 1 which increased total open position to 13
On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 405, which was 72.5 higher than the previous day. The implied volatity was 18.08, the open interest changed by 11 which increased total open position to 16
On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 332.5, which was 9.45 higher than the previous day. The implied volatity was 16.99, the open interest changed by 1 which increased total open position to 6
On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 323.05, which was -83.75 lower than the previous day. The implied volatity was 18.29, the open interest changed by 3 which increased total open position to 4
On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 406.8, which was -170.3 lower than the previous day. The implied volatity was 19.12, 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 577.1, 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 577.1, 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 577.1, 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 577.1, 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 577.1, 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 577.1, 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 11900 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 11414.00 | 390 | 69.95 | - | 8 | -2 | 155 |
| 8 Dec | 11540.00 | 310.65 | -23.35 | - | 0 | 0 | 157 |
| 5 Dec | 11597.00 | 310.65 | -23.35 | - | 0 | -2 | 0 |
| 4 Dec | 11608.00 | 310.65 | -23.35 | 14.69 | 10 | -2 | 157 |
| 3 Dec | 11591.00 | 334 | 45.65 | 14.87 | 3 | 0 | 159 |
| 2 Dec | 11666.00 | 288.35 | 0.8 | 16.46 | 19 | 8 | 159 |
| 1 Dec | 11662.00 | 288.05 | -48 | 28.59 | 39 | 21 | 149 |
| 28 Nov | 11600.00 | 331.2 | 19.65 | 15.13 | 40 | 23 | 128 |
| 27 Nov | 11617.00 | 312 | 72.8 | 15.28 | 57 | 24 | 107 |
| 26 Nov | 11759.00 | 234.1 | -124.9 | 15.56 | 95 | 34 | 83 |
| 25 Nov | 11580.00 | 359 | -1 | 15.58 | 3 | 1 | 48 |
| 24 Nov | 11584.00 | 360 | 49.4 | 15.88 | 6 | 1 | 47 |
| 21 Nov | 11729.00 | 310 | 18.6 | 18.34 | 12 | 3 | 45 |
| 20 Nov | 11753.00 | 291.4 | -59.35 | 18.14 | 15 | -1 | 41 |
| 19 Nov | 11666.00 | 350.75 | 8.05 | 19.51 | 15 | 11 | 41 |
| 18 Nov | 11707.00 | 342.7 | 21.55 | 20.29 | 9 | 0 | 32 |
| 17 Nov | 11778.00 | 321.15 | 11.95 | 20.38 | 26 | 13 | 23 |
| 14 Nov | 11874.00 | 309.2 | 70.2 | 22.00 | 2 | 1 | 9 |
| 13 Nov | 11934.00 | 239 | -15.85 | 19.02 | 1 | 0 | 9 |
| 12 Nov | 11921.00 | 254.25 | -55.3 | 19.56 | 3 | 1 | 9 |
| 11 Nov | 11825.00 | 309.55 | -19.45 | 20.13 | 1 | 0 | 7 |
| 10 Nov | 11728.00 | 329 | 24 | 19.32 | 7 | 2 | 5 |
| 7 Nov | 11849.00 | 305 | 8 | - | 0 | 0 | 0 |
| 6 Nov | 11910.00 | 305 | 8 | - | 0 | 1 | 0 |
| 4 Nov | 11819.00 | 305 | 8 | 19.05 | 1 | 0 | 2 |
| 3 Nov | 11950.00 | 297 | -124.25 | 22.06 | 2 | 0 | 0 |
| 31 Oct | 11947.00 | 421.25 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 12053.00 | 421.25 | 0 | 1.74 | 0 | 0 | 0 |
| 29 Oct | 11999.00 | 421.25 | 0 | 1.58 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11900 expiring on 30DEC2025
Delta for 11900 PE is -
Historical price for 11900 PE is as follows
On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 390, which was 69.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 155
On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 310.65, which was -23.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 157
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 310.65, which was -23.35 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 310.65, which was -23.35 lower than the previous day. The implied volatity was 14.69, the open interest changed by -2 which decreased total open position to 157
On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 334, which was 45.65 higher than the previous day. The implied volatity was 14.87, the open interest changed by 0 which decreased total open position to 159
On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 288.35, which was 0.8 higher than the previous day. The implied volatity was 16.46, the open interest changed by 8 which increased total open position to 159
On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 288.05, which was -48 lower than the previous day. The implied volatity was 28.59, the open interest changed by 21 which increased total open position to 149
On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 331.2, which was 19.65 higher than the previous day. The implied volatity was 15.13, the open interest changed by 23 which increased total open position to 128
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 312, which was 72.8 higher than the previous day. The implied volatity was 15.28, the open interest changed by 24 which increased total open position to 107
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 234.1, which was -124.9 lower than the previous day. The implied volatity was 15.56, the open interest changed by 34 which increased total open position to 83
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 359, which was -1 lower than the previous day. The implied volatity was 15.58, the open interest changed by 1 which increased total open position to 48
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 360, which was 49.4 higher than the previous day. The implied volatity was 15.88, the open interest changed by 1 which increased total open position to 47
On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 310, which was 18.6 higher than the previous day. The implied volatity was 18.34, the open interest changed by 3 which increased total open position to 45
On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 291.4, which was -59.35 lower than the previous day. The implied volatity was 18.14, the open interest changed by -1 which decreased total open position to 41
On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 350.75, which was 8.05 higher than the previous day. The implied volatity was 19.51, the open interest changed by 11 which increased total open position to 41
On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 342.7, which was 21.55 higher than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 32
On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 321.15, which was 11.95 higher than the previous day. The implied volatity was 20.38, the open interest changed by 13 which increased total open position to 23
On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 309.2, which was 70.2 higher than the previous day. The implied volatity was 22.00, the open interest changed by 1 which increased total open position to 9
On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 239, which was -15.85 lower than the previous day. The implied volatity was 19.02, the open interest changed by 0 which decreased total open position to 9
On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 254.25, which was -55.3 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1 which increased total open position to 9
On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 309.55, which was -19.45 lower than the previous day. The implied volatity was 20.13, the open interest changed by 0 which decreased total open position to 7
On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 329, which was 24 higher than the previous day. The implied volatity was 19.32, the open interest changed by 2 which increased total open position to 5
On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 305, which was 8 higher 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 305, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 305, which was 8 higher than the previous day. The implied volatity was 19.05, the open interest changed by 0 which decreased total open position to 2
On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 297, which was -124.25 lower than the previous day. The implied volatity was 22.06, 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 421.25, 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 421.25, which was 0 lower than the previous day. The implied volatity was 1.74, 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 421.25, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0































































































































































































































