[--[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 11900 CE
Delta: 0.18
Vega: 7.16
Theta: -3.23
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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