ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 11900 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.05
Theta: -17.89
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 12077.00 | 274.45 | -69.19999999999999 | 31.84 | 140 | -36 | 411 | |||||||||
| 23 Apr | 12167.00 | 355 | 11.350000000000023 | 26.32 | 245 | -36 | 450 | |||||||||
| 22 Apr | 12193.00 | 333.3 | 53.55000000000001 | 23.42 | 277 | -50 | 487 | |||||||||
| 21 Apr | 12039.00 | 276.65 | 53.89999999999998 | 30.8 | 2,465 | -5 | 537 | |||||||||
| 20 Apr | 11917.00 | 200.2 | -24.75 | 28.3 | 2,284 | 58 | 547 | |||||||||
| 17 Apr | 11886.00 | 217.7 | 6.649999999999977 | 26.84 | 1,910 | 55 | 491 | |||||||||
| 16 Apr | 11826.00 | 204 | -0.6500000000000057 | 29.07 | 1,384 | 233 | 436 | |||||||||
| 15 Apr | 11785.00 | 192.05 | 52.400000000000006 | 27.67 | 702 | 82 | 200 | |||||||||
| 13 Apr | 11502.00 | 140.85 | -37.849999999999994 | 30 | 248 | 47 | 118 | |||||||||
| 10 Apr | 11589.00 | 178.8 | 31.350000000000023 | 28.14 | 189 | 12 | 72 | |||||||||
| 9 Apr | 11448.00 | 148.95 | -59.95 | 29.82 | 230 | -69 | 59 | |||||||||
| 8 Apr | 11603.00 | 207.95 | 132.9 | 28.84 | 621 | 13 | 127 | |||||||||
| 7 Apr | 10936.00 | 72.95 | -13.6 | 33.31 | 59 | 29 | 113 | |||||||||
| 6 Apr | 10955.00 | 87.95 | 28.4 | 33.07 | 174 | 39 | 82 | |||||||||
| 2 Apr | 10620.00 | 57.25 | -16.6 | 33.98 | 139 | -53 | 43 | |||||||||
| 1 Apr | 10714.00 | 74.9 | -21.35 | 33.33 | 155 | 63 | 97 | |||||||||
| 30 Mar | 10745.00 | 97.5 | -44.95 | 33.34 | 30 | 7 | 33 | |||||||||
| 27 Mar | 11049.00 | 137.4 | -27.85 | 28.91 | 29 | 13 | 27 | |||||||||
| 25 Mar | 11204.00 | 165.25 | -221.25 | 27.98 | 14 | 10 | 13 | |||||||||
| 24 Mar | 10764.00 | 386.5 | 39.85 | - | 0 | 0 | 3 | |||||||||
| 23 Mar | 10362.00 | 386.5 | 39.85 | - | 0 | 0 | 3 | |||||||||
| 20 Mar | 10934.00 | 386.5 | 39.85 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 10814.00 | 386.5 | 39.85 | - | 0 | 0 | 3 | |||||||||
| 18 Mar | 11247.00 | 386.5 | 39.85 | - | 0 | 0 | 0 | |||||||||
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| 17 Mar | 11116.00 | 386.5 | 39.85 | - | 0 | 0 | 3 | |||||||||
| 16 Mar | 11099.00 | 386.5 | 39.85 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 10616.00 | 386.5 | 39.85 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 11089.00 | 386.5 | 39.85 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 11462.00 | 386.5 | 39.85 | - | 0 | 0 | 3 | |||||||||
| 10 Mar | 11654.00 | 386.5 | 39.85 | 25.2 | 1 | 0 | 4 | |||||||||
| 9 Mar | 11378.00 | 346.65 | -955.35 | 30.19 | 4 | 3 | 3 | |||||||||
| 6 Mar | 11987.00 | 1302 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 1302 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 12107.00 | 1302 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 12521.00 | 1302 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 12677.00 | 1302 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11900 expiring on 28APR2026
Delta for 11900 CE is 0.67
Historical price for 11900 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 274.45, which was -69.19999999999999 lower than the previous day. The implied volatity was 31.84, the open interest changed by -36 which decreased total open position to 411
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 355, which was 11.350000000000023 higher than the previous day. The implied volatity was 26.32, the open interest changed by -36 which decreased total open position to 450
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 333.3, which was 53.55000000000001 higher than the previous day. The implied volatity was 23.42, the open interest changed by -50 which decreased total open position to 487
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 276.65, which was 53.89999999999998 higher than the previous day. The implied volatity was 30.8, the open interest changed by -5 which decreased total open position to 537
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 200.2, which was -24.75 lower than the previous day. The implied volatity was 28.3, the open interest changed by 58 which increased total open position to 547
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 217.7, which was 6.649999999999977 higher than the previous day. The implied volatity was 26.84, the open interest changed by 55 which increased total open position to 491
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 204, which was -0.6500000000000057 lower than the previous day. The implied volatity was 29.07, the open interest changed by 233 which increased total open position to 436
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 192.05, which was 52.400000000000006 higher than the previous day. The implied volatity was 27.67, the open interest changed by 82 which increased total open position to 200
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 140.85, which was -37.849999999999994 lower than the previous day. The implied volatity was 30, the open interest changed by 47 which increased total open position to 118
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 178.8, which was 31.350000000000023 higher than the previous day. The implied volatity was 28.14, the open interest changed by 12 which increased total open position to 72
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 148.95, which was -59.95 lower than the previous day. The implied volatity was 29.82, the open interest changed by -69 which decreased total open position to 59
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 207.95, which was 132.9 higher than the previous day. The implied volatity was 28.84, the open interest changed by 13 which increased total open position to 127
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 72.95, which was -13.6 lower than the previous day. The implied volatity was 33.31, the open interest changed by 29 which increased total open position to 113
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 87.95, which was 28.4 higher than the previous day. The implied volatity was 33.07, the open interest changed by 39 which increased total open position to 82
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 57.25, which was -16.6 lower than the previous day. The implied volatity was 33.98, the open interest changed by -53 which decreased total open position to 43
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 74.9, which was -21.35 lower than the previous day. The implied volatity was 33.33, the open interest changed by 63 which increased total open position to 97
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 97.5, which was -44.95 lower than the previous day. The implied volatity was 33.34, the open interest changed by 7 which increased total open position to 33
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 137.4, which was -27.85 lower than the previous day. The implied volatity was 28.91, the open interest changed by 13 which increased total open position to 27
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 165.25, which was -221.25 lower than the previous day. The implied volatity was 27.98, the open interest changed by 10 which increased total open position to 13
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 386.5, which was 39.85 higher than the previous day. The implied volatity was 25.2, the open interest changed by 0 which decreased total open position to 4
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 346.65, which was -955.35 lower than the previous day. The implied volatity was 30.19, the open interest changed by 3 which increased total open position to 3
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 1302, 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 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 1302, 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 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 1302, 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 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 1302, 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 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 1302, 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 28-Apr-2026 (4d) 11900 PE | |||||||
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Delta: -0.32
Vega: 0.05
Theta: -15.65
Gamma: 0.00087
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 88 | 17.150000000000006 | 31.16 | 745 | -24 | 463 |
| 23 Apr | 12167.00 | 73.8 | -3.549999999999997 | 32.78 | 1,401 | -160 | 487 |
| 22 Apr | 12193.00 | 84.5 | -51.150000000000006 | 29.32 | 1,491 | 35 | 615 |
| 21 Apr | 12039.00 | 141 | -93.19999999999999 | 29.08 | 1,873 | 149 | 580 |
| 20 Apr | 11917.00 | 257.45 | 10.649999999999977 | 34.2 | 1,200 | 132 | 446 |
| 17 Apr | 11886.00 | 251.7 | -50.35000000000002 | 29.39 | 639 | 128 | 315 |
| 16 Apr | 11826.00 | 309.7 | -20.55000000000001 | 29.4 | 417 | 86 | 184 |
| 15 Apr | 11785.00 | 351.9 | -179.14999999999998 | 31.64 | 69 | 23 | 98 |
| 13 Apr | 11502.00 | 532.8 | 20.049999999999955 | 33.34 | 9 | 0 | 73 |
| 10 Apr | 11589.00 | 512.75 | -42.25 | 33.11 | 47 | 11 | 72 |
| 9 Apr | 11448.00 | 555 | 79.95 | 28.27 | 1 | 0 | 61 |
| 8 Apr | 11603.00 | 474.05 | -546.75 | 30.87 | 83 | 53 | 62 |
| 7 Apr | 10936.00 | 1020.8 | 188.8 | - | 0 | 0 | 9 |
| 6 Apr | 10955.00 | 1020.8 | 188.8 | - | 0 | 0 | 9 |
| 2 Apr | 10620.00 | 1020.8 | 188.8 | - | 0 | 0 | 9 |
| 1 Apr | 10714.00 | 1020.8 | 188.8 | - | 0 | 0 | 9 |
| 30 Mar | 10745.00 | 1020.8 | 188.8 | 19.85 | 1 | 0 | 9 |
| 27 Mar | 11049.00 | 832 | 265.1 | - | 0 | 0 | 9 |
| 25 Mar | 11204.00 | 832 | 265.1 | 34.37 | 4 | 1 | 6 |
| 24 Mar | 10764.00 | 566.9 | 478.7 | - | 0 | 0 | 5 |
| 23 Mar | 10362.00 | 566.9 | 478.7 | - | 0 | 0 | 5 |
| 20 Mar | 10934.00 | 566.9 | 478.7 | - | 0 | 0 | 0 |
| 19 Mar | 10814.00 | 566.9 | 478.7 | - | 0 | 0 | 5 |
| 18 Mar | 11247.00 | 566.9 | 478.7 | - | 0 | 0 | 0 |
| 17 Mar | 11116.00 | 566.9 | 478.7 | - | 0 | 0 | 5 |
| 16 Mar | 11099.00 | 566.9 | 478.7 | - | 0 | 0 | 0 |
| 13 Mar | 10616.00 | 566.9 | 478.7 | - | 0 | 0 | 0 |
| 12 Mar | 11089.00 | 566.9 | 478.7 | - | 0 | 1 | 0 |
| 11 Mar | 11462.00 | 566.9 | 478.7 | 24.04 | 5 | 0 | 4 |
| 10 Mar | 11654.00 | 88.2 | 13.2 | - | 0 | 0 | 4 |
| 9 Mar | 11378.00 | 88.2 | 13.2 | - | 0 | 0 | 0 |
| 6 Mar | 11987.00 | 88.2 | 13.2 | - | 0 | 0 | 4 |
| 5 Mar | 12288.00 | 88.2 | 13.2 | - | 0 | 0 | 0 |
| 4 Mar | 12107.00 | 88.2 | 13.2 | - | 0 | 0 | 4 |
| 2 Mar | 12521.00 | 88.2 | 13.2 | - | 2 | 2 | 2 |
| 27 Feb | 12677.00 | 88.2 | 13.2 | 20.25 | 2 | 0 | 2 |
For Ultratech Cement Limited - strike price 11900 expiring on 28APR2026
Delta for 11900 PE is -0.32
Historical price for 11900 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 88, which was 17.150000000000006 higher than the previous day. The implied volatity was 31.16, the open interest changed by -24 which decreased total open position to 463
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 73.8, which was -3.549999999999997 lower than the previous day. The implied volatity was 32.78, the open interest changed by -160 which decreased total open position to 487
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 84.5, which was -51.150000000000006 lower than the previous day. The implied volatity was 29.32, the open interest changed by 35 which increased total open position to 615
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 141, which was -93.19999999999999 lower than the previous day. The implied volatity was 29.08, the open interest changed by 149 which increased total open position to 580
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 257.45, which was 10.649999999999977 higher than the previous day. The implied volatity was 34.2, the open interest changed by 132 which increased total open position to 446
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 251.7, which was -50.35000000000002 lower than the previous day. The implied volatity was 29.39, the open interest changed by 128 which increased total open position to 315
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 309.7, which was -20.55000000000001 lower than the previous day. The implied volatity was 29.4, the open interest changed by 86 which increased total open position to 184
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 351.9, which was -179.14999999999998 lower than the previous day. The implied volatity was 31.64, the open interest changed by 23 which increased total open position to 98
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 532.8, which was 20.049999999999955 higher than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 73
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 512.75, which was -42.25 lower than the previous day. The implied volatity was 33.11, the open interest changed by 11 which increased total open position to 72
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 555, which was 79.95 higher than the previous day. The implied volatity was 28.27, the open interest changed by 0 which decreased total open position to 61
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 474.05, which was -546.75 lower than the previous day. The implied volatity was 30.87, the open interest changed by 53 which increased total open position to 62
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 1020.8, which was 188.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 1020.8, which was 188.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 1020.8, which was 188.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 1020.8, which was 188.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 1020.8, which was 188.8 higher than the previous day. The implied volatity was 19.85, the open interest changed by 0 which decreased total open position to 9
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 832, which was 265.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 832, which was 265.1 higher than the previous day. The implied volatity was 34.37, the open interest changed by 1 which increased total open position to 6
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 566.9, which was 478.7 higher than the previous day. The implied volatity was 24.04, the open interest changed by 0 which decreased total open position to 4
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 88.2, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 88.2, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 88.2, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 88.2, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 88.2, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 88.2, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 88.2, which was 13.2 higher than the previous day. The implied volatity was 20.25, the open interest changed by 0 which decreased total open position to 2
