ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
12 Mar 2026 04:10 PM IST
| ULTRACEMCO 30-MAR-2026 11900 CE | ||||||||||||||||
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Delta: 0.19
Vega: 6.69
Theta: -6.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 11089.00 | 77.35 | -77.9 | 31.05 | 934 | 41 | 360 | |||||||||
| 11 Mar | 11462.00 | 148.9 | -76.25 | 28.73 | 782 | 79 | 319 | |||||||||
| 10 Mar | 11654.00 | 220 | 44.9 | 27.69 | 721 | 22 | 227 | |||||||||
| 9 Mar | 11378.00 | 171.95 | -204.75 | 32.26 | 497 | 115 | 205 | |||||||||
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| 6 Mar | 11987.00 | 378.75 | -149.15 | 23.57 | 55 | 12 | 92 | |||||||||
| 5 Mar | 12288.00 | 513.6 | 52.9 | 18.17 | 31 | 14 | 81 | |||||||||
| 4 Mar | 12107.00 | 455 | -210.5 | 22.85 | 258 | 64 | 67 | |||||||||
| 2 Mar | 12521.00 | 665.5 | -337.35 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 12677.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 12937.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 13041.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 24 Feb | 12960.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 23 Feb | 12976.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 20 Feb | 12766.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 19 Feb | 12688.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 18 Feb | 13052.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 12984.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 16 Feb | 12981.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 13 Feb | 12963.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 12 Feb | 13029.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 11 Feb | 12969.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 10 Feb | 13023.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 9 Feb | 13048.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 6 Feb | 12722.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 5 Feb | 12773.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 4 Feb | 12806.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 3 Feb | 12590.00 | 665.5 | -337.35 | - | 0 | 0 | 3 | |||||||||
| 2 Feb | 12535.00 | 665.5 | -337.35 | 6.06 | 3 | 0 | 3 | |||||||||
| 1 Feb | 12284.00 | 1002.85 | 16.4 | - | 0 | 0 | 3 | |||||||||
| 30 Jan | 12694.00 | 1002.85 | 16.4 | 9.16 | 3 | 0 | 0 | |||||||||
| 29 Jan | 12717.00 | 986.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 12767.00 | 986.45 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11900 expiring on 30MAR2026
Delta for 11900 CE is 0.19
Historical price for 11900 CE is as follows
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 77.35, which was -77.9 lower than the previous day. The implied volatity was 31.05, the open interest changed by 41 which increased total open position to 360
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 148.9, which was -76.25 lower than the previous day. The implied volatity was 28.73, the open interest changed by 79 which increased total open position to 319
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 220, which was 44.9 higher than the previous day. The implied volatity was 27.69, the open interest changed by 22 which increased total open position to 227
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 171.95, which was -204.75 lower than the previous day. The implied volatity was 32.26, the open interest changed by 115 which increased total open position to 205
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 378.75, which was -149.15 lower than the previous day. The implied volatity was 23.57, the open interest changed by 12 which increased total open position to 92
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 513.6, which was 52.9 higher than the previous day. The implied volatity was 18.17, the open interest changed by 14 which increased total open position to 81
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 455, which was -210.5 lower than the previous day. The implied volatity was 22.85, the open interest changed by 64 which increased total open position to 67
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 665.5, which was -337.35 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 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 665.5, which was -337.35 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 3
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 1002.85, which was 16.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 1002.85, which was 16.4 higher than the previous day. The implied volatity was 9.16, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 986.45, 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 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 986.45, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30MAR2026 11900 PE | |||||||
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Delta: -0.77
Vega: 7.57
Theta: -5.21
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 11089.00 | 843.3 | 285.85 | 36.98 | 61 | -9 | 363 |
| 11 Mar | 11462.00 | 557.4 | 141 | 30.89 | 31 | -7 | 372 |
| 10 Mar | 11654.00 | 412.9 | -231.75 | 28.43 | 264 | -31 | 379 |
| 9 Mar | 11378.00 | 656.45 | 392.75 | 33.6 | 264 | -6 | 410 |
| 6 Mar | 11987.00 | 255.65 | 116.35 | 27.34 | 338 | -5 | 416 |
| 5 Mar | 12288.00 | 161.65 | -71.9 | 26.85 | 391 | 15 | 422 |
| 4 Mar | 12107.00 | 231.6 | 149.35 | 27.96 | 1,805 | 260 | 407 |
| 2 Mar | 12521.00 | 83.75 | 37.75 | 23.17 | 383 | 66 | 147 |
| 27 Feb | 12677.00 | 46.9 | 16.45 | 20.9 | 218 | 51 | 85 |
| 26 Feb | 12937.00 | 30.45 | 5.55 | 22.32 | 18 | -6 | 34 |
| 25 Feb | 13041.00 | 25.1 | -8.2 | 22.51 | 25 | 9 | 38 |
| 24 Feb | 12960.00 | 33.3 | -5.4 | 22.4 | 1 | 0 | 28 |
| 23 Feb | 12976.00 | 38.7 | -10.3 | 23.35 | 2 | 0 | 27 |
| 20 Feb | 12766.00 | 49 | 14 | 20.93 | 11 | -3 | 26 |
| 19 Feb | 12688.00 | 35 | -9.95 | - | 0 | 0 | 29 |
| 18 Feb | 13052.00 | 35 | -9.95 | 22.67 | 12 | -8 | 29 |
| 17 Feb | 12984.00 | 44.95 | -5.05 | 22.92 | 1 | 0 | 37 |
| 16 Feb | 12981.00 | 50 | -2.5 | 22.79 | 1 | 0 | 38 |
| 13 Feb | 12963.00 | 52.5 | 7.8 | 22.93 | 9 | -3 | 38 |
| 12 Feb | 13029.00 | 44.7 | -36.75 | 22.38 | 2 | 0 | 41 |
| 11 Feb | 12969.00 | 81.45 | 7.2 | - | 0 | 0 | 41 |
| 10 Feb | 13023.00 | 81.45 | 7.2 | - | 0 | 0 | 41 |
| 9 Feb | 13048.00 | 81.45 | 7.2 | - | 0 | 0 | 41 |
| 6 Feb | 12722.00 | 81.45 | 7.2 | 21.53 | 3 | -1 | 42 |
| 5 Feb | 12773.00 | 74.25 | -11.95 | 21.19 | 15 | 0 | 42 |
| 4 Feb | 12806.00 | 86.2 | -45.8 | - | 0 | 0 | 42 |
| 3 Feb | 12590.00 | 86.2 | -45.8 | 19.86 | 30 | -3 | 44 |
| 2 Feb | 12535.00 | 132 | 1 | 22.29 | 14 | -5 | 46 |
| 1 Feb | 12284.00 | 131 | 16.65 | - | 0 | 0 | 51 |
| 30 Jan | 12694.00 | 131 | 16.65 | 24.12 | 21 | 7 | 51 |
| 29 Jan | 12717.00 | 114.45 | -5.55 | 22.23 | 16 | 10 | 40 |
| 28 Jan | 12767.00 | 120 | -53 | 23.97 | 30 | 29 | 29 |
For Ultratech Cement Limited - strike price 11900 expiring on 30MAR2026
Delta for 11900 PE is -0.77
Historical price for 11900 PE is as follows
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 843.3, which was 285.85 higher than the previous day. The implied volatity was 36.98, the open interest changed by -9 which decreased total open position to 363
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 557.4, which was 141 higher than the previous day. The implied volatity was 30.89, the open interest changed by -7 which decreased total open position to 372
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 412.9, which was -231.75 lower than the previous day. The implied volatity was 28.43, the open interest changed by -31 which decreased total open position to 379
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 656.45, which was 392.75 higher than the previous day. The implied volatity was 33.6, the open interest changed by -6 which decreased total open position to 410
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 255.65, which was 116.35 higher than the previous day. The implied volatity was 27.34, the open interest changed by -5 which decreased total open position to 416
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 161.65, which was -71.9 lower than the previous day. The implied volatity was 26.85, the open interest changed by 15 which increased total open position to 422
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 231.6, which was 149.35 higher than the previous day. The implied volatity was 27.96, the open interest changed by 260 which increased total open position to 407
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 83.75, which was 37.75 higher than the previous day. The implied volatity was 23.17, the open interest changed by 66 which increased total open position to 147
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 46.9, which was 16.45 higher than the previous day. The implied volatity was 20.9, the open interest changed by 51 which increased total open position to 85
On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 30.45, which was 5.55 higher than the previous day. The implied volatity was 22.32, the open interest changed by -6 which decreased total open position to 34
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 25.1, which was -8.2 lower than the previous day. The implied volatity was 22.51, the open interest changed by 9 which increased total open position to 38
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 33.3, which was -5.4 lower than the previous day. The implied volatity was 22.4, the open interest changed by 0 which decreased total open position to 28
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 38.7, which was -10.3 lower than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 27
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 49, which was 14 higher than the previous day. The implied volatity was 20.93, the open interest changed by -3 which decreased total open position to 26
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 35, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 35, which was -9.95 lower than the previous day. The implied volatity was 22.67, the open interest changed by -8 which decreased total open position to 29
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 44.95, which was -5.05 lower than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 37
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 50, which was -2.5 lower than the previous day. The implied volatity was 22.79, the open interest changed by 0 which decreased total open position to 38
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 52.5, which was 7.8 higher than the previous day. The implied volatity was 22.93, the open interest changed by -3 which decreased total open position to 38
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 44.7, which was -36.75 lower than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 41
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 81.45, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 81.45, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 81.45, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 81.45, which was 7.2 higher than the previous day. The implied volatity was 21.53, the open interest changed by -1 which decreased total open position to 42
On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 74.25, which was -11.95 lower than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 42
On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 86.2, which was -45.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 86.2, which was -45.8 lower than the previous day. The implied volatity was 19.86, the open interest changed by -3 which decreased total open position to 44
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 132, which was 1 higher than the previous day. The implied volatity was 22.29, the open interest changed by -5 which decreased total open position to 46
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 131, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 131, which was 16.65 higher than the previous day. The implied volatity was 24.12, the open interest changed by 7 which increased total open position to 51
On 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 114.45, which was -5.55 lower than the previous day. The implied volatity was 22.23, the open interest changed by 10 which increased total open position to 40
On 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 120, which was -53 lower than the previous day. The implied volatity was 23.97, the open interest changed by 29 which increased total open position to 29
