[--[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 12000 CE
Delta: 0.13
Vega: 5.88
Theta: -2.66
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 29 -17.25 16.11 1,967 303 3,169
8 Dec 11540.00 43.6 -21.1 15.05 1,823 -96 2,878
5 Dec 11597.00 63.95 0.5 14.79 2,059 215 3,005
4 Dec 11608.00 63.95 -3.15 14.30 1,231 128 2,789
3 Dec 11591.00 65 -32.4 14.81 1,874 -54 2,637
2 Dec 11666.00 98 1.8 14.84 1,794 143 2,716
1 Dec 11662.00 99.95 10.55 - 1,783 -75 2,575
28 Nov 11600.00 90.15 -7.55 15.13 1,881 724 2,622
27 Nov 11617.00 99 -43.4 14.70 2,279 367 1,901
26 Nov 11759.00 142 46 13.64 2,316 167 1,526
25 Nov 11580.00 91.6 -20.5 15.42 1,362 142 1,349
24 Nov 11584.00 114 -53.7 16.44 1,616 375 1,194
21 Nov 11729.00 165.5 -25.65 15.29 1,375 200 817
20 Nov 11753.00 195 14.7 15.84 1,189 253 615
19 Nov 11666.00 184 -32.85 16.92 240 95 361
18 Nov 11707.00 211 -49.7 17.22 235 55 264
17 Nov 11778.00 261 -42.5 18.63 259 117 210
14 Nov 11874.00 308 -22 17.57 37 15 94
13 Nov 11934.00 330 -17.85 16.79 62 10 79
12 Nov 11921.00 342.9 26.05 17.63 55 8 69
11 Nov 11825.00 310.75 29.6 18.75 41 8 57
10 Nov 11728.00 281.1 -55.45 18.53 40 21 48
7 Nov 11849.00 335.4 -44.6 17.99 29 7 23
6 Nov 11910.00 380 55.65 17.41 8 0 16
4 Nov 11819.00 319 -78.2 17.40 11 -1 16
3 Nov 11950.00 397.2 -17.8 16.70 3 1 16
31 Oct 11947.00 415 -37 - 3 2 14
30 Oct 12053.00 452 -248 16.38 15 7 10
29 Oct 11999.00 700 -134.75 - 0 0 0
24 Oct 11918.00 700 -134.75 - 0 3 0
16 Oct 12358.00 834.75 0 - 0 0 0
15 Oct 12311.00 834.75 0 - 0 0 0
14 Oct 12070.00 834.75 0 - 0 0 0
13 Oct 12172.00 834.75 0 - 0 0 0
10 Oct 12281.00 834.75 0 - 0 0 0
9 Oct 12192.00 834.75 0 - 0 0 0
8 Oct 11991.00 834.75 0 - 0 0 0
7 Oct 12184.00 834.75 0 - 0 0 0
6 Oct 12055.00 0 0 - 0 0 0
3 Oct 12019.00 0 0 - 0 0 0


For Ultratech Cement Limited - strike price 12000 expiring on 30DEC2025

Delta for 12000 CE is 0.13

Historical price for 12000 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 29, which was -17.25 lower than the previous day. The implied volatity was 16.11, the open interest changed by 303 which increased total open position to 3169


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 43.6, which was -21.1 lower than the previous day. The implied volatity was 15.05, the open interest changed by -96 which decreased total open position to 2878


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 63.95, which was 0.5 higher than the previous day. The implied volatity was 14.79, the open interest changed by 215 which increased total open position to 3005


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 63.95, which was -3.15 lower than the previous day. The implied volatity was 14.30, the open interest changed by 128 which increased total open position to 2789


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 65, which was -32.4 lower than the previous day. The implied volatity was 14.81, the open interest changed by -54 which decreased total open position to 2637


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 98, which was 1.8 higher than the previous day. The implied volatity was 14.84, the open interest changed by 143 which increased total open position to 2716


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 99.95, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2575


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 90.15, which was -7.55 lower than the previous day. The implied volatity was 15.13, the open interest changed by 724 which increased total open position to 2622


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 99, which was -43.4 lower than the previous day. The implied volatity was 14.70, the open interest changed by 367 which increased total open position to 1901


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 142, which was 46 higher than the previous day. The implied volatity was 13.64, the open interest changed by 167 which increased total open position to 1526


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 91.6, which was -20.5 lower than the previous day. The implied volatity was 15.42, the open interest changed by 142 which increased total open position to 1349


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 114, which was -53.7 lower than the previous day. The implied volatity was 16.44, the open interest changed by 375 which increased total open position to 1194


On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 165.5, which was -25.65 lower than the previous day. The implied volatity was 15.29, the open interest changed by 200 which increased total open position to 817


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 195, which was 14.7 higher than the previous day. The implied volatity was 15.84, the open interest changed by 253 which increased total open position to 615


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 184, which was -32.85 lower than the previous day. The implied volatity was 16.92, the open interest changed by 95 which increased total open position to 361


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 211, which was -49.7 lower than the previous day. The implied volatity was 17.22, the open interest changed by 55 which increased total open position to 264


On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 261, which was -42.5 lower than the previous day. The implied volatity was 18.63, the open interest changed by 117 which increased total open position to 210


On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 308, which was -22 lower than the previous day. The implied volatity was 17.57, the open interest changed by 15 which increased total open position to 94


On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 330, which was -17.85 lower than the previous day. The implied volatity was 16.79, the open interest changed by 10 which increased total open position to 79


On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 342.9, which was 26.05 higher than the previous day. The implied volatity was 17.63, the open interest changed by 8 which increased total open position to 69


On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 310.75, which was 29.6 higher than the previous day. The implied volatity was 18.75, the open interest changed by 8 which increased total open position to 57


On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 281.1, which was -55.45 lower than the previous day. The implied volatity was 18.53, the open interest changed by 21 which increased total open position to 48


On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 335.4, which was -44.6 lower than the previous day. The implied volatity was 17.99, the open interest changed by 7 which increased total open position to 23


On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 380, which was 55.65 higher than the previous day. The implied volatity was 17.41, the open interest changed by 0 which decreased total open position to 16


On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 319, which was -78.2 lower than the previous day. The implied volatity was 17.40, the open interest changed by -1 which decreased total open position to 16


On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 397.2, which was -17.8 lower than the previous day. The implied volatity was 16.70, the open interest changed by 1 which increased total open position to 16


On 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 415, which was -37 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 14


On 30 Oct ULTRACEMCO was trading at 12053.00. The strike last trading price was 452, which was -248 lower than the previous day. The implied volatity was 16.38, the open interest changed by 7 which increased total open position to 10


On 29 Oct ULTRACEMCO was trading at 11999.00. The strike last trading price was 700, which was -134.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ULTRACEMCO was trading at 11918.00. The strike last trading price was 700, which was -134.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 16 Oct ULTRACEMCO was trading at 12358.00. The strike last trading price was 834.75, 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 15 Oct ULTRACEMCO was trading at 12311.00. The strike last trading price was 834.75, 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 Oct ULTRACEMCO was trading at 12070.00. The strike last trading price was 834.75, 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 Oct ULTRACEMCO was trading at 12172.00. The strike last trading price was 834.75, 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 Oct ULTRACEMCO was trading at 12281.00. The strike last trading price was 834.75, 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 9 Oct ULTRACEMCO was trading at 12192.00. The strike last trading price was 834.75, 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 8 Oct ULTRACEMCO was trading at 11991.00. The strike last trading price was 834.75, 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 Oct ULTRACEMCO was trading at 12184.00. The strike last trading price was 834.75, 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 Oct ULTRACEMCO was trading at 12055.00. The strike last trading price was 0, 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 Oct ULTRACEMCO was trading at 12019.00. The strike last trading price was 0, 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 12000 PE
Delta: -0.86
Vega: 5.95
Theta: 0.55
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 541.05 68.7 16.27 12 -1 744
8 Dec 11540.00 475 85.25 19.95 43 -18 754
5 Dec 11597.00 388.1 -9.05 14.91 94 -36 773
4 Dec 11608.00 390 -10 15.43 47 17 811
3 Dec 11591.00 400 47.15 14.13 56 -4 794
2 Dec 11666.00 352.45 -5.6 16.47 57 7 796
1 Dec 11662.00 352.8 -50 30.09 34 13 790
28 Nov 11600.00 392.1 9 14.41 48 15 776
27 Nov 11617.00 382.8 88.9 15.65 97 27 760
26 Nov 11759.00 294.05 -154.4 15.88 211 28 674
25 Nov 11580.00 467.15 28.2 17.87 306 218 644
24 Nov 11584.00 435.95 71.1 16.50 241 112 426
21 Nov 11729.00 367.5 19.65 18.40 148 117 314
20 Nov 11753.00 347.2 -56.3 18.44 49 17 196
19 Nov 11666.00 403.5 -2.5 19.19 48 16 177
18 Nov 11707.00 406 41 20.81 26 4 161
17 Nov 11778.00 365 52.5 19.84 77 29 156
14 Nov 11874.00 315 25.9 19.50 23 10 128
13 Nov 11934.00 291 -32.45 19.48 100 70 119
12 Nov 11921.00 323.45 -23.2 20.98 7 1 48
11 Nov 11825.00 346.6 -38.4 19.41 29 17 46
10 Nov 11728.00 385 42.8 19.52 17 0 28
7 Nov 11849.00 342.2 45.2 19.65 15 6 28
6 Nov 11910.00 297 -71 19.36 2 0 21
4 Nov 11819.00 366 21 19.71 4 1 21
3 Nov 11950.00 345 27 22.32 2 1 19
31 Oct 11947.00 318 16.1 - 14 4 17
30 Oct 12053.00 301.9 24.9 21.11 19 10 13
29 Oct 11999.00 277 -83 19.03 2 1 2
24 Oct 11918.00 431.05 0 0.69 0 0 0
16 Oct 12358.00 431.05 0 - 0 0 0
15 Oct 12311.00 431.05 0 - 0 0 0
14 Oct 12070.00 431.05 0 1.49 0 0 0
13 Oct 12172.00 431.05 0 1.91 0 0 0
10 Oct 12281.00 431.05 0 2.38 0 0 0
9 Oct 12192.00 431.05 0 - 0 0 0
8 Oct 11991.00 431.05 0 1.11 0 0 0
7 Oct 12184.00 431.05 0 - 0 0 0
6 Oct 12055.00 431.05 0 - 0 0 0
3 Oct 12019.00 431.05 0 1.32 0 0 0


For Ultratech Cement Limited - strike price 12000 expiring on 30DEC2025

Delta for 12000 PE is -0.86

Historical price for 12000 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 541.05, which was 68.7 higher than the previous day. The implied volatity was 16.27, the open interest changed by -1 which decreased total open position to 744


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 475, which was 85.25 higher than the previous day. The implied volatity was 19.95, the open interest changed by -18 which decreased total open position to 754


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 388.1, which was -9.05 lower than the previous day. The implied volatity was 14.91, the open interest changed by -36 which decreased total open position to 773


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 390, which was -10 lower than the previous day. The implied volatity was 15.43, the open interest changed by 17 which increased total open position to 811


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 400, which was 47.15 higher than the previous day. The implied volatity was 14.13, the open interest changed by -4 which decreased total open position to 794


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 352.45, which was -5.6 lower than the previous day. The implied volatity was 16.47, the open interest changed by 7 which increased total open position to 796


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 352.8, which was -50 lower than the previous day. The implied volatity was 30.09, the open interest changed by 13 which increased total open position to 790


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 392.1, which was 9 higher than the previous day. The implied volatity was 14.41, the open interest changed by 15 which increased total open position to 776


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 382.8, which was 88.9 higher than the previous day. The implied volatity was 15.65, the open interest changed by 27 which increased total open position to 760


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 294.05, which was -154.4 lower than the previous day. The implied volatity was 15.88, the open interest changed by 28 which increased total open position to 674


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 467.15, which was 28.2 higher than the previous day. The implied volatity was 17.87, the open interest changed by 218 which increased total open position to 644


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 435.95, which was 71.1 higher than the previous day. The implied volatity was 16.50, the open interest changed by 112 which increased total open position to 426


On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 367.5, which was 19.65 higher than the previous day. The implied volatity was 18.40, the open interest changed by 117 which increased total open position to 314


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 347.2, which was -56.3 lower than the previous day. The implied volatity was 18.44, the open interest changed by 17 which increased total open position to 196


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 403.5, which was -2.5 lower than the previous day. The implied volatity was 19.19, the open interest changed by 16 which increased total open position to 177


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 406, which was 41 higher than the previous day. The implied volatity was 20.81, the open interest changed by 4 which increased total open position to 161


On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 365, which was 52.5 higher than the previous day. The implied volatity was 19.84, the open interest changed by 29 which increased total open position to 156


On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 315, which was 25.9 higher than the previous day. The implied volatity was 19.50, the open interest changed by 10 which increased total open position to 128


On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 291, which was -32.45 lower than the previous day. The implied volatity was 19.48, the open interest changed by 70 which increased total open position to 119


On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 323.45, which was -23.2 lower than the previous day. The implied volatity was 20.98, the open interest changed by 1 which increased total open position to 48


On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 346.6, which was -38.4 lower than the previous day. The implied volatity was 19.41, the open interest changed by 17 which increased total open position to 46


On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 385, which was 42.8 higher than the previous day. The implied volatity was 19.52, the open interest changed by 0 which decreased total open position to 28


On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 342.2, which was 45.2 higher than the previous day. The implied volatity was 19.65, the open interest changed by 6 which increased total open position to 28


On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 297, which was -71 lower than the previous day. The implied volatity was 19.36, the open interest changed by 0 which decreased total open position to 21


On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 366, which was 21 higher than the previous day. The implied volatity was 19.71, the open interest changed by 1 which increased total open position to 21


On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 345, which was 27 higher than the previous day. The implied volatity was 22.32, the open interest changed by 1 which increased total open position to 19


On 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 318, which was 16.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 17


On 30 Oct ULTRACEMCO was trading at 12053.00. The strike last trading price was 301.9, which was 24.9 higher than the previous day. The implied volatity was 21.11, the open interest changed by 10 which increased total open position to 13


On 29 Oct ULTRACEMCO was trading at 11999.00. The strike last trading price was 277, which was -83 lower than the previous day. The implied volatity was 19.03, the open interest changed by 1 which increased total open position to 2


On 24 Oct ULTRACEMCO was trading at 11918.00. The strike last trading price was 431.05, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0


On 16 Oct ULTRACEMCO was trading at 12358.00. The strike last trading price was 431.05, 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 15 Oct ULTRACEMCO was trading at 12311.00. The strike last trading price was 431.05, 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 Oct ULTRACEMCO was trading at 12070.00. The strike last trading price was 431.05, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0


On 13 Oct ULTRACEMCO was trading at 12172.00. The strike last trading price was 431.05, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0


On 10 Oct ULTRACEMCO was trading at 12281.00. The strike last trading price was 431.05, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0


On 9 Oct ULTRACEMCO was trading at 12192.00. The strike last trading price was 431.05, 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 8 Oct ULTRACEMCO was trading at 11991.00. The strike last trading price was 431.05, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0


On 7 Oct ULTRACEMCO was trading at 12184.00. The strike last trading price was 431.05, 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 Oct ULTRACEMCO was trading at 12055.00. The strike last trading price was 431.05, 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 Oct ULTRACEMCO was trading at 12019.00. The strike last trading price was 431.05, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0