ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Apr 2026 01:39 PM IST
| ULTRACEMCO 28-Apr-2026 (4d) 12000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.05
Theta: -20.62
Gamma: 0.00087
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 12077.00 | 220 | -57.25 | 33.8 | 1,590 | -3 | 1,182 | |||||||||
| 23 Apr | 12167.00 | 284.2 | 25.55000000000001 | 33.34 | 3,456 | 384 | 1,187 | |||||||||
| 22 Apr | 12193.00 | 254.15 | 31.349999999999994 | 26.45 | 3,389 | -359 | 804 | |||||||||
| 21 Apr | 12039.00 | 218.45 | 37.69999999999999 | 29.67 | 6,633 | -276 | 1,172 | |||||||||
| 20 Apr | 11917.00 | 162 | -16.80000000000001 | 29.24 | 7,942 | -259 | 1,449 | |||||||||
| 17 Apr | 11886.00 | 174.45 | 6.449999999999989 | 27 | 4,344 | 220 | 1,727 | |||||||||
| 16 Apr | 11826.00 | 158.85 | -5.200000000000017 | 28.37 | 2,764 | 50 | 1,508 | |||||||||
| 15 Apr | 11785.00 | 153.9 | 41.05000000000001 | 27.69 | 2,332 | -62 | 1,464 | |||||||||
| 13 Apr | 11502.00 | 114.35 | -31.55000000000001 | 30.09 | 1,894 | 370 | 1,536 | |||||||||
| 10 Apr | 11589.00 | 141.1 | 18.25 | 28.65 | 2,112 | -81 | 1,167 | |||||||||
| 9 Apr | 11448.00 | 116.5 | -58.2 | 29.12 | 1,972 | 114 | 1,277 | |||||||||
| 8 Apr | 11603.00 | 174.3 | 111.5 | 28.89 | 4,073 | -147 | 1,170 | |||||||||
| 7 Apr | 10936.00 | 60.65 | -11.5 | 33.48 | 1,089 | 23 | 1,321 | |||||||||
| 6 Apr | 10955.00 | 72 | 22.7 | 32.96 | 1,548 | -55 | 1,299 | |||||||||
| 2 Apr | 10620.00 | 47 | -15.35 | 33.9 | 1,114 | 88 | 1,354 | |||||||||
| 1 Apr | 10714.00 | 62.9 | -20.65 | 33.37 | 2,602 | -2 | 1,265 | |||||||||
| 30 Mar | 10745.00 | 82.4 | -39.75 | 33.3 | 1,553 | 609 | 1,265 | |||||||||
| 27 Mar | 11049.00 | 124.55 | -29.55 | 30.58 | 761 | 71 | 657 | |||||||||
| 25 Mar | 11204.00 | 157.6 | 71.2 | 29.47 | 1,187 | 281 | 580 | |||||||||
| 24 Mar | 10764.00 | 87.4 | 44.15 | 31.22 | 705 | -95 | 303 | |||||||||
| 23 Mar | 10362.00 | 44.45 | -45.15 | 32.22 | 751 | 195 | 398 | |||||||||
| 20 Mar | 10934.00 | 89 | 11.75 | 26.62 | 77 | 1 | 202 | |||||||||
| 19 Mar | 10814.00 | 81.8 | -53.4 | 26.79 | 181 | 36 | 203 | |||||||||
| 18 Mar | 11247.00 | 130.05 | 5.7 | 23.61 | 189 | -2 | 167 | |||||||||
| 17 Mar | 11116.00 | 123.2 | -27.15 | 24.87 | 171 | 29 | 169 | |||||||||
| 16 Mar | 11099.00 | 138 | 44.05 | 26.36 | 245 | 33 | 140 | |||||||||
| 13 Mar | 10616.00 | 102.3 | -77.85 | 28.64 | 72 | 39 | 107 | |||||||||
| 12 Mar | 11089.00 | 176 | -134.7 | 27.36 | 44 | 30 | 70 | |||||||||
| 11 Mar | 11462.00 | 310.7 | -37.6 | 28.62 | 15 | 4 | 40 | |||||||||
| 10 Mar | 11654.00 | 348.3 | 47.05 | 25.45 | 61 | -13 | 36 | |||||||||
| 9 Mar | 11378.00 | 305 | -734.7 | 29.74 | 59 | 48 | 48 | |||||||||
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| 6 Mar | 11987.00 | 1039.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 12288.00 | 1039.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 12107.00 | 1039.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 12521.00 | 1039.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 12677.00 | 1039.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13041.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 12960.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 12976.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 12766.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 12688.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13052.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 12984.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 12981.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 12963.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13029.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 12969.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13023.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13048.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 12722.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 12773.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 12806.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 12590.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 12535.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 12284.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 12694.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 12717.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12000 expiring on 28APR2026
Delta for 12000 CE is 0.58
Historical price for 12000 CE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 220, which was -57.25 lower than the previous day. The implied volatity was 33.8, the open interest changed by -3 which decreased total open position to 1182
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 284.2, which was 25.55000000000001 higher than the previous day. The implied volatity was 33.34, the open interest changed by 384 which increased total open position to 1187
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 254.15, which was 31.349999999999994 higher than the previous day. The implied volatity was 26.45, the open interest changed by -359 which decreased total open position to 804
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 218.45, which was 37.69999999999999 higher than the previous day. The implied volatity was 29.67, the open interest changed by -276 which decreased total open position to 1172
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 162, which was -16.80000000000001 lower than the previous day. The implied volatity was 29.24, the open interest changed by -259 which decreased total open position to 1449
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 174.45, which was 6.449999999999989 higher than the previous day. The implied volatity was 27, the open interest changed by 220 which increased total open position to 1727
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 158.85, which was -5.200000000000017 lower than the previous day. The implied volatity was 28.37, the open interest changed by 50 which increased total open position to 1508
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 153.9, which was 41.05000000000001 higher than the previous day. The implied volatity was 27.69, the open interest changed by -62 which decreased total open position to 1464
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 114.35, which was -31.55000000000001 lower than the previous day. The implied volatity was 30.09, the open interest changed by 370 which increased total open position to 1536
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 141.1, which was 18.25 higher than the previous day. The implied volatity was 28.65, the open interest changed by -81 which decreased total open position to 1167
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 116.5, which was -58.2 lower than the previous day. The implied volatity was 29.12, the open interest changed by 114 which increased total open position to 1277
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 174.3, which was 111.5 higher than the previous day. The implied volatity was 28.89, the open interest changed by -147 which decreased total open position to 1170
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 60.65, which was -11.5 lower than the previous day. The implied volatity was 33.48, the open interest changed by 23 which increased total open position to 1321
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 72, which was 22.7 higher than the previous day. The implied volatity was 32.96, the open interest changed by -55 which decreased total open position to 1299
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 47, which was -15.35 lower than the previous day. The implied volatity was 33.9, the open interest changed by 88 which increased total open position to 1354
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 62.9, which was -20.65 lower than the previous day. The implied volatity was 33.37, the open interest changed by -2 which decreased total open position to 1265
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 82.4, which was -39.75 lower than the previous day. The implied volatity was 33.3, the open interest changed by 609 which increased total open position to 1265
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 124.55, which was -29.55 lower than the previous day. The implied volatity was 30.58, the open interest changed by 71 which increased total open position to 657
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 157.6, which was 71.2 higher than the previous day. The implied volatity was 29.47, the open interest changed by 281 which increased total open position to 580
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 87.4, which was 44.15 higher than the previous day. The implied volatity was 31.22, the open interest changed by -95 which decreased total open position to 303
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 44.45, which was -45.15 lower than the previous day. The implied volatity was 32.22, the open interest changed by 195 which increased total open position to 398
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 89, which was 11.75 higher than the previous day. The implied volatity was 26.62, the open interest changed by 1 which increased total open position to 202
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 81.8, which was -53.4 lower than the previous day. The implied volatity was 26.79, the open interest changed by 36 which increased total open position to 203
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 130.05, which was 5.7 higher than the previous day. The implied volatity was 23.61, the open interest changed by -2 which decreased total open position to 167
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 123.2, which was -27.15 lower than the previous day. The implied volatity was 24.87, the open interest changed by 29 which increased total open position to 169
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 138, which was 44.05 higher than the previous day. The implied volatity was 26.36, the open interest changed by 33 which increased total open position to 140
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 102.3, which was -77.85 lower than the previous day. The implied volatity was 28.64, the open interest changed by 39 which increased total open position to 107
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 176, which was -134.7 lower than the previous day. The implied volatity was 27.36, the open interest changed by 30 which increased total open position to 70
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 310.7, which was -37.6 lower than the previous day. The implied volatity was 28.62, the open interest changed by 4 which increased total open position to 40
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 348.3, which was 47.05 higher than the previous day. The implied volatity was 25.45, the open interest changed by -13 which decreased total open position to 36
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 305, which was -734.7 lower than the previous day. The implied volatity was 29.74, the open interest changed by 48 which increased total open position to 48
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 1039.7, 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 1039.7, 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 1039.7, 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 1039.7, 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 1039.7, 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 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb ULTRACEMCO was trading at 12960.00. 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 23 Feb ULTRACEMCO was trading at 12976.00. 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 20 Feb ULTRACEMCO was trading at 12766.00. 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 19 Feb ULTRACEMCO was trading at 12688.00. 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 18 Feb ULTRACEMCO was trading at 13052.00. 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 17 Feb ULTRACEMCO was trading at 12984.00. 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 16 Feb ULTRACEMCO was trading at 12981.00. 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 13 Feb ULTRACEMCO was trading at 12963.00. 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 12 Feb ULTRACEMCO was trading at 13029.00. 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 11 Feb ULTRACEMCO was trading at 12969.00. 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 10 Feb ULTRACEMCO was trading at 13023.00. 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 9 Feb ULTRACEMCO was trading at 13048.00. 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 6 Feb ULTRACEMCO was trading at 12722.00. 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 5 Feb ULTRACEMCO was trading at 12773.00. 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 4 Feb ULTRACEMCO was trading at 12806.00. 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 Feb ULTRACEMCO was trading at 12590.00. 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 2 Feb ULTRACEMCO was trading at 12535.00. 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 1 Feb ULTRACEMCO was trading at 12284.00. 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 30 Jan ULTRACEMCO was trading at 12694.00. 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 29 Jan ULTRACEMCO was trading at 12717.00. 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 28-Apr-2026 (4d) 12000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.05
Theta: -17.58
Gamma: 0.00092
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 12077.00 | 129.85 | 26.099999999999994 | 31.85 | 1,368 | -34 | 880 |
| 23 Apr | 12167.00 | 106.85 | -8.150000000000006 | 30.1 | 3,230 | 86 | 918 |
| 22 Apr | 12193.00 | 120.85 | -57.349999999999994 | 29.48 | 2,142 | 292 | 833 |
| 21 Apr | 12039.00 | 185 | -105.14999999999998 | 29.09 | 1,271 | 213 | 541 |
| 20 Apr | 11917.00 | 314.5 | 11.050000000000011 | 34.37 | 705 | 103 | 334 |
| 17 Apr | 11886.00 | 308.3 | -43.5 | 29.66 | 229 | 36 | 232 |
| 16 Apr | 11826.00 | 360 | -29.80000000000001 | 28.19 | 137 | -27 | 195 |
| 15 Apr | 11785.00 | 394.2 | -212.55 | 30.7 | 156 | -23 | 221 |
| 13 Apr | 11502.00 | 598 | 73.20000000000005 | 32.92 | 47 | 24 | 244 |
| 10 Apr | 11589.00 | 518.5 | -146.70000000000005 | 28.27 | 84 | 20 | 220 |
| 9 Apr | 11448.00 | 661.1 | 115 | 31.99 | 79 | 11 | 202 |
| 8 Apr | 11603.00 | 548.5 | -651.5 | 31.84 | 185 | 47 | 192 |
| 7 Apr | 10936.00 | 1200 | 125 | 49.52 | 1 | 0 | 144 |
| 6 Apr | 10955.00 | 1075 | -172.4 | 39.15 | 4 | -1 | 144 |
| 2 Apr | 10620.00 | 1247.4 | -39.1 | - | 0 | 0 | 145 |
| 1 Apr | 10714.00 | 1247.4 | -39.1 | 33.04 | 67 | 16 | 144 |
| 30 Mar | 10745.00 | 1283.4 | 257.9 | 44.55 | 95 | 65 | 123 |
| 27 Mar | 11049.00 | 1025.5 | 158.2 | 39.56 | 19 | 9 | 56 |
| 25 Mar | 11204.00 | 867.25 | -557.75 | 31.3 | 29 | 24 | 45 |
| 24 Mar | 10764.00 | 1425 | -125 | 52.63 | 5 | 3 | 20 |
| 23 Mar | 10362.00 | 1550 | 740.4 | 25.97 | 3 | -1 | 16 |
| 20 Mar | 10934.00 | 809.6 | -301.4 | - | 0 | 0 | 17 |
| 19 Mar | 10814.00 | 809.6 | -301.4 | - | 0 | 0 | 17 |
| 18 Mar | 11247.00 | 809.6 | -301.4 | 26.72 | 3 | -1 | 16 |
| 17 Mar | 11116.00 | 1111 | -189 | - | 4 | 0 | 17 |
| 16 Mar | 11099.00 | 1111 | -189 | 39.52 | 4 | -1 | 16 |
| 13 Mar | 10616.00 | 1300 | 328.35 | 36.89 | 9 | -3 | 17 |
| 12 Mar | 11089.00 | 971.65 | 372.65 | 32.25 | 5 | 4 | 20 |
| 11 Mar | 11462.00 | 599 | 219 | - | 0 | 0 | 16 |
| 10 Mar | 11654.00 | 599 | 219 | 29.04 | 6 | 2 | 14 |
| 9 Mar | 11378.00 | 380 | 105.65 | - | 0 | 0 | 12 |
| 6 Mar | 11987.00 | 380 | 105.65 | 25.25 | 10 | 2 | 12 |
| 5 Mar | 12288.00 | 274.35 | 91.65 | 24.9 | 2 | 0 | 10 |
| 4 Mar | 12107.00 | 182.7 | 67.7 | - | 5 | 0 | 10 |
| 2 Mar | 12521.00 | 182.7 | 67.7 | 22.87 | 5 | 1 | 10 |
| 27 Feb | 12677.00 | 115 | 35.75 | 20.5 | 7 | 5 | 7 |
| 25 Feb | 13041.00 | - | - | - | 0 | 0 | 0 |
| 24 Feb | 12960.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 12976.00 | 0 | 0 | 5.56 | 0 | 0 | 0 |
| 20 Feb | 12766.00 | 0 | 0 | 4.31 | 0 | 0 | 0 |
| 19 Feb | 12688.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 13052.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 12984.00 | 0 | 0 | 5 | 0 | 0 | 0 |
| 16 Feb | 12981.00 | 0 | 0 | 5.12 | 0 | 0 | 0 |
| 13 Feb | 12963.00 | 0 | 0 | 4.91 | 0 | 0 | 0 |
| 12 Feb | 13029.00 | 0 | 0 | 4.96 | 0 | 0 | 0 |
| 11 Feb | 12969.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 13023.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 13048.00 | 0 | 0 | 4.91 | 0 | 0 | 0 |
| 6 Feb | 12722.00 | 0 | 0 | 3.97 | 0 | 0 | 0 |
| 5 Feb | 12773.00 | 0 | 0 | 4.1 | 0 | 0 | 0 |
| 4 Feb | 12806.00 | 0 | 0 | 4.28 | 0 | 0 | 0 |
| 3 Feb | 12590.00 | 0 | 0 | 3.84 | 0 | 0 | 0 |
| 2 Feb | 12535.00 | 0 | 0 | 3.18 | 0 | 0 | 0 |
| 1 Feb | 12284.00 | 0 | 0 | 2.68 | 0 | 0 | 0 |
| 30 Jan | 12694.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 12717.00 | 0 | 0 | 3.88 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12000 expiring on 28APR2026
Delta for 12000 PE is -0.42
Historical price for 12000 PE is as follows
On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 129.85, which was 26.099999999999994 higher than the previous day. The implied volatity was 31.85, the open interest changed by -34 which decreased total open position to 880
On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 106.85, which was -8.150000000000006 lower than the previous day. The implied volatity was 30.1, the open interest changed by 86 which increased total open position to 918
On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 120.85, which was -57.349999999999994 lower than the previous day. The implied volatity was 29.48, the open interest changed by 292 which increased total open position to 833
On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 185, which was -105.14999999999998 lower than the previous day. The implied volatity was 29.09, the open interest changed by 213 which increased total open position to 541
On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 314.5, which was 11.050000000000011 higher than the previous day. The implied volatity was 34.37, the open interest changed by 103 which increased total open position to 334
On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 308.3, which was -43.5 lower than the previous day. The implied volatity was 29.66, the open interest changed by 36 which increased total open position to 232
On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 360, which was -29.80000000000001 lower than the previous day. The implied volatity was 28.19, the open interest changed by -27 which decreased total open position to 195
On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 394.2, which was -212.55 lower than the previous day. The implied volatity was 30.7, the open interest changed by -23 which decreased total open position to 221
On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 598, which was 73.20000000000005 higher than the previous day. The implied volatity was 32.92, the open interest changed by 24 which increased total open position to 244
On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 518.5, which was -146.70000000000005 lower than the previous day. The implied volatity was 28.27, the open interest changed by 20 which increased total open position to 220
On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 661.1, which was 115 higher than the previous day. The implied volatity was 31.99, the open interest changed by 11 which increased total open position to 202
On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 548.5, which was -651.5 lower than the previous day. The implied volatity was 31.84, the open interest changed by 47 which increased total open position to 192
On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 1200, which was 125 higher than the previous day. The implied volatity was 49.52, the open interest changed by 0 which decreased total open position to 144
On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 1075, which was -172.4 lower than the previous day. The implied volatity was 39.15, the open interest changed by -1 which decreased total open position to 144
On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 1247.4, which was -39.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145
On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 1247.4, which was -39.1 lower than the previous day. The implied volatity was 33.04, the open interest changed by 16 which increased total open position to 144
On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 1283.4, which was 257.9 higher than the previous day. The implied volatity was 44.55, the open interest changed by 65 which increased total open position to 123
On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 1025.5, which was 158.2 higher than the previous day. The implied volatity was 39.56, the open interest changed by 9 which increased total open position to 56
On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 867.25, which was -557.75 lower than the previous day. The implied volatity was 31.3, the open interest changed by 24 which increased total open position to 45
On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 1425, which was -125 lower than the previous day. The implied volatity was 52.63, the open interest changed by 3 which increased total open position to 20
On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 1550, which was 740.4 higher than the previous day. The implied volatity was 25.97, the open interest changed by -1 which decreased total open position to 16
On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 809.6, which was -301.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 809.6, which was -301.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 809.6, which was -301.4 lower than the previous day. The implied volatity was 26.72, the open interest changed by -1 which decreased total open position to 16
On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 1111, which was -189 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 1111, which was -189 lower than the previous day. The implied volatity was 39.52, the open interest changed by -1 which decreased total open position to 16
On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 1300, which was 328.35 higher than the previous day. The implied volatity was 36.89, the open interest changed by -3 which decreased total open position to 17
On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 971.65, which was 372.65 higher than the previous day. The implied volatity was 32.25, the open interest changed by 4 which increased total open position to 20
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 599, which was 219 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 599, which was 219 higher than the previous day. The implied volatity was 29.04, the open interest changed by 2 which increased total open position to 14
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 380, which was 105.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 380, which was 105.65 higher than the previous day. The implied volatity was 25.25, the open interest changed by 2 which increased total open position to 12
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 274.35, which was 91.65 higher than the previous day. The implied volatity was 24.9, the open interest changed by 0 which decreased total open position to 10
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 182.7, which was 67.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 182.7, which was 67.7 higher than the previous day. The implied volatity was 22.87, the open interest changed by 1 which increased total open position to 10
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 115, which was 35.75 higher than the previous day. The implied volatity was 20.5, the open interest changed by 5 which increased total open position to 7
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb ULTRACEMCO was trading at 12960.00. 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 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ULTRACEMCO was trading at 12688.00. 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 18 Feb ULTRACEMCO was trading at 13052.00. 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 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5, the open interest changed by 0 which decreased total open position to 0
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ULTRACEMCO was trading at 12969.00. 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 10 Feb ULTRACEMCO was trading at 13023.00. 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 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ULTRACEMCO was trading at 12694.00. 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 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
