[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
11937 -127.00 (-1.05%)
L: 11852 H: 12065

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Historical option data for ULTRACEMCO

09 Jan 2026 04:10 PM IST
ULTRACEMCO 27-JAN-2026 12000 CE
Delta: 0.49
Vega: 10.55
Theta: -6.74
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 11937.00 174.55 -72.35 17.77 2,143 -66 983
8 Jan 12064.00 240 -79.65 16.50 750 -6 1,049
7 Jan 12184.00 329.6 -28.25 16.64 479 -36 1,054
6 Jan 12204.00 361.2 85.95 17.48 2,085 -244 1,138
5 Jan 12087.00 271.25 83 16.93 6,809 -515 1,376
2 Jan 11899.00 189.55 -6.45 15.16 6,011 439 1,892
1 Jan 11901.00 196.95 39.75 16.00 2,440 225 1,490
31 Dec 11784.00 160.95 13.5 16.76 1,722 147 1,269
30 Dec 11705.00 147.55 -33.3 18.17 1,147 132 1,131
29 Dec 11799.00 182.15 -10.9 16.65 731 105 1,002
26 Dec 11794.00 193 13.15 17.68 2,058 46 918
24 Dec 11764.00 182.05 16.75 16.44 1,405 97 870
23 Dec 11678.00 160.05 47.15 17.08 1,709 287 777
22 Dec 11532.00 113 2.35 17.08 453 36 490
19 Dec 11496.00 113 6.65 16.97 142 29 454
18 Dec 11461.00 106 -30.15 16.85 135 54 424
17 Dec 11540.00 136 -13.2 17.34 294 187 371
16 Dec 11528.00 145 -70.75 17.73 57 -5 183
15 Dec 11728.00 216.55 -0.45 17.64 202 83 188
12 Dec 11723.00 219.3 82.1 16.47 56 6 104
11 Dec 11472.00 133.5 29.2 17.35 32 8 98
10 Dec 11317.00 108.95 -28.35 18.06 49 34 89
9 Dec 11414.00 137.3 -52.7 17.77 39 18 54
8 Dec 11540.00 190 -10 18.89 26 11 32
5 Dec 11597.00 200 -2.25 16.96 1 0 20
4 Dec 11608.00 202.5 1.5 16.77 2 1 19
3 Dec 11591.00 201 -26 16.93 1 0 17
2 Dec 11666.00 227 -1.5 16.00 6 2 17
1 Dec 11662.00 228.5 19.85 5.26 23 1 10
28 Nov 11600.00 208.65 -445.45 15.93 14 9 9
27 Nov 11617.00 654.1 0 0.95 0 0 0
26 Nov 11759.00 654.1 0 0.23 0 0 0
25 Nov 11580.00 654.1 0 1.22 0 0 0
18 Nov 11707.00 654.1 0 - 0 0 0
14 Nov 11874.00 654.1 0 - 0 0 0
13 Nov 11934.00 654.1 0 - 0 0 0
12 Nov 11921.00 654.1 0 - 0 0 0
11 Nov 11825.00 654.1 0 - 0 0 0
10 Nov 11728.00 654.1 0 0.04 0 0 0
7 Nov 11849.00 654.1 0 - 0 0 0
6 Nov 11910.00 654.1 0 - 0 0 0
3 Nov 11950.00 654.1 0 - 0 0 0
31 Oct 11947.00 654.1 0 - 0 0 0
30 Oct 12053.00 654.1 0 - 0 0 0


For Ultratech Cement Limited - strike price 12000 expiring on 27JAN2026

Delta for 12000 CE is 0.49

Historical price for 12000 CE is as follows

On 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 174.55, which was -72.35 lower than the previous day. The implied volatity was 17.77, the open interest changed by -66 which decreased total open position to 983


On 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 240, which was -79.65 lower than the previous day. The implied volatity was 16.50, the open interest changed by -6 which decreased total open position to 1049


On 7 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 329.6, which was -28.25 lower than the previous day. The implied volatity was 16.64, the open interest changed by -36 which decreased total open position to 1054


On 6 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 361.2, which was 85.95 higher than the previous day. The implied volatity was 17.48, the open interest changed by -244 which decreased total open position to 1138


On 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 271.25, which was 83 higher than the previous day. The implied volatity was 16.93, the open interest changed by -515 which decreased total open position to 1376


On 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 189.55, which was -6.45 lower than the previous day. The implied volatity was 15.16, the open interest changed by 439 which increased total open position to 1892


On 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 196.95, which was 39.75 higher than the previous day. The implied volatity was 16.00, the open interest changed by 225 which increased total open position to 1490


On 31 Dec ULTRACEMCO was trading at 11784.00. The strike last trading price was 160.95, which was 13.5 higher than the previous day. The implied volatity was 16.76, the open interest changed by 147 which increased total open position to 1269


On 30 Dec ULTRACEMCO was trading at 11705.00. The strike last trading price was 147.55, which was -33.3 lower than the previous day. The implied volatity was 18.17, the open interest changed by 132 which increased total open position to 1131


On 29 Dec ULTRACEMCO was trading at 11799.00. The strike last trading price was 182.15, which was -10.9 lower than the previous day. The implied volatity was 16.65, the open interest changed by 105 which increased total open position to 1002


On 26 Dec ULTRACEMCO was trading at 11794.00. The strike last trading price was 193, which was 13.15 higher than the previous day. The implied volatity was 17.68, the open interest changed by 46 which increased total open position to 918


On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 182.05, which was 16.75 higher than the previous day. The implied volatity was 16.44, the open interest changed by 97 which increased total open position to 870


On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 160.05, which was 47.15 higher than the previous day. The implied volatity was 17.08, the open interest changed by 287 which increased total open position to 777


On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 113, which was 2.35 higher than the previous day. The implied volatity was 17.08, the open interest changed by 36 which increased total open position to 490


On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 113, which was 6.65 higher than the previous day. The implied volatity was 16.97, the open interest changed by 29 which increased total open position to 454


On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 106, which was -30.15 lower than the previous day. The implied volatity was 16.85, the open interest changed by 54 which increased total open position to 424


On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 136, which was -13.2 lower than the previous day. The implied volatity was 17.34, the open interest changed by 187 which increased total open position to 371


On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 145, which was -70.75 lower than the previous day. The implied volatity was 17.73, the open interest changed by -5 which decreased total open position to 183


On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 216.55, which was -0.45 lower than the previous day. The implied volatity was 17.64, the open interest changed by 83 which increased total open position to 188


On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 219.3, which was 82.1 higher than the previous day. The implied volatity was 16.47, the open interest changed by 6 which increased total open position to 104


On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 133.5, which was 29.2 higher than the previous day. The implied volatity was 17.35, the open interest changed by 8 which increased total open position to 98


On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 108.95, which was -28.35 lower than the previous day. The implied volatity was 18.06, the open interest changed by 34 which increased total open position to 89


On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 137.3, which was -52.7 lower than the previous day. The implied volatity was 17.77, the open interest changed by 18 which increased total open position to 54


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 190, which was -10 lower than the previous day. The implied volatity was 18.89, the open interest changed by 11 which increased total open position to 32


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 200, which was -2.25 lower than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 20


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 202.5, which was 1.5 higher than the previous day. The implied volatity was 16.77, the open interest changed by 1 which increased total open position to 19


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 201, which was -26 lower than the previous day. The implied volatity was 16.93, the open interest changed by 0 which decreased total open position to 17


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 227, which was -1.5 lower than the previous day. The implied volatity was 16.00, the open interest changed by 2 which increased total open position to 17


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 228.5, which was 19.85 higher than the previous day. The implied volatity was 5.26, the open interest changed by 1 which increased total open position to 10


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 208.65, which was -445.45 lower than the previous day. The implied volatity was 15.93, the open interest changed by 9 which increased total open position to 9


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ULTRACEMCO was trading at 12053.00. The strike last trading price was 654.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ULTRACEMCO 27JAN2026 12000 PE
Delta: -0.51
Vega: 10.55
Theta: -3.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 11937.00 203.5 38.1 17.95 2,198 -113 721
8 Jan 12064.00 171.35 56.9 20.32 1,897 10 834
7 Jan 12184.00 112 4.8 18.63 1,044 -32 823
6 Jan 12204.00 108 -47.65 18.62 1,526 -86 855
5 Jan 12087.00 155.7 -84.75 18.30 2,697 173 944
2 Jan 11899.00 239.35 0.05 19.31 613 125 771
1 Jan 11901.00 232.45 -60.2 17.86 461 -6 646
31 Dec 11784.00 294.3 -55.5 17.85 86 -4 652
30 Dec 11705.00 349.45 36.95 17.72 175 110 656
29 Dec 11799.00 310 -4.6 19.89 121 48 544
26 Dec 11794.00 321.75 -11.4 18.52 342 140 496
24 Dec 11764.00 333.45 -37.55 18.74 344 256 352
23 Dec 11678.00 371 -117.75 17.62 89 66 95
22 Dec 11532.00 488.75 -36.25 19.00 27 21 29
19 Dec 11496.00 525 25 19.74 1 0 8
18 Dec 11461.00 500 -1 16.04 1 0 7
17 Dec 11540.00 501 101 - 0 0 7
16 Dec 11528.00 501 101 19.36 2 0 5
15 Dec 11728.00 400 0 19.85 2 1 4
12 Dec 11723.00 400 -250 20.17 3 0 6
11 Dec 11472.00 650 226 - 0 0 6
10 Dec 11317.00 650 226 19.03 2 0 4
9 Dec 11414.00 424 -26 - 0 0 0
8 Dec 11540.00 424 -26 - 0 0 4
5 Dec 11597.00 424 -26 - 0 0 0
4 Dec 11608.00 424 -26 - 0 0 0
3 Dec 11591.00 424 -26 - 0 1 0
2 Dec 11666.00 424 -26 18.92 1 0 3
1 Dec 11662.00 450 -50 - 0 0 0
28 Nov 11600.00 450 -50 - 0 0 0
27 Nov 11617.00 450 -50 - 0 0 0
26 Nov 11759.00 450 -50 - 0 1 0
25 Nov 11580.00 450 -50 16.42 1 0 2
18 Nov 11707.00 541.7 0 - 0 0 0
14 Nov 11874.00 541.7 0 - 0 0 0
13 Nov 11934.00 541.7 0 - 0 0 0
12 Nov 11921.00 541.7 0 0.78 0 0 0
11 Nov 11825.00 541.7 0 0.34 0 0 0
10 Nov 11728.00 541.7 0 - 0 0 0
7 Nov 11849.00 541.7 0 0.55 0 0 0
6 Nov 11910.00 541.7 0 0.85 0 0 0
3 Nov 11950.00 541.7 0 - 0 0 0
31 Oct 11947.00 541.7 0 - 0 0 0
30 Oct 12053.00 541.7 0 1.41 0 0 0


For Ultratech Cement Limited - strike price 12000 expiring on 27JAN2026

Delta for 12000 PE is -0.51

Historical price for 12000 PE is as follows

On 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 203.5, which was 38.1 higher than the previous day. The implied volatity was 17.95, the open interest changed by -113 which decreased total open position to 721


On 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 171.35, which was 56.9 higher than the previous day. The implied volatity was 20.32, the open interest changed by 10 which increased total open position to 834


On 7 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 112, which was 4.8 higher than the previous day. The implied volatity was 18.63, the open interest changed by -32 which decreased total open position to 823


On 6 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 108, which was -47.65 lower than the previous day. The implied volatity was 18.62, the open interest changed by -86 which decreased total open position to 855


On 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 155.7, which was -84.75 lower than the previous day. The implied volatity was 18.30, the open interest changed by 173 which increased total open position to 944


On 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 239.35, which was 0.05 higher than the previous day. The implied volatity was 19.31, the open interest changed by 125 which increased total open position to 771


On 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 232.45, which was -60.2 lower than the previous day. The implied volatity was 17.86, the open interest changed by -6 which decreased total open position to 646


On 31 Dec ULTRACEMCO was trading at 11784.00. The strike last trading price was 294.3, which was -55.5 lower than the previous day. The implied volatity was 17.85, the open interest changed by -4 which decreased total open position to 652


On 30 Dec ULTRACEMCO was trading at 11705.00. The strike last trading price was 349.45, which was 36.95 higher than the previous day. The implied volatity was 17.72, the open interest changed by 110 which increased total open position to 656


On 29 Dec ULTRACEMCO was trading at 11799.00. The strike last trading price was 310, which was -4.6 lower than the previous day. The implied volatity was 19.89, the open interest changed by 48 which increased total open position to 544


On 26 Dec ULTRACEMCO was trading at 11794.00. The strike last trading price was 321.75, which was -11.4 lower than the previous day. The implied volatity was 18.52, the open interest changed by 140 which increased total open position to 496


On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 333.45, which was -37.55 lower than the previous day. The implied volatity was 18.74, the open interest changed by 256 which increased total open position to 352


On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 371, which was -117.75 lower than the previous day. The implied volatity was 17.62, the open interest changed by 66 which increased total open position to 95


On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 488.75, which was -36.25 lower than the previous day. The implied volatity was 19.00, the open interest changed by 21 which increased total open position to 29


On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 525, which was 25 higher than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 8


On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 500, which was -1 lower than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 7


On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 501, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 501, which was 101 higher than the previous day. The implied volatity was 19.36, the open interest changed by 0 which decreased total open position to 5


On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 19.85, the open interest changed by 1 which increased total open position to 4


On 12 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 400, which was -250 lower than the previous day. The implied volatity was 20.17, the open interest changed by 0 which decreased total open position to 6


On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 650, which was 226 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 650, which was 226 higher than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 4


On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 424, which was -26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 424, which was -26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 424, which was -26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 424, which was -26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 424, which was -26 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 424, which was -26 lower than the previous day. The implied volatity was 18.92, the open interest changed by 0 which decreased total open position to 3


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 450, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 450, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 450, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 450, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 450, which was -50 lower than the previous day. The implied volatity was 16.42, the open interest changed by 0 which decreased total open position to 2


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 541.7, 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 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 541.7, 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 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 541.7, 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 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 541.7, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 541.7, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 541.7, 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 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 541.7, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 541.7, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 541.7, 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 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 541.7, 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 30 Oct ULTRACEMCO was trading at 12053.00. The strike last trading price was 541.7, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0