ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
09 Dec 2025 04:10 PM IST
| ULTRACEMCO 30-DEC-2025 12100 CE | ||||||||||||||||
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Delta: 0.10
Vega: 4.78
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 11414.00 | 21.05 | -12.85 | 16.64 | 434 | -35 | 305 | |||||||||
| 8 Dec | 11540.00 | 31.1 | -15.5 | 15.47 | 200 | 41 | 340 | |||||||||
| 5 Dec | 11597.00 | 45 | -0.15 | 14.93 | 283 | -2 | 295 | |||||||||
| 4 Dec | 11608.00 | 45.75 | -1.4 | 14.55 | 158 | -7 | 298 | |||||||||
| 3 Dec | 11591.00 | 46.85 | -26.3 | 15.00 | 225 | 16 | 304 | |||||||||
| 2 Dec | 11666.00 | 73.4 | 2.45 | 15.07 | 313 | 54 | 287 | |||||||||
| 1 Dec | 11662.00 | 69 | 3.35 | 4.78 | 270 | -9 | 233 | |||||||||
| 28 Nov | 11600.00 | 67.35 | -6.35 | 15.23 | 176 | 29 | 240 | |||||||||
| 27 Nov | 11617.00 | 74.25 | -35 | 14.80 | 216 | 25 | 205 | |||||||||
| 26 Nov | 11759.00 | 108.6 | 34.4 | 13.80 | 251 | 13 | 180 | |||||||||
| 25 Nov | 11580.00 | 72.7 | -15.9 | 15.81 | 115 | 47 | 167 | |||||||||
| 24 Nov | 11584.00 | 92.3 | -39.3 | 16.80 | 111 | 62 | 119 | |||||||||
| 21 Nov | 11729.00 | 130 | -25.1 | 15.43 | 11 | 3 | 57 | |||||||||
| 20 Nov | 11753.00 | 155.1 | 8.35 | 15.88 | 14 | 2 | 55 | |||||||||
| 19 Nov | 11666.00 | 146.75 | -31.85 | 16.76 | 23 | 15 | 52 | |||||||||
| 18 Nov | 11707.00 | 177.2 | -42.75 | 17.48 | 8 | 0 | 37 | |||||||||
| 17 Nov | 11778.00 | 219.95 | -20.05 | 18.64 | 12 | 10 | 36 | |||||||||
| 14 Nov | 11874.00 | 240 | -50 | 16.31 | 9 | 5 | 23 | |||||||||
| 13 Nov | 11934.00 | 290 | 17.35 | 17.38 | 14 | 1 | 17 | |||||||||
| 12 Nov | 11921.00 | 272.65 | -37.65 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 11825.00 | 272.65 | -37.65 | - | 0 | 3 | 0 | |||||||||
| 10 Nov | 11728.00 | 272.65 | -37.65 | 20.46 | 5 | 0 | 13 | |||||||||
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| 7 Nov | 11849.00 | 310.3 | -14 | 19.19 | 19 | 3 | 4 | |||||||||
| 6 Nov | 11910.00 | 324.3 | -154.3 | 17.17 | 1 | 0 | 0 | |||||||||
| 4 Nov | 11819.00 | 478.6 | 0 | 0.59 | 0 | 0 | 0 | |||||||||
| 3 Nov | 11950.00 | 478.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 11947.00 | 478.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 12053.00 | 478.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 11999.00 | 478.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12100 expiring on 30DEC2025
Delta for 12100 CE is 0.10
Historical price for 12100 CE is as follows
On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 21.05, which was -12.85 lower than the previous day. The implied volatity was 16.64, the open interest changed by -35 which decreased total open position to 305
On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 31.1, which was -15.5 lower than the previous day. The implied volatity was 15.47, the open interest changed by 41 which increased total open position to 340
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 45, which was -0.15 lower than the previous day. The implied volatity was 14.93, the open interest changed by -2 which decreased total open position to 295
On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 45.75, which was -1.4 lower than the previous day. The implied volatity was 14.55, the open interest changed by -7 which decreased total open position to 298
On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 46.85, which was -26.3 lower than the previous day. The implied volatity was 15.00, the open interest changed by 16 which increased total open position to 304
On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 73.4, which was 2.45 higher than the previous day. The implied volatity was 15.07, the open interest changed by 54 which increased total open position to 287
On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 69, which was 3.35 higher than the previous day. The implied volatity was 4.78, the open interest changed by -9 which decreased total open position to 233
On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 67.35, which was -6.35 lower than the previous day. The implied volatity was 15.23, the open interest changed by 29 which increased total open position to 240
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 74.25, which was -35 lower than the previous day. The implied volatity was 14.80, the open interest changed by 25 which increased total open position to 205
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 108.6, which was 34.4 higher than the previous day. The implied volatity was 13.80, the open interest changed by 13 which increased total open position to 180
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 72.7, which was -15.9 lower than the previous day. The implied volatity was 15.81, the open interest changed by 47 which increased total open position to 167
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 92.3, which was -39.3 lower than the previous day. The implied volatity was 16.80, the open interest changed by 62 which increased total open position to 119
On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 130, which was -25.1 lower than the previous day. The implied volatity was 15.43, the open interest changed by 3 which increased total open position to 57
On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 155.1, which was 8.35 higher than the previous day. The implied volatity was 15.88, the open interest changed by 2 which increased total open position to 55
On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 146.75, which was -31.85 lower than the previous day. The implied volatity was 16.76, the open interest changed by 15 which increased total open position to 52
On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 177.2, which was -42.75 lower than the previous day. The implied volatity was 17.48, the open interest changed by 0 which decreased total open position to 37
On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 219.95, which was -20.05 lower than the previous day. The implied volatity was 18.64, the open interest changed by 10 which increased total open position to 36
On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 240, which was -50 lower than the previous day. The implied volatity was 16.31, the open interest changed by 5 which increased total open position to 23
On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 290, which was 17.35 higher than the previous day. The implied volatity was 17.38, the open interest changed by 1 which increased total open position to 17
On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 272.65, which was -37.65 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 272.65, which was -37.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 272.65, which was -37.65 lower than the previous day. The implied volatity was 20.46, the open interest changed by 0 which decreased total open position to 13
On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 310.3, which was -14 lower than the previous day. The implied volatity was 19.19, the open interest changed by 3 which increased total open position to 4
On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 324.3, which was -154.3 lower than the previous day. The implied volatity was 17.17, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 478.6, which was 0 lower than the previous day. The implied volatity was 0.59, 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 478.6, 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 478.6, 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 478.6, 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 Oct ULTRACEMCO was trading at 11999.00. The strike last trading price was 478.6, 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 12100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 11414.00 | 558.1 | 87.45 | - | 6 | 1 | 23 |
| 8 Dec | 11540.00 | 470.65 | 102.1 | - | 0 | 0 | 22 |
| 5 Dec | 11597.00 | 470.65 | 102.1 | - | 0 | 0 | 0 |
| 4 Dec | 11608.00 | 470.65 | 102.1 | - | 0 | 0 | 0 |
| 3 Dec | 11591.00 | 470.65 | 102.1 | - | 0 | 0 | 0 |
| 2 Dec | 11666.00 | 470.65 | 102.1 | - | 0 | 0 | 0 |
| 1 Dec | 11662.00 | 470.65 | 102.1 | - | 0 | 0 | 0 |
| 28 Nov | 11600.00 | 470.65 | 102.1 | - | 0 | 6 | 0 |
| 27 Nov | 11617.00 | 470.65 | 102.1 | 17.02 | 18 | 4 | 20 |
| 26 Nov | 11759.00 | 366 | -86.7 | 16.62 | 8 | 5 | 16 |
| 25 Nov | 11580.00 | 452.7 | -9.85 | - | 0 | 0 | 0 |
| 24 Nov | 11584.00 | 452.7 | -9.85 | 11.08 | 2 | 0 | 11 |
| 21 Nov | 11729.00 | 462.55 | 16 | 20.39 | 1 | 0 | 10 |
| 20 Nov | 11753.00 | 446.55 | -31.25 | 20.86 | 1 | 0 | 9 |
| 19 Nov | 11666.00 | 477.8 | 77.8 | 19.98 | 9 | 7 | 8 |
| 18 Nov | 11707.00 | 400 | -120.65 | - | 0 | 1 | 0 |
| 17 Nov | 11778.00 | 400 | -120.65 | 18.43 | 1 | 0 | 0 |
| 14 Nov | 11874.00 | 520.65 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 11934.00 | 520.65 | 0 | 0.03 | 0 | 0 | 0 |
| 12 Nov | 11921.00 | 520.65 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 11825.00 | 520.65 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 11728.00 | 520.65 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 11849.00 | 520.65 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 11910.00 | 520.65 | 0 | 0.12 | 0 | 0 | 0 |
| 4 Nov | 11819.00 | 520.65 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 11950.00 | 520.65 | 0 | 0.19 | 0 | 0 | 0 |
| 31 Oct | 11947.00 | 520.65 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 12053.00 | 520.65 | 0 | 0.77 | 0 | 0 | 0 |
| 29 Oct | 11999.00 | 520.65 | 0 | 0.60 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12100 expiring on 30DEC2025
Delta for 12100 PE is -
Historical price for 12100 PE is as follows
On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 558.1, which was 87.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23
On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 470.65, which was 102.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 470.65, which was 102.1 higher 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 470.65, which was 102.1 higher 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 470.65, which was 102.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 470.65, which was 102.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 470.65, which was 102.1 higher 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 470.65, which was 102.1 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 470.65, which was 102.1 higher than the previous day. The implied volatity was 17.02, the open interest changed by 4 which increased total open position to 20
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 366, which was -86.7 lower than the previous day. The implied volatity was 16.62, the open interest changed by 5 which increased total open position to 16
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 452.7, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 452.7, which was -9.85 lower than the previous day. The implied volatity was 11.08, the open interest changed by 0 which decreased total open position to 11
On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 462.55, which was 16 higher than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 10
On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 446.55, which was -31.25 lower than the previous day. The implied volatity was 20.86, the open interest changed by 0 which decreased total open position to 9
On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 477.8, which was 77.8 higher than the previous day. The implied volatity was 19.98, the open interest changed by 7 which increased total open position to 8
On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 400, which was -120.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 400, which was -120.65 lower than the previous day. The implied volatity was 18.43, 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 520.65, 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 520.65, which was 0 lower than the previous day. The implied volatity was 0.03, 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 520.65, 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 520.65, 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 520.65, 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 520.65, 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 520.65, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 520.65, 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 520.65, which was 0 lower than the previous day. The implied volatity was 0.19, 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 520.65, 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 520.65, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ULTRACEMCO was trading at 11999.00. The strike last trading price was 520.65, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0































































































































































































































