[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
12075 -92.00 (-0.76%)
L: 11990 H: 12246

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Historical option data for ULTRACEMCO

24 Apr 2026 01:39 PM IST
ULTRACEMCO 28-Apr-2026 (4d) 12100 CE
Delta: 0.49
Vega: 0.05
Theta: -21.53
Gamma: 0.00087
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 12077.00 175.35 -43.5 34.67 1,262 50 437
23 Apr 12167.00 225.2 17.649999999999977 33.17 2,101 9 386
22 Apr 12193.00 203.15 29.700000000000017 27.24 3,124 114 395
21 Apr 12039.00 171.05 29.80000000000001 30.4 1,767 8 280
20 Apr 11917.00 125.6 -16 30.48 1,154 84 270
17 Apr 11886.00 140.45 9.099999999999994 26.97 619 84 187
16 Apr 11826.00 129.8 1.950000000000017 28.91 623 6 103
15 Apr 11785.00 121.2 32.650000000000006 29.18 361 -18 95
13 Apr 11502.00 90.5 -27.599999999999994 29.97 233 44 113
10 Apr 11589.00 109.4 9.600000000000009 26.58 228 -7 67
9 Apr 11448.00 96.35 -47.55 29.36 227 -17 71
8 Apr 11603.00 142.2 91 28.63 355 -9 84
7 Apr 10936.00 51 -8.15 33.78 16 -2 93
6 Apr 10955.00 60.1 19.15 33.13 98 -4 94
2 Apr 10620.00 40 -12.15 34.17 82 0 97
1 Apr 10714.00 53.15 -19.25 33.51 191 28 95
30 Mar 10745.00 72.15 -30.45 33.68 85 44 64
27 Mar 11049.00 105.4 -25.25 29.7 40 8 20
25 Mar 11204.00 130.65 53.15 29.03 15 9 11
24 Mar 10764.00 77.5 -33.25 - 0 0 2
23 Mar 10362.00 77.5 -33.25 - 0 0 2
20 Mar 10934.00 77.5 -33.25 26.97 1 0 0
19 Mar 10814.00 110.75 -1032.95 - 0 0 1
18 Mar 11247.00 110.75 -1032.95 - 0 0 0
17 Mar 11116.00 110.75 -1032.95 - 1 0 1
16 Mar 11099.00 110.75 -1032.95 26.46 1 0 0
13 Mar 10616.00 1143.7 0 7.09 0 0 0
12 Mar 11089.00 1143.7 0 4.85 0 0 0
11 Mar 11462.00 1143.7 0 2.87 0 0 0
10 Mar 11654.00 1143.7 0 1.67 0 0 0
9 Mar 11378.00 1143.7 0 3.19 0 0 0
6 Mar 11987.00 1143.7 0 - 0 0 0
5 Mar 12288.00 1143.7 0 - 0 0 0
4 Mar 12107.00 1143.7 0 0.06 0 0 0
2 Mar 12521.00 1143.7 0 - 0 0 0
27 Feb 12677.00 1143.7 0 - 0 0 0
26 Feb 12937.00 1143.7 0 - 0 0 0


For Ultratech Cement Limited - strike price 12100 expiring on 28APR2026

Delta for 12100 CE is 0.49

Historical price for 12100 CE is as follows

On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 175.35, which was -43.5 lower than the previous day. The implied volatity was 34.67, the open interest changed by 50 which increased total open position to 437


On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 225.2, which was 17.649999999999977 higher than the previous day. The implied volatity was 33.17, the open interest changed by 9 which increased total open position to 386


On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 203.15, which was 29.700000000000017 higher than the previous day. The implied volatity was 27.24, the open interest changed by 114 which increased total open position to 395


On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 171.05, which was 29.80000000000001 higher than the previous day. The implied volatity was 30.4, the open interest changed by 8 which increased total open position to 280


On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 125.6, which was -16 lower than the previous day. The implied volatity was 30.48, the open interest changed by 84 which increased total open position to 270


On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 140.45, which was 9.099999999999994 higher than the previous day. The implied volatity was 26.97, the open interest changed by 84 which increased total open position to 187


On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 129.8, which was 1.950000000000017 higher than the previous day. The implied volatity was 28.91, the open interest changed by 6 which increased total open position to 103


On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 121.2, which was 32.650000000000006 higher than the previous day. The implied volatity was 29.18, the open interest changed by -18 which decreased total open position to 95


On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 90.5, which was -27.599999999999994 lower than the previous day. The implied volatity was 29.97, the open interest changed by 44 which increased total open position to 113


On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 109.4, which was 9.600000000000009 higher than the previous day. The implied volatity was 26.58, the open interest changed by -7 which decreased total open position to 67


On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 96.35, which was -47.55 lower than the previous day. The implied volatity was 29.36, the open interest changed by -17 which decreased total open position to 71


On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 142.2, which was 91 higher than the previous day. The implied volatity was 28.63, the open interest changed by -9 which decreased total open position to 84


On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 51, which was -8.15 lower than the previous day. The implied volatity was 33.78, the open interest changed by -2 which decreased total open position to 93


On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 60.1, which was 19.15 higher than the previous day. The implied volatity was 33.13, the open interest changed by -4 which decreased total open position to 94


On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 40, which was -12.15 lower than the previous day. The implied volatity was 34.17, the open interest changed by 0 which decreased total open position to 97


On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 53.15, which was -19.25 lower than the previous day. The implied volatity was 33.51, the open interest changed by 28 which increased total open position to 95


On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 72.15, which was -30.45 lower than the previous day. The implied volatity was 33.68, the open interest changed by 44 which increased total open position to 64


On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 105.4, which was -25.25 lower than the previous day. The implied volatity was 29.7, the open interest changed by 8 which increased total open position to 20


On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 130.65, which was 53.15 higher than the previous day. The implied volatity was 29.03, the open interest changed by 9 which increased total open position to 11


On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 77.5, which was -33.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 77.5, which was -33.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 77.5, which was -33.25 lower than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 0


On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 110.75, which was -1032.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 110.75, which was -1032.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 110.75, which was -1032.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 110.75, which was -1032.95 lower than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 0


On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 1143.7, which was 0 lower than the previous day. The implied volatity was 7.09, the open interest changed by 0 which decreased total open position to 0


On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 1143.7, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0


On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 1143.7, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0


On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 1143.7, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0


On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 1143.7, which was 0 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0


On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 1143.7, 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 1143.7, 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 1143.7, which was 0 lower than the previous day. The implied volatity was 0.06, 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 1143.7, 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 1143.7, 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 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 1143.7, 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


ULTRACEMCO 28-Apr-2026 (4d) 12100 PE
Delta: -0.51
Vega: 0.05
Theta: -18.48
Gamma: 0.00092
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 12077.00 184.1 40.29999999999998 32.64 837 2 906
23 Apr 12167.00 151 -1.3000000000000114 30.67 1,222 -19 901
22 Apr 12193.00 165.65 -64.44999999999999 30.25 2,337 819 921
21 Apr 12039.00 236.2 -112 29.91 355 53 102
20 Apr 11917.00 353.2 -15.150000000000034 34.66 85 18 49
17 Apr 11886.00 370 -1145 30.51 20 19 30
16 Apr 11826.00 1515 1515 - 0 0 11
15 Apr 11785.00 1515 1515 - 0 0 11
13 Apr 11502.00 1515 1515 - 0 0 11
10 Apr 11589.00 1515 1515 - 0 0 11
9 Apr 11448.00 1515 1367.55 - 0 0 0
8 Apr 11603.00 1515 1367.55 - 0 0 11
7 Apr 10936.00 1515 1367.55 - 0 0 11
6 Apr 10955.00 1515 1367.55 - 0 0 11
2 Apr 10620.00 1515 1367.55 - 0 0 11
1 Apr 10714.00 1515 1367.55 - 0 0 11
30 Mar 10745.00 1515 1367.55 - 0 0 0
27 Mar 11049.00 1515 1367.55 - 0 0 11
25 Mar 11204.00 1515 1367.55 - 0 0 11
24 Mar 10764.00 1515 1367.55 54.47 2 0 13
23 Mar 10362.00 147.45 46.8 - 0 0 13
20 Mar 10934.00 147.45 46.8 - 0 0 0
19 Mar 10814.00 147.45 46.8 - 0 0 13
18 Mar 11247.00 147.45 46.8 - 0 0 0
17 Mar 11116.00 147.45 46.8 - 0 0 13
16 Mar 11099.00 147.45 46.8 - 0 0 0
13 Mar 10616.00 147.45 46.8 - 0 0 0
12 Mar 11089.00 147.45 46.8 - 0 0 0
11 Mar 11462.00 147.45 46.8 - 0 0 13
10 Mar 11654.00 147.45 46.8 - 0 0 13
9 Mar 11378.00 147.45 46.8 - 0 0 0
6 Mar 11987.00 147.45 46.8 - 0 0 13
5 Mar 12288.00 147.45 46.8 - 0 0 0
4 Mar 12107.00 147.45 46.8 - 0 0 13
2 Mar 12521.00 147.45 46.8 - 0 7 0
27 Feb 12677.00 147.45 46.8 21.13 7 5 11
26 Feb 12937.00 100.65 -44.75 21.53 7 6 6


For Ultratech Cement Limited - strike price 12100 expiring on 28APR2026

Delta for 12100 PE is -0.51

Historical price for 12100 PE is as follows

On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 184.1, which was 40.29999999999998 higher than the previous day. The implied volatity was 32.64, the open interest changed by 2 which increased total open position to 906


On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 151, which was -1.3000000000000114 lower than the previous day. The implied volatity was 30.67, the open interest changed by -19 which decreased total open position to 901


On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 165.65, which was -64.44999999999999 lower than the previous day. The implied volatity was 30.25, the open interest changed by 819 which increased total open position to 921


On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 236.2, which was -112 lower than the previous day. The implied volatity was 29.91, the open interest changed by 53 which increased total open position to 102


On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 353.2, which was -15.150000000000034 lower than the previous day. The implied volatity was 34.66, the open interest changed by 18 which increased total open position to 49


On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 370, which was -1145 lower than the previous day. The implied volatity was 30.51, the open interest changed by 19 which increased total open position to 30


On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 1515, which was 1515 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 1515, which was 1515 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 1515, which was 1515 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 1515, which was 1515 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 1515, which was 1367.55 higher than the previous day. The implied volatity was 54.47, the open interest changed by 0 which decreased total open position to 13


On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 147.45, which was 46.8 higher 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 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 147.45, which was 46.8 higher than the previous day. The implied volatity was 21.13, the open interest changed by 5 which increased total open position to 11


On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 100.65, which was -44.75 lower than the previous day. The implied volatity was 21.53, the open interest changed by 6 which increased total open position to 6