[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
11414 -126.00 (-1.09%)
L: 11379 H: 11525

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Historical option data for ULTRACEMCO

09 Dec 2025 04:10 PM IST
ULTRACEMCO 30-DEC-2025 12100 CE
Delta: 0.10
Vega: 4.78
Theta: -2.20
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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