[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
12378 +123.00 (1.00%)
L: 11800 H: 12405

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Historical option data for ULTRACEMCO

16 Jan 2026 04:11 PM IST
ULTRACEMCO 27-JAN-2026 12100 CE
Delta: 0.78
Vega: 6.31
Theta: -8.1
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 12378.00 365.75 68.85 19.31 558 27 527
14 Jan 12255.00 299.3 123.1 21.08 2,365 -175 513
13 Jan 12044.00 165.65 -39.2 19.61 3,039 164 693
12 Jan 12098.00 203 74.4 16.97 2,128 -21 528
9 Jan 11937.00 132 -63.15 17.77 1,445 -79 563
8 Jan 12064.00 192.45 -64.25 17.11 988 59 644
7 Jan 12184.00 260 -33.3 16.17 961 151 582
6 Jan 12204.00 289.3 68.1 18.07 2,048 -80 437
5 Jan 12087.00 216.95 69.15 17.02 4,139 229 511
2 Jan 11899.00 148.3 -4.8 15.45 751 29 282
1 Jan 11901.00 152.4 30 15.96 588 15 254
31 Dec 11784.00 124 7.9 16.73 360 98 238
30 Dec 11705.00 116 -28.4 18.22 201 66 141
29 Dec 11799.00 143.7 -11.75 16.71 57 14 76
26 Dec 11794.00 153 7 17.54 58 21 61
24 Dec 11764.00 145.9 -7.1 16.54 65 30 39
23 Dec 11678.00 153 -31.25 19.06 11 2 8
22 Dec 11532.00 184.25 4.25 - 0 0 6
19 Dec 11496.00 184.25 4.25 - 0 0 6
18 Dec 11461.00 184.25 4.25 - 0 0 6
17 Dec 11540.00 184.25 4.25 - 0 0 6
16 Dec 11528.00 184.25 4.25 - 0 0 6
15 Dec 11728.00 184.25 4.25 17.98 3 1 4
12 Dec 11723.00 180 -63.4 16.41 1 0 2
11 Dec 11472.00 243.4 -61.3 - 0 0 2
10 Dec 11317.00 243.4 -61.3 - 0 0 2
9 Dec 11414.00 243.4 -61.3 - 0 0 0
8 Dec 11540.00 243.4 -61.3 - 0 0 2
5 Dec 11597.00 243.4 -61.3 - 0 0 0
4 Dec 11608.00 243.4 -61.3 - 0 0 0
3 Dec 11591.00 243.4 -61.3 - 0 0 0
2 Dec 11666.00 243.4 -61.3 - 0 0 0
1 Dec 11662.00 243.4 -61.3 - 0 0 0
28 Nov 11600.00 243.4 -61.3 - 0 0 0
27 Nov 11617.00 243.4 -61.3 - 0 2 0
26 Nov 11759.00 243.4 -61.3 15.8 2 0 0


For Ultratech Cement Limited - strike price 12100 expiring on 27JAN2026

Delta for 12100 CE is 0.78

Historical price for 12100 CE is as follows

On 16 Jan ULTRACEMCO was trading at 12378.00. The strike last trading price was 365.75, which was 68.85 higher than the previous day. The implied volatity was 19.31, the open interest changed by 27 which increased total open position to 527


On 14 Jan ULTRACEMCO was trading at 12255.00. The strike last trading price was 299.3, which was 123.1 higher than the previous day. The implied volatity was 21.08, the open interest changed by -175 which decreased total open position to 513


On 13 Jan ULTRACEMCO was trading at 12044.00. The strike last trading price was 165.65, which was -39.2 lower than the previous day. The implied volatity was 19.61, the open interest changed by 164 which increased total open position to 693


On 12 Jan ULTRACEMCO was trading at 12098.00. The strike last trading price was 203, which was 74.4 higher than the previous day. The implied volatity was 16.97, the open interest changed by -21 which decreased total open position to 528


On 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 132, which was -63.15 lower than the previous day. The implied volatity was 17.77, the open interest changed by -79 which decreased total open position to 563


On 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 192.45, which was -64.25 lower than the previous day. The implied volatity was 17.11, the open interest changed by 59 which increased total open position to 644


On 7 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 260, which was -33.3 lower than the previous day. The implied volatity was 16.17, the open interest changed by 151 which increased total open position to 582


On 6 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 289.3, which was 68.1 higher than the previous day. The implied volatity was 18.07, the open interest changed by -80 which decreased total open position to 437


On 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 216.95, which was 69.15 higher than the previous day. The implied volatity was 17.02, the open interest changed by 229 which increased total open position to 511


On 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 148.3, which was -4.8 lower than the previous day. The implied volatity was 15.45, the open interest changed by 29 which increased total open position to 282


On 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 152.4, which was 30 higher than the previous day. The implied volatity was 15.96, the open interest changed by 15 which increased total open position to 254


On 31 Dec ULTRACEMCO was trading at 11784.00. The strike last trading price was 124, which was 7.9 higher than the previous day. The implied volatity was 16.73, the open interest changed by 98 which increased total open position to 238


On 30 Dec ULTRACEMCO was trading at 11705.00. The strike last trading price was 116, which was -28.4 lower than the previous day. The implied volatity was 18.22, the open interest changed by 66 which increased total open position to 141


On 29 Dec ULTRACEMCO was trading at 11799.00. The strike last trading price was 143.7, which was -11.75 lower than the previous day. The implied volatity was 16.71, the open interest changed by 14 which increased total open position to 76


On 26 Dec ULTRACEMCO was trading at 11794.00. The strike last trading price was 153, which was 7 higher than the previous day. The implied volatity was 17.54, the open interest changed by 21 which increased total open position to 61


On 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 145.9, which was -7.1 lower than the previous day. The implied volatity was 16.54, the open interest changed by 30 which increased total open position to 39


On 23 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 153, which was -31.25 lower than the previous day. The implied volatity was 19.06, the open interest changed by 2 which increased total open position to 8


On 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 184.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 19 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 184.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 18 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 184.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 17 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 184.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 16 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 184.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 184.25, which was 4.25 higher than the previous day. The implied volatity was 17.98, 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 180, which was -63.4 lower than the previous day. The implied volatity was 16.41, the open interest changed by 0 which decreased total open position to 2


On 11 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 243.4, which was -61.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 243.4, which was -61.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 243.4, which was -61.3 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 243.4, which was -61.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 243.4, which was -61.3 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 243.4, which was -61.3 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 243.4, which was -61.3 lower 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 243.4, which was -61.3 lower 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 243.4, which was -61.3 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 243.4, which was -61.3 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 243.4, which was -61.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 243.4, which was -61.3 lower than the previous day. The implied volatity was 15.8, the open interest changed by 0 which decreased total open position to 0


ULTRACEMCO 27JAN2026 12100 PE
Delta: -0.26
Vega: 6.96
Theta: -6.59
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 12378.00 81.45 -48.2 23.68 1,099 53 622
14 Jan 12255.00 128.3 -82.55 22.72 1,553 150 587
13 Jan 12044.00 217.45 32.9 21.01 1,071 -4 440
12 Jan 12098.00 180 -92.5 21.8 424 56 442
9 Jan 11937.00 266.5 52.95 18.55 591 -59 414
8 Jan 12064.00 219.15 65.95 20.44 993 -184 476
7 Jan 12184.00 150.5 8.7 18.8 1,196 175 661
6 Jan 12204.00 138.8 -61.9 17.52 1,416 197 489
5 Jan 12087.00 204 -86.85 18.61 1,745 252 300
2 Jan 11899.00 288.5 -86.05 18.94 75 24 50
1 Jan 11901.00 374.55 -71.4 - 0 0 26
31 Dec 11784.00 374.55 -71.4 19.37 18 11 25
30 Dec 11705.00 445.95 72.25 20.23 23 11 13
29 Dec 11799.00 373.7 -324.5 20.29 2 1 1
26 Dec 11794.00 698.2 0 - 0 0 0
24 Dec 11764.00 698.2 0 - 0 0 0
23 Dec 11678.00 698.2 0 - 0 0 0
22 Dec 11532.00 698.2 0 - 0 0 0
19 Dec 11496.00 698.2 0 - 0 0 0
18 Dec 11461.00 698.2 0 - 0 0 0
17 Dec 11540.00 698.2 0 - 0 0 0
16 Dec 11528.00 698.2 0 - 0 0 0
15 Dec 11728.00 698.2 0 - 0 0 0
12 Dec 11723.00 698.2 0 - 0 0 0
11 Dec 11472.00 698.2 0 - 0 0 0
10 Dec 11317.00 698.2 0 - 0 0 0
9 Dec 11414.00 698.2 0 - 0 0 0
8 Dec 11540.00 698.2 0 - 0 0 0
5 Dec 11597.00 698.2 0 - 0 0 0
4 Dec 11608.00 698.2 0 - 0 0 0
3 Dec 11591.00 698.2 0 - 0 0 0
2 Dec 11666.00 698.2 0 - 0 0 0
1 Dec 11662.00 698.2 0 0.57 0 0 0
28 Nov 11600.00 698.2 0 - 0 0 0
27 Nov 11617.00 698.2 0 - 0 0 0
26 Nov 11759.00 698.2 0 - 0 0 0


For Ultratech Cement Limited - strike price 12100 expiring on 27JAN2026

Delta for 12100 PE is -0.26

Historical price for 12100 PE is as follows

On 16 Jan ULTRACEMCO was trading at 12378.00. The strike last trading price was 81.45, which was -48.2 lower than the previous day. The implied volatity was 23.68, the open interest changed by 53 which increased total open position to 622


On 14 Jan ULTRACEMCO was trading at 12255.00. The strike last trading price was 128.3, which was -82.55 lower than the previous day. The implied volatity was 22.72, the open interest changed by 150 which increased total open position to 587


On 13 Jan ULTRACEMCO was trading at 12044.00. The strike last trading price was 217.45, which was 32.9 higher than the previous day. The implied volatity was 21.01, the open interest changed by -4 which decreased total open position to 440


On 12 Jan ULTRACEMCO was trading at 12098.00. The strike last trading price was 180, which was -92.5 lower than the previous day. The implied volatity was 21.8, the open interest changed by 56 which increased total open position to 442


On 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 266.5, which was 52.95 higher than the previous day. The implied volatity was 18.55, the open interest changed by -59 which decreased total open position to 414


On 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 219.15, which was 65.95 higher than the previous day. The implied volatity was 20.44, the open interest changed by -184 which decreased total open position to 476


On 7 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 150.5, which was 8.7 higher than the previous day. The implied volatity was 18.8, the open interest changed by 175 which increased total open position to 661


On 6 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 138.8, which was -61.9 lower than the previous day. The implied volatity was 17.52, the open interest changed by 197 which increased total open position to 489


On 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 204, which was -86.85 lower than the previous day. The implied volatity was 18.61, the open interest changed by 252 which increased total open position to 300


On 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 288.5, which was -86.05 lower than the previous day. The implied volatity was 18.94, the open interest changed by 24 which increased total open position to 50


On 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 374.55, which was -71.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 31 Dec ULTRACEMCO was trading at 11784.00. The strike last trading price was 374.55, which was -71.4 lower than the previous day. The implied volatity was 19.37, the open interest changed by 11 which increased total open position to 25


On 30 Dec ULTRACEMCO was trading at 11705.00. The strike last trading price was 445.95, which was 72.25 higher than the previous day. The implied volatity was 20.23, the open interest changed by 11 which increased total open position to 13


On 29 Dec ULTRACEMCO was trading at 11799.00. The strike last trading price was 373.7, which was -324.5 lower than the previous day. The implied volatity was 20.29, the open interest changed by 1 which increased total open position to 1


On 26 Dec ULTRACEMCO was trading at 11794.00. The strike last trading price was 698.2, 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 24 Dec ULTRACEMCO was trading at 11764.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11678.00. The strike last trading price was 698.2, 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 22 Dec ULTRACEMCO was trading at 11532.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11496.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11461.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11528.00. The strike last trading price was 698.2, 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 15 Dec ULTRACEMCO was trading at 11728.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11723.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11472.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11317.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 698.2, 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 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 698.2, 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 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 698.2, which was 0 lower than the previous day. The implied volatity was 0.57, 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 698.2, 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 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 698.2, 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 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 698.2, 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