ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
16 Jan 2026 04:11 PM IST
| ULTRACEMCO 27-JAN-2026 12100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 6.31
Theta: -8.1
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 6.96
Theta: -6.59
Gamma: 0
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| 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































































































































































































































