ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
11 Mar 2026 04:10 PM IST
| ULTRACEMCO 30-MAR-2026 12100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 8.02
Theta: -6.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 11462.00 | 100.5 | -50.4 | 28.96 | 309 | 26 | 525 | |||||||||
| 10 Mar | 11654.00 | 150.05 | 30.45 | 27.52 | 945 | -123 | 499 | |||||||||
| 9 Mar | 11378.00 | 117.4 | -154.45 | 31.96 | 1,013 | 87 | 615 | |||||||||
| 6 Mar | 11987.00 | 274.95 | -113.35 | 23.62 | 1,630 | 29 | 528 | |||||||||
| 5 Mar | 12288.00 | 406.35 | 56.75 | 21.13 | 1,199 | 9 | 502 | |||||||||
| 4 Mar | 12107.00 | 353.55 | -596.45 | 24.05 | 1,853 | 491 | 493 | |||||||||
| 2 Mar | 12521.00 | 950 | 100 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 12677.00 | 950 | 100 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 12937.00 | 950 | 100 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 13041.00 | 950 | 100 | - | 1 | 0 | 2 | |||||||||
| 24 Feb | 12960.00 | 950 | 100 | 14.38 | 1 | 0 | 1 | |||||||||
| 23 Feb | 12976.00 | 850 | 4.65 | 15.74 | 1 | 0 | 0 | |||||||||
| 20 Feb | 12766.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 12688.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13052.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 12984.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 12981.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 12963.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13029.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 12969.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13023.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13048.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 12722.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 12773.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 12806.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Feb | 12590.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 12535.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 12284.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 12694.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 12717.00 | 845.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 12767.00 | 845.35 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12100 expiring on 30MAR2026
Delta for 12100 CE is 0.23
Historical price for 12100 CE is as follows
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 100.5, which was -50.4 lower than the previous day. The implied volatity was 28.96, the open interest changed by 26 which increased total open position to 525
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 150.05, which was 30.45 higher than the previous day. The implied volatity was 27.52, the open interest changed by -123 which decreased total open position to 499
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 117.4, which was -154.45 lower than the previous day. The implied volatity was 31.96, the open interest changed by 87 which increased total open position to 615
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 274.95, which was -113.35 lower than the previous day. The implied volatity was 23.62, the open interest changed by 29 which increased total open position to 528
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 406.35, which was 56.75 higher than the previous day. The implied volatity was 21.13, the open interest changed by 9 which increased total open position to 502
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 353.55, which was -596.45 lower than the previous day. The implied volatity was 24.05, the open interest changed by 491 which increased total open position to 493
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 950, which was 100 higher 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 950, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 950, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 950, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 950, which was 100 higher than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 1
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 850, which was 4.65 higher than the previous day. The implied volatity was 15.74, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 845.35, 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 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 845.35, 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 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 845.35, 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 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 845.35, 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 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 845.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30MAR2026 12100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 8.59
Theta: -5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 11462.00 | 722.9 | 174.15 | 33.19 | 20 | -4 | 128 |
| 10 Mar | 11654.00 | 546.2 | -238.45 | 28.77 | 43 | -18 | 131 |
| 9 Mar | 11378.00 | 779.95 | 426.3 | 30.76 | 283 | -74 | 150 |
| 6 Mar | 11987.00 | 348.4 | 148.8 | 27.11 | 709 | -35 | 222 |
| 5 Mar | 12288.00 | 213.4 | -97.1 | 25.27 | 646 | 28 | 257 |
| 4 Mar | 12107.00 | 320.3 | 195.6 | 28.18 | 823 | 100 | 227 |
| 2 Mar | 12521.00 | 121.45 | 46.15 | 22.24 | 185 | 30 | 127 |
| 27 Feb | 12677.00 | 73.5 | 29.1 | 20.26 | 134 | 36 | 97 |
| 26 Feb | 12937.00 | 44.4 | 5.9 | 21.28 | 31 | 4 | 61 |
| 25 Feb | 13041.00 | 39.35 | -9.65 | 21.93 | 80 | 13 | 57 |
| 24 Feb | 12960.00 | 49 | -3.75 | 21.53 | 18 | 5 | 44 |
| 23 Feb | 12976.00 | 52.7 | -60.35 | 22.13 | 59 | 36 | 38 |
| 20 Feb | 12766.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 19 Feb | 12688.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 18 Feb | 13052.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 17 Feb | 12984.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 16 Feb | 12981.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 13 Feb | 12963.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 12 Feb | 13029.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 11 Feb | 12969.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 10 Feb | 13023.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 9 Feb | 13048.00 | 113.05 | -113.1 | - | 0 | 0 | 2 |
| 6 Feb | 12722.00 | 113.05 | -113.1 | 21.03 | 2 | 0 | 0 |
| 5 Feb | 12773.00 | 226.15 | 51 | - | 0 | 0 | 0 |
| 4 Feb | 12806.00 | 226.15 | 51 | - | 0 | 0 | 0 |
| 3 Feb | 12590.00 | 226.15 | 51 | - | 0 | 0 | 0 |
| 2 Feb | 12535.00 | 226.15 | 51 | 24.89 | 2 | 0 | 2 |
| 1 Feb | 12284.00 | 175.15 | 13.45 | - | 0 | 0 | 2 |
| 30 Jan | 12694.00 | 175.15 | 13.45 | 23.94 | 1 | 0 | 1 |
| 29 Jan | 12717.00 | 161.7 | -68.1 | 22.36 | 1 | 0 | 0 |
| 28 Jan | 12767.00 | 229.8 | 0 | 4.27 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12100 expiring on 30MAR2026
Delta for 12100 PE is -0.73
Historical price for 12100 PE is as follows
On 11 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 722.9, which was 174.15 higher than the previous day. The implied volatity was 33.19, the open interest changed by -4 which decreased total open position to 128
On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 546.2, which was -238.45 lower than the previous day. The implied volatity was 28.77, the open interest changed by -18 which decreased total open position to 131
On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 779.95, which was 426.3 higher than the previous day. The implied volatity was 30.76, the open interest changed by -74 which decreased total open position to 150
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 348.4, which was 148.8 higher than the previous day. The implied volatity was 27.11, the open interest changed by -35 which decreased total open position to 222
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 213.4, which was -97.1 lower than the previous day. The implied volatity was 25.27, the open interest changed by 28 which increased total open position to 257
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 320.3, which was 195.6 higher than the previous day. The implied volatity was 28.18, the open interest changed by 100 which increased total open position to 227
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 121.45, which was 46.15 higher than the previous day. The implied volatity was 22.24, the open interest changed by 30 which increased total open position to 127
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 73.5, which was 29.1 higher than the previous day. The implied volatity was 20.26, the open interest changed by 36 which increased total open position to 97
On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 44.4, which was 5.9 higher than the previous day. The implied volatity was 21.28, the open interest changed by 4 which increased total open position to 61
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 39.35, which was -9.65 lower than the previous day. The implied volatity was 21.93, the open interest changed by 13 which increased total open position to 57
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 49, which was -3.75 lower than the previous day. The implied volatity was 21.53, the open interest changed by 5 which increased total open position to 44
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 52.7, which was -60.35 lower than the previous day. The implied volatity was 22.13, the open interest changed by 36 which increased total open position to 38
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 113.05, which was -113.1 lower than the previous day. The implied volatity was 21.03, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 226.15, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 226.15, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 226.15, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 226.15, which was 51 higher than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 2
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 175.15, which was 13.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 175.15, which was 13.45 higher than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 1
On 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 161.7, which was -68.1 lower than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 229.8, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
