[--[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) 12300 CE
Delta: 0.34
Vega: 0.05
Theta: -21.24
Gamma: 0.00074
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 12077.00 109.55 -35.55 37.34 3,160 -253 1,357
23 Apr 12167.00 150.25 30.650000000000006 36.15 2,333 451 1,610
22 Apr 12193.00 120 20.799999999999997 28.47 2,333 702 1,155
21 Apr 12039.00 98.8 12.950000000000003 30.25 1,432 133 415
20 Apr 11917.00 74.05 -9.150000000000006 31 709 49 283
17 Apr 11886.00 80.75 5 27.17 532 67 239
16 Apr 11826.00 75 -0.5999999999999943 28.33 363 23 173
15 Apr 11785.00 69.65 16.35000000000001 27.16 418 56 151
13 Apr 11502.00 54.55 -18.5 29.63 234 -46 94
10 Apr 11589.00 72.5 8.799999999999997 27.21 248 31 138
9 Apr 11448.00 61 -35.8 29.22 185 29 112
8 Apr 11603.00 94.85 60.3 28.61 546 -40 80
7 Apr 10936.00 33 -6.6 33.69 99 12 118
6 Apr 10955.00 40.2 11.1 33.2 45 7 106
2 Apr 10620.00 26.2 -10.95 33.97 63 25 100
1 Apr 10714.00 37.15 -19.35 33.68 81 36 75
30 Mar 10745.00 56.5 -17.55 34.63 56 18 40
27 Mar 11049.00 75.75 -18.25 29.83 60 2 21
25 Mar 11204.00 94 50.65 29 23 9 19
24 Mar 10764.00 43.35 16.35 29.57 8 7 11
23 Mar 10362.00 27 -33.85 32.45 2 0 4
20 Mar 10934.00 60.85 2.55 27.94 2 1 4
19 Mar 10814.00 58.3 -18.05 28.39 2 0 5
18 Mar 11247.00 76.35 -9.4 - 0 2 0
17 Mar 11116.00 76.35 -9.4 25.27 2 0 3
16 Mar 11099.00 85.75 -175.25 27.13 1 0 2
13 Mar 10616.00 261 -734.6 - 0 0 0
12 Mar 11089.00 261 -734.6 - 0 0 0
11 Mar 11462.00 261 -734.6 - 0 0 2
10 Mar 11654.00 261 -734.6 - 2 0 2
9 Mar 11378.00 261 -734.6 32.25 2 0 0
6 Mar 11987.00 995.6 0 0.77 0 0 0
5 Mar 12288.00 995.6 0 0.07 0 0 0
4 Mar 12107.00 995.6 0 0.11 0 0 0
2 Mar 12521.00 995.6 0 - 0 0 0
27 Feb 12677.00 995.6 0 - 0 0 0
26 Feb 12937.00 995.6 0 - 0 0 0


For Ultratech Cement Limited - strike price 12300 expiring on 28APR2026

Delta for 12300 CE is 0.34

Historical price for 12300 CE is as follows

On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 109.55, which was -35.55 lower than the previous day. The implied volatity was 37.34, the open interest changed by -253 which decreased total open position to 1357


On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 150.25, which was 30.650000000000006 higher than the previous day. The implied volatity was 36.15, the open interest changed by 451 which increased total open position to 1610


On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 120, which was 20.799999999999997 higher than the previous day. The implied volatity was 28.47, the open interest changed by 702 which increased total open position to 1155


On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 98.8, which was 12.950000000000003 higher than the previous day. The implied volatity was 30.25, the open interest changed by 133 which increased total open position to 415


On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 74.05, which was -9.150000000000006 lower than the previous day. The implied volatity was 31, the open interest changed by 49 which increased total open position to 283


On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 80.75, which was 5 higher than the previous day. The implied volatity was 27.17, the open interest changed by 67 which increased total open position to 239


On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 75, which was -0.5999999999999943 lower than the previous day. The implied volatity was 28.33, the open interest changed by 23 which increased total open position to 173


On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 69.65, which was 16.35000000000001 higher than the previous day. The implied volatity was 27.16, the open interest changed by 56 which increased total open position to 151


On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 54.55, which was -18.5 lower than the previous day. The implied volatity was 29.63, the open interest changed by -46 which decreased total open position to 94


On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 72.5, which was 8.799999999999997 higher than the previous day. The implied volatity was 27.21, the open interest changed by 31 which increased total open position to 138


On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 61, which was -35.8 lower than the previous day. The implied volatity was 29.22, the open interest changed by 29 which increased total open position to 112


On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 94.85, which was 60.3 higher than the previous day. The implied volatity was 28.61, the open interest changed by -40 which decreased total open position to 80


On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 33, which was -6.6 lower than the previous day. The implied volatity was 33.69, the open interest changed by 12 which increased total open position to 118


On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 40.2, which was 11.1 higher than the previous day. The implied volatity was 33.2, the open interest changed by 7 which increased total open position to 106


On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 26.2, which was -10.95 lower than the previous day. The implied volatity was 33.97, the open interest changed by 25 which increased total open position to 100


On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 37.15, which was -19.35 lower than the previous day. The implied volatity was 33.68, the open interest changed by 36 which increased total open position to 75


On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 56.5, which was -17.55 lower than the previous day. The implied volatity was 34.63, the open interest changed by 18 which increased total open position to 40


On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 75.75, which was -18.25 lower than the previous day. The implied volatity was 29.83, the open interest changed by 2 which increased total open position to 21


On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 94, which was 50.65 higher than the previous day. The implied volatity was 29, the open interest changed by 9 which increased total open position to 19


On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 43.35, which was 16.35 higher than the previous day. The implied volatity was 29.57, the open interest changed by 7 which increased total open position to 11


On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 27, which was -33.85 lower than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 4


On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 60.85, which was 2.55 higher than the previous day. The implied volatity was 27.94, the open interest changed by 1 which increased total open position to 4


On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 58.3, which was -18.05 lower than the previous day. The implied volatity was 28.39, the open interest changed by 0 which decreased total open position to 5


On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 76.35, which was -9.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 17 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 76.35, which was -9.4 lower than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 3


On 16 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 85.75, which was -175.25 lower than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 2


On 13 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 261, which was -734.6 lower 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 261, which was -734.6 lower 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 261, which was -734.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 261, which was -734.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 261, which was -734.6 lower than the previous day. The implied volatity was 32.25, 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 995.6, 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 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 995.6, which was 0 lower than the previous day. The implied volatity was 0.07, 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 995.6, which was 0 lower than the previous day. The implied volatity was 0.11, 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 995.6, 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 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 995.6, 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 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 995.6, 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 28-Apr-2026 (4d) 12300 PE
Delta: -0.69
Vega: 0.05
Theta: -16.54
Gamma: 0.00079
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 12077.00 318.6 58.35000000000002 33.55 192 27 186
23 Apr 12167.00 261.85 0.8000000000000114 36.4 264 25 148
22 Apr 12193.00 286.05 -70.84999999999997 31.69 179 69 120
21 Apr 12039.00 357.7 -117.35000000000002 29.27 31 3 51
20 Apr 11917.00 474.95 -27.75 32.71 61 -5 46
17 Apr 11886.00 502.7 -57.150000000000034 30.43 26 6 50
16 Apr 11826.00 562.45 -47 31.6 2 0 44
15 Apr 11785.00 609.45 -207.29999999999995 32.28 2 -1 44
13 Apr 11502.00 816.75 816.75 35.07 0 0 45
10 Apr 11589.00 816.75 -99.35000000000002 35.07 1 0 44
9 Apr 11448.00 916.1 155.65 34.63 3 1 46
8 Apr 11603.00 760.45 -700.5 31.37 11 9 44
7 Apr 10936.00 1460.95 228.2 - 0 0 35
6 Apr 10955.00 1460.95 228.2 - 0 0 35
2 Apr 10620.00 1460.95 228.2 - 0 0 35
1 Apr 10714.00 1460.95 228.2 - 0 0 35
30 Mar 10745.00 1460.95 228.2 34.93 12 0 23
27 Mar 11049.00 1232.75 92.1 37.19 12 8 19
25 Mar 11204.00 1140.65 -199.35 35.2 9 5 9
24 Mar 10764.00 1340 -35 - 0 0 4
23 Mar 10362.00 1340 -35 - 0 0 4
20 Mar 10934.00 1340 -35 31.75 3 2 3
19 Mar 10814.00 1375 1180 28.49 1 0 0
18 Mar 11247.00 195 0 - 0 0 0
17 Mar 11116.00 195 0 - 0 0 0
16 Mar 11099.00 195 0 - 0 0 0
13 Mar 10616.00 195 0 - 0 0 0
12 Mar 11089.00 195 0 - 0 0 0
11 Mar 11462.00 195 0 - 0 0 0
10 Mar 11654.00 195 0 - 0 0 0
9 Mar 11378.00 195 0 - 0 0 0
6 Mar 11987.00 195 0 0.14 0 0 0
5 Mar 12288.00 195 0 0.81 0 0 0
4 Mar 12107.00 195 0 0.17 0 0 0
2 Mar 12521.00 195 0 1.91 0 0 0
27 Feb 12677.00 195 0 2.72 0 0 0
26 Feb 12937.00 195 0 4 0 0 0


For Ultratech Cement Limited - strike price 12300 expiring on 28APR2026

Delta for 12300 PE is -0.69

Historical price for 12300 PE is as follows

On 24 Apr ULTRACEMCO was trading at 12077.00. The strike last trading price was 318.6, which was 58.35000000000002 higher than the previous day. The implied volatity was 33.55, the open interest changed by 27 which increased total open position to 186


On 23 Apr ULTRACEMCO was trading at 12167.00. The strike last trading price was 261.85, which was 0.8000000000000114 higher than the previous day. The implied volatity was 36.4, the open interest changed by 25 which increased total open position to 148


On 22 Apr ULTRACEMCO was trading at 12193.00. The strike last trading price was 286.05, which was -70.84999999999997 lower than the previous day. The implied volatity was 31.69, the open interest changed by 69 which increased total open position to 120


On 21 Apr ULTRACEMCO was trading at 12039.00. The strike last trading price was 357.7, which was -117.35000000000002 lower than the previous day. The implied volatity was 29.27, the open interest changed by 3 which increased total open position to 51


On 20 Apr ULTRACEMCO was trading at 11917.00. The strike last trading price was 474.95, which was -27.75 lower than the previous day. The implied volatity was 32.71, the open interest changed by -5 which decreased total open position to 46


On 17 Apr ULTRACEMCO was trading at 11886.00. The strike last trading price was 502.7, which was -57.150000000000034 lower than the previous day. The implied volatity was 30.43, the open interest changed by 6 which increased total open position to 50


On 16 Apr ULTRACEMCO was trading at 11826.00. The strike last trading price was 562.45, which was -47 lower than the previous day. The implied volatity was 31.6, the open interest changed by 0 which decreased total open position to 44


On 15 Apr ULTRACEMCO was trading at 11785.00. The strike last trading price was 609.45, which was -207.29999999999995 lower than the previous day. The implied volatity was 32.28, the open interest changed by -1 which decreased total open position to 44


On 13 Apr ULTRACEMCO was trading at 11502.00. The strike last trading price was 816.75, which was 816.75 higher than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 45


On 10 Apr ULTRACEMCO was trading at 11589.00. The strike last trading price was 816.75, which was -99.35000000000002 lower than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 44


On 9 Apr ULTRACEMCO was trading at 11448.00. The strike last trading price was 916.1, which was 155.65 higher than the previous day. The implied volatity was 34.63, the open interest changed by 1 which increased total open position to 46


On 8 Apr ULTRACEMCO was trading at 11603.00. The strike last trading price was 760.45, which was -700.5 lower than the previous day. The implied volatity was 31.37, the open interest changed by 9 which increased total open position to 44


On 7 Apr ULTRACEMCO was trading at 10936.00. The strike last trading price was 1460.95, which was 228.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 6 Apr ULTRACEMCO was trading at 10955.00. The strike last trading price was 1460.95, which was 228.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 2 Apr ULTRACEMCO was trading at 10620.00. The strike last trading price was 1460.95, which was 228.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 1 Apr ULTRACEMCO was trading at 10714.00. The strike last trading price was 1460.95, which was 228.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 30 Mar ULTRACEMCO was trading at 10745.00. The strike last trading price was 1460.95, which was 228.2 higher than the previous day. The implied volatity was 34.93, the open interest changed by 0 which decreased total open position to 23


On 27 Mar ULTRACEMCO was trading at 11049.00. The strike last trading price was 1232.75, which was 92.1 higher than the previous day. The implied volatity was 37.19, the open interest changed by 8 which increased total open position to 19


On 25 Mar ULTRACEMCO was trading at 11204.00. The strike last trading price was 1140.65, which was -199.35 lower than the previous day. The implied volatity was 35.2, the open interest changed by 5 which increased total open position to 9


On 24 Mar ULTRACEMCO was trading at 10764.00. The strike last trading price was 1340, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 23 Mar ULTRACEMCO was trading at 10362.00. The strike last trading price was 1340, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Mar ULTRACEMCO was trading at 10934.00. The strike last trading price was 1340, which was -35 lower than the previous day. The implied volatity was 31.75, the open interest changed by 2 which increased total open position to 3


On 19 Mar ULTRACEMCO was trading at 10814.00. The strike last trading price was 1375, which was 1180 higher than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 0


On 18 Mar ULTRACEMCO was trading at 11247.00. The strike last trading price was 195, 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 Mar ULTRACEMCO was trading at 11116.00. The strike last trading price was 195, 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 Mar ULTRACEMCO was trading at 11099.00. The strike last trading price was 195, 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 Mar ULTRACEMCO was trading at 10616.00. The strike last trading price was 195, 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 Mar ULTRACEMCO was trading at 11089.00. The strike last trading price was 195, 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 Mar ULTRACEMCO was trading at 11462.00. The strike last trading price was 195, 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 Mar ULTRACEMCO was trading at 11654.00. The strike last trading price was 195, 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 Mar ULTRACEMCO was trading at 11378.00. The strike last trading price was 195, 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 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 195, which was 0 lower than the previous day. The implied volatity was 0.14, 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 195, which was 0 lower than the previous day. The implied volatity was 0.81, 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 195, which was 0 lower than the previous day. The implied volatity was 0.17, 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 195, which was 0 lower than the previous day. The implied volatity was 1.91, 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 195, which was 0 lower than the previous day. The implied volatity was 2.72, 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 195, which was 0 lower than the previous day. The implied volatity was 4, the open interest changed by 0 which decreased total open position to 0