ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
06 Mar 2026 04:10 PM IST
| ULTRACEMCO 30-MAR-2026 12300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 11.79
Theta: -7.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 11987.00 | 194.1 | -92.8 | 23.8 | 997 | 51 | 298 | |||||||||
| 5 Mar | 12288.00 | 307.7 | 48 | 22.32 | 1,363 | 96 | 222 | |||||||||
| 4 Mar | 12107.00 | 259.5 | -457.4 | 24.16 | 303 | 125 | 125 | |||||||||
| 2 Mar | 12521.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Feb | 12677.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 12937.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13041.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 12960.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 12976.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 12766.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 12688.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13052.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 12984.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 12981.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 12963.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13029.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 12969.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13023.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13048.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 12722.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 12773.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 12806.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 12590.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 12535.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 12284.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 12694.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 12717.00 | 716.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 12767.00 | 716.9 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12300 expiring on 30MAR2026
Delta for 12300 CE is 0.39
Historical price for 12300 CE is as follows
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 194.1, which was -92.8 lower than the previous day. The implied volatity was 23.8, the open interest changed by 51 which increased total open position to 298
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 307.7, which was 48 higher than the previous day. The implied volatity was 22.32, the open interest changed by 96 which increased total open position to 222
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 259.5, which was -457.4 lower than the previous day. The implied volatity was 24.16, the open interest changed by 125 which increased total open position to 125
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 716.9, 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 716.9, 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 716.9, 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 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 716.9, 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 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 716.9, 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 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 716.9, 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 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 716.9, 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 12300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 11.98
Theta: -5.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 11987.00 | 485 | 200 | 28.97 | 147 | -19 | 358 |
| 5 Mar | 12288.00 | 285 | -129.95 | 23.99 | 726 | 243 | 367 |
| 4 Mar | 12107.00 | 422.45 | 240.3 | 28.08 | 497 | -32 | 125 |
| 2 Mar | 12521.00 | 180.4 | 64.7 | 21.85 | 443 | -33 | 158 |
| 27 Feb | 12677.00 | 116.2 | 48.95 | 19.95 | 871 | 50 | 191 |
| 26 Feb | 12937.00 | 68.05 | 9.55 | 20.61 | 104 | 31 | 141 |
| 25 Feb | 13041.00 | 58.8 | -8.75 | 21.16 | 77 | 7 | 109 |
| 24 Feb | 12960.00 | 67.55 | -11.85 | 20.24 | 23 | 0 | 101 |
| 23 Feb | 12976.00 | 80 | -40.3 | 21.71 | 61 | 35 | 100 |
| 20 Feb | 12766.00 | 121.3 | -10.3 | 20.76 | 46 | 25 | 64 |
| 19 Feb | 12688.00 | 138.2 | 63.2 | 20.26 | 25 | 15 | 38 |
| 18 Feb | 13052.00 | 69.85 | -2.35 | 21.08 | 20 | -9 | 23 |
| 17 Feb | 12984.00 | 72.2 | -29.35 | 19.87 | 9 | 3 | 31 |
| 16 Feb | 12981.00 | 101.55 | 1.1 | 21.63 | 9 | 2 | 28 |
| 13 Feb | 12963.00 | 100.45 | -63.1 | - | 0 | 0 | 26 |
| 12 Feb | 13029.00 | 100.45 | -63.1 | - | 0 | 0 | 26 |
| 11 Feb | 12969.00 | 100.45 | -63.1 | - | 0 | 0 | 26 |
| 10 Feb | 13023.00 | 100.45 | -63.1 | - | 0 | 0 | 26 |
| 9 Feb | 13048.00 | 100.45 | -63.1 | 21.98 | 1 | 0 | 25 |
| 6 Feb | 12722.00 | 163.55 | 13.25 | 21.12 | 4 | 2 | 26 |
| 5 Feb | 12773.00 | 150.3 | 11.2 | 20.72 | 11 | 7 | 24 |
| 4 Feb | 12806.00 | 138 | -50.55 | 19.59 | 17 | 11 | 12 |
| 3 Feb | 12590.00 | 188.55 | -26.25 | 20.19 | 4 | 0 | 1 |
| 2 Feb | 12535.00 | 214.8 | -84.45 | - | 0 | 0 | 1 |
| 1 Feb | 12284.00 | 214.8 | -84.45 | - | 0 | 0 | 1 |
| 30 Jan | 12694.00 | 214.8 | -84.45 | - | 0 | 0 | 1 |
| 29 Jan | 12717.00 | 214.8 | -84.45 | 22.13 | 1 | 0 | 0 |
| 28 Jan | 12767.00 | 299.25 | 0 | 3.33 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12300 expiring on 30MAR2026
Delta for 12300 PE is -0.59
Historical price for 12300 PE is as follows
On 6 Mar ULTRACEMCO was trading at 11987.00. The strike last trading price was 485, which was 200 higher than the previous day. The implied volatity was 28.97, the open interest changed by -19 which decreased total open position to 358
On 5 Mar ULTRACEMCO was trading at 12288.00. The strike last trading price was 285, which was -129.95 lower than the previous day. The implied volatity was 23.99, the open interest changed by 243 which increased total open position to 367
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 422.45, which was 240.3 higher than the previous day. The implied volatity was 28.08, the open interest changed by -32 which decreased total open position to 125
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 180.4, which was 64.7 higher than the previous day. The implied volatity was 21.85, the open interest changed by -33 which decreased total open position to 158
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 116.2, which was 48.95 higher than the previous day. The implied volatity was 19.95, the open interest changed by 50 which increased total open position to 191
On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 68.05, which was 9.55 higher than the previous day. The implied volatity was 20.61, the open interest changed by 31 which increased total open position to 141
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 58.8, which was -8.75 lower than the previous day. The implied volatity was 21.16, the open interest changed by 7 which increased total open position to 109
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 67.55, which was -11.85 lower than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 101
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 80, which was -40.3 lower than the previous day. The implied volatity was 21.71, the open interest changed by 35 which increased total open position to 100
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 121.3, which was -10.3 lower than the previous day. The implied volatity was 20.76, the open interest changed by 25 which increased total open position to 64
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 138.2, which was 63.2 higher than the previous day. The implied volatity was 20.26, the open interest changed by 15 which increased total open position to 38
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 69.85, which was -2.35 lower than the previous day. The implied volatity was 21.08, the open interest changed by -9 which decreased total open position to 23
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 72.2, which was -29.35 lower than the previous day. The implied volatity was 19.87, the open interest changed by 3 which increased total open position to 31
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 101.55, which was 1.1 higher than the previous day. The implied volatity was 21.63, the open interest changed by 2 which increased total open position to 28
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 100.45, which was -63.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 100.45, which was -63.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 100.45, which was -63.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 100.45, which was -63.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 100.45, which was -63.1 lower than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 25
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 163.55, which was 13.25 higher than the previous day. The implied volatity was 21.12, the open interest changed by 2 which increased total open position to 26
On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 150.3, which was 11.2 higher than the previous day. The implied volatity was 20.72, the open interest changed by 7 which increased total open position to 24
On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 138, which was -50.55 lower than the previous day. The implied volatity was 19.59, the open interest changed by 11 which increased total open position to 12
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 188.55, which was -26.25 lower than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 1
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 214.8, which was -84.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 214.8, which was -84.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 214.8, which was -84.45 lower than the previous day. The implied volatity was -, 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 214.8, which was -84.45 lower than the previous day. The implied volatity was 22.13, 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 299.25, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
