ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
09 Dec 2025 04:10 PM IST
| ULTRACEMCO 30-DEC-2025 12300 CE | ||||||||||||||||
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Delta: 0.05
Vega: 3.04
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 11414.00 | 11.05 | -6.5 | 17.62 | 349 | -23 | 626 | |||||||||
| 8 Dec | 11540.00 | 17 | -6.35 | 16.62 | 157 | -11 | 649 | |||||||||
| 5 Dec | 11597.00 | 23.8 | 1.5 | 15.71 | 372 | 5 | 660 | |||||||||
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| 4 Dec | 11608.00 | 22.5 | -1.7 | 15.03 | 150 | 8 | 655 | |||||||||
| 3 Dec | 11591.00 | 23.85 | -13.8 | 15.47 | 311 | 6 | 646 | |||||||||
| 2 Dec | 11666.00 | 38.6 | 1.05 | 15.38 | 351 | 47 | 640 | |||||||||
| 1 Dec | 11662.00 | 36.9 | 0.9 | 7.77 | 554 | -1 | 592 | |||||||||
| 28 Nov | 11600.00 | 36.4 | -3.95 | 15.50 | 441 | 17 | 592 | |||||||||
| 27 Nov | 11617.00 | 41.45 | -21.35 | 15.20 | 749 | 136 | 576 | |||||||||
| 26 Nov | 11759.00 | 62.25 | 17 | 14.24 | 869 | 147 | 440 | |||||||||
| 25 Nov | 11580.00 | 42.55 | -13.15 | 15.95 | 183 | 40 | 293 | |||||||||
| 24 Nov | 11584.00 | 56.55 | -32.15 | 17.14 | 331 | 178 | 254 | |||||||||
| 21 Nov | 11729.00 | 86.4 | -15.85 | 16.07 | 70 | 15 | 76 | |||||||||
| 20 Nov | 11753.00 | 103 | 9.45 | 16.43 | 45 | 4 | 61 | |||||||||
| 19 Nov | 11666.00 | 95 | -25 | 16.96 | 59 | 29 | 57 | |||||||||
| 18 Nov | 11707.00 | 120 | -29.65 | 17.74 | 16 | 13 | 28 | |||||||||
| 17 Nov | 11778.00 | 149.65 | -15.35 | 18.48 | 17 | 10 | 14 | |||||||||
| 14 Nov | 11874.00 | 165 | -46.7 | 16.46 | 1 | 0 | 3 | |||||||||
| 13 Nov | 11934.00 | 211.7 | 1.7 | 17.76 | 5 | 1 | 3 | |||||||||
| 12 Nov | 11921.00 | 210 | -182.55 | 17.66 | 2 | 1 | 1 | |||||||||
| 11 Nov | 11825.00 | 392.55 | 0 | 1.81 | 0 | 0 | 0 | |||||||||
| 10 Nov | 11728.00 | 392.55 | 0 | 2.22 | 0 | 0 | 0 | |||||||||
| 7 Nov | 11849.00 | 392.55 | 0 | 1.50 | 0 | 0 | 0 | |||||||||
| 6 Nov | 11910.00 | 392.55 | 0 | 0.96 | 0 | 0 | 0 | |||||||||
| 4 Nov | 11819.00 | 392.55 | 0 | 1.60 | 0 | 0 | 0 | |||||||||
| 3 Nov | 11950.00 | 392.55 | 0 | 0.79 | 0 | 0 | 0 | |||||||||
| 31 Oct | 11947.00 | 392.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 12053.00 | 392.55 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 29 Oct | 11999.00 | 392.55 | 0 | 0.46 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12300 expiring on 30DEC2025
Delta for 12300 CE is 0.05
Historical price for 12300 CE is as follows
On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 11.05, which was -6.5 lower than the previous day. The implied volatity was 17.62, the open interest changed by -23 which decreased total open position to 626
On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 17, which was -6.35 lower than the previous day. The implied volatity was 16.62, the open interest changed by -11 which decreased total open position to 649
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 23.8, which was 1.5 higher than the previous day. The implied volatity was 15.71, the open interest changed by 5 which increased total open position to 660
On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 22.5, which was -1.7 lower than the previous day. The implied volatity was 15.03, the open interest changed by 8 which increased total open position to 655
On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 23.85, which was -13.8 lower than the previous day. The implied volatity was 15.47, the open interest changed by 6 which increased total open position to 646
On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 38.6, which was 1.05 higher than the previous day. The implied volatity was 15.38, the open interest changed by 47 which increased total open position to 640
On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 36.9, which was 0.9 higher than the previous day. The implied volatity was 7.77, the open interest changed by -1 which decreased total open position to 592
On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 36.4, which was -3.95 lower than the previous day. The implied volatity was 15.50, the open interest changed by 17 which increased total open position to 592
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 41.45, which was -21.35 lower than the previous day. The implied volatity was 15.20, the open interest changed by 136 which increased total open position to 576
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 62.25, which was 17 higher than the previous day. The implied volatity was 14.24, the open interest changed by 147 which increased total open position to 440
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 42.55, which was -13.15 lower than the previous day. The implied volatity was 15.95, the open interest changed by 40 which increased total open position to 293
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 56.55, which was -32.15 lower than the previous day. The implied volatity was 17.14, the open interest changed by 178 which increased total open position to 254
On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 86.4, which was -15.85 lower than the previous day. The implied volatity was 16.07, the open interest changed by 15 which increased total open position to 76
On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 103, which was 9.45 higher than the previous day. The implied volatity was 16.43, the open interest changed by 4 which increased total open position to 61
On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 95, which was -25 lower than the previous day. The implied volatity was 16.96, the open interest changed by 29 which increased total open position to 57
On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 120, which was -29.65 lower than the previous day. The implied volatity was 17.74, the open interest changed by 13 which increased total open position to 28
On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 149.65, which was -15.35 lower than the previous day. The implied volatity was 18.48, the open interest changed by 10 which increased total open position to 14
On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 165, which was -46.7 lower than the previous day. The implied volatity was 16.46, the open interest changed by 0 which decreased total open position to 3
On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 211.7, which was 1.7 higher than the previous day. The implied volatity was 17.76, the open interest changed by 1 which increased total open position to 3
On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 210, which was -182.55 lower than the previous day. The implied volatity was 17.66, the open interest changed by 1 which increased total open position to 1
On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 392.55, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 392.55, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 392.55, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 392.55, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 392.55, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 392.55, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 392.55, 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 Oct ULTRACEMCO was trading at 12053.00. The strike last trading price was 392.55, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ULTRACEMCO was trading at 11999.00. The strike last trading price was 392.55, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30DEC2025 12300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 11414.00 | 745.9 | 66.65 | - | 3 | 0 | 71 |
| 8 Dec | 11540.00 | 679.25 | 47.5 | - | 0 | 0 | 71 |
| 5 Dec | 11597.00 | 679.25 | 47.5 | - | 0 | 0 | 0 |
| 4 Dec | 11608.00 | 679.25 | 47.5 | 22.15 | 3 | 0 | 71 |
| 3 Dec | 11591.00 | 631.75 | 117.65 | - | 0 | 0 | 0 |
| 2 Dec | 11666.00 | 631.75 | 117.65 | - | 0 | 0 | 0 |
| 1 Dec | 11662.00 | 631.75 | 117.65 | - | 0 | 0 | 0 |
| 28 Nov | 11600.00 | 631.75 | 117.65 | - | 0 | 7 | 0 |
| 27 Nov | 11617.00 | 631.75 | 117.65 | 17.56 | 10 | 6 | 70 |
| 26 Nov | 11759.00 | 514.1 | -170.1 | 17.27 | 21 | 10 | 62 |
| 25 Nov | 11580.00 | 684.2 | 9.95 | 17.56 | 14 | 13 | 51 |
| 24 Nov | 11584.00 | 674.25 | 119.25 | 17.08 | 21 | 7 | 38 |
| 21 Nov | 11729.00 | 555 | 2.7 | 16.98 | 6 | 2 | 31 |
| 20 Nov | 11753.00 | 552.3 | -72.7 | 19.02 | 30 | 24 | 28 |
| 19 Nov | 11666.00 | 625 | -7.55 | 20.69 | 4 | 0 | 0 |
| 18 Nov | 11707.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 11778.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 11874.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 11934.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 11921.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 11825.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 11728.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 11849.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 11910.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 11819.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 11950.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 11947.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 12053.00 | 632.55 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 11999.00 | 632.55 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12300 expiring on 30DEC2025
Delta for 12300 PE is -
Historical price for 12300 PE is as follows
On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 745.9, which was 66.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 679.25, which was 47.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 679.25, which was 47.5 higher 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 679.25, which was 47.5 higher than the previous day. The implied volatity was 22.15, the open interest changed by 0 which decreased total open position to 71
On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 631.75, which was 117.65 higher 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 631.75, which was 117.65 higher 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 631.75, which was 117.65 higher 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 631.75, which was 117.65 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 631.75, which was 117.65 higher than the previous day. The implied volatity was 17.56, the open interest changed by 6 which increased total open position to 70
On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 514.1, which was -170.1 lower than the previous day. The implied volatity was 17.27, the open interest changed by 10 which increased total open position to 62
On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 684.2, which was 9.95 higher than the previous day. The implied volatity was 17.56, the open interest changed by 13 which increased total open position to 51
On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 674.25, which was 119.25 higher than the previous day. The implied volatity was 17.08, the open interest changed by 7 which increased total open position to 38
On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 555, which was 2.7 higher than the previous day. The implied volatity was 16.98, the open interest changed by 2 which increased total open position to 31
On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 552.3, which was -72.7 lower than the previous day. The implied volatity was 19.02, the open interest changed by 24 which increased total open position to 28
On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 625, which was -7.55 lower than the previous day. The implied volatity was 20.69, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 632.55, 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 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 632.55, 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 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 632.55, 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 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 632.55, 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 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 632.55, 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 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 632.55, 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 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 632.55, 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 7 Nov ULTRACEMCO was trading at 11849.00. The strike last trading price was 632.55, 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 Nov ULTRACEMCO was trading at 11910.00. The strike last trading price was 632.55, 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 Nov ULTRACEMCO was trading at 11819.00. The strike last trading price was 632.55, 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 Nov ULTRACEMCO was trading at 11950.00. The strike last trading price was 632.55, 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 31 Oct ULTRACEMCO was trading at 11947.00. The strike last trading price was 632.55, 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 Oct ULTRACEMCO was trading at 12053.00. The strike last trading price was 632.55, 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 Oct ULTRACEMCO was trading at 11999.00. The strike last trading price was 632.55, 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































































































































































































































