[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
11414 -126.00 (-1.09%)
L: 11379 H: 11525

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Historical option data for ULTRACEMCO

09 Dec 2025 04:10 PM IST
ULTRACEMCO 30-DEC-2025 12500 CE
Delta: 0.04
Vega: 2.20
Theta: -1.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 7.65 -3.1 19.44 555 -36 968
8 Dec 11540.00 10.4 -2.9 18.05 775 -82 1,003
5 Dec 11597.00 13.05 0.7 16.63 635 134 1,099
4 Dec 11608.00 12.4 -0.9 16.00 582 3 967
3 Dec 11591.00 13.5 -5.8 16.43 803 92 964
2 Dec 11666.00 19.75 -0.25 15.79 957 -35 869
1 Dec 11662.00 19.85 0.95 9.65 960 96 904
28 Nov 11600.00 19.05 -3 15.83 890 0 811
27 Nov 11617.00 22.4 -13.55 15.61 1,100 123 815
26 Nov 11759.00 35.6 7.5 14.84 1,100 50 692
25 Nov 11580.00 27.35 -6.65 16.90 340 42 642
24 Nov 11584.00 34.9 -20.55 17.65 866 122 605
21 Nov 11729.00 55.6 -10.1 16.67 563 -98 482
20 Nov 11753.00 66 5.05 16.84 342 18 580
19 Nov 11666.00 62 -21.8 17.42 630 301 569
18 Nov 11707.00 84.4 -19.4 18.46 123 50 268
17 Nov 11778.00 106.8 -18.85 19.08 87 37 218
14 Nov 11874.00 128.95 -21.05 17.98 126 44 181
13 Nov 11934.00 150 -0.45 18.02 96 88 136
12 Nov 11921.00 150.25 11.25 18.00 43 39 44
11 Nov 11825.00 138 18 18.95 4 3 4
10 Nov 11728.00 120 -198.4 18.72 1 0 0
7 Nov 11849.00 318.4 0 2.53 0 0 0
6 Nov 11910.00 318.4 0 2.11 0 0 0
4 Nov 11819.00 318.4 0 2.74 0 0 0
3 Nov 11950.00 318.4 0 1.89 0 0 0
31 Oct 11947.00 318.4 0 - 0 0 0
30 Oct 12053.00 318.4 0 1.28 0 0 0
29 Oct 11999.00 318.4 0 1.41 0 0 0


For Ultratech Cement Limited - strike price 12500 expiring on 30DEC2025

Delta for 12500 CE is 0.04

Historical price for 12500 CE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 7.65, which was -3.1 lower than the previous day. The implied volatity was 19.44, the open interest changed by -36 which decreased total open position to 968


On 8 Dec ULTRACEMCO was trading at 11540.00. The strike last trading price was 10.4, which was -2.9 lower than the previous day. The implied volatity was 18.05, the open interest changed by -82 which decreased total open position to 1003


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 13.05, which was 0.7 higher than the previous day. The implied volatity was 16.63, the open interest changed by 134 which increased total open position to 1099


On 4 Dec ULTRACEMCO was trading at 11608.00. The strike last trading price was 12.4, which was -0.9 lower than the previous day. The implied volatity was 16.00, the open interest changed by 3 which increased total open position to 967


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 13.5, which was -5.8 lower than the previous day. The implied volatity was 16.43, the open interest changed by 92 which increased total open position to 964


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 19.75, which was -0.25 lower than the previous day. The implied volatity was 15.79, the open interest changed by -35 which decreased total open position to 869


On 1 Dec ULTRACEMCO was trading at 11662.00. The strike last trading price was 19.85, which was 0.95 higher than the previous day. The implied volatity was 9.65, the open interest changed by 96 which increased total open position to 904


On 28 Nov ULTRACEMCO was trading at 11600.00. The strike last trading price was 19.05, which was -3 lower than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 811


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 22.4, which was -13.55 lower than the previous day. The implied volatity was 15.61, the open interest changed by 123 which increased total open position to 815


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 35.6, which was 7.5 higher than the previous day. The implied volatity was 14.84, the open interest changed by 50 which increased total open position to 692


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 27.35, which was -6.65 lower than the previous day. The implied volatity was 16.90, the open interest changed by 42 which increased total open position to 642


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 34.9, which was -20.55 lower than the previous day. The implied volatity was 17.65, the open interest changed by 122 which increased total open position to 605


On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 55.6, which was -10.1 lower than the previous day. The implied volatity was 16.67, the open interest changed by -98 which decreased total open position to 482


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 66, which was 5.05 higher than the previous day. The implied volatity was 16.84, the open interest changed by 18 which increased total open position to 580


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 62, which was -21.8 lower than the previous day. The implied volatity was 17.42, the open interest changed by 301 which increased total open position to 569


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 84.4, which was -19.4 lower than the previous day. The implied volatity was 18.46, the open interest changed by 50 which increased total open position to 268


On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 106.8, which was -18.85 lower than the previous day. The implied volatity was 19.08, the open interest changed by 37 which increased total open position to 218


On 14 Nov ULTRACEMCO was trading at 11874.00. The strike last trading price was 128.95, which was -21.05 lower than the previous day. The implied volatity was 17.98, the open interest changed by 44 which increased total open position to 181


On 13 Nov ULTRACEMCO was trading at 11934.00. The strike last trading price was 150, which was -0.45 lower than the previous day. The implied volatity was 18.02, the open interest changed by 88 which increased total open position to 136


On 12 Nov ULTRACEMCO was trading at 11921.00. The strike last trading price was 150.25, which was 11.25 higher than the previous day. The implied volatity was 18.00, the open interest changed by 39 which increased total open position to 44


On 11 Nov ULTRACEMCO was trading at 11825.00. The strike last trading price was 138, which was 18 higher than the previous day. The implied volatity was 18.95, the open interest changed by 3 which increased total open position to 4


On 10 Nov ULTRACEMCO was trading at 11728.00. The strike last trading price was 120, which was -198.4 lower than the previous day. The implied volatity was 18.72, 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 318.4, which was 0 lower than the previous day. The implied volatity was 2.53, 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 318.4, which was 0 lower than the previous day. The implied volatity was 2.11, 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 318.4, which was 0 lower than the previous day. The implied volatity was 2.74, 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 318.4, which was 0 lower than the previous day. The implied volatity was 1.89, 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 318.4, 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 318.4, which was 0 lower than the previous day. The implied volatity was 1.28, 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 318.4, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0


ULTRACEMCO 30DEC2025 12500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 11414.00 910.45 106.05 - 0 0 0
8 Dec 11540.00 910.45 106.05 - 0 0 77
5 Dec 11597.00 910.45 106.05 - 0 0 0
4 Dec 11608.00 910.45 106.05 - 0 1 0
3 Dec 11591.00 910.45 106.05 26.06 3 0 76
2 Dec 11666.00 806.15 118.1 - 0 0 0
1 Dec 11662.00 806.15 118.1 - 0 0 0
28 Nov 11600.00 806.15 118.1 - 0 9 0
27 Nov 11617.00 806.15 118.1 18.12 10 8 75
26 Nov 11759.00 691.7 -175.05 19.27 43 23 66
25 Nov 11580.00 857.4 16.4 17.58 7 5 42
24 Nov 11584.00 841 101 16.09 9 8 36
21 Nov 11729.00 740 5 19.96 21 20 27
20 Nov 11753.00 735 -45 21.71 2 1 6
19 Nov 11666.00 780 54 20.96 1 0 5
18 Nov 11707.00 726 -30.25 18.87 5 4 4
17 Nov 11778.00 756.25 0 - 0 0 0
14 Nov 11874.00 756.25 0 - 0 0 0
13 Nov 11934.00 756.25 0 - 0 0 0
12 Nov 11921.00 756.25 0 - 0 0 0
11 Nov 11825.00 756.25 0 - 0 0 0
10 Nov 11728.00 756.25 0 - 0 0 0
7 Nov 11849.00 756.25 0 - 0 0 0
6 Nov 11910.00 756.25 0 - 0 0 0
4 Nov 11819.00 756.25 0 - 0 0 0
3 Nov 11950.00 756.25 0 - 0 0 0
31 Oct 11947.00 756.25 0 - 0 0 0
30 Oct 12053.00 756.25 0 - 0 0 0
29 Oct 11999.00 756.25 0 - 0 0 0


For Ultratech Cement Limited - strike price 12500 expiring on 30DEC2025

Delta for 12500 PE is -

Historical price for 12500 PE is as follows

On 9 Dec ULTRACEMCO was trading at 11414.00. The strike last trading price was 910.45, which was 106.05 higher 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 910.45, which was 106.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77


On 5 Dec ULTRACEMCO was trading at 11597.00. The strike last trading price was 910.45, which was 106.05 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 910.45, which was 106.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec ULTRACEMCO was trading at 11591.00. The strike last trading price was 910.45, which was 106.05 higher than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 76


On 2 Dec ULTRACEMCO was trading at 11666.00. The strike last trading price was 806.15, which was 118.1 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 806.15, which was 118.1 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 806.15, which was 118.1 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 27 Nov ULTRACEMCO was trading at 11617.00. The strike last trading price was 806.15, which was 118.1 higher than the previous day. The implied volatity was 18.12, the open interest changed by 8 which increased total open position to 75


On 26 Nov ULTRACEMCO was trading at 11759.00. The strike last trading price was 691.7, which was -175.05 lower than the previous day. The implied volatity was 19.27, the open interest changed by 23 which increased total open position to 66


On 25 Nov ULTRACEMCO was trading at 11580.00. The strike last trading price was 857.4, which was 16.4 higher than the previous day. The implied volatity was 17.58, the open interest changed by 5 which increased total open position to 42


On 24 Nov ULTRACEMCO was trading at 11584.00. The strike last trading price was 841, which was 101 higher than the previous day. The implied volatity was 16.09, the open interest changed by 8 which increased total open position to 36


On 21 Nov ULTRACEMCO was trading at 11729.00. The strike last trading price was 740, which was 5 higher than the previous day. The implied volatity was 19.96, the open interest changed by 20 which increased total open position to 27


On 20 Nov ULTRACEMCO was trading at 11753.00. The strike last trading price was 735, which was -45 lower than the previous day. The implied volatity was 21.71, the open interest changed by 1 which increased total open position to 6


On 19 Nov ULTRACEMCO was trading at 11666.00. The strike last trading price was 780, which was 54 higher than the previous day. The implied volatity was 20.96, the open interest changed by 0 which decreased total open position to 5


On 18 Nov ULTRACEMCO was trading at 11707.00. The strike last trading price was 726, which was -30.25 lower than the previous day. The implied volatity was 18.87, the open interest changed by 4 which increased total open position to 4


On 17 Nov ULTRACEMCO was trading at 11778.00. The strike last trading price was 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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 756.25, 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