ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
09 Dec 2025 04:10 PM IST
| ULTRACEMCO 30-DEC-2025 12500 CE | ||||||||||||||||
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Delta: 0.04
Vega: 2.20
Theta: -1.13
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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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 | 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































































































































































































































