ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
04 Feb 2026 11:05 AM IST
| ULTRACEMCO 24-FEB-2026 12500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 9.64
Theta: -6.1
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 12715.00 | 355.2 | 48.85 | 15.13 | 268 | -3 | 608 | |||||||||
| 3 Feb | 12590.00 | 311.9 | 24.45 | 17.41 | 890 | -81 | 609 | |||||||||
| 2 Feb | 12535.00 | 294.95 | 84.5 | 18.9 | 2,484 | 64 | 675 | |||||||||
| 1 Feb | 12284.00 | 190 | -247.4 | 20.02 | 953 | 89 | 609 | |||||||||
| 30 Jan | 12694.00 | 440.05 | -16.25 | 20.34 | 369 | 12 | 520 | |||||||||
| 29 Jan | 12717.00 | 441.5 | -59.6 | 21.99 | 472 | 0 | 510 | |||||||||
| 28 Jan | 12767.00 | 491.85 | 44.85 | 19.72 | 415 | -35 | 510 | |||||||||
| 27 Jan | 12589.00 | 455 | 129.35 | 25.68 | 2,672 | -18 | 546 | |||||||||
| 23 Jan | 12369.00 | 342 | 29.7 | 24.92 | 2,300 | 368 | 579 | |||||||||
| 22 Jan | 12364.00 | 305.7 | 56.9 | 21.85 | 478 | 16 | 210 | |||||||||
| 21 Jan | 12231.00 | 249.7 | 63.55 | 22.88 | 618 | 79 | 188 | |||||||||
| 20 Jan | 12059.00 | 186.1 | -93.75 | 22.15 | 240 | 24 | 107 | |||||||||
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| 19 Jan | 12297.00 | 278.7 | -38.65 | 21.62 | 76 | 25 | 82 | |||||||||
| 16 Jan | 12378.00 | 317.4 | 66.6 | 19.37 | 83 | 32 | 56 | |||||||||
| 14 Jan | 12255.00 | 260.9 | 95.9 | 19.25 | 35 | 18 | 23 | |||||||||
| 13 Jan | 12044.00 | 165 | -6 | 18.56 | 4 | 2 | 4 | |||||||||
| 12 Jan | 12098.00 | 171 | -15.05 | 16.23 | 2 | 0 | 0 | |||||||||
| 9 Jan | 11937.00 | 186.05 | 0 | 2.27 | 0 | 0 | 0 | |||||||||
| 8 Jan | 12064.00 | 186.05 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
| 7 Jan | 12184.00 | 186.05 | 0 | 0.87 | 0 | 0 | 0 | |||||||||
| 6 Jan | 12204.00 | 186.05 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
| 5 Jan | 12087.00 | 186.05 | 0 | 1.49 | 0 | 0 | 0 | |||||||||
| 2 Jan | 11899.00 | 186.05 | 0 | 2.16 | 0 | 0 | 0 | |||||||||
| 1 Jan | 11901.00 | 186.05 | 0 | 2.2 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12500 expiring on 24FEB2026
Delta for 12500 CE is 0.74
Historical price for 12500 CE is as follows
On 4 Feb ULTRACEMCO was trading at 12715.00. The strike last trading price was 355.2, which was 48.85 higher than the previous day. The implied volatity was 15.13, the open interest changed by -3 which decreased total open position to 608
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 311.9, which was 24.45 higher than the previous day. The implied volatity was 17.41, the open interest changed by -81 which decreased total open position to 609
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 294.95, which was 84.5 higher than the previous day. The implied volatity was 18.9, the open interest changed by 64 which increased total open position to 675
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 190, which was -247.4 lower than the previous day. The implied volatity was 20.02, the open interest changed by 89 which increased total open position to 609
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 440.05, which was -16.25 lower than the previous day. The implied volatity was 20.34, the open interest changed by 12 which increased total open position to 520
On 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 441.5, which was -59.6 lower than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 510
On 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 491.85, which was 44.85 higher than the previous day. The implied volatity was 19.72, the open interest changed by -35 which decreased total open position to 510
On 27 Jan ULTRACEMCO was trading at 12589.00. The strike last trading price was 455, which was 129.35 higher than the previous day. The implied volatity was 25.68, the open interest changed by -18 which decreased total open position to 546
On 23 Jan ULTRACEMCO was trading at 12369.00. The strike last trading price was 342, which was 29.7 higher than the previous day. The implied volatity was 24.92, the open interest changed by 368 which increased total open position to 579
On 22 Jan ULTRACEMCO was trading at 12364.00. The strike last trading price was 305.7, which was 56.9 higher than the previous day. The implied volatity was 21.85, the open interest changed by 16 which increased total open position to 210
On 21 Jan ULTRACEMCO was trading at 12231.00. The strike last trading price was 249.7, which was 63.55 higher than the previous day. The implied volatity was 22.88, the open interest changed by 79 which increased total open position to 188
On 20 Jan ULTRACEMCO was trading at 12059.00. The strike last trading price was 186.1, which was -93.75 lower than the previous day. The implied volatity was 22.15, the open interest changed by 24 which increased total open position to 107
On 19 Jan ULTRACEMCO was trading at 12297.00. The strike last trading price was 278.7, which was -38.65 lower than the previous day. The implied volatity was 21.62, the open interest changed by 25 which increased total open position to 82
On 16 Jan ULTRACEMCO was trading at 12378.00. The strike last trading price was 317.4, which was 66.6 higher than the previous day. The implied volatity was 19.37, the open interest changed by 32 which increased total open position to 56
On 14 Jan ULTRACEMCO was trading at 12255.00. The strike last trading price was 260.9, which was 95.9 higher than the previous day. The implied volatity was 19.25, the open interest changed by 18 which increased total open position to 23
On 13 Jan ULTRACEMCO was trading at 12044.00. The strike last trading price was 165, which was -6 lower than the previous day. The implied volatity was 18.56, the open interest changed by 2 which increased total open position to 4
On 12 Jan ULTRACEMCO was trading at 12098.00. The strike last trading price was 171, which was -15.05 lower than the previous day. The implied volatity was 16.23, the open interest changed by 0 which decreased total open position to 0
On 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 186.05, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0
On 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 186.05, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 7 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 186.05, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 6 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 186.05, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 186.05, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 186.05, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 186.05, which was 0 lower than the previous day. The implied volatity was 2.2, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 24FEB2026 12500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 10.69
Theta: -4.6
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 12715.00 | 139 | -31.15 | 21.74 | 447 | 71 | 637 |
| 3 Feb | 12590.00 | 165.3 | -65.4 | 20.5 | 823 | -10 | 569 |
| 2 Feb | 12535.00 | 223.1 | -162.05 | 22.75 | 760 | 154 | 780 |
| 1 Feb | 12284.00 | 420 | 203.45 | 28.59 | 761 | -80 | 628 |
| 30 Jan | 12694.00 | 206.6 | 5.45 | 24.99 | 1,682 | 86 | 706 |
| 29 Jan | 12717.00 | 204.8 | 15.75 | 23.81 | 789 | 22 | 621 |
| 28 Jan | 12767.00 | 188 | -72.65 | 24.93 | 1,307 | 217 | 600 |
| 27 Jan | 12589.00 | 257.1 | -138.75 | 24.76 | 2,351 | 202 | 390 |
| 23 Jan | 12369.00 | 402.7 | 36.8 | 26 | 608 | 153 | 184 |
| 22 Jan | 12364.00 | 362 | -123.8 | 23.12 | 43 | 21 | 29 |
| 21 Jan | 12231.00 | 485.8 | 99.8 | 25.08 | 11 | 7 | 9 |
| 20 Jan | 12059.00 | 386 | -479.55 | 9.58 | 2 | 1 | 1 |
| 19 Jan | 12297.00 | 865.55 | 0 | 0.01 | 0 | 0 | 0 |
| 16 Jan | 12378.00 | 865.55 | 0 | 0.15 | 0 | 0 | 0 |
| 14 Jan | 12255.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 12044.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 12098.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 11937.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 12064.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 12184.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 12204.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 12087.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 11899.00 | 865.55 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 11901.00 | 865.55 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12500 expiring on 24FEB2026
Delta for 12500 PE is -0.32
Historical price for 12500 PE is as follows
On 4 Feb ULTRACEMCO was trading at 12715.00. The strike last trading price was 139, which was -31.15 lower than the previous day. The implied volatity was 21.74, the open interest changed by 71 which increased total open position to 637
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 165.3, which was -65.4 lower than the previous day. The implied volatity was 20.5, the open interest changed by -10 which decreased total open position to 569
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 223.1, which was -162.05 lower than the previous day. The implied volatity was 22.75, the open interest changed by 154 which increased total open position to 780
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 420, which was 203.45 higher than the previous day. The implied volatity was 28.59, the open interest changed by -80 which decreased total open position to 628
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 206.6, which was 5.45 higher than the previous day. The implied volatity was 24.99, the open interest changed by 86 which increased total open position to 706
On 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 204.8, which was 15.75 higher than the previous day. The implied volatity was 23.81, the open interest changed by 22 which increased total open position to 621
On 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 188, which was -72.65 lower than the previous day. The implied volatity was 24.93, the open interest changed by 217 which increased total open position to 600
On 27 Jan ULTRACEMCO was trading at 12589.00. The strike last trading price was 257.1, which was -138.75 lower than the previous day. The implied volatity was 24.76, the open interest changed by 202 which increased total open position to 390
On 23 Jan ULTRACEMCO was trading at 12369.00. The strike last trading price was 402.7, which was 36.8 higher than the previous day. The implied volatity was 26, the open interest changed by 153 which increased total open position to 184
On 22 Jan ULTRACEMCO was trading at 12364.00. The strike last trading price was 362, which was -123.8 lower than the previous day. The implied volatity was 23.12, the open interest changed by 21 which increased total open position to 29
On 21 Jan ULTRACEMCO was trading at 12231.00. The strike last trading price was 485.8, which was 99.8 higher than the previous day. The implied volatity was 25.08, the open interest changed by 7 which increased total open position to 9
On 20 Jan ULTRACEMCO was trading at 12059.00. The strike last trading price was 386, which was -479.55 lower than the previous day. The implied volatity was 9.58, the open interest changed by 1 which increased total open position to 1
On 19 Jan ULTRACEMCO was trading at 12297.00. The strike last trading price was 865.55, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 16 Jan ULTRACEMCO was trading at 12378.00. The strike last trading price was 865.55, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 14 Jan ULTRACEMCO was trading at 12255.00. The strike last trading price was 865.55, 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 Jan ULTRACEMCO was trading at 12044.00. The strike last trading price was 865.55, 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 Jan ULTRACEMCO was trading at 12098.00. The strike last trading price was 865.55, 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 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 865.55, 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 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 865.55, 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 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 865.55, 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 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 865.55, 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 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 865.55, 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 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 865.55, 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 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 865.55, 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






























































































































































































































