[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
12718 +128.00 (1.02%)
L: 12585 H: 12780

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Historical option data for ULTRACEMCO

04 Feb 2026 11:10 AM IST
ULTRACEMCO 24-FEB-2026 12500 CE
Delta: 0.73
Vega: 9.88
Theta: -6.44
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 12711.00 369 62.65 16.32 269 -5 606
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
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 0.73

Historical price for 12500 CE is as follows

On 4 Feb ULTRACEMCO was trading at 12711.00. The strike last trading price was 369, which was 62.65 higher than the previous day. The implied volatity was 16.32, the open interest changed by -5 which decreased total open position to 606


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
Delta: -0.32
Vega: 10.66
Theta: -4.57
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 12711.00 137 -33.15 21.64 454 70 636
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 12711.00. The strike last trading price was 137, which was -33.15 lower than the previous day. The implied volatity was 21.64, the open interest changed by 70 which increased total open position to 636


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