ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
04 Mar 2026 04:10 PM IST
| ULTRACEMCO 30-MAR-2026 12500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 12.04
Theta: -6.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 12107.00 | 179.9 | -132.25 | 23.84 | 1,796 | 55 | 540 | |||||||||
| 2 Mar | 12521.00 | 312 | -97.2 | 19.79 | 1,703 | 315 | 485 | |||||||||
| 27 Feb | 12677.00 | 414.05 | -285.25 | 17.85 | 462 | 63 | 168 | |||||||||
| 26 Feb | 12937.00 | 700 | 99 | - | 0 | 0 | 105 | |||||||||
| 25 Feb | 13041.00 | 700 | 99 | 15.81 | 17 | 5 | 102 | |||||||||
| 24 Feb | 12960.00 | 601 | -39 | 13.88 | 70 | 29 | 96 | |||||||||
| 23 Feb | 12976.00 | 640 | 169.05 | 15.19 | 15 | 7 | 67 | |||||||||
| 20 Feb | 12766.00 | 470.95 | 15.5 | 14.58 | 61 | 19 | 59 | |||||||||
| 19 Feb | 12688.00 | 468.1 | -256.9 | 18.16 | 16 | 9 | 40 | |||||||||
| 18 Feb | 13052.00 | 725 | 47 | 12.31 | 2 | 0 | 29 | |||||||||
| 17 Feb | 12984.00 | 676 | 61 | 14.73 | 2 | 0 | 29 | |||||||||
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| 16 Feb | 12981.00 | 615 | -135.4 | 10.91 | 21 | 9 | 18 | |||||||||
| 13 Feb | 12963.00 | 750.4 | 0 | - | 0 | 0 | 9 | |||||||||
| 12 Feb | 13029.00 | 750.4 | 0 | - | 0 | 0 | 9 | |||||||||
| 11 Feb | 12969.00 | 750.4 | 0 | - | 0 | 0 | 9 | |||||||||
| 10 Feb | 13023.00 | 750.4 | 0 | 17.4 | 1 | 0 | 8 | |||||||||
| 9 Feb | 13048.00 | 750.4 | 206.7 | 12.77 | 6 | 0 | 2 | |||||||||
| 6 Feb | 12722.00 | 543.7 | -18 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 12773.00 | 543.7 | -18 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 12806.00 | 543.7 | -18 | - | 0 | 0 | 2 | |||||||||
| 3 Feb | 12590.00 | 543.7 | -18 | - | 0 | 0 | 2 | |||||||||
| 2 Feb | 12535.00 | 543.7 | -18 | - | 0 | 0 | 2 | |||||||||
| 1 Feb | 12284.00 | 543.7 | -18 | - | 0 | 0 | 2 | |||||||||
| 30 Jan | 12694.00 | 543.7 | -18 | 14.66 | 2 | 0 | 1 | |||||||||
| 29 Jan | 12717.00 | 561.7 | -39.4 | 16.95 | 1 | 0 | 0 | |||||||||
| 28 Jan | 12767.00 | 601.1 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12500 expiring on 30MAR2026
Delta for 12500 CE is 0.36
Historical price for 12500 CE is as follows
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 179.9, which was -132.25 lower than the previous day. The implied volatity was 23.84, the open interest changed by 55 which increased total open position to 540
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 312, which was -97.2 lower than the previous day. The implied volatity was 19.79, the open interest changed by 315 which increased total open position to 485
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 414.05, which was -285.25 lower than the previous day. The implied volatity was 17.85, the open interest changed by 63 which increased total open position to 168
On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 700, which was 99 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 700, which was 99 higher than the previous day. The implied volatity was 15.81, the open interest changed by 5 which increased total open position to 102
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 601, which was -39 lower than the previous day. The implied volatity was 13.88, the open interest changed by 29 which increased total open position to 96
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 640, which was 169.05 higher than the previous day. The implied volatity was 15.19, the open interest changed by 7 which increased total open position to 67
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 470.95, which was 15.5 higher than the previous day. The implied volatity was 14.58, the open interest changed by 19 which increased total open position to 59
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 468.1, which was -256.9 lower than the previous day. The implied volatity was 18.16, the open interest changed by 9 which increased total open position to 40
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 725, which was 47 higher than the previous day. The implied volatity was 12.31, the open interest changed by 0 which decreased total open position to 29
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 676, which was 61 higher than the previous day. The implied volatity was 14.73, the open interest changed by 0 which decreased total open position to 29
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 615, which was -135.4 lower than the previous day. The implied volatity was 10.91, the open interest changed by 9 which increased total open position to 18
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 750.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 750.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 750.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 750.4, which was 0 lower than the previous day. The implied volatity was 17.4, the open interest changed by 0 which decreased total open position to 8
On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 750.4, which was 206.7 higher than the previous day. The implied volatity was 12.77, the open interest changed by 0 which decreased total open position to 2
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 543.7, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 543.7, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 543.7, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 543.7, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 543.7, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 543.7, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 543.7, which was -18 lower than the previous day. The implied volatity was 14.66, the open interest changed by 0 which decreased total open position to 1
On 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 561.7, which was -39.4 lower than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 601.1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30MAR2026 12500 PE | |||||||
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Delta: -0.63
Vega: 12.22
Theta: -3.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 12107.00 | 522.35 | 263.8 | 26.41 | 556 | 65 | 467 |
| 2 Mar | 12521.00 | 255.6 | 80.05 | 21.26 | 894 | 99 | 402 |
| 27 Feb | 12677.00 | 183.75 | 82.75 | 20.46 | 965 | 50 | 305 |
| 26 Feb | 12937.00 | 101.5 | 12.1 | 19.87 | 351 | 40 | 255 |
| 25 Feb | 13041.00 | 88.05 | -13 | 20.52 | 507 | 82 | 226 |
| 24 Feb | 12960.00 | 104.4 | -10.8 | 19.87 | 325 | 9 | 144 |
| 23 Feb | 12976.00 | 115 | -57.8 | 21.02 | 155 | 29 | 133 |
| 20 Feb | 12766.00 | 167.5 | -40.35 | 19.9 | 388 | -146 | 105 |
| 19 Feb | 12688.00 | 216 | 115 | 21.1 | 339 | 230 | 249 |
| 18 Feb | 13052.00 | 98.65 | -53.55 | 20.33 | 26 | 15 | 18 |
| 17 Feb | 12984.00 | 152.2 | -229.15 | 22.83 | 3 | 2 | 2 |
| 16 Feb | 12981.00 | 381.35 | 0 | 3.4 | 0 | 0 | 0 |
| 13 Feb | 12963.00 | 381.35 | 0 | 3.49 | 0 | 0 | 0 |
| 12 Feb | 13029.00 | 381.35 | 0 | 3.74 | 0 | 0 | 0 |
| 11 Feb | 12969.00 | 381.35 | 0 | 3.26 | 0 | 0 | 0 |
| 10 Feb | 13023.00 | 381.35 | 0 | 3.53 | 0 | 0 | 0 |
| 9 Feb | 13048.00 | 381.35 | 0 | 3.81 | 0 | 0 | 0 |
| 6 Feb | 12722.00 | 381.35 | 0 | 2.16 | 0 | 0 | 0 |
| 5 Feb | 12773.00 | 381.35 | 0 | 2.34 | 0 | 0 | 0 |
| 4 Feb | 12806.00 | 381.35 | 0 | 2.28 | 0 | 0 | 0 |
| 3 Feb | 12590.00 | 381.35 | 0 | 1.41 | 0 | 0 | 0 |
| 2 Feb | 12535.00 | 381.35 | 0 | 1.2 | 0 | 0 | 0 |
| 1 Feb | 12284.00 | 381.35 | 0 | 0.13 | 0 | 0 | 0 |
| 30 Jan | 12694.00 | 381.35 | 0 | 2.04 | 0 | 0 | 0 |
| 29 Jan | 12717.00 | 381.35 | 0 | 1.85 | 0 | 0 | 0 |
| 28 Jan | 12767.00 | 381.35 | 0 | 2.38 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12500 expiring on 30MAR2026
Delta for 12500 PE is -0.63
Historical price for 12500 PE is as follows
On 4 Mar ULTRACEMCO was trading at 12107.00. The strike last trading price was 522.35, which was 263.8 higher than the previous day. The implied volatity was 26.41, the open interest changed by 65 which increased total open position to 467
On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 255.6, which was 80.05 higher than the previous day. The implied volatity was 21.26, the open interest changed by 99 which increased total open position to 402
On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 183.75, which was 82.75 higher than the previous day. The implied volatity was 20.46, the open interest changed by 50 which increased total open position to 305
On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 101.5, which was 12.1 higher than the previous day. The implied volatity was 19.87, the open interest changed by 40 which increased total open position to 255
On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 88.05, which was -13 lower than the previous day. The implied volatity was 20.52, the open interest changed by 82 which increased total open position to 226
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 104.4, which was -10.8 lower than the previous day. The implied volatity was 19.87, the open interest changed by 9 which increased total open position to 144
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 115, which was -57.8 lower than the previous day. The implied volatity was 21.02, the open interest changed by 29 which increased total open position to 133
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 167.5, which was -40.35 lower than the previous day. The implied volatity was 19.9, the open interest changed by -146 which decreased total open position to 105
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 216, which was 115 higher than the previous day. The implied volatity was 21.1, the open interest changed by 230 which increased total open position to 249
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 98.65, which was -53.55 lower than the previous day. The implied volatity was 20.33, the open interest changed by 15 which increased total open position to 18
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 152.2, which was -229.15 lower than the previous day. The implied volatity was 22.83, the open interest changed by 2 which increased total open position to 2
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 3.4, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 381.35, 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 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 381.35, 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
On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ULTRACEMCO was trading at 12717.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ULTRACEMCO was trading at 12767.00. The strike last trading price was 381.35, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
