[--[65.84.65.76]--]

ULTRACEMCO

Ultratech Cement Limited
12521 -156.00 (-1.23%)
L: 12325 H: 12622

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Historical option data for ULTRACEMCO

02 Mar 2026 04:10 PM IST
ULTRACEMCO 30-MAR-2026 12800 CE
Delta: 0.39
Vega: 13.22
Theta: -5.95
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 12521.00 179.6 -65.35 19.86 893 53 377
27 Feb 12677.00 238 -152.9 17.21 1,906 215 328
26 Feb 12937.00 373.4 -97.1 15.25 119 14 115
25 Feb 13041.00 465.15 42.15 15.81 120 -4 100
24 Feb 12960.00 425.3 -4.2 17.58 35 -3 103
23 Feb 12976.00 420.3 109.6 15.61 364 30 105
20 Feb 12766.00 310 17.4 16.37 138 17 81
19 Feb 12688.00 290 -210 17.56 87 32 64
18 Feb 13052.00 500 50 14.36 1 0 31
17 Feb 12984.00 450 11.55 14.8 43 22 27
16 Feb 12981.00 438.45 148.15 - 0 0 5
13 Feb 12963.00 438.45 148.15 - 0 0 5
12 Feb 13029.00 438.45 148.15 - 0 0 5
11 Feb 12969.00 438.45 148.15 - 0 0 5
10 Feb 13023.00 438.45 148.15 - 0 0 5
9 Feb 13048.00 438.45 148.15 7.14 1 0 4
6 Feb 12722.00 290.3 -112.35 - 0 0 4
5 Feb 12773.00 290.3 -112.35 - 0 0 4
4 Feb 12806.00 290.3 -112.35 - 0 0 4
3 Feb 12590.00 290.3 -112.35 - 0 0 4
2 Feb 12535.00 290.3 -112.35 16.31 4 2 4
1 Feb 12284.00 402.65 -3.05 - 0 0 2
30 Jan 12694.00 402.65 -3.05 16.85 1 0 1
29 Jan 12717.00 405.7 176.9 17.84 1 0 0
28 Jan 12767.00 228.8 0 - 0 0 0
27 Jan 12589.00 228.8 0 0.08 0 0 0
23 Jan 12369.00 228.8 0 1.07 0 0 0
22 Jan 12364.00 228.8 0 0.99 0 0 0
21 Jan 12231.00 228.8 0 1.51 0 0 0
20 Jan 12059.00 228.8 0 2.52 0 0 0
19 Jan 12297.00 228.8 0 1.37 0 0 0
16 Jan 12378.00 228.8 0 0.75 0 0 0
14 Jan 12255.00 228.8 0 - 0 0 0
13 Jan 12044.00 228.8 0 2.14 0 0 0
12 Jan 12098.00 228.8 0 2.66 0 0 0
9 Jan 11937.00 228.8 0 - 0 0 0
8 Jan 12064.00 228.8 0 - 0 0 0
7 Jan 12184.00 228.8 0 - 0 0 0
6 Jan 12204.00 228.8 0 1.34 0 0 0
5 Jan 12087.00 228.8 0 - 0 0 0
2 Jan 11899.00 228.8 0 - 0 0 0
1 Jan 11901.00 228.8 0 - 0 0 0


For Ultratech Cement Limited - strike price 12800 expiring on 30MAR2026

Delta for 12800 CE is 0.39

Historical price for 12800 CE is as follows

On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 179.6, which was -65.35 lower than the previous day. The implied volatity was 19.86, the open interest changed by 53 which increased total open position to 377


On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 238, which was -152.9 lower than the previous day. The implied volatity was 17.21, the open interest changed by 215 which increased total open position to 328


On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 373.4, which was -97.1 lower than the previous day. The implied volatity was 15.25, the open interest changed by 14 which increased total open position to 115


On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 465.15, which was 42.15 higher than the previous day. The implied volatity was 15.81, the open interest changed by -4 which decreased total open position to 100


On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 425.3, which was -4.2 lower than the previous day. The implied volatity was 17.58, the open interest changed by -3 which decreased total open position to 103


On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 420.3, which was 109.6 higher than the previous day. The implied volatity was 15.61, the open interest changed by 30 which increased total open position to 105


On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 310, which was 17.4 higher than the previous day. The implied volatity was 16.37, the open interest changed by 17 which increased total open position to 81


On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 290, which was -210 lower than the previous day. The implied volatity was 17.56, the open interest changed by 32 which increased total open position to 64


On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 500, which was 50 higher than the previous day. The implied volatity was 14.36, the open interest changed by 0 which decreased total open position to 31


On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 450, which was 11.55 higher than the previous day. The implied volatity was 14.8, the open interest changed by 22 which increased total open position to 27


On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 438.45, which was 148.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 438.45, which was 148.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 438.45, which was 148.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 438.45, which was 148.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 438.45, which was 148.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 438.45, which was 148.15 higher than the previous day. The implied volatity was 7.14, the open interest changed by 0 which decreased total open position to 4


On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 290.3, which was -112.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 290.3, which was -112.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 290.3, which was -112.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 290.3, which was -112.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 290.3, which was -112.35 lower than the previous day. The implied volatity was 16.31, the open interest changed by 2 which increased total open position to 4


On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 402.65, which was -3.05 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 402.65, which was -3.05 lower than the previous day. The implied volatity was 16.85, 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 405.7, which was 176.9 higher than the previous day. The implied volatity was 17.84, 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 228.8, 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 27 Jan ULTRACEMCO was trading at 12589.00. The strike last trading price was 228.8, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 23 Jan ULTRACEMCO was trading at 12369.00. The strike last trading price was 228.8, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0


On 22 Jan ULTRACEMCO was trading at 12364.00. The strike last trading price was 228.8, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 21 Jan ULTRACEMCO was trading at 12231.00. The strike last trading price was 228.8, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 20 Jan ULTRACEMCO was trading at 12059.00. The strike last trading price was 228.8, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0


On 19 Jan ULTRACEMCO was trading at 12297.00. The strike last trading price was 228.8, which was 0 lower than the previous day. The implied volatity was 1.37, 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 228.8, which was 0 lower than the previous day. The implied volatity was 0.75, 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 228.8, 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 228.8, which was 0 lower than the previous day. The implied volatity was 2.14, 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 228.8, which was 0 lower than the previous day. The implied volatity was 2.66, 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 228.8, 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 228.8, 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 228.8, 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 228.8, which was 0 lower than the previous day. The implied volatity was 1.34, 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 228.8, 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 228.8, 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 228.8, 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


ULTRACEMCO 30MAR2026 12800 PE
Delta: -0.6
Vega: 13.33
Theta: -3.02
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 12521.00 427 118 21.83 68 -19 269
27 Feb 12677.00 310.35 116.25 19.97 801 6 289
26 Feb 12937.00 200.3 36.15 20.31 509 31 284
25 Feb 13041.00 166 -23.3 20.34 665 96 254
24 Feb 12960.00 186.5 -15.75 19.21 156 21 157
23 Feb 12976.00 201.2 -88.95 20.63 244 102 137
20 Feb 12766.00 293.9 -19.1 20.34 24 9 37
19 Feb 12688.00 313 12.75 18.96 42 12 27
18 Feb 13052.00 300.25 72.8 - 0 0 15
17 Feb 12984.00 300.25 72.8 - 0 0 15
16 Feb 12981.00 300.25 72.8 24.95 1 0 15
13 Feb 12963.00 227.45 4.45 - 0 0 15
12 Feb 13029.00 227.45 4.45 21.58 1 0 15
11 Feb 12969.00 223 42.25 19.3 1 0 14
10 Feb 13023.00 180.75 -219.25 17.66 13 0 1
9 Feb 13048.00 400 -93.25 - 0 0 1
6 Feb 12722.00 400 -93.25 - 0 0 1
5 Feb 12773.00 400 -93.25 - 0 0 1
4 Feb 12806.00 400 -93.25 - 0 0 1
3 Feb 12590.00 400 -93.25 19.9 1 0 1
2 Feb 12535.00 493.25 -641 - 0 0 1
1 Feb 12284.00 493.25 -641 - 0 0 1
30 Jan 12694.00 493.25 -641 27.06 1 0 0
29 Jan 12717.00 1134.25 0 0.42 0 0 0
28 Jan 12767.00 1134.25 0 0.93 0 0 0
27 Jan 12589.00 1134.25 0 0.09 0 0 0
23 Jan 12369.00 1134.25 0 - 0 0 0
22 Jan 12364.00 1134.25 0 - 0 0 0
21 Jan 12231.00 1134.25 0 - 0 0 0
20 Jan 12059.00 1134.25 0 - 0 0 0
19 Jan 12297.00 1134.25 0 - 0 0 0
16 Jan 12378.00 1134.25 0 - 0 0 0
14 Jan 12255.00 1134.25 0 - 0 0 0
13 Jan 12044.00 1134.25 0 - 0 0 0
12 Jan 12098.00 1134.25 0 - 0 0 0
9 Jan 11937.00 1134.25 0 - 0 0 0
8 Jan 12064.00 1134.25 0 - 0 0 0
7 Jan 12184.00 1134.25 0 - 0 0 0
6 Jan 12204.00 1134.25 0 - 0 0 0
5 Jan 12087.00 1134.25 0 - 0 0 0
2 Jan 11899.00 1134.25 0 - 0 0 0
1 Jan 11901.00 1134.25 0 - 0 0 0


For Ultratech Cement Limited - strike price 12800 expiring on 30MAR2026

Delta for 12800 PE is -0.6

Historical price for 12800 PE is as follows

On 2 Mar ULTRACEMCO was trading at 12521.00. The strike last trading price was 427, which was 118 higher than the previous day. The implied volatity was 21.83, the open interest changed by -19 which decreased total open position to 269


On 27 Feb ULTRACEMCO was trading at 12677.00. The strike last trading price was 310.35, which was 116.25 higher than the previous day. The implied volatity was 19.97, the open interest changed by 6 which increased total open position to 289


On 26 Feb ULTRACEMCO was trading at 12937.00. The strike last trading price was 200.3, which was 36.15 higher than the previous day. The implied volatity was 20.31, the open interest changed by 31 which increased total open position to 284


On 25 Feb ULTRACEMCO was trading at 13041.00. The strike last trading price was 166, which was -23.3 lower than the previous day. The implied volatity was 20.34, the open interest changed by 96 which increased total open position to 254


On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 186.5, which was -15.75 lower than the previous day. The implied volatity was 19.21, the open interest changed by 21 which increased total open position to 157


On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 201.2, which was -88.95 lower than the previous day. The implied volatity was 20.63, the open interest changed by 102 which increased total open position to 137


On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 293.9, which was -19.1 lower than the previous day. The implied volatity was 20.34, the open interest changed by 9 which increased total open position to 37


On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 313, which was 12.75 higher than the previous day. The implied volatity was 18.96, the open interest changed by 12 which increased total open position to 27


On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 300.25, which was 72.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 300.25, which was 72.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 300.25, which was 72.8 higher than the previous day. The implied volatity was 24.95, the open interest changed by 0 which decreased total open position to 15


On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 227.45, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 227.45, which was 4.45 higher than the previous day. The implied volatity was 21.58, the open interest changed by 0 which decreased total open position to 15


On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 223, which was 42.25 higher than the previous day. The implied volatity was 19.3, the open interest changed by 0 which decreased total open position to 14


On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 180.75, which was -219.25 lower than the previous day. The implied volatity was 17.66, the open interest changed by 0 which decreased total open position to 1


On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 400, which was -93.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 400, which was -93.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Feb ULTRACEMCO was trading at 12773.00. The strike last trading price was 400, which was -93.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 Feb ULTRACEMCO was trading at 12806.00. The strike last trading price was 400, which was -93.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb ULTRACEMCO was trading at 12590.00. The strike last trading price was 400, which was -93.25 lower than the previous day. The implied volatity was 19.9, the open interest changed by 0 which decreased total open position to 1


On 2 Feb ULTRACEMCO was trading at 12535.00. The strike last trading price was 493.25, which was -641 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 493.25, which was -641 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 493.25, which was -641 lower than the previous day. The implied volatity was 27.06, 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 1134.25, which was 0 lower than the previous day. The implied volatity was 0.42, 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 1134.25, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 27 Jan ULTRACEMCO was trading at 12589.00. The strike last trading price was 1134.25, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 23 Jan ULTRACEMCO was trading at 12369.00. The strike last trading price was 1134.25, 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 22 Jan ULTRACEMCO was trading at 12364.00. The strike last trading price was 1134.25, 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 21 Jan ULTRACEMCO was trading at 12231.00. The strike last trading price was 1134.25, 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 20 Jan ULTRACEMCO was trading at 12059.00. The strike last trading price was 1134.25, 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 19 Jan ULTRACEMCO was trading at 12297.00. The strike last trading price was 1134.25, 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 16 Jan ULTRACEMCO was trading at 12378.00. The strike last trading price was 1134.25, 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 Jan ULTRACEMCO was trading at 12255.00. The strike last trading price was 1134.25, 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 Jan ULTRACEMCO was trading at 12044.00. The strike last trading price was 1134.25, 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 Jan ULTRACEMCO was trading at 12098.00. The strike last trading price was 1134.25, 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 9 Jan ULTRACEMCO was trading at 11937.00. The strike last trading price was 1134.25, 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 8 Jan ULTRACEMCO was trading at 12064.00. The strike last trading price was 1134.25, 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 Jan ULTRACEMCO was trading at 12184.00. The strike last trading price was 1134.25, 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 Jan ULTRACEMCO was trading at 12204.00. The strike last trading price was 1134.25, 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 5 Jan ULTRACEMCO was trading at 12087.00. The strike last trading price was 1134.25, 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 2 Jan ULTRACEMCO was trading at 11899.00. The strike last trading price was 1134.25, 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 1 Jan ULTRACEMCO was trading at 11901.00. The strike last trading price was 1134.25, 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