ULTRACEMCO
Ultratech Cement Limited
Historical option data for ULTRACEMCO
24 Feb 2026 04:11 PM IST
| ULTRACEMCO 30-MAR-2026 12900 CE | ||||||||||||||||
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Delta: 0.6
Vega: 15.24
Theta: -6.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 12960.00 | 369.35 | -0.85 | 17.88 | 188 | 32 | 97 | |||||||||
| 23 Feb | 12976.00 | 360 | 89.45 | 15.83 | 224 | 12 | 66 | |||||||||
| 20 Feb | 12766.00 | 262.6 | 10.15 | 16.55 | 74 | 10 | 44 | |||||||||
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| 19 Feb | 12688.00 | 252 | -186 | 18.03 | 33 | 19 | 35 | |||||||||
| 18 Feb | 13052.00 | 438 | 38 | 14.92 | 3 | -1 | 15 | |||||||||
| 17 Feb | 12984.00 | 400 | -10 | 15.74 | 33 | 1 | 17 | |||||||||
| 16 Feb | 12981.00 | 410 | -9 | 17.34 | 19 | 4 | 6 | |||||||||
| 13 Feb | 12963.00 | 419 | 195.95 | - | 0 | 0 | 2 | |||||||||
| 12 Feb | 13029.00 | 419 | 195.95 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 12969.00 | 419 | 195.95 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 13023.00 | 419 | 195.95 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 13048.00 | 419 | 195.95 | 11.73 | 8 | 2 | 6 | |||||||||
| 6 Feb | 12722.00 | 223.05 | -184.8 | - | 0 | 0 | 4 | |||||||||
| 5 Feb | 12773.00 | 223.05 | -184.8 | - | 0 | 0 | 4 | |||||||||
| 4 Feb | 12806.00 | 223.05 | -184.8 | - | 0 | 0 | 4 | |||||||||
| 3 Feb | 12590.00 | 223.05 | -184.8 | - | 0 | 0 | 4 | |||||||||
| 2 Feb | 12535.00 | 223.05 | -184.8 | 15.03 | 4 | 2 | 2 | |||||||||
| 1 Feb | 12284.00 | 407.85 | 0 | 2.04 | 0 | 0 | 0 | |||||||||
| 30 Jan | 12694.00 | 407.85 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 29 Jan | 12717.00 | 407.85 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
| 28 Jan | 12767.00 | 407.85 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 12900 expiring on 30MAR2026
Delta for 12900 CE is 0.6
Historical price for 12900 CE is as follows
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 369.35, which was -0.85 lower than the previous day. The implied volatity was 17.88, the open interest changed by 32 which increased total open position to 97
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 360, which was 89.45 higher than the previous day. The implied volatity was 15.83, the open interest changed by 12 which increased total open position to 66
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 262.6, which was 10.15 higher than the previous day. The implied volatity was 16.55, the open interest changed by 10 which increased total open position to 44
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 252, which was -186 lower than the previous day. The implied volatity was 18.03, the open interest changed by 19 which increased total open position to 35
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 438, which was 38 higher than the previous day. The implied volatity was 14.92, the open interest changed by -1 which decreased total open position to 15
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 400, which was -10 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1 which increased total open position to 17
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 410, which was -9 lower than the previous day. The implied volatity was 17.34, the open interest changed by 4 which increased total open position to 6
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 419, which was 195.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 419, which was 195.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 419, which was 195.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 419, which was 195.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb ULTRACEMCO was trading at 13048.00. The strike last trading price was 419, which was 195.95 higher than the previous day. The implied volatity was 11.73, the open interest changed by 2 which increased total open position to 6
On 6 Feb ULTRACEMCO was trading at 12722.00. The strike last trading price was 223.05, which was -184.8 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 223.05, which was -184.8 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 223.05, which was -184.8 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 223.05, which was -184.8 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 223.05, which was -184.8 lower than the previous day. The implied volatity was 15.03, the open interest changed by 2 which increased total open position to 2
On 1 Feb ULTRACEMCO was trading at 12284.00. The strike last trading price was 407.85, 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 30 Jan ULTRACEMCO was trading at 12694.00. The strike last trading price was 407.85, which was 0 lower than the previous day. The implied volatity was 0.16, 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 407.85, which was 0 lower than the previous day. The implied volatity was 0.1, 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 407.85, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
| ULTRACEMCO 30MAR2026 12900 PE | |||||||
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Delta: -0.4
Vega: 15.28
Theta: -2.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 12960.00 | 223.45 | -15.75 | 19.04 | 239 | 54 | 125 |
| 23 Feb | 12976.00 | 240.25 | -78.7 | 20.62 | 147 | 63 | 71 |
| 20 Feb | 12766.00 | 318.95 | 103.95 | - | 0 | 0 | 8 |
| 19 Feb | 12688.00 | 318.95 | 103.95 | 16.08 | 9 | -1 | 8 |
| 18 Feb | 13052.00 | 215 | -42.65 | 20.39 | 8 | 4 | 9 |
| 17 Feb | 12984.00 | 251.3 | -54.15 | 20.56 | 3 | 1 | 4 |
| 16 Feb | 12981.00 | 305.45 | -35.5 | 22.78 | 4 | 1 | 2 |
| 13 Feb | 12963.00 | 340.95 | -154.85 | - | 0 | 0 | 1 |
| 12 Feb | 13029.00 | 340.95 | -154.85 | 25.9 | 1 | 0 | 1 |
| 11 Feb | 12969.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 10 Feb | 13023.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 9 Feb | 13048.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 6 Feb | 12722.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 5 Feb | 12773.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 4 Feb | 12806.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 3 Feb | 12590.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 2 Feb | 12535.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 1 Feb | 12284.00 | 495.8 | -88.15 | - | 0 | 0 | 1 |
| 30 Jan | 12694.00 | 495.8 | -88.15 | 24.76 | 1 | 0 | 0 |
| 29 Jan | 12717.00 | 583.95 | 0 | 0.2 | 0 | 0 | 0 |
| 28 Jan | 12767.00 | 583.95 | 0 | 0.5 | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 12900 expiring on 30MAR2026
Delta for 12900 PE is -0.4
Historical price for 12900 PE is as follows
On 24 Feb ULTRACEMCO was trading at 12960.00. The strike last trading price was 223.45, which was -15.75 lower than the previous day. The implied volatity was 19.04, the open interest changed by 54 which increased total open position to 125
On 23 Feb ULTRACEMCO was trading at 12976.00. The strike last trading price was 240.25, which was -78.7 lower than the previous day. The implied volatity was 20.62, the open interest changed by 63 which increased total open position to 71
On 20 Feb ULTRACEMCO was trading at 12766.00. The strike last trading price was 318.95, which was 103.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Feb ULTRACEMCO was trading at 12688.00. The strike last trading price was 318.95, which was 103.95 higher than the previous day. The implied volatity was 16.08, the open interest changed by -1 which decreased total open position to 8
On 18 Feb ULTRACEMCO was trading at 13052.00. The strike last trading price was 215, which was -42.65 lower than the previous day. The implied volatity was 20.39, the open interest changed by 4 which increased total open position to 9
On 17 Feb ULTRACEMCO was trading at 12984.00. The strike last trading price was 251.3, which was -54.15 lower than the previous day. The implied volatity was 20.56, the open interest changed by 1 which increased total open position to 4
On 16 Feb ULTRACEMCO was trading at 12981.00. The strike last trading price was 305.45, which was -35.5 lower than the previous day. The implied volatity was 22.78, the open interest changed by 1 which increased total open position to 2
On 13 Feb ULTRACEMCO was trading at 12963.00. The strike last trading price was 340.95, which was -154.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb ULTRACEMCO was trading at 13029.00. The strike last trading price was 340.95, which was -154.85 lower than the previous day. The implied volatity was 25.9, the open interest changed by 0 which decreased total open position to 1
On 11 Feb ULTRACEMCO was trading at 12969.00. The strike last trading price was 495.8, which was -88.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb ULTRACEMCO was trading at 13023.00. The strike last trading price was 495.8, which was -88.15 lower than the previous day. The implied volatity was -, 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 495.8, which was -88.15 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 495.8, which was -88.15 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 495.8, which was -88.15 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 495.8, which was -88.15 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 495.8, which was -88.15 lower than the previous day. The implied volatity was -, 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 495.8, which was -88.15 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 495.8, which was -88.15 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 495.8, which was -88.15 lower than the previous day. The implied volatity was 24.76, 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 583.95, which was 0 lower than the previous day. The implied volatity was 0.2, 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 583.95, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
