Historical option data for ULTRACEMCO
11 Jun 2026 04:11 PM IST
| ULTRACEMCO 30-Jun-2026 (18d) 11100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.09
Theta: -5.68
Gamma: 0.0007
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 10830.00 | 121.75 | -8.25 (-6.35%) | 21.19 | 727 | 28 | 808 | |||||||||
| 10 Jun | 10866.00 | 130.95 | -42.05 (-24.31%) | 21 | 962 | 193 | 780 | |||||||||
| 9 Jun | 10911.00 | 172.6 | 20.6 (13.55%) | 23.04 | 489 | -21 | 588 | |||||||||
| 8 Jun | 10795.00 | 142 | -72 (-33.64%) | 24.37 | 1,201 | -30 | 612 | |||||||||
| 5 Jun | 10912.00 | 214 | -52 (-19.55%) | 24.1 | 1,144 | 212 | 641 | |||||||||
| 4 Jun | 10997.00 | 265.85 | -63.15 (-19.19%) | 24.8 | 1,437 | 319 | 429 | |||||||||
| 3 Jun | 11101.00 | 322 | -40 (-11.05%) | 26.19 | 609 | 92 | 104 | |||||||||
| 2 Jun | 11165.00 | 366.55 | -704.45 (-65.77%) | 24.46 | 22 | 11 | 11 | |||||||||
| 1 Jun | 11232.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 11482.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 11689.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 11623.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 11726.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 11569.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 11474.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 11409.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 11368.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 11561.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 11487.00 | 0 | -1071.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 11692.00 | 0 | -1071.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 11573.00 | 0 | -1071.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 11516.00 | 0 | -1071.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 11866.00 | 0 | -1071.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 11950.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 12146.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 12093.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 11963.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 11758.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 11586.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ultratech Cement Limited - strike price 11100 expiring on 30JUN2026
Delta for 11100 CE is 0.35
Historical price for 11100 CE is as follows
On 11 Jun ULTRACEMCO was trading at 10830.00. The strike last trading price was 121.75, which was -8.25 lower than the previous day. The implied volatity was 21.19, the open interest changed by 28 which increased total open position to 808
On 10 Jun ULTRACEMCO was trading at 10866.00. The strike last trading price was 130.95, which was -42.05 lower than the previous day. The implied volatity was 21, the open interest changed by 193 which increased total open position to 780
On 9 Jun ULTRACEMCO was trading at 10911.00. The strike last trading price was 172.6, which was 20.6 higher than the previous day. The implied volatity was 23.04, the open interest changed by -21 which decreased total open position to 588
On 8 Jun ULTRACEMCO was trading at 10795.00. The strike last trading price was 142, which was -72 lower than the previous day. The implied volatity was 24.37, the open interest changed by -30 which decreased total open position to 612
On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 214, which was -52 lower than the previous day. The implied volatity was 24.1, the open interest changed by 212 which increased total open position to 641
On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 265.85, which was -63.15 lower than the previous day. The implied volatity was 24.8, the open interest changed by 319 which increased total open position to 429
On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 322, which was -40 lower than the previous day. The implied volatity was 26.19, the open interest changed by 92 which increased total open position to 104
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 366.55, which was -704.45 lower than the previous day. The implied volatity was 24.46, the open interest changed by 11 which increased total open position to 11
On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 0, 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 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 0, 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 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 0, 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 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 0, 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 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 0, 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 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 0, which was -1071.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 0, which was -1071.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 0, which was -1071.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 0, which was -1071.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 0, which was -1071.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 0, 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 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 0, 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 30 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 0, 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 30-Jun-2026 (18d) 11100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.09
Theta: -3.28
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 10830.00 | 326.35 | -1.35 (-0.41%) | 18.87 | 25 | 1 | 428 |
| 10 Jun | 10866.00 | 332 | 51 (18.15%) | 20.73 | 124 | -9 | 427 |
| 9 Jun | 10911.00 | 285.65 | -85.5 (-23.04%) | 18.16 | 368 | 36 | 436 |
| 8 Jun | 10795.00 | 373.95 | 63 (20.26%) | 20.27 | 246 | -20 | 399 |
| 5 Jun | 10912.00 | 310.4 | 42.6 (15.91%) | 19.84 | 608 | 52 | 419 |
| 4 Jun | 10997.00 | 265.3 | 57.2 (27.49%) | 19.99 | 1,313 | 118 | 365 |
| 3 Jun | 11101.00 | 226.35 | 48.15 (27.02%) | 18.9 | 2,402 | 204 | 248 |
| 2 Jun | 11165.00 | 178 | -52 (-22.61%) | 18.92 | 229 | 40 | 44 |
| 1 Jun | 11232.00 | 230 | 0 (0.00%) | - | 2 | 0 | 4 |
| 29 May | 11482.00 | 230 | 0 (0.00%) | - | 2 | 0 | 4 |
| 27 May | 11689.00 | 230 | 0 (0.00%) | - | 2 | 0 | 4 |
| 26 May | 11623.00 | 230 | 0 (0.00%) | - | 2 | 0 | 4 |
| 25 May | 11726.00 | 230 | 0 (0.00%) | - | 2 | 0 | 4 |
| 22 May | 11569.00 | 230 | 0 (0.00%) | - | 2 | 0 | 4 |
| 21 May | 11474.00 | 230 | 0 (0.00%) | 24.56 | 2 | 0 | 4 |
| 20 May | 11409.00 | 230 | 130.3 (130.69%) | 24.56 | 2 | 0 | 4 |
| 19 May | 11368.00 | 99.7 | 0 (0.00%) | - | 4 | 0 | 4 |
| 18 May | 11561.00 | 99.7 | 0 (0.00%) | - | 4 | 0 | 4 |
| 15 May | 11487.00 | 99.7 | 0 (0.00%) | - | 0 | 0 | 4 |
| 14 May | 11692.00 | 99.7 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 13 May | 11573.00 | 99.7 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 12 May | 11516.00 | 99.7 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 11 May | 11866.00 | 99.7 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 8 May | 11950.00 | 99.7 | 0 (0.00%) | 25.89 | 0 | 0 | 4 |
| 7 May | 12146.00 | 99.7 | -144.15 (-59.11%) | 25.89 | 4 | 0 | 0 |
| 6 May | 12093.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 11963.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 11758.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 11586.00 | 0 | 0 | - | 0 | 0 | 0 |
For Ultratech Cement Limited - strike price 11100 expiring on 30JUN2026
Delta for 11100 PE is -0.68
Historical price for 11100 PE is as follows
On 11 Jun ULTRACEMCO was trading at 10830.00. The strike last trading price was 326.35, which was -1.35 lower than the previous day. The implied volatity was 18.87, the open interest changed by 1 which increased total open position to 428
On 10 Jun ULTRACEMCO was trading at 10866.00. The strike last trading price was 332, which was 51 higher than the previous day. The implied volatity was 20.73, the open interest changed by -9 which decreased total open position to 427
On 9 Jun ULTRACEMCO was trading at 10911.00. The strike last trading price was 285.65, which was -85.5 lower than the previous day. The implied volatity was 18.16, the open interest changed by 36 which increased total open position to 436
On 8 Jun ULTRACEMCO was trading at 10795.00. The strike last trading price was 373.95, which was 63 higher than the previous day. The implied volatity was 20.27, the open interest changed by -20 which decreased total open position to 399
On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 310.4, which was 42.6 higher than the previous day. The implied volatity was 19.84, the open interest changed by 52 which increased total open position to 419
On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 265.3, which was 57.2 higher than the previous day. The implied volatity was 19.99, the open interest changed by 118 which increased total open position to 365
On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 226.35, which was 48.15 higher than the previous day. The implied volatity was 18.9, the open interest changed by 204 which increased total open position to 248
On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 178, which was -52 lower than the previous day. The implied volatity was 18.92, the open interest changed by 40 which increased total open position to 44
On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 4
On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 230, which was 130.3 higher than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 4
On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 99.7, 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 4
On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 99.7, 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 4
On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 99.7, 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 4
On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 99.7, 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 4
On 8 May ULTRACEMCO was trading at 11950.00. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 4
On 7 May ULTRACEMCO was trading at 12146.00. The strike last trading price was 99.7, which was -144.15 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 0
On 6 May ULTRACEMCO was trading at 12093.00. The strike last trading price was 0, 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 May ULTRACEMCO was trading at 11963.00. The strike last trading price was 0, 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 4 May ULTRACEMCO was trading at 11758.00. The strike last trading price was 0, 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 30 Apr ULTRACEMCO was trading at 11586.00. The strike last trading price was 0, 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
