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Historical option data for ULTRACEMCO

23 Jun 2026 12:16 PM IST
ULTRACEMCO 30-Jun-2026 (7d) 11300 CE
Delta: 0.55
Vega: 0.06
Theta: -8.76
Gamma: 0.0013
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 11323.00 140.25 -54.75 (-28.08%) 18.84 565 45 1,060
22 Jun 11402.00 191.65 -12.35 (-6.05%) 18.49 966 3 1,015
19 Jun 11367.00 197.35 -50.65 (-20.42%) 17.86 730 -10 1,012
18 Jun 11430.00 270 43 (18.94%) 19.74 2,158 108 1,025
17 Jun 11373.00 225 -9 (-3.85%) 19.53 846 -9 916
16 Jun 11391.00 234 -58 (-19.86%) 18.7 258 33 917
15 Jun 11466.00 284 156 (121.88%) 20.33 654 -73 886
12 Jun 11117.00 128.1 64.1 (100.16%) 19.45 1,573 -192 962
11 Jun 10830.00 68.9 -8.1 (-10.52%) 21.33 706 -2 1,151
10 Jun 10866.00 77.15 -27.85 (-26.52%) 21.34 712 52 1,155
9 Jun 10911.00 104.8 9.8 (10.32%) 22.73 1,377 123 1,104
8 Jun 10795.00 92 -51 (-35.66%) 24.77 736 185 980
5 Jun 10912.00 141.55 -40.45 (-22.23%) 23.94 635 57 795
4 Jun 10997.00 183.6 -45.4 (-19.83%) 24.64 1,120 303 740
3 Jun 11101.00 221.35 -31.65 (-12.51%) 24.7 1,009 196 437
2 Jun 11165.00 259.85 -36.15 (-12.21%) 23.89 614 129 244
1 Jun 11232.00 302.85 -277.15 (-47.78%) 23.29 171 84 113
29 May 11482.00 580.25 0.25 (0.04%) - 28 0 29
27 May 11689.00 580.25 25.25 (4.55%) 22.18 28 2 29
26 May 11623.00 555 -98 (-15.01%) 23.83 7 1 27
25 May 11726.00 660 93 (16.40%) 24.78 3 0 26
22 May 11569.00 566.95 60.95 (12.05%) 25.56 14 -5 28
21 May 11474.00 497.25 7.25 (1.48%) 23 11 -3 33
20 May 11409.00 490 -7 (-1.41%) 25.18 105 30 36
19 May 11368.00 497.45 -72.55 (-12.73%) 26.61 4 2 5
18 May 11561.00 570 -368 (-39.23%) 24.06 3 1 1
15 May 11487.00 0 -937.95 (-100.00%) - 0 0 0
14 May 11692.00 0 -937.95 (-100.00%) 0 0 0 0
13 May 11573.00 0 -937.95 (-100.00%) 0 0 0 0
12 May 11516.00 0 -937.95 (-100.00%) 0 0 0 0
11 May 11866.00 0 -937.95 (-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 11300 expiring on 30JUN2026

Delta for 11300 CE is 0.55

Historical price for 11300 CE is as follows

On 23 Jun ULTRACEMCO was trading at 11323.00. The strike last trading price was 140.25, which was -54.75 lower than the previous day. The implied volatity was 18.84, the open interest changed by 45 which increased total open position to 1060


On 22 Jun ULTRACEMCO was trading at 11402.00. The strike last trading price was 191.65, which was -12.35 lower than the previous day. The implied volatity was 18.49, the open interest changed by 3 which increased total open position to 1015


On 19 Jun ULTRACEMCO was trading at 11367.00. The strike last trading price was 197.35, which was -50.65 lower than the previous day. The implied volatity was 17.86, the open interest changed by -10 which decreased total open position to 1012


On 18 Jun ULTRACEMCO was trading at 11430.00. The strike last trading price was 270, which was 43 higher than the previous day. The implied volatity was 19.74, the open interest changed by 108 which increased total open position to 1025


On 17 Jun ULTRACEMCO was trading at 11373.00. The strike last trading price was 225, which was -9 lower than the previous day. The implied volatity was 19.53, the open interest changed by -9 which decreased total open position to 916


On 16 Jun ULTRACEMCO was trading at 11391.00. The strike last trading price was 234, which was -58 lower than the previous day. The implied volatity was 18.7, the open interest changed by 33 which increased total open position to 917


On 15 Jun ULTRACEMCO was trading at 11466.00. The strike last trading price was 284, which was 156 higher than the previous day. The implied volatity was 20.33, the open interest changed by -73 which decreased total open position to 886


On 12 Jun ULTRACEMCO was trading at 11117.00. The strike last trading price was 128.1, which was 64.1 higher than the previous day. The implied volatity was 19.45, the open interest changed by -192 which decreased total open position to 962


On 11 Jun ULTRACEMCO was trading at 10830.00. The strike last trading price was 68.9, which was -8.1 lower than the previous day. The implied volatity was 21.33, the open interest changed by -2 which decreased total open position to 1151


On 10 Jun ULTRACEMCO was trading at 10866.00. The strike last trading price was 77.15, which was -27.85 lower than the previous day. The implied volatity was 21.34, the open interest changed by 52 which increased total open position to 1155


On 9 Jun ULTRACEMCO was trading at 10911.00. The strike last trading price was 104.8, which was 9.8 higher than the previous day. The implied volatity was 22.73, the open interest changed by 123 which increased total open position to 1104


On 8 Jun ULTRACEMCO was trading at 10795.00. The strike last trading price was 92, which was -51 lower than the previous day. The implied volatity was 24.77, the open interest changed by 185 which increased total open position to 980


On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 141.55, which was -40.45 lower than the previous day. The implied volatity was 23.94, the open interest changed by 57 which increased total open position to 795


On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 183.6, which was -45.4 lower than the previous day. The implied volatity was 24.64, the open interest changed by 303 which increased total open position to 740


On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 221.35, which was -31.65 lower than the previous day. The implied volatity was 24.7, the open interest changed by 196 which increased total open position to 437


On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 259.85, which was -36.15 lower than the previous day. The implied volatity was 23.89, the open interest changed by 129 which increased total open position to 244


On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 302.85, which was -277.15 lower than the previous day. The implied volatity was 23.29, the open interest changed by 84 which increased total open position to 113


On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 580.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 580.25, which was 25.25 higher than the previous day. The implied volatity was 22.18, the open interest changed by 2 which increased total open position to 29


On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 555, which was -98 lower than the previous day. The implied volatity was 23.83, the open interest changed by 1 which increased total open position to 27


On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 660, which was 93 higher than the previous day. The implied volatity was 24.78, the open interest changed by 0 which decreased total open position to 26


On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 566.95, which was 60.95 higher than the previous day. The implied volatity was 25.56, the open interest changed by -5 which decreased total open position to 28


On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 497.25, which was 7.25 higher than the previous day. The implied volatity was 23, the open interest changed by -3 which decreased total open position to 33


On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 490, which was -7 lower than the previous day. The implied volatity was 25.18, the open interest changed by 30 which increased total open position to 36


On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 497.45, which was -72.55 lower than the previous day. The implied volatity was 26.61, the open interest changed by 2 which increased total open position to 5


On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 570, which was -368 lower than the previous day. The implied volatity was 24.06, the open interest changed by 1 which increased total open position to 1


On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 0, which was -937.95 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 -937.95 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 -937.95 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 -937.95 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 -937.95 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 (7d) 11300 PE
Delta: -0.44
Vega: 0.06
Theta: -6.99
Gamma: 0.0013
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 11323.00 100 16.8 (20.19%) 18.76 502 11 613
22 Jun 11402.00 80.05 -23.25 (-22.51%) 18.89 860 87 602
19 Jun 11367.00 90.9 16.5 (22.18%) 16.87 1,155 -5 517
18 Jun 11430.00 69.7 -30.3 (-30.30%) 17.06 1,564 97 522
17 Jun 11373.00 100 -9.15 (-8.38%) 16.86 1,839 176 428
16 Jun 11391.00 116 24.95 (27.40%) 18.06 643 -58 252
15 Jun 11466.00 95 -158.75 (-62.56%) 17.8 827 157 310
12 Jun 11117.00 250.8 -227.55 (-47.57%) 16.37 98 9 154
11 Jun 10830.00 478.35 478.35 (16.07%) 21.38 2 0 145
10 Jun 10866.00 481.7 66.7 (16.07%) 21.38 2 0 144
9 Jun 10911.00 414.85 -95.2 (-18.66%) 17.12 12 -4 146
8 Jun 10795.00 507.9 74.85 (17.28%) 18.7 24 0 151
5 Jun 10912.00 434.9 51.55 (13.45%) 19.48 13 -5 150
4 Jun 10997.00 377.95 56.15 (17.45%) 19.6 57 -4 156
3 Jun 11101.00 324.85 50.65 (18.47%) 19.24 77 17 159
2 Jun 11165.00 273.9 15.35 (5.94%) 18.64 275 43 142
1 Jun 11232.00 255 102.3 (66.99%) 19.73 196 33 99
29 May 11482.00 150 31.55 (26.64%) 19.11 85 33 67
27 May 11689.00 115.55 -46.55 (-28.72%) 20.31 92 9 34
26 May 11623.00 162.1 24.2 (17.55%) 21.77 20 11 23
25 May 11726.00 137.05 -65.15 (-32.22%) 22.4 11 -1 12
22 May 11569.00 202.2 -87.8 (-30.28%) 23.34 3 1 13
21 May 11474.00 290 290 (-8.75%) 23.84 22 0 12
20 May 11409.00 290 -27.8 (-8.75%) 23.84 22 3 12
19 May 11368.00 319.35 47.85 (17.62%) 24.74 9 1 7
18 May 11561.00 271.5 70.5 (35.07%) 25.72 5 0 1
15 May 11487.00 201 0 (0.00%) - 0 0 1
14 May 11692.00 201 0 (0.00%) 0 0 0 1
13 May 11573.00 201 0 (0.00%) 0 0 0 1
12 May 11516.00 201 -107.4 (-34.82%) 19.94 1 1 1
11 May 11866.00 0 -308.4 (-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 11300 expiring on 30JUN2026

Delta for 11300 PE is -0.44

Historical price for 11300 PE is as follows

On 23 Jun ULTRACEMCO was trading at 11323.00. The strike last trading price was 100, which was 16.8 higher than the previous day. The implied volatity was 18.76, the open interest changed by 11 which increased total open position to 613


On 22 Jun ULTRACEMCO was trading at 11402.00. The strike last trading price was 80.05, which was -23.25 lower than the previous day. The implied volatity was 18.89, the open interest changed by 87 which increased total open position to 602


On 19 Jun ULTRACEMCO was trading at 11367.00. The strike last trading price was 90.9, which was 16.5 higher than the previous day. The implied volatity was 16.87, the open interest changed by -5 which decreased total open position to 517


On 18 Jun ULTRACEMCO was trading at 11430.00. The strike last trading price was 69.7, which was -30.3 lower than the previous day. The implied volatity was 17.06, the open interest changed by 97 which increased total open position to 522


On 17 Jun ULTRACEMCO was trading at 11373.00. The strike last trading price was 100, which was -9.15 lower than the previous day. The implied volatity was 16.86, the open interest changed by 176 which increased total open position to 428


On 16 Jun ULTRACEMCO was trading at 11391.00. The strike last trading price was 116, which was 24.95 higher than the previous day. The implied volatity was 18.06, the open interest changed by -58 which decreased total open position to 252


On 15 Jun ULTRACEMCO was trading at 11466.00. The strike last trading price was 95, which was -158.75 lower than the previous day. The implied volatity was 17.8, the open interest changed by 157 which increased total open position to 310


On 12 Jun ULTRACEMCO was trading at 11117.00. The strike last trading price was 250.8, which was -227.55 lower than the previous day. The implied volatity was 16.37, the open interest changed by 9 which increased total open position to 154


On 11 Jun ULTRACEMCO was trading at 10830.00. The strike last trading price was 478.35, which was 478.35 higher than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 145


On 10 Jun ULTRACEMCO was trading at 10866.00. The strike last trading price was 481.7, which was 66.7 higher than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 144


On 9 Jun ULTRACEMCO was trading at 10911.00. The strike last trading price was 414.85, which was -95.2 lower than the previous day. The implied volatity was 17.12, the open interest changed by -4 which decreased total open position to 146


On 8 Jun ULTRACEMCO was trading at 10795.00. The strike last trading price was 507.9, which was 74.85 higher than the previous day. The implied volatity was 18.7, the open interest changed by 0 which decreased total open position to 151


On 5 Jun ULTRACEMCO was trading at 10912.00. The strike last trading price was 434.9, which was 51.55 higher than the previous day. The implied volatity was 19.48, the open interest changed by -5 which decreased total open position to 150


On 4 Jun ULTRACEMCO was trading at 10997.00. The strike last trading price was 377.95, which was 56.15 higher than the previous day. The implied volatity was 19.6, the open interest changed by -4 which decreased total open position to 156


On 3 Jun ULTRACEMCO was trading at 11101.00. The strike last trading price was 324.85, which was 50.65 higher than the previous day. The implied volatity was 19.24, the open interest changed by 17 which increased total open position to 159


On 2 Jun ULTRACEMCO was trading at 11165.00. The strike last trading price was 273.9, which was 15.35 higher than the previous day. The implied volatity was 18.64, the open interest changed by 43 which increased total open position to 142


On 1 Jun ULTRACEMCO was trading at 11232.00. The strike last trading price was 255, which was 102.3 higher than the previous day. The implied volatity was 19.73, the open interest changed by 33 which increased total open position to 99


On 29 May ULTRACEMCO was trading at 11482.00. The strike last trading price was 150, which was 31.55 higher than the previous day. The implied volatity was 19.11, the open interest changed by 33 which increased total open position to 67


On 27 May ULTRACEMCO was trading at 11689.00. The strike last trading price was 115.55, which was -46.55 lower than the previous day. The implied volatity was 20.31, the open interest changed by 9 which increased total open position to 34


On 26 May ULTRACEMCO was trading at 11623.00. The strike last trading price was 162.1, which was 24.2 higher than the previous day. The implied volatity was 21.77, the open interest changed by 11 which increased total open position to 23


On 25 May ULTRACEMCO was trading at 11726.00. The strike last trading price was 137.05, which was -65.15 lower than the previous day. The implied volatity was 22.4, the open interest changed by -1 which decreased total open position to 12


On 22 May ULTRACEMCO was trading at 11569.00. The strike last trading price was 202.2, which was -87.8 lower than the previous day. The implied volatity was 23.34, the open interest changed by 1 which increased total open position to 13


On 21 May ULTRACEMCO was trading at 11474.00. The strike last trading price was 290, which was 290 higher than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 12


On 20 May ULTRACEMCO was trading at 11409.00. The strike last trading price was 290, which was -27.8 lower than the previous day. The implied volatity was 23.84, the open interest changed by 3 which increased total open position to 12


On 19 May ULTRACEMCO was trading at 11368.00. The strike last trading price was 319.35, which was 47.85 higher than the previous day. The implied volatity was 24.74, the open interest changed by 1 which increased total open position to 7


On 18 May ULTRACEMCO was trading at 11561.00. The strike last trading price was 271.5, which was 70.5 higher than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 1


On 15 May ULTRACEMCO was trading at 11487.00. The strike last trading price was 201, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 May ULTRACEMCO was trading at 11692.00. The strike last trading price was 201, 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 1


On 13 May ULTRACEMCO was trading at 11573.00. The strike last trading price was 201, 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 1


On 12 May ULTRACEMCO was trading at 11516.00. The strike last trading price was 201, which was -107.4 lower than the previous day. The implied volatity was 19.94, the open interest changed by 1 which increased total open position to 1


On 11 May ULTRACEMCO was trading at 11866.00. The strike last trading price was 0, which was -308.4 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