UltraTech Cement Limited

Construction Materials · Cement & Cement Products

NSE: ULTRACEMCO BSE: 532538

₹10956.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +34.00

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	10962.0000	+27.00	1745500	-5550	Short Covering
Nov. 23, 2026	11033.0000	+43.00	131050	8300	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	10990.0000	0	0
Sept. 30, 2026	Nov. 23, 2026	10986.0000	11082.0000	10951.0000	11033.0000	131050	8300
Sept. 30, 2026	Oct. 27, 2026	10900.0000	11035.0000	10871.0000	10962.0000	1745500	-5550
Sept. 29, 2026	Nov. 23, 2026	11100.0000	11123.0000	10974.0000	10990.0000	122750	3700
Sept. 29, 2026	Oct. 27, 2026	11081.0000	11081.0000	10903.0000	10935.0000	1751050	183500
Sept. 29, 2026	Sept. 29, 2026	10990.0000	10998.0000	10822.0000	10855.0000	158350	-79700
Sept. 28, 2026	Nov. 23, 2026	11146.0000	11189.0000	11088.0000	11123.0000	119050	1750
Sept. 28, 2026	Oct. 27, 2026	11208.0000	11208.0000	11021.0000	11061.0000	1567550	315450
Sept. 28, 2026	Sept. 29, 2026	11160.0000	11163.0000	10972.0000	11007.0000	238050	-349700
Sept. 25, 2026	Nov. 23, 2026	11209.0000	11300.0000	11155.0000	11228.0000	117300	650

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.559

Max Pain 11000.0000

Open Interest by Strike (Max Pain: 11000.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	3183.2000	178.38	0.760	8800.0000	-0.013	38.03	5.4000	0	150
0	0	2990.0500	170.19	0.748	9000.0000	-0.028	39.82	13.0000	0	50
0	0	2798.6000	162.25	0.735	9200.0000	-0.035	37.6	16.2000	0	0
0	0	2609.4500	154.59	0.721	9400.0000	-0.051	36.66	24.1000	0	0
0	0	2157.5500	114.95	0.735	9500.0000	-0.045	32.82	18.5000	0	0
0	0	2423.2000	147.24	0.706	9600.0000	-0.071	35.62	34.9500	0	0
0	0	1970.0500	108.43	0.718	9700.0000	-0.047	28.52	17.0000	0	1000
0	0	2240.6000	140.22	0.690	9800.0000	-0.050	26.63	16.9500	50	1150
0	0	1786.9000	102.27	0.699	9900.0000	-0.072	27.44	26.7500	0	250
0	0	2062.4000	133.56	0.673	10000.0000	-0.076	25.32	26.3000	1850	8550
0	0	1609.2000	96.5	0.678	10100.0000	-0.136	30.08	63.9500	0	0
50	0	900.0000	31.48	0.826	10200.0000	-0.115	24.1	41.2000	3250	4050
0	0	1438.2500	91.17	0.653	10300.0000	-0.186	28.85	90.9000	0	0
0	0	1722.3500	121.41	0.633	10400.0000	-0.228	29.85	122.3000	0	0
3900	50	530.0000	13.86	0.900	10500.0000	-0.215	23.18	87.4500	450	17450
100	0	520.8500	22.87	0.741	10600.0000	-0.237	20.42	87.0000	250	550
250	0	439.1500	21.66	0.698	10700.0000	-0.311	22.94	141.3500	2050	25800
8050	1100	314.2000	16.12	0.680	10800.0000	-0.364	22.57	173.1000	1500	4700
8600	3150	274.1000	18.03	0.593	10900.0000	-0.422	22.98	219.3000	6400	13800
109000	47200	225.5000	18.44	0.519	11000.0000	-0.480	22.02	255.2000	500	59800
6750	500	173.8500	17.97	0.446	11100.0000	-0.539	22.39	312.7000	400	4700
17700	-250	151.6000	19.43	0.385	11200.0000	-0.601	21.73	364.0500	-600	13900
9350	-150	118.3000	19.43	0.322	11300.0000	-0.632	25.43	470.0000	0	2600
1000	550	97.0000	20.05	0.272	11400.0000	-0.668	26.97	554.2000	250	6700
129250	28450	75.1500	20.16	0.223	11500.0000	-0.704	27.72	633.0000	-100	12000
0	0	883.5500	94.68	0.471	11600.0000	-0.740	27.98	710.0000	0	2050
10450	1150	46.4500	20.79	0.149	11700.0000	-0.851	20.79	730.0000	0	900
0	0	775.3500	91.54	0.439	11800.0000	-0.869	22.02	825.0000	0	500
1950	1900	28.7500	21.5	0.098	11900.0000		—	663.8500	0	0
43000	14000	22.7000	21.88	0.079	12000.0000	-0.847	29.67	1050.0000	0	10350
0	0	352.6000	62.37	0.319	12100.0000		—	786.5000	0	0
0	0	587.0000	86.15	0.375	12200.0000	-0.859	33.54	1250.0000	400	1100
800	0	12.5500	23.49	0.045	12300.0000		—	919.6500	0	0
0	0	506.5000	83.86	0.342	12400.0000		—	877.0000	0	0
2550	1900	9.0000	24.7	0.032	12500.0000	-0.942	28.85	1500.0000	0	3650
0	0	434.6000	81.8	0.311	12600.0000		—	1002.2000	0	0
0	0	186.7500	58.23	0.206	12700.0000		—	1214.4000	0	0
0	0	370.9000	79.94	0.280	12800.0000		—	1135.5500	0	0
0	0	148.3500	57.17	0.174	12900.0000		—	1373.9000	0	0
3400	600	5.5000	28.62	0.018	13000.0000		—	1970.0000	0	3350
0	0	266.5000	76.83	0.223	13200.0000		—	2010.0000	0	100
0	0	223.6000	75.43	0.197	13400.0000		—	1579.4000	0	0
0	0	186.9500	74.2	0.172	13600.0000		—	1739.8000	0	0