UltraTech Cement Limited

Construction Materials · Cement & Cement Products

NSE: ULTRACEMCO BSE: 532538

₹10850.00

Oct. 5, 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) +198.00

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	10909.0000	+130.00	1820100	11100	Long Buildup
Nov. 23, 2026	10970.0000	+169.00	133600	-350	Short Covering
Dec. 29, 2026	11048.0000	+249.00	500	150	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	11000.0000	11055.0000	11000.0000	11048.0000	500	150
Oct. 5, 2026	Nov. 23, 2026	10928.0000	11013.0000	10896.0000	10970.0000	133600	-350
Oct. 5, 2026	Oct. 27, 2026	10793.0000	10964.0000	10793.0000	10909.0000	1820100	11100
Oct. 1, 2026	Dec. 29, 2026	10899.0000	10899.0000	10784.0000	10799.0000	350	350
Oct. 1, 2026	Nov. 23, 2026	10967.0000	10967.0000	10726.0000	10801.0000	133950	2900
Oct. 1, 2026	Oct. 27, 2026	10991.0000	10991.0000	10647.0000	10779.0000	1809000	63500
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

Options Chain

As of Oct. 1, 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) 0.47

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
					8800.0000	-0.015	37.87	6.0000	300	450
					9000.0000	-0.014	33.59	5.1000	50	100
0	0	2609.4500	165.34	0.711	9400.0000	-0.037	31.86	14.0000	350	350
0	0	2423.2000	157.5	0.696	9600.0000	-0.077	34.59	36.0000	50	50
					9700.0000	-0.064	29.54	24.5000	200	1200
0	0	2240.6000	150.01	0.680	9800.0000	-0.078	28.92	30.2000	11600	12750
0	0	1786.9000	111.46	0.682	9900.0000	-0.114	31.11	51.8500	150	400
100	100	820.0000	—		10000.0000	-0.116	28.05	47.7000	8150	16700
0	0	1609.2000	105.16	0.660	10100.0000	-0.146	28.31	63.9500	0	0
50	0	900.0000	41.96	0.743	10200.0000	-0.172	27.45	75.6000	2600	6650
0	0	1438.2500	99.3	0.636	10300.0000	-0.203	26.91	92.0000	2250	2250
0	0	1722.3500	129.84	0.622	10400.0000	-0.246	27.33	120.2000	1150	1150
3750	-150	433.2000	13.78	0.852	10500.0000	-0.286	26.7	143.0500	7400	24850
800	700	330.5000	10.97	0.837	10600.0000	-0.330	26.27	171.9000	2100	2650
5700	5450	297.6500	15.54	0.683	10700.0000	-0.383	26.96	217.4000	4650	30450
21300	13250	246.1000	16.5	0.595	10800.0000	-0.433	27.39	265.7500	4900	9600
9550	950	204.3000	17.51	0.513	10900.0000	-0.483	27.83	319.2500	-2100	11700
120450	11450	161.3500	17.71	0.436	11000.0000	-0.532	28.06	375.3500	-8750	51050
6450	-300	128.8000	18.2	0.366	11100.0000	-0.576	28.83	442.3000	-150	4550
18000	300	102.8000	18.73	0.305	11200.0000	-0.613	30.66	525.1000	-450	13450
20100	10750	81.3500	19.19	0.251	11300.0000	-0.756	18.63	470.0000	0	2600
5150	4150	64.2000	19.65	0.206	11400.0000	-0.800	19.24	554.2000	0	6700
171850	42600	52.2000	20.32	0.170	11500.0000	-0.710	33.29	760.0000	100	12100
0	0	883.5500	100.83	0.462	11600.0000	-0.917	16.46	710.0000	0	2050
11450	1000	30.5000	20.83	0.108	11700.0000		—	730.0000	0	900
42200	42200	22.6500	20.98	0.083	11800.0000		—	825.0000	0	500
3000	1050	19.2000	21.79	0.070	11900.0000		—	663.8500	0	0
48900	5900	15.8500	22.43	0.058	12000.0000	-0.737	50.99	1310.0000	-100	10250
100	100	13.0000	23.01	0.048	12100.0000		—	786.5000	0	0
0	0	587.0000	91.43	0.368	12200.0000		—	1250.0000	0	1100
800	0	9.4000	24.38	0.034	12300.0000
0	0	506.5000	88.89	0.336	12400.0000		—	877.0000	0	0
3600	1050	7.5000	26.03	0.027	12500.0000		—	1500.0000	0	3650
0	0	434.6000	86.6	0.305	12600.0000		—	1002.2000	0	0
3350	-50	4.4000	29.74	0.015	13000.0000		—	1970.0000	0	3350
					13200.0000		—	2010.0000	0	100