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) 1.5

Max Pain 10000.0000

Open Interest by Strike (Max Pain: 10000.0000)

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	2313.6000	92.58	0.730	9400.0000	-0.065	27.62	33.9500	0	0
0	0	2131.2500	87.95	0.713	9600.0000	-0.090	26.99	48.6500	0	0
0	0	1953.5500	83.59	0.695	9800.0000	-0.121	26.28	67.9500	0	0
0	0	1122.6500	25.1	0.867	9900.0000	-0.161	28.59	105.7500	0	0
0	0	1781.3000	79.52	0.675	10000.0000	-0.142	23.42	73.0000	0	150
0	0	967.8000	25.75	0.811	10100.0000	-0.211	28.64	149.1500	0	0
0	0	1615.4500	75.76	0.653	10200.0000	-0.207	24.53	123.9500	0	0
0	0	824.4000	26.18	0.750	10300.0000	-0.267	28.7	203.9000	0	0
0	0	1456.8000	72.3	0.629	10400.0000	-0.263	23.44	162.3000	0	0
0	0	693.8000	26.49	0.683	10500.0000	-0.328	28.78	271.5500	0	0
0	0	1306.5000	69.17	0.602	10600.0000	-0.331	22.18	209.0000	0	0
0	0	576.6500	26.73	0.613	10700.0000	-0.392	28.88	352.6000	0	0
0	0	1163.7500	66.28	0.573	10800.0000	-0.410	20.58	263.3000	0	0
0	0	473.1000	26.9	0.542	10900.0000	-0.458	29.0	447.3000	0	0
0	0	1030.9000	63.71	0.542	11000.0000	-0.506	18.63	327.5000	0	0
100	100	228.0000	17.58	0.438	11100.0000	-0.523	29.15	555.6000	0	0
0	0	907.6500	61.41	0.510	11200.0000	-0.627	15.97	401.2500	0	0
0	0	306.3000	27.15	0.404	11300.0000	-0.586	29.33	676.9500	0	0
0	0	794.2000	59.36	0.476	11400.0000	-0.807	11.6	484.8500	0	0
0	0	241.6500	27.24	0.341	11500.0000	-0.644	29.55	810.5500	0	0
0	0	690.6500	57.54	0.441	11600.0000		—	578.3000	0	0
0	0	188.7500	27.36	0.283	11700.0000	-0.697	29.84	955.8000	0	0
0	0	596.8000	55.91	0.405	11800.0000		—	681.5000	0	0
0	0	144.9500	27.4	0.231	11900.0000	-0.745	30.15	1110.2500	0	0
0	0	512.6000	54.47	0.370	12000.0000		—	794.3500	0	0
0	0	110.1000	27.45	0.186	12100.0000	-0.786	30.55	1273.6000	0	0
0	0	437.5500	53.18	0.335	12200.0000		—	916.3500	0	0
0	0	371.2500	52.04	0.300	12400.0000		—	1047.0500	0	0
0	0	313.1000	51.01	0.268	12600.0000		—	1185.9500	0	0