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) —

Max Pain 10800.0000

Open Interest by Strike (Max Pain: 10800.0000)

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	1826.4000	21.97	0.958	9200.0000	-0.085	28.31	62.6500	0	0
0	0	1488.7500	24.58	0.887	9600.0000	-0.143	28.38	119.1000	0	0
0	0	1182.5500	25.67	0.800	10000.0000	-0.193	24.77	150.0000	50	50
0	0	1042.5000	25.96	0.751	10200.0000	-0.264	28.52	264.0500	0	0
0	0	913.0500	26.22	0.700	10400.0000	-0.312	28.59	331.7000	0	0
0	0	794.0500	26.42	0.646	10600.0000	-0.341	23.15	300.0000	50	50
0	0	685.6000	26.58	0.591	10800.0000	-0.409	26.44	450.0000	50	50
0	0	587.7000	26.71	0.536	11000.0000	-0.462	28.86	597.5000	0	0
0	0	500.2000	26.81	0.482	11200.0000	-0.512	28.99	707.1000	0	0
0	0	422.7000	26.9	0.430	11400.0000	-0.561	29.13	826.7000	0	0
0	0	354.7000	26.97	0.379	11600.0000	-0.607	29.29	955.7500	0	0
0	0	295.6000	27.04	0.332	11800.0000	-0.651	29.47	1093.7000	0	0
0	0	245.2500	27.13	0.289	12000.0000	-0.690	29.72	1240.4000	0	0
0	0	164.6000	27.21	0.212	12400.0000	-0.760	30.26	1553.9500	0	0