UltraTech Cement Limited Option Chain Analysis

2026-09-292026-10-272026-11-23

Total CE OI

6.3 L

Total PE OI

3.4 L

PCR

0.53Bearish

CE OI	Chg	Vol	IV	LTP	Strike	LTP	IV	Vol	Chg	PE OI
0	0	—	—%	₹—	9,400	₹—	—%	—	0	0
0	0	—	—%	₹—	9,600	₹—	—%	—	0	100
0	0	—	—%	₹—	9,800	₹—	—%	—	0	0
0	0	—	—%	₹—	10,000	₹—	—%	—	+9K	12K
0	0	—	—%	₹—	10,100	₹—	—%	—	0	0
0	0	—	—%	₹—	10,200	₹—	—%	—	0	0
50	+50	—	—%	₹—	10,300	₹—	—%	—	0	0
2K	0	—	—%	₹—	10,400	₹—	—%	—	0	50
600	0	—	—%	₹—	10,500	₹—	—%	—	+150	19K
0	0	—	—%	₹—	10,600	₹—	—%	—	0	50
0	0	—	—%	₹—	10,700	₹—	—%	—	0	0
—	—	—	—%	₹—	10,760	₹—	—%	—	+200	17K
0	0	—	—%	₹—	10,800	₹—	—%	—	+3K	8K
0	0	—	—%	₹—	10,900	₹—	—%	—	0	0
4K	-100	—	—%	₹—	11,000	₹—	—%	—	+6K	58K
—	—	—	—%	₹—	11,060	₹—	—%	—	0	4K
150	+50	—	—%	₹—	11,100	₹—	—%	—	0	0
50	0	—	—%	₹—	11,160	₹—	—%	—	—	—
2K	-650	—	—%	₹—	11,200	₹—	—%	—	-550	5K
4K	+1K	—	—%	₹—	11,260	₹—	—%	—	+300	2K
32K	+8K	—	—%	₹—	11,300	₹—	—%	—	+2K	51K
—	—	—	—%	₹—	11,360	₹—	—%	—	0	700
32K	+8K	—	—%	₹—	11,400	₹—	—%	—	+5K	31K
16K	+100	—	—%	₹—	11,460	₹—	—%	—	-150	4K
72K	+5K	—	—%	₹—	11,500	₹—	—%	—	+5K	39K
8K	-150	—	—%	₹—	11,560	₹—	—%	—	0	9K
30K	+1K	—	—%	₹—	11,600	₹—	—%	—	+100	11K
12K	+350	—	—%	₹—	11,660	₹—	—%	—	0	6K
54K	-300	—	—%	₹—	11,700	₹—	—%	—	-350	12K
1.0 L	-750	—	—%	₹—	11,760	₹—	—%	—	0	8K
56K	-900	—	—%	₹—	11,800	₹—	—%	—	-700	17K
1K	-50	—	—%	₹—	11,860	₹—	—%	—	—	—
13K	+3K	—	—%	₹—	11,900	₹—	—%	—	0	3K
—	—	—	—%	₹—	11,960	₹—	—%	—	0	350
1.1 L	+19K	—	—%	₹—	12,000ATM	₹—	—%	—	+300	11K
—	—	—	—%	₹—	12,060	₹—	—%	—	0	100
23K	+50	—	—%	₹—	12,100	₹—	—%	—	0	300
200	+100	—	—%	₹—	12,200	₹—	—%	—	0	500
200	0	—	—%	₹—	12,260	₹—	—%	—	-500	3K
50	0	—	—%	₹—	12,300	₹—	—%	—	0	100
6K	0	—	—%	₹—	12,360	₹—	—%	—	0	50
0	0	—	—%	₹—	12,400	₹—	—%	—	0	0
—	—	—	—%	₹—	12,460	₹—	—%	—	0	50
41K	-2K	—	—%	₹—	12,500	₹—	—%	—	0	4K
0	0	—	—%	₹—	12,600	₹—	—%	—	0	50
400	0	—	—%	₹—	12,700	₹—	—%	—	0	50
0	0	—	—%	₹—	12,800	₹—	—%	—	0	50
0	0	—	—%	₹—	12,900	₹—	—%	—	0	0
350	+150	—	—%	₹—	13,000	₹—	—%	—	0	2K
0	0	—	—%	₹—	13,200	₹—	—%	—	0	0
—	—	—	—%	₹—	13,300	₹—	—%	—	0	50
0	0	—	—%	₹—	13,400	₹—	—%	—	0	0
700	0	—	—%	₹—	13,560	₹—	—%	—	—	—
250	0	—	—%	₹—	13,600	₹—	—%	—	0	0
2K	-250	—	—%	₹—	13,800	₹—	—%	—	—	—
—	—	—	—%	₹—	14,000	₹—	—%	—	0	50

Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.

Live Greeks Panel

AI AnalysisGenerated daily after market close · AI-powered

Key Strike Levels

The open‑interest (OI) cluster is centred around the 11,400 ₹ call and the 11,950 ₹ put strikes, forming a tight resistance‑support band. The 11,300 ₹ and 11,000 ₹ put strikes also show material OI, extending the implied range down to roughly 11,000 ₹. Together, these concentrations suggest the market expects price movement to stay within the 11,000‑12,000 ₹ corridor through expiry.

OI Buildup Activity

Fresh build‑up appears at the 12,000 ₹ call strike with an addition of 19,050 contracts, indicating new buying interest at the upper edge of the range. On the put side, the 10,000 ₹ strike accumulates 9,400 contracts, while the 11,000 ₹ and 11,400 ₹ puts gain 6,200 and 5,150 contracts respectively, reflecting incremental defensive positioning. The pattern of additions points to traders reinforcing existing resistance and support levels rather than expanding the range.

Volatility Read

The at‑the‑money implied volatility stands at 12.9 %, modest for the sector and implying limited premium pricing. The volatility skew is bearish, with higher implied volatility priced into out‑of‑the‑money puts than calls.

Key OI Levels

The highest call OI sits at the 12,000 ₹ strike, while the highest put OI concentrates at the 11,950 ₹ strike.

Same Sector

AMBUJACEMAmbuja Cements LimitedNeutral DALBHARATDalmia Bharat LimitedNeutral GRASIMGrasim Industries LimitedNeutral SHREECEMSHREE CEMENT LIMITEDNeutral

Frequently Asked Questions

What is the highest call OI strike for UltraTech Cement Limited today?

The strike with highest call (CE) open interest for UltraTech Cement Limited is ₹12,000 for the 2026-09-29 expiry. This acts as a key resistance level since call writers will defend this strike aggressively near expiry.

What is the highest put OI strike for UltraTech Cement Limited today?

The strike with highest put (PE) open interest for UltraTech Cement Limited is ₹11,000 for the 2026-09-29 expiry. This acts as a key support level — put writers will tend to defend this level near expiry.

What does OI buildup in UltraTech Cement Limited options mean?

Open Interest (OI) buildup in UltraTech Cement Limited options shows how many net new contracts are being created at each strike. Rising OI at a strike means fresh positions (writers or buyers). Rising OI with rising price = long buildup (bullish); rising OI with falling price = short buildup (bearish).

When does UltraTech Cement Limited options expire?

UltraTech Cement Limited options have their nearest expiry on 2026-09-29. NSE F&O stocks have monthly expiry contracts — typically the last Tuesday of each month. MarketNetra shows data for the nearest two expiries.

How to read UltraTech Cement Limited option chain?

The UltraTech Cement Limited option chain shows calls (CE) on the left and puts (PE) on the right for each strike price. Key columns: OI (total open contracts), OI Change (new positions today), Volume (today's trades), IV (implied volatility — higher = more uncertainty), and LTP (last traded price). The ATM (at-the-money) strike is highlighted in blue.