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Pre-open brief

ULTRACEMCO ULTRATECH CEMENT LIMITED

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

ULTRATECH CEMENT LIMITED — on this desk since 28 Dec 2006.

Results meeting in 3 days Mon 19 Oct 2026, as the company announced it to NSE

implied move
3.4%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.17%
the future traded 0.17% above the share
option prices
71
dearer than 71 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————9,80011 strikes awaywall48,900+506.00long build-up
————9,90040001.74—
—885.26010010,00025,150−75012.45long unwinding
————10,1002,400+35015.75short build-up
—693.60035010,20013,700−1,50021.50long unwinding
————10,30015,700+1,60030.65short build-up
—513.7302,00010,40020,400−25040.65long unwinding
short covering405.80−45010,15010,50042,800+15057.90short build-up
short covering354.61−30016,90010,60020,400+5,35083.05short build-up
short covering287.95−2,30039,40010,70047,000+2,300114.15short build-up
short covering223.40−5,50051,80010,80039,900+4,850152.70short build-up
short covering173.35−4,85025,20010,900at the money15,750+400195.25short build-up
short covering135.35−5501,35,40011,00037,7000256.50—
long build-up104.05+2,55015,95011,1005,650+150310.75short build-up
long build-up79.05+2,85057,70011,20013,000+50383.16short build-up
short covering62.75−1,55021,20011,3002,2000462.18—
short covering47.20−2,00026,00011,4006,150−100546.73long unwinding
short covering37.25−21,5003,06,350wall11,50010,750−100635.69long unwinding
long build-up29.50+1,45015,80011,6001,950+50728.05short build-up
long build-up22.45+80020,30011,7009000822.90—
long build-up14.70+50044,75011,800450−50919.51long unwinding
—2.76012,30011,900————

The options were priced for a move of about 3.4% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 357 of 640 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.17% above the share.

Not in the F&O ban this session; open interest stood at 22% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.4% by 27 Oct; over the sessions the desk holds it ranged 0.9–7.0%.

Option prices were dearer than 71 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover3.4%0.17%
Wed 14 Octshort cover3.6%-0.06%
Tue 13 Octshort cover3.7%0.18%
Mon 12 Octlong unwind3.9%0.16%
Fri 9 Octshort cover4.1%0.03%
Thu 8 Octshort build4.6%0.59%
Wed 7 Octshort build4.4%0.14%
Tue 6 Octshort build4.5%0.46%
Mon 5 Octlong build4.6%0.54%
Thu 1 Octshort build4.8%0.64%
Wed 30 Seplong build4.4%0.05%
Tue 29 Sepshort build5.2%0.98%
Mon 28 Seplong unwind4.7%0.33%
Fri 25 Sepshort cover1.4%-0.13%
Thu 24 Seplong unwind1.5%0.17%
Wed 23 Sepshort cover1.6%-0.08%
Tue 22 Seplong unwind1.9%0.56%
Mon 21 Seplong build2.0%-0.05%
Fri 18 Sepshort cover2.3%-0.23%
Thu 17 Seplong build2.6%0.62%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.