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Option Chain For ULTRACEMCO - ULTRATECH CEMENT LIMITED
Last updated on 03 Jul 2020 02:56 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 2100 - - - - -
- - - - - 2200 - - - - -
- - - - - 2300 - - - - -
- - - - - 2400 - - - - -
- - - - - 2500 - - - - -
- - - - - 2600 - - - - -
- - - - - 2650 - - - - -
- - - - - 2700 - - - - 400
- - - - - 2750 - - - - -
- - - - - 2800 - - - - -
- - - - - 2850 - - - - -
- - - - - 2900 - - - - -
- - - - - 2950 - - - - -
- - - - - 3000 - - - - -
- - - - - 3050 - - - - -
- - - - - 3100 - - - - -
- - - - - 3150 - - - - -
- - - - - 3200 - - - - 7,800
400 - - - - 3250 - - - - 200
200 - - - - 3300 0.15 8.00 38.22 800 9,400
- - - - - 3350 - - - - -
200 - - - - 3400 - - - - 1,200
- - - - - 3450 - - - - -
400 - - - - 3500 -0.55 20.95 34.90 200 8,600
400 - - - - 3550 - - - - 600
600 - - - - 3600 3.00 39.90 35.75 800 7,800
- - - - - 3650 - 51.00 35.60 400 2,000
2,200 -200 28.15 248.00 -9.00 3700 8.50 65.70 35.97 1,400 12,600
- - - - - 3750 -22.50 80.50 35.48 - 200
4,800 -200 31.56 192.50 -23.00 3800 12.20 99.20 35.96 1,600 15,400
5,000 - 33.12 169.95 -9.10 3850 11.60 120.95 35.59 - 3,800
15,000 400 30.72 136.00 -18.20 3900 12.55 145.55 34.07 800 3,600
6,600 600 30.69 111.25 -20.80 3950 -36.00 175.95 36.66 - 200
23,400 1,800 30.94 93.80 -16.05 4000 -46.20 185.45 31.92 - 1,800
1,600 - 31.86 78.00 -14.15 4050 - - - - -
7,000 800 31.43 62.85 -12.45 4100 - - - - -
5,800 -200 31.79 50.20 -11.45 4150 - - - - -
16,600 1,400 32.20 41.00 -9.00 4200 - - - - 200
- - - - - 4250 - - - - 400
11,200 3,600 32.67 26.25 -7.15 4300 - - - - 400
- - - - - 4350 - - - - 400
3,200 200 34.18 18.50 -5.95 4400 - - - - -
- - - - - 4450 - - - - -
11,800 -400 31.19 7.15 -5.85 4500 - - - - -
- - - - - 4550 - - - - -
7,800 800 35.75 7.85 -1.05 4600 - - - - -
- - - - - 4650 - - - - -
1,000 - 38.35 6.90 -0.45 4700 - - - - -
200 - - - - 4750 - - - - -
1,600 - - - - 4800 - - - - -
Total 127,000 77,000
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike prices, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.