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Related Pages for ULTRACEMCO
[--[65.84.65.76]--]
ULTRACEMCO
Ultratech Cement Limited
10941.2 171.65 (1.59%)

Option Chain for ULTRACEMCO

21 Nov 2024 01:51 PM IST

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

Call
Put

Lot Size : 100
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 2495.30 0.00 9700 0.00 0.30 30.45 20.5 0 22 -0.00
0.00 0 0 0 0.00 1352.00 0.00 9800 -2.60 2.80 36.88 30 7 243 -0.01
- 0 0 0 - 2303.40 0.00 9900 -2.75 5.60 37.75 12.5 2 73 -0.03
0.00 0 1 0 0.00 860.75 0.00 10000 -3.05 7.10 35.97 226.5 10 700 -0.03
- 0 0 0 - 2114.25 0.00 10100 -4.90 9.80 34.82 33 3 189 -0.04
- 4 3 8.5 - 696.45 77.75 10200 -8.35 12.00 32.67 243.5 50 170 -0.06
- 10 1 2.5 - 617.45 79.85 10300 -10.45 16.10 31.20 235 -22 232 -0.07
0.87 19 -1 8 33.46 585.80 118.00 10400 -18.60 21.40 29.50 376 10 309 -0.10
0.87 106 1 36 27.46 482.25 165.40 10500 -30.75 29.25 27.99 1,336.5 132 892 -0.13
0.81 127 -7 389 28.05 400.00 153.35 10600 -50.60 40.40 26.22 1,181 40 470 -0.18
0.75 337 58 1,623 26.47 317.95 151.00 10700 -62.90 56.85 24.87 1,656.5 127 524 -0.25
0.66 409 -140 3,345 24.74 236.50 125.20 10800 -90.25 82.15 24.11 2,032 144 647 -0.33
0.56 734 267 3,389.5 24.08 172.75 95.85 10900 -106.60 117.30 23.35 941.5 142 374 -0.44
0.45 1,420 236 5,324.5 23.74 120.00 74.65 11000 -121.95 164.25 22.78 1,441 -464 1,061 -0.55
0.34 909 -257 1,686.5 22.87 76.85 47.95 11100 -143.85 222.00 22.62 105.5 -43 348 -0.66
0.24 1,761 152 1,691.5 22.86 49.00 30.75 11200 -160.80 293.00 22.21 21.5 -12 335 -0.76
0.17 892 20 945 23.41 32.35 19.00 11300 -91.85 460.50 40.93 12.5 7 122 -0.70
0.12 567 69 570 24.19 21.80 12.45 11400 -173.50 468.00 24.51 4 -1 44 -0.88
0.08 1,517 -199 1,027.5 25.38 14.75 7.95 11500 -156.10 573.90 30.71 12 -10 119 -0.87
0.06 625 84 296 26.70 11.10 5.65 11600 0.00 750.00 0.00 0 -2 0 0.00
0.05 192 13 223 28.12 8.50 4.15 11700 -98.00 777.00 39.17 0.5 0 7 -0.88
0.04 246 25 106 29.71 6.70 4.15 11800 0.00 743.00 0.00 0 0 0 0.00
0.03 54 3 17.5 31.43 5.65 0.30 11900 -319.85 950.00 33.05 2 -2 6 -0.96
0.03 808 7 344 33.57 5.15 1.60 12000 50.00 1200.00 81.75 1 0 32 -0.77
0.00 0 1 0 0.00 2.85 0.00 12100 0.00 481.05 - 0 0 0 -
0.00 0 -43 0 0.00 2.90 0.00 12200 0.00 1092.05 - 0 0 0 -
0.02 63 10 45 42.17 5.50 3.00 12300 0.00 583.10 - 0 0 0 -
0.02 100 6 21.5 41.06 3.35 1.15 12400 0.00 1234.50 - 0 0 0 -
0.00 0 0 0 21.82 418.05 0.00 12500 0.00 696.55 - 0 0 0 -
0.00 0 0 0 0.00 1.30 0.00 12600 0.00 1384.95 - 0 0 0 -
0.00 0 0 0 0.00 344.85 0.00 12700 0.00 820.85 0.00 0 0 0 0.00
0.00 0 0 0 26.84 193.20 0.00 12800 0.00 1540.95 - 0 0 0 -
0.00 0 0 0 0.00 281.85 0.00 12900 0.00 955.30 0.00 0 0 0 0.00
0.01 380 -56 36 51.11 2.25 0.25 13000 0.00 1703.30 - 0 0 0 -
11,280 6,919
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 ltp, 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.