[--[65.84.65.76]--]
ULTRACEMCO
ULTRATECH CEMENT LIMITED

9749.15 125.70 (1.31%)

Option Chain for ULTRACEMCO

28 Mar 2024 03:23 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
300 0 200 - 1580.00 8200 9.95 - 0 0 0
0 0 0 - 2288.45 8300 12.85 - 0 0 0
0 0 0 - 2193.80 8400 16.40 - 0 0 0
0 0 0 - 2099.90 8500 20.75 - 0 0 0
0 0 0 - 1017.75 8600 0.05 - 200 0 900
0 0 0 - 1915.00 8700 0.10 - 800 -600 2,400
0 0 0 - 829.85 8800 0.10 - 200 0 9,400
0 0 0 - 1734.80 8900 0.20 - 1,000 -300 3,200
800 -200 600 - 770.00 9000 0.05 - 11,400 -7,900 21,700
0 0 0 - 1560.45 9100 0.25 - 3,600 -2,000 4,400
0 -100 0 - 482.00 9200 0.30 - 20,400 1,900 17,800
2,000 0 700 - 493.50 9300 0.20 - 34,000 -1,500 25,400
0 -100 0 - 252.00 9400 0.10 - 33,500 -9,500 16,200
11,700 -6,000 19,500 - 211.70 9500 0.05 - 64,400 -6,100 19,600
10,900 -11,400 20,400 - 215.00 9600 0.30 - 73,000 9,400 23,400
11,500 -28,400 83,200 - 16.00 9700 1.00 - 75,800 -2,600 19,800
10,200 -44,000 1,61,100 - 1.00 9800 75.00 - 13,300 -2,200 7,800
20,000 -36,200 1,67,600 - 3.50 9900 190.00 - 9,700 -1,600 8,400
58,900 -38,300 1,22,600 - 0.10 10000 281.55 - 10,500 -2,500 9,300
60,200 -14,900 41,200 - 0.05 10100 299.00 - 2,000 -1,600 8,100
43,500 -19,800 38,600 - 0.10 10200 440.00 - 4,400 -1,600 4,800
63,800 -2,500 33,200 - 0.05 10300 641.65 - 0 0 0
18,000 -8,100 12,700 - 0.05 10400 762.10 - 0 0 0
35,800 -15,500 21,300 - 0.05 10500 700.90 - 600 -100 1,100
22,900 -100 2,300 - 0.05 10600 526.80 - 0 0 0
2,300 -1,800 2,600 - 0.10 10700 579.35 - 0 0 0
5,600 -600 700 - 0.05 10800 634.75 - 0 0 0
1,600 0 600 - 0.05 10900 692.85 - 0 0 0
15,300 -5,600 7,400 - 0.05 11000 753.70 - 0 0 0
3,900 -800 2,400 - 0.05 11100 817.10 - 0 0 0
1,300 -1,000 1,200 - 0.05 11200 883.05 - 0 0 0
0 0 0 - 281.00 11300 951.45 - 0 0 0
2,300 -100 700 - 0.05 11400 1022.10 - 0 0 0
7,600 -800 2,000 - 0.05 11500 1095.50 - 0 0 0
4,10,400 2,03,700
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.