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Related Pages for ULTRACEMCO
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ULTRACEMCO
Ultratech Cement Limited
11422.8 -248.00 (-2.12%)

Option Chain for ULTRACEMCO

20 Dec 2024 04:11 PM IST

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

Call
Put

Lot Size : 50
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 2847.15 0.00 9400 3.15 3.95 - 2,259 80 94 -
0.00 0 0 0 0.00 1698.80 0.00 9500 0.00 27.65 0.00 0 0 0 0.00
- 0 0 0 - 2657.25 0.00 9600 0.00 9.70 0.00 0 1 0 0.00
0.00 0 0 0 0.00 1517.00 0.00 9700 0.00 43.60 0.00 0 0 0 0.00
- 0 0 0 - 2470.00 0.00 9800 0.00 28.25 28.42 0 0 0 -0.00
0.00 0 0 0 0.00 1341.75 0.00 9900 0.00 66.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1165.45 0.00 10000 -0.15 3.00 48.34 65 13 323 -0.01
- 0 0 0 - 1174.60 0.00 10100 0.00 2.35 0.00 0 0 0 0.00
- 0 0 0 - 2105.90 0.00 10200 0.80 3.55 43.25 10 -2 152 -0.02
- 0 0 0 - 1017.20 0.00 10300 0.00 4.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1250.00 0.00 10400 0.10 4.90 37.87 707 17 143 -0.02
- 60 0 1 - 921.60 -398.40 10500 -0.25 5.60 36.53 696 -14 372 -0.03
- 27 -3 9 - 867.75 -207.25 10600 -0.90 6.55 33.03 825 159 426 -0.03
- 24 0 12 - 704.20 -545.80 10700 -0.85 8.15 32.11 685 -63 202 -0.04
- 23 -4 13 - 632.10 -731.65 10800 0.85 13.10 31.66 1,783 -68 583 -0.06
0.00 0 0 0 0.00 950.80 0.00 10900 3.00 16.95 29.69 1,675 -12 374 -0.08
- 291 -22 103 - 435.30 -260.70 11000 4.70 21.75 27.52 6,504 -728 2,006 -0.11
- 701 4 164 - 341.55 -223.45 11100 6.10 27.00 24.89 3,067 135 895 -0.14
- 708 -53 237 - 265.75 -210.30 11200 16.55 40.50 23.71 4,040 -214 966 -0.20
- 737 19 237 - 177.00 -236.05 11300 29.90 63.45 23.14 6,811 47 867 -0.29
0.69 870 17 2,417 10.85 111.05 -183.85 11400 55.05 103.00 23.83 39,060 760 1,711 -0.40
0.46 716 289 6,754 13.24 68.00 -150.45 11500 87.10 159.95 25.51 9,364 -381 951 -0.51
0.30 614 228 7,503 15.19 42.00 -107.95 11600 115.80 226.75 27.09 3,778 -283 459 -0.61
0.20 1,182 412 10,258 17.03 26.80 -78.05 11700 147.20 310.20 30.29 3,114 -223 515 -0.68
0.12 1,723 544 11,272 17.88 14.95 -56.50 11800 170.85 397.05 33.21 639 -98 771 -0.73
0.09 2,052 253 12,336 20.56 12.20 -33.90 11900 191.50 495.00 37.86 160 -54 733 -0.76
0.06 3,816 -323 10,087 22.41 8.95 -22.05 12000 190.30 580.30 39.16 486 -220 771 -0.80
0.05 2,257 -428 6,528 24.20 6.75 -17.80 12100 213.50 676.80 42.67 244 -40 591 -0.82
0.04 2,272 -428 5,948 26.89 6.35 -12.60 12200 346.00 817.45 57.12 14 -4 100 -0.79
0.03 2,218 727 6,095 28.90 5.35 -9.55 12300 210.00 830.00 33.20 1 0 45 -0.95
0.03 712 -151 1,667 30.82 4.55 -7.45 12400 0.00 470.35 0.00 0 0 0 0.00
0.02 1,801 -414 2,815 34.13 4.20 -5.50 12500 0.00 815.00 0.00 0 1 0 0.00
0.02 628 -215 1,261 35.69 4.25 -3.80 12600 0.00 511.75 0.00 0 0 0 0.00
0.02 365 -125 742 37.81 3.95 -3.35 12700 0.00 1562.40 - 0 0 0 -
0.02 617 -188 648 39.41 3.40 -3.40 12800 0.00 944.50 - 0 0 0 -
0.01 301 -62 302 41.17 3.05 -2.80 12900 -405.10 1336.90 - 4 2 2 -
0.01 1,839 -87 1,209 42.69 2.65 -1.95 13000 0.00 1075.25 - 0 0 0 -
0.01 19 0 5 45.21 2.35 -2.15 13100 0.00 1925.95 - 0 0 0 -
0.01 972 -67 635 46.70 2.45 -1.55 13200 0.00 1213.95 - 0 0 0 -
0.00 0 -13 0 0.00 3.75 0.00 13300 0.00 2113.35 - 0 0 0 -
0.01 7 0 2 47.15 1.25 0.00 13400 0.00 1360.65 - 0 0 0 -
27,552 14,052
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.