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Related Pages for ULTRACEMCO
[--[65.84.65.76]--]
ULTRACEMCO
Ultratech Cement Limited
10954.85 185.30 (1.72%)

Option Chain for ULTRACEMCO

21 Nov 2024 04:11 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 0.75 34.44 21.5 0 22 -0.00
0.00 0 0 0 0.00 1352.00 0.00 9800 -0.40 5.00 40.88 44.5 7 243 -0.02
- 0 0 0 - 2303.40 0.00 9900 -3.40 4.95 37.68 30 -6 65 -0.02
0.00 0 1 0 0.00 860.75 0.00 10000 -3.70 6.45 36.12 346.5 -61 629 -0.03
- 0 0 0 - 2114.25 0.00 10100 -5.85 8.85 34.85 91 -13 173 -0.04
- 4 3 8.5 - 696.45 77.75 10200 -9.45 10.90 32.80 340.5 4 124 -0.05
- 10 1 2.5 - 617.45 79.85 10300 -11.55 15.00 31.45 305.5 -61 193 -0.07
0.88 18 -2 15 33.52 602.90 135.10 10400 -20.00 20.00 29.81 503 30 329 -0.09
0.87 99 -6 54 28.26 500.00 183.15 10500 -33.85 26.15 27.91 1,740 216 976 -0.12
0.82 124 -10 424 27.37 412.90 166.25 10600 -52.85 38.15 26.91 1,373.5 15 445 -0.17
0.77 303 24 1,870 25.59 326.75 159.80 10700 -65.75 54.00 25.68 2,064.5 109 506 -0.23
0.69 380 -169 3,712.5 23.97 246.85 135.55 10800 -96.40 76.00 24.43 2,690 284 787 -0.31
0.59 681 214 5,073 23.24 180.00 103.10 10900 -121.25 102.65 22.60 1,916 349 581 -0.41
0.48 1,335 151 8,196.5 22.74 125.00 79.65 11000 -135.40 150.80 22.66 2,482.5 -623 902 -0.52
0.36 957 -209 2,815 22.29 81.80 52.90 11100 -157.55 208.30 22.36 210.5 -52 339 -0.64
0.26 1,686 77 2,781 22.28 52.00 33.75 11200 -167.30 286.50 24.00 57.5 -58 289 -0.72
0.18 930 58 1,653.5 23.08 34.60 21.25 11300 -177.50 374.85 26.50 31 -4 111 -0.78
0.13 720 222 1,034.5 24.48 24.75 15.40 11400 -181.20 460.30 27.35 31.5 3 48 -0.84
0.10 1,692 -24 1,701 26.06 18.50 11.70 11500 -172.30 557.70 30.64 16.5 -7 122 -0.86
0.06 476 -65 572.5 25.97 10.75 5.30 11600 -99.80 650.20 31.99 6 2 20 -0.89
0.05 300 121 435 27.69 8.50 4.15 11700 -98.00 777.00 44.03 0.5 0 7 -0.85
0.03 236 15 232.5 28.25 5.50 2.95 11800 0.00 743.00 0.00 0 0 0 0.00
0.03 58 7 43 30.04 4.50 -0.85 11900 -365.80 904.05 - 2.5 -3 5 -
0.02 754 -47 584 31.29 3.55 0.00 12000 50.00 1200.00 85.40 1 0 32 -0.76
0.02 41 -4 11 32.91 3.00 0.15 12100 0.00 481.05 - 0 0 0 -
0.02 217 -4 7.5 35.09 2.90 0.00 12200 0.00 1092.05 - 0 0 0 -
0.02 61 8 50.5 37.73 3.10 0.60 12300 0.00 583.10 - 0 0 0 -
0.02 101 7 24.5 40.60 3.45 1.25 12400 0.00 1234.50 - 0 0 0 -
0.00 0 0 0 21.68 418.05 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 25.20 193.20 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 44.5 51.28 2.40 0.40 13000 0.00 1703.30 - 0 0 0 -
11,563 6,948
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.