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[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1204 59.45 (5.19%)

Option Chain for AUROPHARMA

13 Feb 2025 10:10 AM IST

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

Call
Put

Lot Size : 550

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 155.10 0.00 1000 -0.90 1.60 53.47 322 18 716 -0.03
0.00 0 0 0 0.00 128.70 0.00 1020 0.00 3.00 0.00 0 -7 0 0.00
0.00 0 -3 0 0.00 116.90 0.00 1040 -1.90 2.20 47.01 100 -1 218 -0.05
0.00 0 0 0 0.00 103.05 0.00 1060 -3.20 2.85 44.63 110 -7 230 -0.06
0.00 0 3 0 0.00 73.80 0.00 1080 -4.85 3.90 42.73 225 -22 239 -0.08
0.95 83 -1 7 30.26 111.90 52.60 1100 -7.35 5.20 40.56 559 41 657 -0.11
0.93 115 1 87 27.49 92.35 47.40 1120 -10.85 7.40 39.19 343 -11 304 -0.15
0.84 182 -38 240 32.19 77.15 44.80 1140 -15.70 10.40 37.80 599 -16 344 -0.20
0.76 708 -60 686 31.98 61.45 38.70 1160 -21.35 14.60 36.60 619 53 430 -0.27
0.67 316 6 1,121 31.14 46.90 31.45 1180 -28.40 20.80 36.13 723 78 360 -0.35
0.57 1,263 -64 4,730 31.64 35.35 24.90 1200 -35.80 28.50 35.34 814 59 728 -0.44
0.46 745 19 1,881 31.28 25.35 18.55 1220 -41.65 38.75 35.51 325 50 235 -0.53
0.36 395 -15 1,452 31.79 18.10 13.65 1240 -48.40 50.80 35.54 87 4 94 -0.62
0.27 582 84 722 32.13 12.50 9.50 1260 -44.50 65.40 36.62 22 -1 86 -0.70
0.20 280 76 453 32.44 8.40 6.20 1280 -20.75 87.40 45.61 1 0 21 -0.72
0.15 787 111 1,059 33.28 5.80 4.30 1300 -47.85 105.15 48.80 4 1 226 -0.76
0.11 215 58 189 34.16 4.00 2.90 1320 0.00 123.90 0.00 0 0 0 0.00
0.08 107 28 159 35.59 2.95 2.10 1340 0.00 164.70 0.00 0 0 0 0.00
0.06 221 37 131 37.00 2.20 1.45 1360 0.00 155.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 29.80 0.00 1380 0.00 136.25 0.00 0 0 0 0.00
0.04 515 8 108 40.70 1.45 0.80 1400 -59.00 191.00 44.40 27 -9 224 -0.95
0.03 21 -2 33 42.27 1.15 -0.35 1420 0.00 167.05 0.00 0 0 0 0.00
0.02 115 0 11 43.39 0.90 0.35 1440 0.00 190.00 0.00 0 0 0 0.00
6,650 5,112
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.