AUROPHARMA
AUROBINDO PHARMA LTD
1386.2
23.40 (1.72%)
Option Chain for AUROPHARMA
26 Jul 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 13,200 | 6,050 | 1,650 | 376 | 15.00 | 1000 | 0.60 | 0.85 | 1,650 | 1,100 | 1,650 |
| 0 | 0 | 0 | 0 | 0.00 | 1020 | 0.00 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 199.75 | 0.00 | 1040 | 0.00 | 20.55 | 0 | 0 | 0 |
| 0 | 0 | 0 | 160.5 | 0.00 | 1060 | 0.00 | 18.95 | 0 | 0 | 0 |
| 0 | 0 | 0 | 170.1 | 0.00 | 1080 | 0.00 | 30.15 | 0 | 0 | 0 |
| 0 | 1,650 | 0 | 260.35 | 0.00 | 1100 | -0.10 | 1.8 | 3,300 | 550 | 11,000 |
| 0 | 0 | 0 | 143 | 0.00 | 1120 | 0.00 | 42.3 | 0 | 0 | 0 |
| 0 | 0 | 0 | 105.45 | 0.00 | 1140 | 0.00 | 42.9 | 0 | 0 | 0 |
| 0 | 1,650 | 0 | 209.95 | 0.00 | 1160 | -0.75 | 1.75 | 2,750 | 0 | 4,950 |
| 0 | 0 | 0 | 83.1 | 0.00 | 1180 | -57.05 | 3 | 2,200 | 1,650 | 1,650 |
| 24,200 | 0 | 3,850 | 178 | 7.35 | 1200 | -1.90 | 2.2 | 1,84,250 | 25,300 | 1,18,800 |
| 8,800 | 3,300 | 3,300 | 170 | 15.00 | 1220 | -6.35 | 3.05 | 33,550 | 17,050 | 24,750 |
| 0 | 0 | 0 | 134 | 0.00 | 1240 | -2.70 | 4.3 | 1,14,400 | 22,550 | 53,350 |
| 14,300 | 11,000 | 1,100 | 131.95 | 14.95 | 1260 | -2.55 | 6.7 | 1,00,650 | 24,750 | 45,100 |
| 2,750 | 2,750 | 2,200 | 114.55 | 15.55 | 1280 | -5.45 | 7.9 | 75,900 | 18,700 | 35,750 |
| 94,600 | 7,150 | 52,800 | 102.15 | 13.75 | 1300 | -6.20 | 10.8 | 4,59,250 | 46,750 | 1,99,650 |
| 12,650 | 1,650 | 9,900 | 87.8 | 16.40 | 1320 | -7.00 | 15.05 | 2,17,250 | 25,850 | 56,650 |
| 61,600 | -12,650 | 1,22,650 | 73.35 | 12.35 | 1340 | -9.35 | 20.15 | 2,20,550 | 14,300 | 65,450 |
| 1,05,600 | -34,650 | 5,91,250 | 60 | 10.25 | 1360 | -9.75 | 26.65 | 3,71,800 | 45,100 | 1,74,350 |
| 1,69,950 | 61,600 | 6,42,950 | 48.05 | 8.25 | 1380 | -14.25 | 34.9 | 1,32,000 | 55,550 | 59,400 |
| 5,10,400 | 36,850 | 10,43,900 | 38.4 | 6.40 | 1400 | -15.00 | 45.1 | 63,250 | 18,150 | 42,900 |
| 2,42,000 | 18,700 | 1,56,200 | 30.4 | 5.60 | 1420 | -33.20 | 63.5 | 3,850 | 550 | 550 |
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| 3,78,400 | 26,950 | 5,07,100 | 23.45 | 4.50 | 1440 | -11.55 | 77.05 | 2,750 | 1,100 | 11,000 |
| 1,44,100 | 12,100 | 2,00,750 | 18.45 | 5.00 | 1460 | 0.00 | 262.9 | 0 | 0 | 0 |
| 1,17,150 | 25,300 | 1,43,550 | 13.95 | 2.45 | 1480 | 0.00 | 270.9 | 0 | 0 | 0 |
| 71,500 | 40,150 | 2,85,450 | 10.6 | 1.60 | 1500 | -29.30 | 120.35 | 7,700 | 4,950 | 4,950 |
| 53,350 | 33,000 | 1,27,050 | 8.25 | 1.55 | 1520 | -172.55 | 133.25 | 1,100 | 550 | 550 |
| 20,350 | 15,400 | 39,600 | 6.15 | -6.50 | 1540 | -175.40 | 161.45 | 3,300 | 550 | 550 |
| 0 | 550 | 0 | 6.95 | 0.00 | 1560 | 0.00 | 341.65 | 0 | 0 | 0 |
| 40,700 | 35,750 | 1,03,400 | 3.6 | -1.00 | 1580 | 0.00 | 353.1 | 0 | 0 | 0 |
| 20,85,600 | 9,13,000 | |||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.