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Related Pages for AUROPHARMA
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AUROPHARMA
Aurobindo Pharma Ltd
1176.35 18.51 (1.60%)

Option Chain for AUROPHARMA

03 Apr 2025 04:10 PM 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 0.00 160.10 0.00 940 -1.15 1.15 48.52 86 -5 72 -0.02
- 0 0 0 - 245.65 0.00 960 -1.75 1.40 46.37 173 -18 74 -0.03
0.00 0 0 0 0.00 127.95 0.00 980 -1.80 2.30 46.36 98 -11 58 -0.04
0.00 0 6 0 0.00 142.90 0.00 1000 -2.15 3.30 45.81 1,032 97 424 -0.06
0.76 1 1 2 106.07 209.40 110.00 1020 -2.85 4.20 43.89 385 -59 83 -0.07
0.00 0 0 0 0.00 125.55 0.00 1040 -3.60 5.65 42.60 822 -61 272 -0.10
0.86 21 9 35 44.34 129.70 21.20 1060 -4.45 7.40 40.77 959 21 318 -0.12
0.78 15 8 26 54.00 122.40 22.95 1080 -5.55 9.85 39.76 1,282 91 344 -0.16
0.80 96 7 85 37.75 94.10 9.60 1100 -6.75 13.30 38.50 4,395 401 1,038 -0.21
0.74 30 -4 62 37.48 79.10 10.00 1120 -8.30 17.50 37.67 1,853 258 565 -0.26
0.67 555 171 739 37.08 65.25 8.55 1140 -9.85 23.20 36.50 2,297 29 493 -0.33
0.60 405 -5 1,300 36.50 52.60 7.10 1160 -10.10 31.75 37.56 3,059 321 599 -0.40
0.53 518 196 2,267 36.53 42.10 6.05 1180 -11.15 41.00 37.43 3,067 302 474 -0.47
0.45 2,122 908 9,220 36.88 33.50 5.35 1200 -12.00 52.10 37.63 6,004 447 644 -0.55
0.38 1,528 940 7,652 37.48 26.10 4.70 1220 -13.00 64.45 37.67 3,340 648 673 -0.62
0.31 1,364 1,043 10,087 37.53 20.00 3.65 1240 -13.25 78.20 37.79 1,511 282 295 -0.69
0.25 875 644 6,450 37.28 15.15 2.60 1260 -14.80 92.15 35.70 654 168 192 -0.76
0.21 452 221 4,300 38.24 11.95 2.45 1280 -15.60 109.15 38.10 86 21 52 -0.80
0.16 1,967 1,643 12,061 39.08 9.15 2.15 1300 -41.85 125.70 36.17 250 43 82 -0.86
0.13 582 461 2,827 39.18 6.90 1.85 1320 0.00 138.55 0.00 0 0 0 0.00
0.10 152 152 366 40.09 5.30 0.60 1340 0.00 249.30 - 0 0 0 -
0.08 650 565 2,481 40.90 4.25 1.40 1360 0.00 180.00 0.00 0 0 0 0.00
0.07 45 45 125 41.32 3.20 0.35 1380 0.00 287.05 - 0 0 0 -
0.05 1,076 880 4,421 41.74 2.40 1.00 1400 -31.85 220.35 45.74 78 11 197 -0.93
12,454 6,949
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.