AUROPHARMA
Aurobindo Pharma Ltd
1200.35
26.20 (2.23%)
Option Chain for AUROPHARMA
21 Mar 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 550 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 4 | 0 | 4 | - | 349.25 | 102.60 | 840 | 0.00 | 1.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 860 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 392.80 | 0.00 | 880 | 0.00 | 1.55 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 900 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 139.95 | 0.00 | 920 | 0.00 | 0.10 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 121.60 | 0.00 | 940 | 0.00 | 0.40 | - | 12 | -6 | 104 | - |
| - | 25 | 0 | 14 | - | 235.00 | 17.00 | 960 | 0.15 | 0.35 | - | 17 | -1 | 135 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 118.55 | 0.00 | 980 | -0.05 | 0.45 | - | 62 | 2 | 107 | - |
| - | 33 | 0 | 1 | - | 194.00 | 63.00 | 1000 | -0.25 | 0.40 | - | 107 | -35 | 466 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 92.90 | 0.00 | 1020 | -0.10 | 0.60 | - | 67 | -13 | 147 | - |
| 0.00 | 0 | -2 | 0 | 0.00 | 140.55 | 0.00 | 1040 | -0.35 | 0.45 | - | 99 | -10 | 314 | - |
| - | 90 | 0 | 2 | - | 139.95 | 25.00 | 1060 | -0.45 | 0.60 | 49.02 | 144 | -58 | 267 | -0.02 |
| 0.00 | 0 | -5 | 0 | 0.00 | 95.45 | 0.00 | 1080 | -0.75 | 0.60 | 42.74 | 385 | -94 | 386 | -0.02 |
| - | 276 | -32 | 59 | - | 99.80 | 23.55 | 1100 | -1.25 | 0.75 | 37.91 | 304 | 17 | 376 | -0.03 |
| - | 203 | -12 | 89 | - | 81.50 | 21.45 | 1120 | -2.30 | 1.15 | 34.20 | 623 | 104 | 371 | -0.05 |
| - | 336 | -75 | 471 | - | 61.85 | 20.15 | 1140 | -4.35 | 1.95 | 30.90 | 797 | -51 | 255 | -0.09 |
| 0.79 | 265 | -110 | 650 | 35.56 | 48.60 | 21.65 | 1160 | -8.35 | 3.30 | 27.20 | 1,141 | 41 | 368 | -0.15 |
| 0.73 | 293 | -169 | 2,404 | 23.78 | 28.00 | 11.75 | 1180 | -12.95 | 7.35 | 26.28 | 1,160 | 73 | 284 | -0.29 |
| 0.53 | 374 | -97 | 4,713 | 25.76 | 16.80 | 8.30 | 1200 | -19.10 | 14.00 | 24.40 | 1,092 | 207 | 313 | -0.47 |
| 0.33 | 256 | 79 | 1,814 | 25.81 | 8.55 | 4.15 | 1220 | -22.80 | 26.40 | 25.55 | 121 | 22 | 34 | -0.67 |
| 0.19 | 241 | 55 | 1,238 | 26.66 | 4.10 | 1.70 | 1240 | -20.45 | 42.40 | 27.47 | 17 | 1 | 16 | -0.81 |
| 0.10 | 192 | 23 | 399 | 28.18 | 2.00 | 0.65 | 1260 | -25.70 | 62.30 | 35.56 | 19 | 0 | 19 | -0.84 |
| 0.06 | 52 | 48 | 130 | 31.04 | 1.20 | -0.30 | 1280 | -23.00 | 89.00 | 60.02 | 1 | 0 | 2 | -0.78 |
| 0.04 | 544 | -37 | 386 | 34.54 | 0.85 | 0.10 | 1300 | -19.00 | 109.00 | 68.47 | 2 | 0 | 21 | -0.80 |
| 0.03 | 58 | 5 | 62 | 38.11 | 0.65 | 0.15 | 1320 | 0.00 | 148.90 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.02 | 69 | 45 | 74 | 41.29 | 0.55 | -0.05 | 1340 | 0.00 | 172.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 16 | 0 | 4 | 42.71 | 0.30 | 0.00 | 1360 | 0.00 | 289.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1380 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 273 | 0 | 9 | - | 0.75 | 0.45 | 1400 | -25.00 | 200.00 | - | 10 | -1 | 274 | - |
| 3,600 | 4,259 | |||||||||||||
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.
