[--[65.84.65.76]--]
AUROPHARMA
AUROBINDO PHARMA LTD

1028.1 -0.45 (-0.04%)

Option Chain for AUROPHARMA

29 Feb 2024 04:22 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 1,100 0 - 190.35 860 2.00 - 19,800 18,700 18,700
0 0 0 - 0.00 870 0.00 - 0 0 0
0 0 0 - 233.90 880 4.05 - 0 0 0
0 0 0 - 0.00 890 0.00 - 0 0 0
22,000 22,000 22,000 - 134.00 900 4.10 - 13,28,800 33,000 1,56,200
0 0 0 - 0.00 910 0.00 - 0 0 0
0 0 0 - 200.25 920 14.00 - 0 0 0
0 0 0 - 192.20 930 15.80 - 0 0 0
0 0 0 - 184.35 940 14.00 - 0 0 0
2,200 2,200 3,300 - 95.00 950 11.50 - 7,86,500 61,600 2,22,200
0 0 0 - 169.05 960 16.50 - 1,100 0 0
0 0 0 - 161.70 970 16.00 - 4,88,400 16,500 16,500
0 0 0 - 154.50 980 18.95 - 49,500 12,100 48,400
0 0 0 - 147.45 990 22.10 - 38,500 3,300 20,900
47,300 12,100 35,200 - 59.85 1000 26.50 - 1,65,000 58,300 2,50,800
0 0 0 - 133.95 1010 28.50 - 20,900 11,000 19,800
18,700 18,700 29,700 - 44.45 1020 33.95 - 79,200 49,500 83,600
73,700 63,800 1,26,500 - 43.15 1030 37.30 - 38,500 9,900 63,800
2,10,100 44,000 1,89,200 - 38.60 1040 43.25 - 26,400 -1,100 2,06,800
2,51,900 23,100 2,38,700 - 30.85 1050 50.30 - 81,400 36,300 2,42,000
2,24,400 1,99,100 2,70,600 - 30.45 1060 61.10 - 1,100 5,500 12,100
23,100 -2,200 28,600 - 26.80 1070 69.35 - 0 1,100 0
3,05,800 2,200 85,800 - 23.80 1080 69.65 - 2,200 3,300 3,300
6,600 -1,100 1,100 - 19.65 1090 74.00 - 1,100 0 0
4,96,100 6,600 4,12,500 - 16.05 1100 82.15 - 45,100 20,900 1,45,200
0 0 2,200 - 15.05 1110 78.80 - 0 0 0
41,800 15,400 47,300 - 12.00 1120 100.00 - 16,500 15,400 15,400
0 0 0 - 69.75 1130 89.75 - 0 0 0
0 0 0 - 65.70 1140 95.50 - 0 0 0
1,19,900 22,000 1,38,600 - 8.40 1150 127.80 - 36,300 36,300 42,900
0 0 0 - 58.10 1160 141.60 - 2,200 0 0
0 0 0 - 54.55 1170 120.35 - 0 1,100 0
0 0 0 - 51.20 1180 120.30 - 0 0 0
0 7,700 0 - 7.50 1190 126.90 - 0 0 0
1,57,300 40,700 99,000 - 4.30 1200 173.00 - 15,400 12,100 12,100
0 0 0 - 42.10 1210 140.65 - 0 0 0
0 0 0 - 39.40 1220 147.75 - 0 0 0
0 0 0 - 36.80 1230 155.00 - 0 0 0
0 0 0 - 34.45 1240 162.45 - 0 0 0
24,200 1,100 12,100 - 2.50 1250 169.95 - 0 0 0
0 0 0 - 30.00 1260 177.65 - 0 0 0
0 0 0 - 27.95 1270 185.40 - 0 0 0
0 0 0 - 14.40 1280 193.25 - 0 0 0
0 0 0 - 24.20 1290 201.30 - 0 0 0
16,500 2,200 1,100 - 1.50 1300 209.40 - 0 0 0
20,41,600 15,80,700
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.