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[--[65.84.65.76]--]
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

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
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
  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.