AUROPHARMA
Aurobindo Pharma Ltd
1249
-0.45 (-0.04%)
Option Chain for AUROPHARMA
14 Nov 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 550 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 465.35 | 0.00 | 1120 | -0.10 | 1.40 | 34.10 | 62 | 7 | 65 | -0.04 |
- | 0 | 0 | 0 | - | 390.90 | 0.00 | 1140 | -0.05 | 2.25 | 32.90 | 129 | 43 | 81 | -0.06 |
0.00 | 0 | 0 | 0 | 0.00 | 180.45 | 0.00 | 1160 | 0.15 | 3.20 | 30.78 | 480 | 0 | 267 | -0.09 |
0.00 | 0 | 0 | 0 | 0.00 | 87.45 | 0.00 | 1180 | 0.15 | 4.80 | 29.04 | 459 | 66 | 216 | -0.13 |
0.85 | 26 | -4 | 26 | 22.69 | 59.80 | -5.45 | 1200 | 0.75 | 7.40 | 27.58 | 755 | 39 | 519 | -0.19 |
0.79 | 17 | 4 | 11 | 18.52 | 40.95 | -10.10 | 1220 | 0.20 | 11.05 | 25.83 | 315 | 8 | 191 | -0.28 |
0.63 | 141 | -2 | 442 | 20.26 | 28.45 | -7.25 | 1240 | 2.45 | 17.90 | 25.67 | 861 | -37 | 591 | -0.39 |
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0.47 | 473 | -1 | 3,649 | 20.57 | 18.05 | -5.85 | 1260 | 3.75 | 27.25 | 25.57 | 1,140 | 70 | 432 | -0.52 |
0.33 | 380 | 18 | 1,926 | 21.10 | 10.90 | -4.25 | 1280 | 3.90 | 38.25 | 24.55 | 456 | 12 | 280 | -0.65 |
0.22 | 1,187 | 60 | 2,057 | 22.10 | 6.60 | -2.70 | 1300 | 5.75 | 55.20 | 27.84 | 99 | -25 | 855 | -0.73 |
0.14 | 528 | 54 | 1,642 | 23.20 | 4.00 | -1.95 | 1320 | 5.90 | 72.85 | 30.68 | 31 | 1 | 263 | -0.79 |
0.09 | 959 | -15 | 1,159 | 24.73 | 2.60 | -1.30 | 1340 | 1.65 | 87.25 | 26.19 | 39 | -4 | 272 | -0.89 |
0.07 | 878 | -4 | 742 | 27.24 | 2.05 | -0.95 | 1360 | 6.90 | 108.45 | 33.25 | 8 | -3 | 165 | -0.88 |
0.05 | 491 | -5 | 420 | 29.42 | 1.60 | -0.65 | 1380 | 7.80 | 132.80 | 45.94 | 3 | -1 | 154 | -0.84 |
0.04 | 1,089 | -105 | 823 | 31.39 | 1.25 | -0.40 | 1400 | 3.75 | 153.85 | 52.42 | 5 | -2 | 430 | -0.84 |
0.03 | 422 | -35 | 188 | 33.61 | 1.05 | -0.45 | 1420 | 0.00 | 153.95 | 0.00 | 0 | -2 | 0 | 0.00 |
0.03 | 362 | -10 | 181 | 35.79 | 0.90 | -0.40 | 1440 | 2.25 | 192.25 | 58.20 | 1 | 0 | 77 | -0.87 |
0.02 | 292 | 11 | 53 | 37.28 | 0.70 | -0.25 | 1460 | 25.75 | 195.00 | - | 1 | 0 | 88 | - |
0.02 | 162 | 0 | 1 | 37.96 | 0.50 | -0.35 | 1480 | 0.00 | 163.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 648 | -21 | 32 | 40.27 | 0.45 | -0.30 | 1500 | 20.25 | 250.60 | - | 2 | 0 | 378 | - |
0.01 | 296 | 21 | 51 | 43.98 | 0.55 | -0.25 | 1520 | 0.00 | 182.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 69 | -2 | 5 | 42.17 | 0.25 | -0.45 | 1540 | 0.00 | 266.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 61 | -1 | 9 | 45.42 | 0.30 | -0.40 | 1560 | 0.00 | 94.15 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 1.00 | 0.00 | 1580 | 0.00 | 111.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 324 | -1 | 3 | 49.99 | 0.30 | -0.05 | 1600 | 0.00 | 295.00 | 0.00 | 0 | 0 | 0 | 0.00 |
8,805 | 5,324 |
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.