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Option Chain For AUROPHARMA - AUROBINDO PHARMA LTD
Last updated on 16 Jul 2020 12:50 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 420 - - - - -
- - - - - 440 - - - - -
- - - - - 460 - - - - -
- - - - - 480 - - - - -
- - - - - 500 0.20 0.40 110.64 -1,000 29,000
- - - - - 520 - - - - -
- - - - - 540 - - - - 1,000
- - - - - 560 - - - - -
- - - - - 580 - - - - -
1,000 - - - - 600 0.20 0.80 82.34 -3,000 92,000
- - - - - 620 - - - - 1,000
- - - - - 640 - - - - 6,000
- - - - - 660 -0.20 0.65 59.54 - 48,000
1,000 - - - - 680 -0.35 1.00 56.93 -1,000 49,000
5,000 - - - - 700 -0.50 1.20 51.87 -6,000 154,000
5,000 - - - - 720 -0.70 2.00 50.01 4,000 85,000
11,000 - - - - 740 -0.30 3.40 48.49 -13,000 145,000
31,000 - - - - 760 -0.25 5.30 46.55 12,000 442,000
53,000 -10,000 35.30 61.80 -5.20 780 -0.25 8.90 46.88 -11,000 135,000
175,000 -27,000 42.75 50.50 -4.60 800 1.05 15.00 46.92 -20,000 203,000
195,000 4,000 42.35 37.25 -4.80 820 1.05 22.15 46.89 9,000 140,000
376,000 58,000 42.44 27.20 -5.50 840 1.80 31.75 46.84 - 72,000
272,000 1,000 44.04 19.00 -5.10 860 4.05 43.60 47.27 6,000 13,000
144,000 3,000 44.45 14.25 -3.20 880 - - - - 8,000
303,000 -18,000 45.77 9.50 -3.35 900 - - - - 2,000
93,000 1,000 46.46 6.70 -2.15 920 -151.85 94.00 59.16 - -
152,000 -1,000 47.96 4.70 -1.60 940 - - - - -
62,000 2,000 48.99 3.30 -1.15 960 - - - - -
18,000 2,000 51.05 2.25 -1.30 980 - - - - -
- - - - - 1000 - - - - -
Total 1,897,000 1,625,000
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 prices, 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.