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[--[65.84.65.76]--]
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
Put

Lot Size : 550

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
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
  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.