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[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1144.55 -3.15 (-0.27%)

Option Chain for AUROPHARMA

12 Feb 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
- 0 0 0 - 299.40 0.00 960 0.40 1.65 50.12 16 -9 135 -0.03
0.00 0 0 0 0.00 0.00 0.00 980 0.00 0.00 0.00 0 0 0 0.00
0.89 1 0 1 59.35 155.10 17.10 1000 0.15 2.60 44.31 254 -32 694 -0.06
0.95 3 0 2 35.16 128.70 -22.85 1020 -0.10 3.00 40.53 35 -7 38 -0.07
0.85 16 -1 6 50.00 116.90 -46.80 1040 -0.45 4.10 38.28 263 17 219 -0.10
0.00 0 2 0 0.00 103.05 0.00 1060 -0.15 6.10 36.96 269 22 236 -0.14
0.84 11 2 6 31.43 73.80 -62.85 1080 0.35 9.20 36.04 355 26 261 -0.19
0.75 84 -1 165 32.66 59.15 2.15 1100 -0.30 12.50 33.75 618 60 624 -0.26
0.66 111 5 319 31.38 44.50 -2.80 1120 0.25 18.20 32.84 591 -24 314 -0.34
0.55 220 3 775 31.51 33.00 -2.30 1140 0.65 26.20 32.42 875 39 360 -0.45
0.44 768 -1 1,062 30.70 22.80 -2.05 1160 1.30 36.20 31.91 354 -67 377 -0.55
0.34 312 -10 675 30.71 15.50 -1.85 1180 1.70 49.20 32.46 131 -10 285 -0.65
0.25 1,326 -41 1,095 30.84 10.20 -1.40 1200 0.85 62.65 31.27 100 -39 670 -0.75
0.18 723 48 759 31.26 6.65 -1.15 1220 5.20 81.00 34.93 32 -10 186 -0.80
0.13 411 -30 677 32.35 4.55 -0.75 1240 1.90 99.20 37.45 24 -2 89 -0.84
0.09 500 -26 296 33.10 3.00 -0.50 1260 7.45 109.90 - 2 0 87 -
0.06 204 22 179 34.67 2.20 -0.40 1280 0.00 108.15 0.00 0 0 0 0.00
0.05 676 -7 435 35.59 1.50 -0.35 1300 27.00 153.00 34.56 76 -34 224 -0.96
0.03 158 -4 31 36.94 1.10 -0.35 1320 0.00 123.90 0.00 0 0 0 0.00
0.03 80 -5 6 38.40 0.85 -0.20 1340 0.00 164.70 0.00 0 0 0 0.00
0.02 185 -3 7 40.74 0.75 -0.25 1360 0.00 155.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 29.80 0.00 1380 0.00 136.25 0.00 0 0 0 0.00
0.02 507 4 102 45.54 0.65 -0.10 1400 0.00 250.00 - 2 1 234 -
0.00 0 0 0 0.00 1.50 0.00 1420 0.00 167.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.55 0.00 1440 0.00 190.00 0.00 0 0 0 0.00
0.01 21 -1 2 52.36 0.55 0.20 1460 0.00 275.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.40 0.00 1480 0.00 300.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.25 0.00 1520 0.00 328.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1540 0.00 0.00 0.00 0 0 0 0.00
- 6 -12 20 - 0.35 0.05 1560 0.00 304.10 0.00 0 0 0 0.00
6,323 5,033
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.