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Option Chain For AUROPHARMA - AUROBINDO PHARMA LTD
Last updated on 25 Sep 2020 05:02 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
- - - - - 500 - - - - -
- - - - - 520 - - - - -
- - - - - 540 - - - - -
- - - - - 560 - - - - 1,300
- - - - - 580 - - - - -
- - - - - 600 -3.45 1.40 47.45 44,200 85,800
- - - - - 620 - - - - -
- - - - - 640 - - - - -
1,300 - - - - 660 - 4.90 43.71 1,300 2,600
- - - - - 680 -10.15 8.15 44.41 45,500 114,400
1,300 1,300 31.71 82.70 -100.05 700 -12.10 12.05 44.38 13,000 338,000
- - - - - 720 -13.65 18.10 43.65 24,700 288,600
28,600 3,900 39.11 58.10 10.05 740 -18.00 23.90 43.87 41,600 175,500
175,500 5,200 41.36 47.15 7.85 760 -20.40 32.10 43.83 3,900 179,400
152,100 2,600 41.47 38.40 6.65 780 -22.95 42.30 44.27 15,600 213,200
559,000 74,100 42.28 30.55 4.75 800 -25.70 53.85 44.72 -5,200 293,800
208,000 33,800 41.49 23.35 3.20 820 -29.55 65.45 43.35 1,300 67,600
271,700 31,200 42.22 17.85 1.65 840 -12.20 96.80 63.28 -1,300 106,600
215,800 33,800 42.60 13.70 0.75 860 25.30 113.65 66.51 - 22,100
113,100 7,800 43.23 10.30 -0.05 880 - - - - 2,600
510,900 42,900 44.18 8.00 -0.50 900 -29.95 128.00 43.55 1,300 1,300
81,900 10,400 44.59 6.05 -0.50 920 - - - - 2,600
29,900 -2,600 46.84 5.30 -0.15 940 - - - - 2,600
20,800 -2,600 49.43 4.85 0.55 960 - - - - 1,300
- - - - - 980 - - - - -
286,000 18,200 48.24 2.35 -0.75 1000 - - - - -
10,400 7,800 47.48 1.55 -2.55 1020 - - - - -
2,600 - 50.75 1.65 -1.75 1040 - - - - -
- - - - - 1060 - - - - -
- - - - - 1080 - - - - -
1,300 1,300 57.64 1.50 -39.00 1100 - - - - -
Total 2,670,200 1,899,300
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.