AUROPHARMA
Aurobindo Pharma Ltd
1412.35
-22.20 (-1.55%)
Option Chain for AUROPHARMA
29 Oct 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call | Put | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
OI | Change OI | Vol | Ltp | Change | Change | Ltp | Vol | Change OI | OI | |
26,950 | -1,100 | 4,950 | 119.1 | -13.90 | 1280 | -0.10 | 0.3 | 13,200 | 0 | 19,250 |
0 | -550 | 0 | 115.25 | 0.00 | 1300 | -0.30 | 0.4 | 50,050 | -14,300 | 22,000 |
44,550 | 0 | 550 | 99 | -7.00 | 1320 | -0.05 | 0.6 | 45,650 | -2,750 | 1,48,500 |
0 | 0 | 0 | 136.55 | 0.00 | 1340 | -0.05 | 1.35 | 1,67,200 | 7,700 | 45,100 |
4,950 | -1,650 | 2,750 | 48.6 | -15.85 | 1360 | 0.45 | 3 | 6,70,450 | -71,500 | 1,57,300 |
0 | -550 | 0 | 38.4 | 0.00 | 1380 | 2.45 | 6.85 | 8,87,700 | -69,300 | 1,43,550 |
96,800 | 42,900 | 4,46,600 | 21.5 | -21.00 | 1400 | 6.10 | 13.15 | 9,82,850 | 36,300 | 3,56,400 |
1,44,100 | 3,300 | 7,33,700 | 10.85 | -17.05 | 1420 | 10.20 | 22.15 | 2,98,100 | -56,100 | 76,450 |
2,21,650 | -34,100 | 9,26,200 | 5.55 | -10.65 | 1440 | 16.65 | 36.2 | 82,500 | -17,600 | 1,85,350 |
3,54,750 | -56,100 | 8,37,650 | 2.1 | -6.65 | 1460 | 21.65 | 54.95 | 18,700 | -5,500 | 1,28,700 |
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3,04,700 | 20,350 | 5,34,050 | 0.7 | -3.05 | 1480 | 27.30 | 73.95 | 24,200 | -16,500 | 2,01,300 |
5,41,200 | -38,500 | 3,55,300 | 0.45 | -1.55 | 1500 | 25.35 | 89.35 | 44,000 | -25,850 | 3,57,500 |
2,12,850 | -18,150 | 96,800 | 0.35 | -0.70 | 1520 | 3.45 | 109.75 | 7,150 | -3,850 | 1,11,650 |
4,14,150 | 4,400 | 1,13,300 | 0.1 | -0.35 | 1540 | 19.40 | 124.4 | 3,850 | -550 | 1,94,700 |
3,49,800 | -10,450 | 55,000 | 0.25 | -0.15 | 1560 | 0.00 | 151.5 | 0 | -3,850 | 0 |
1,42,450 | -3,300 | 25,300 | 0.1 | -0.15 | 1580 | 0.00 | 144.6 | 0 | -1,100 | 0 |
1,69,400 | -11,550 | 29,150 | 0.05 | -0.30 | 1600 | 0.00 | 164 | 0 | -6,600 | 0 |
32,450 | -550 | 8,800 | 0.05 | -0.15 | 1620 | 0.00 | 182.75 | 0 | 0 | 0 |
25,850 | -550 | 1,650 | 0.15 | -0.10 | 1640 | 0.00 | 217.85 | 0 | 0 | 0 |
28,600 | -1,650 | 3,300 | 0.05 | -0.20 | 1660 | 0.00 | 179 | 0 | 0 | 0 |
79,750 | 0 | 550 | 0.05 | -0.05 | 1680 | 0.00 | 255.35 | 0 | 0 | 0 |
0 | 0 | 0 | 0 | 0.00 | 1700 | 0.00 | 0 | 0 | 0 | 0 |
79,750 | -550 | 1,100 | 0.05 | 0.00 | 1720 | 0.00 | 341.7 | 0 | 0 | 0 |
32,74,700 | 21,47,750 |
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.