AUROPHARMA
AUROBINDO PHARMA LTD
1088.75
18.41 (1.72%)
Option Chain for AUROPHARMA
28 Mar 2024 03:53 PM IST
Note:- Click on the strike price to open the historical data.
Call | Put | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
0 | 0 | 0 | - | 290.45 | 880 | 1.10 | - | 1,100 | 0 | 2,200 |
12,100 | 12,100 | 15,400 | - | 181.50 | 900 | 1.20 | - | 85,800 | 22,000 | 1,57,300 |
0 | 0 | 0 | - | 254.45 | 920 | 3.00 | - | 1,100 | 0 | 3,300 |
0 | 0 | 0 | - | 118.75 | 940 | 1.25 | - | 45,100 | -14,300 | 42,900 |
0 | 0 | 1,100 | - | 118.00 | 960 | 2.35 | - | 7,43,600 | 20,900 | 5,04,900 |
0 | 0 | 0 | - | 61.70 | 980 | 4.00 | - | 1,47,400 | -2,200 | 1,28,700 |
1,06,700 | -7,700 | 92,400 | - | 103.70 | 1000 | 6.15 | - | 10,47,200 | 1,66,100 | 8,78,900 |
59,400 | -16,500 | 34,100 | - | 84.50 | 1020 | 9.90 | - | 1,26,500 | 27,500 | 99,000 |
1,82,600 | -9,900 | 51,700 | - | 72.00 | 1040 | 14.00 | - | 1,80,400 | 72,600 | 1,74,900 |
1,25,400 | -8,800 | 3,22,300 | - | 58.70 | 1060 | 20.35 | - | 6,00,600 | 3,41,000 | 4,84,000 |
1,14,400 | 45,100 | 7,55,700 | - | 49.10 | 1080 | 28.00 | - | 2,00,200 | 83,600 | 1,08,900 |
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4,20,200 | 70,400 | 10,41,700 | - | 36.50 | 1100 | 37.50 | - | 1,32,000 | 64,900 | 1,99,100 |
1,04,500 | 12,100 | 1,18,800 | - | 28.10 | 1120 | 57.40 | - | 0 | 0 | 0 |
2,05,700 | 72,600 | 2,45,300 | - | 20.50 | 1140 | 123.65 | - | 0 | 0 | 0 |
85,800 | 24,200 | 1,44,100 | - | 15.00 | 1160 | 75.00 | - | 39,600 | 23,100 | 36,300 |
86,900 | 72,600 | 1,32,000 | - | 11.00 | 1180 | 145.35 | - | 0 | 0 | 0 |
1,87,000 | 68,200 | 5,40,100 | - | 7.60 | 1200 | 125.00 | - | 3,300 | 1,100 | 4,400 |
0 | 0 | 0 | - | 10.80 | 1220 | 189.00 | - | 0 | 0 | 0 |
34,100 | 17,600 | 39,600 | - | 4.15 | 1240 | 159.00 | - | 13,200 | 0 | 0 |
17,24,800 | 28,24,800 |
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.