[--[65.84.65.76]--]
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
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
  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.