AUROPHARMA
AUROBINDO PHARMA LTD
1240.3
1.50 (0.12%)
Option Chain for AUROPHARMA
04 Jul 2024 11:50 AM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 0 | 0 | 0 | 222.55 | 0.00 | 1000 | 0.00 | 0.75 | 8,250 | 1,650 | 50,050 |
| 0 | 0 | 0 | 200.25 | 0.00 | 1020 | 0.00 | 8.4 | 0 | 0 | 0 |
| 0 | 0 | 0 | 125.25 | 0.00 | 1040 | 0.00 | 43.05 | 0 | 0 | 0 |
| 0 | 0 | 0 | 166.85 | 0.00 | 1060 | -0.25 | 1.3 | 2,200 | 550 | 26,950 |
| 0 | 0 | 0 | 102.05 | 0.00 | 1080 | 0.00 | 3.4 | 550 | 9,350 | 9,350 |
| 0 | 0 | 0 | 144 | 0.00 | 1100 | -0.30 | 2.45 | 63,250 | 21,450 | 2,35,950 |
|
|
||||||||||
| 0 | 0 | 0 | 95.5 | 0.00 | 1120 | -0.50 | 3.2 | 30,250 | 8,800 | 81,400 |
| 0 | 550 | 0 | 105.6 | 0.00 | 1140 | -1.10 | 4.45 | 1,12,200 | 3,300 | 1,68,300 |
| 11,550 | -550 | 4,950 | 93.9 | 2.55 | 1160 | -1.15 | 7.1 | 91,850 | -1,100 | 1,20,450 |
| 29,700 | 1,100 | 3,300 | 75 | 1.30 | 1180 | -1.10 | 10.85 | 1,56,200 | 31,900 | 1,60,600 |
| 1,78,200 | -550 | 88,550 | 63.5 | 3.75 | 1200 | -1.35 | 15.7 | 1,66,100 | -2,750 | 7,87,050 |
| 3,37,150 | -27,500 | 2,58,500 | 49.8 | 2.80 | 1220 | -1.70 | 22.5 | 1,20,450 | 14,300 | 1,54,000 |
| 3,42,100 | 53,900 | 5,83,000 | 38.5 | 2.50 | 1240 | -2.25 | 31.3 | 1,83,150 | 4,950 | 1,39,700 |
| 2,50,250 | 33,000 | 4,40,550 | 29 | 2.20 | 1260 | -4.15 | 40.85 | 29,150 | 7,700 | 72,600 |
| 1,01,750 | 16,500 | 1,44,100 | 22 | 2.00 | 1280 | 0.00 | 81.6 | 0 | 4,400 | 0 |
| 6,71,550 | 1,05,050 | 6,86,400 | 16.75 | 2.00 | 1300 | -4.35 | 67.55 | 15,400 | 2,750 | 48,950 |
| 97,900 | 1,100 | 96,250 | 12.25 | 1.45 | 1320 | -5.45 | 81.9 | 2,750 | -1,100 | 2,750 |
| 1,69,400 | 36,850 | 2,11,750 | 8.8 | 1.05 | 1340 | 0.00 | 109.8 | 0 | 1,100 | 0 |
| 35,200 | -1,650 | 22,550 | 6.6 | 1.05 | 1360 | 0.00 | 124.25 | 0 | 550 | 0 |
| 13,750 | 3,300 | 12,100 | 4.9 | 0.85 | 1380 | 0.00 | 182.5 | 0 | 0 | 0 |
| 3,03,600 | 17,600 | 1,29,800 | 3.45 | 0.55 | 1400 | 0.00 | 283.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 12.7 | 0.00 | 1420 | 0.00 | 216.4 | 0 | 0 | 0 |
| 70,400 | 3,850 | 33,550 | 1.85 | 0.45 | 1440 | 0.00 | 319.8 | 0 | 0 | 0 |
| 26,12,500 | 20,58,100 | |||||||||
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.