AUROPHARMA
Aurobindo Pharma Ltd
1225.85
-11.24 (-0.91%)
Option Chain for AUROPHARMA
11 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 550 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 494.85 | 0.00 | 1040 | 0.10 | 0.40 | 38.02 | 2 | 1 | 11 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 349.10 | 0.00 | 1060 | -0.90 | 0.75 | 37.64 | 20 | -5 | 23 | -0.02 |
| - | 0 | 0 | 0 | - | 456.30 | 0.00 | 1080 | 0.00 | 2.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 140.85 | 0.00 | 1100 | 0.20 | 1.50 | 33.68 | 134 | 16 | 293 | -0.04 |
| - | 0 | 0 | 0 | - | 418.20 | 0.00 | 1120 | -0.15 | 1.80 | 30.48 | 57 | 0 | 159 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 110.00 | 0.00 | 1140 | -0.35 | 2.65 | 28.50 | 131 | -12 | 492 | -0.08 |
| 0.92 | 18 | 5 | 10 | 22.40 | 76.00 | -10.30 | 1160 | -0.60 | 4.15 | 26.91 | 333 | 3 | 534 | -0.12 |
| 0.83 | 101 | 0 | 12 | 23.80 | 59.45 | -9.85 | 1180 | -0.60 | 6.85 | 25.86 | 192 | -8 | 263 | -0.19 |
| 0.73 | 154 | -150 | 435 | 23.83 | 44.20 | -8.60 | 1200 | -0.40 | 11.00 | 24.81 | 470 | -45 | 818 | -0.28 |
| 0.61 | 306 | -21 | 600 | 23.34 | 30.80 | -7.75 | 1220 | 0.75 | 17.65 | 24.33 | 287 | 33 | 445 | -0.40 |
| 0.47 | 1,212 | 216 | 1,475 | 23.48 | 20.60 | -6.80 | 1240 | 2.00 | 26.95 | 24.02 | 487 | 24 | 932 | -0.53 |
| 0.34 | 1,511 | 139 | 1,124 | 23.46 | 12.90 | -5.25 | 1260 | 3.50 | 39.80 | 24.74 | 36 | -7 | 763 | -0.65 |
| 0.24 | 921 | 14 | 1,560 | 24.21 | 8.15 | -4.35 | 1280 | 7.75 | 55.85 | 26.80 | 22 | 4 | 405 | -0.74 |
| 0.16 | 1,678 | 54 | 1,727 | 25.38 | 5.30 | -2.60 | 1300 | 9.65 | 72.70 | 28.22 | 20 | 0 | 469 | -0.81 |
| 0.11 | 283 | -26 | 787 | 26.52 | 3.45 | -1.65 | 1320 | 0.00 | 83.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.08 | 555 | -10 | 359 | 27.90 | 2.35 | -1.10 | 1340 | 0.00 | 98.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 365 | -21 | 183 | 29.87 | 1.80 | -0.55 | 1360 | 0.00 | 106.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 140 | -7 | 58 | 31.52 | 1.35 | -0.40 | 1380 | 0.00 | 120.55 | 0.00 | 0 | 0 | 0 | 0.00 |
|
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| 0.03 | 612 | -47 | 391 | 33.51 | 1.10 | 0.00 | 1400 | 0.00 | 159.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1.75 | 0.00 | 1420 | 0.00 | 180.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1.30 | 0.00 | 1440 | 0.00 | 191.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.60 | 0.00 | 1460 | 0.00 | 219.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1.40 | 0.00 | 1480 | 0.00 | 239.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 110 | -5 | 17 | 41.57 | 0.40 | -0.15 | 1500 | 4.00 | 264.00 | - | 2 | 0 | 144 | - |
| 7,966 | 5,751 | |||||||||||||
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.
