AUROPHARMA
Aurobindo Pharma Ltd
1564
-3.25 (-0.21%)
Option Chain for AUROPHARMA
16 Sep 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 | |
| 14,850 | 0 | 15,400 | 348 | -3.00 | 1220 | 0.20 | 0.75 | 1,100 | 0 | 550 |
| 0 | 0 | 0 | 73.25 | 0.00 | 1240 | 0.00 | 0.6 | 0 | 0 | 0 |
| 0 | 0 | 0 | 287 | 0.00 | 1260 | 0.00 | 0.65 | 0 | 0 | 0 |
| 0 | 0 | 0 | 58.45 | 0.00 | 1280 | 0.00 | 0.2 | 0 | -550 | 0 |
| 0 | 0 | 0 | 274.15 | 0.00 | 1300 | 0.00 | 0.45 | 0 | -1,650 | 0 |
|
|
||||||||||
| 0 | 0 | 0 | 46.1 | 0.00 | 1320 | 0.00 | 154 | 0 | 0 | 0 |
| 0 | 0 | 0 | 101.45 | 0.00 | 1340 | 0.00 | 61.85 | 0 | 0 | 0 |
| 0 | 0 | 0 | 36.05 | 0.00 | 1360 | 0.00 | 0.3 | 15,950 | 0 | 1,45,750 |
| 0 | 0 | 0 | 81.3 | 0.00 | 1380 | 0.00 | 81.25 | 0 | 0 | 0 |
| 0 | 0 | 0 | 158.35 | 0.00 | 1400 | -0.30 | 1.1 | 96,800 | 7,150 | 2,52,450 |
| 0 | 0 | 0 | 115.1 | 0.00 | 1420 | -0.20 | 1.7 | 17,050 | -1,650 | 45,100 |
| 0 | 0 | 0 | 94.4 | 0.00 | 1440 | 0.05 | 2.75 | 1,66,100 | -7,150 | 1,21,000 |
| 0 | 0 | 0 | 112.5 | 0.00 | 1460 | 0.20 | 4 | 2,35,400 | 88,000 | 2,65,650 |
| 15,950 | 0 | 2,750 | 95.05 | -1.35 | 1480 | 0.15 | 5.4 | 3,55,850 | 20,350 | 2,39,800 |
| 1,96,350 | 1,100 | 36,850 | 76 | -4.55 | 1500 | 0.35 | 7.75 | 8,70,100 | -23,100 | 9,28,950 |
| 92,400 | -4,400 | 81,400 | 55.9 | -4.20 | 1520 | 0.30 | 11.1 | 4,59,800 | -63,800 | 2,49,700 |
| 2,73,900 | -12,100 | 2,33,750 | 42.55 | -2.95 | 1540 | 0.20 | 16 | 5,13,150 | 1,100 | 1,94,700 |
| 2,71,150 | -30,250 | 13,21,650 | 30.45 | -2.95 | 1560 | 0.95 | 23.8 | 8,17,300 | 9,350 | 2,23,300 |
| 7,93,650 | 48,950 | 19,58,550 | 20.8 | -2.70 | 1580 | -1.25 | 32.2 | 4,29,550 | 24,750 | 4,35,600 |
| 8,17,850 | 26,400 | 19,83,300 | 14.2 | -1.90 | 1600 | 2.20 | 47.35 | 2,26,600 | 1,100 | 1,00,650 |
| 2,14,500 | 19,800 | 7,71,650 | 9.4 | -1.35 | 1620 | 3.05 | 63.2 | 23,650 | -550 | 9,350 |
| 2,45,300 | 32,450 | 6,13,250 | 6.25 | -1.05 | 1640 | 0.00 | 73.05 | 0 | 1,100 | 0 |
| 1,98,000 | -17,050 | 5,72,000 | 4.3 | -0.70 | 1660 | 0.00 | 99.4 | 0 | 0 | 0 |
| 2,42,000 | 18,150 | 6,12,700 | 2.9 | -0.70 | 1680 | 0.00 | 99.85 | 0 | 1,100 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 1700 | 0.00 | 0 | 0 | 0 | 0 |
| 1,62,250 | -38,500 | 3,54,200 | 1.65 | -0.40 | 1720 | 0.00 | 161.7 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 1740 | 0.00 | 0 | 0 | 0 | 0 |
| 1,24,850 | -19,800 | 70,400 | 1 | -0.30 | 1760 | 0.00 | 186.6 | 0 | 0 | 0 |
| 36,63,000 | 32,12,550 | |||||||||
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.