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[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1212.2 -32.60 (-2.62%)

Option Chain for AUROPHARMA

24 Jan 2025 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 550

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 235.65 0.00 1020 -0.15 0.10 - 1 0 48 -
- 0 0 0 - 377.60 0.00 1040 -0.10 0.10 46.53 4 0 121 -0.00
0.00 0 0 0 0.00 126.95 0.00 1060 -0.25 0.10 41.35 5 2 100 -0.00
0.00 0 0 0 0.00 102.60 0.00 1080 -0.20 0.15 37.97 40 5 364 -0.01
0.00 0 -3 0 0.00 151.00 0.00 1100 -0.20 0.55 39.27 226 -23 301 -0.02
0.00 0 -3 0 0.00 110.85 0.00 1120 0.00 1.25 38.59 131 -24 186 -0.05
0.87 93 -9 17 43.89 78.25 -31.10 1140 0.60 2.30 36.59 842 -47 592 -0.09
0.87 292 -2 59 32.06 57.20 -32.75 1160 1.10 3.70 33.26 668 -3 398 -0.14
0.78 548 -1 159 29.27 39.75 -30.90 1180 2.60 6.25 30.22 1,584 -82 546 -0.23
0.63 683 -68 686 28.71 25.55 -27.85 1200 5.70 11.95 29.34 2,794 -297 677 -0.37
0.45 529 297 1,627 28.14 14.65 -23.00 1220 10.50 20.80 28.39 1,884 -9 493 -0.55
0.29 534 155 3,912 28.98 8.05 -16.25 1240 17.50 34.55 29.98 1,650 46 336 -0.70
0.18 673 -92 2,041 30.72 4.50 -10.20 1260 24.10 51.20 32.58 606 -100 334 -0.81
0.11 930 -27 1,597 33.32 2.75 -5.60 1280 26.85 68.00 31.00 96 -3 462 -0.91
0.07 772 -60 1,233 36.17 1.80 -3.10 1300 32.65 90.10 45.20 29 -10 393 -0.88
0.05 659 -26 1,019 38.49 1.15 -2.00 1320 18.15 94.25 - 7 -6 192 -
0.04 567 -75 322 42.81 1.00 -1.15 1340 0.00 95.00 0.00 0 -23 0 0.00
0.03 579 -55 251 46.17 0.80 -0.75 1360 -24.85 146.70 47.40 65 -28 131 -0.97
0.01 309 3 46 43.17 0.25 -0.75 1380 0.00 127.70 0.00 0 -1 0 0.00
0.01 708 -133 227 50.34 0.40 -0.45 1400 36.00 188.00 - 4 -2 220 -
- 240 -5 13 - 0.45 -0.35 1420 0.00 255.00 0.00 0 0 0 0.00
- 216 -4 10 - 0.50 0.05 1440 0.00 185.00 0.00 0 0 0 0.00
0.00 0 -13 0 0.00 0.55 0.00 1460 0.00 120.10 0.00 0 0 0 0.00
- 244 -2 8 - 0.35 -0.05 1480 0.00 230.00 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1500 0.00 0.00 0.00 0 0 0 0.00
- 382 -42 72 - 0.15 -0.05 1520 0.00 197.00 0.00 0 0 0 0.00
8,958 5,894
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.