AUROPHARMA
Aurobindo Pharma Ltd
1537.4
3.85 (0.25%)
Option Chain for AUROPHARMA
06 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 | |
| 0 | 0 | 0 | 367 | 0.00 | 1200 | 0.00 | 0.6 | 2,750 | -550 | 7,700 |
| 15,400 | 0 | 1,100 | 310 | -11.00 | 1220 | 0.00 | 0.8 | 0 | -1,650 | 0 |
| 0 | 0 | 0 | 73.25 | 0.00 | 1240 | 0.00 | 1 | 0 | 0 | 0 |
| 0 | 0 | 0 | 287 | 0.00 | 1260 | 0.00 | 1.65 | 0 | 0 | 0 |
| 0 | 0 | 0 | 58.45 | 0.00 | 1280 | 0.00 | 0.7 | 0 | 0 | 0 |
| 0 | 0 | 0 | 274.15 | 0.00 | 1300 | 0.05 | 1 | 6,050 | -3,300 | 30,800 |
| 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 | 2 | 0 | 0 | 0 |
| 0 | 0 | 0 | 81.3 | 0.00 | 1380 | 0.00 | 81.25 | 0 | 0 | 0 |
| 18,700 | -550 | 5,500 | 144.65 | -11.15 | 1400 | -0.10 | 3.2 | 1,79,850 | 22,550 | 3,13,500 |
| 0 | 0 | 550 | 115.1 | 50.90 | 1420 | 0.35 | 5.15 | 80,300 | 9,900 | 41,800 |
| 0 | 550 | 0 | 114.9 | 0.00 | 1440 | 0.10 | 7.1 | 89,100 | -1,650 | 68,200 |
| 31,350 | -1,100 | 8,800 | 92.1 | -18.80 | 1460 | 0.15 | 10.15 | 1,29,800 | 9,350 | 94,600 |
| 7,700 | 550 | 9,350 | 76.55 | -13.50 | 1480 | 1.75 | 15.95 | 5,98,400 | 43,450 | 1,30,900 |
| 1,95,800 | -4,950 | 1,40,800 | 61.5 | 0.50 | 1500 | 0.45 | 20.25 | 5,29,100 | 2,200 | 3,42,650 |
| 42,900 | 22,000 | 1,32,550 | 48.1 | 0.70 | 1520 | 0.30 | 27.3 | 2,02,400 | -11,000 | 78,100 |
| 1,87,000 | 5,500 | 6,36,900 | 38 | 0.30 | 1540 | 0.55 | 36.8 | 3,70,150 | -10,450 | 1,11,100 |
| 2,44,200 | -9,900 | 4,71,900 | 28.75 | -0.25 | 1560 | 0.60 | 47.9 | 1,21,550 | -11,000 | 1,35,850 |
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| 3,28,900 | 4,400 | 3,10,750 | 21.45 | -0.45 | 1580 | -3.05 | 57.45 | 31,350 | -1,100 | 1,20,450 |
| 4,95,550 | -39,050 | 5,88,500 | 16.35 | 0.50 | 1600 | 12.90 | 88 | 17,050 | -5,500 | 57,200 |
| 74,250 | -6,600 | 1,43,550 | 12 | -0.15 | 1620 | 7.95 | 98.8 | 3,300 | 1,100 | 3,850 |
| 1,51,250 | -33,550 | 4,77,400 | 8.6 | -0.10 | 1640 | 25.65 | 115.85 | 2,200 | -550 | 2,750 |
| 1,76,000 | 1,650 | 1,85,350 | 6.3 | -0.10 | 1660 | 22.85 | 133.85 | 550 | 0 | 3,300 |
| 1,55,650 | 23,650 | 1,73,250 | 4.75 | -0.05 | 1680 | 26.10 | 152.6 | 2,200 | 0 | 7,150 |
| 0 | 0 | 0 | 0 | 0.00 | 1700 | 0.00 | 0 | 0 | 0 | 0 |
| 96,800 | -15,400 | 1,79,300 | 2.8 | 0.20 | 1720 | 0.00 | 161.7 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 1740 | 0.00 | 0 | 0 | 0 | 0 |
| 71,500 | 2,200 | 34,100 | 1.75 | -0.05 | 1760 | 0.00 | 186.6 | 0 | 0 | 0 |
| 22,92,950 | 15,49,900 | |||||||||
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.