AUROPHARMA
Aurobindo Pharma Ltd
1220
-30.09 (-2.41%)
Option Chain for AUROPHARMA
21 Nov 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 | - | 465.35 | 0.00 | 1120 | 0.20 | 1.10 | 36.32 | 90 | -5 | 66 | -0.04 |
| - | 0 | 0 | 0 | - | 390.90 | 0.00 | 1140 | -0.20 | 2.15 | 35.01 | 27 | -11 | 62 | -0.08 |
| 0.00 | 0 | 0 | 0 | 0.00 | 180.45 | 0.00 | 1160 | 0.60 | 2.90 | 30.43 | 512 | 30 | 237 | -0.11 |
| 0.78 | 4 | 0 | 7 | 31.52 | 46.10 | -26.10 | 1180 | 1.30 | 5.00 | 27.69 | 1,308 | -127 | 183 | -0.19 |
| 0.66 | 63 | 22 | 57 | 28.51 | 30.20 | -23.80 | 1200 | 2.70 | 9.00 | 25.38 | 1,374 | -36 | 439 | -0.32 |
| 0.50 | 204 | 176 | 807 | 27.55 | 18.20 | -19.90 | 1220 | 7.50 | 17.00 | 24.78 | 1,168 | 106 | 258 | -0.50 |
| 0.33 | 462 | 187 | 1,611 | 26.82 | 9.70 | -14.00 | 1240 | 12.65 | 28.60 | 23.96 | 891 | 27 | 503 | -0.69 |
| 0.20 | 638 | -32 | 1,580 | 27.45 | 5.05 | -8.75 | 1260 | 17.95 | 43.90 | 23.53 | 264 | -38 | 336 | -0.84 |
| 0.12 | 462 | 2 | 1,653 | 29.28 | 2.85 | -4.80 | 1280 | 23.10 | 61.45 | 22.03 | 50 | -18 | 213 | -0.94 |
| 0.08 | 963 | 117 | 1,645 | 32.02 | 1.85 | -2.15 | 1300 | 24.00 | 80.00 | - | 76 | -22 | 524 | - |
| 0.05 | 490 | -92 | 623 | 34.11 | 1.15 | -1.15 | 1320 | 26.55 | 98.60 | - | 15 | -6 | 243 | - |
| 0.04 | 748 | -11 | 424 | 37.46 | 0.90 | -0.55 | 1340 | 28.35 | 119.80 | - | 5 | -1 | 248 | - |
| 0.03 | 545 | -56 | 311 | 40.45 | 0.70 | -0.40 | 1360 | 35.50 | 129.75 | - | 2 | -1 | 152 | - |
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| 0.02 | 371 | -10 | 124 | 43.88 | 0.65 | -0.15 | 1380 | 33.05 | 149.30 | - | 2 | -1 | 145 | - |
| 0.02 | 875 | -70 | 279 | 48.07 | 0.60 | -0.05 | 1400 | 36.25 | 174.70 | - | 11 | -3 | 411 | - |
| 0.02 | 359 | -32 | 73 | 51.71 | 0.60 | 0.00 | 1420 | 25.70 | 197.45 | - | 1 | 0 | 116 | - |
| 0.01 | 335 | -2 | 7 | 51.21 | 0.30 | -0.10 | 1440 | 0.00 | 198.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 200 | -3 | 10 | - | 0.35 | -0.05 | 1460 | 0.00 | 205.60 | 0.00 | 0 | -6 | 0 | 0.00 |
| - | 130 | -5 | 8 | - | 0.25 | 0.00 | 1480 | 20.00 | 240.00 | - | 1 | 0 | 30 | - |
| - | 477 | -30 | 60 | - | 0.40 | 0.25 | 1500 | 33.00 | 275.00 | - | 4 | 2 | 365 | - |
| - | 284 | -1 | 25 | - | 0.20 | -0.15 | 1520 | 0.00 | 182.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 60 | -5 | 10 | - | 0.25 | 0.00 | 1540 | 0.00 | 266.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 41 | -3 | 6 | - | 0.20 | -0.10 | 1560 | 0.00 | 94.15 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 1.00 | 0.00 | 1580 | 0.00 | 111.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 306 | -1 | 15 | - | 0.10 | 0.00 | 1600 | 70.35 | 365.35 | - | 1 | 0 | 24 | - |
| 8,017 | 4,555 | |||||||||||||
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.
