AUROPHARMA
Aurobindo Pharma Ltd
1260.35
10.90 (0.87%)
Option Chain for AUROPHARMA
14 Nov 2024 09:20 AM 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 | - | 390.90 | 0.00 | 1140 | -0.40 | 1.90 | 35.00 | 21 | 0 | 38 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 180.45 | 0.00 | 1160 | -0.60 | 2.45 | 32.28 | 27 | 1 | 268 | -0.07 |
| 0.00 | 0 | 0 | 0 | 0.00 | 87.45 | 0.00 | 1180 | -0.85 | 3.80 | 30.88 | 8 | 0 | 150 | -0.10 |
| 0.88 | 29 | -1 | 2 | 26.51 | 77.75 | 12.50 | 1200 | -1.55 | 5.10 | 28.45 | 41 | 4 | 484 | -0.14 |
| 0.86 | 13 | 0 | 1 | 20.44 | 56.75 | 5.70 | 1220 | -2.85 | 8.00 | 27.06 | 20 | 1 | 184 | -0.20 |
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| 0.74 | 149 | 6 | 32 | 22.55 | 43.15 | 7.45 | 1240 | -3.00 | 12.45 | 26.15 | 81 | 7 | 635 | -0.29 |
| 0.60 | 472 | -2 | 155 | 23.32 | 30.40 | 6.50 | 1260 | -4.70 | 18.80 | 25.13 | 58 | -9 | 353 | -0.40 |
| 0.47 | 376 | 14 | 63 | 22.56 | 19.75 | 4.60 | 1280 | -4.50 | 29.85 | 26.66 | 8 | 1 | 269 | -0.53 |
| 0.33 | 1,121 | -6 | 183 | 23.26 | 12.55 | 3.25 | 1300 | -7.10 | 42.35 | 26.66 | 15 | 1 | 881 | -0.64 |
| 0.23 | 455 | -19 | 106 | 23.97 | 7.95 | 2.00 | 1320 | -10.30 | 56.65 | 27.44 | 8 | 0 | 262 | -0.73 |
| 0.16 | 969 | -5 | 54 | 24.90 | 4.95 | 1.05 | 1340 | -12.30 | 73.30 | 27.78 | 4 | 0 | 276 | -0.82 |
| 0.12 | 890 | 8 | 47 | 27.04 | 3.75 | 0.75 | 1360 | 0.00 | 101.55 | 0.00 | 0 | -7 | 0 | 0.00 |
| 0.08 | 493 | -3 | 29 | 29.02 | 2.75 | 0.50 | 1380 | 0.00 | 125.00 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.06 | 1,195 | 1 | 53 | 30.43 | 2.00 | 0.35 | 1400 | 0.00 | 150.10 | 0.00 | 0 | -16 | 0 | 0.00 |
| 6,162 | 3,800 | |||||||||||||
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.
