AUROPHARMA
Aurobindo Pharma Ltd
1256.25
-6.20 (-0.49%)
Option Chain for AUROPHARMA
26 Dec 2024 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 | - | 572.80 | 0.00 | 960 | 0.00 | 0.05 | - | 1 | 0 | 1 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 980 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 478.55 | 0.00 | 1000 | 0.00 | 0.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1020 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 494.85 | 0.00 | 1040 | 0.00 | 0.05 | - | 4 | 0 | 9 | - |
| - | 0 | 0 | 0 | - | 349.10 | 0.00 | 1060 | -0.05 | 0.05 | - | 2 | -1 | 17 | - |
| - | 0 | 0 | 0 | - | 456.30 | 0.00 | 1080 | -0.05 | 0.05 | - | 20 | -1 | 61 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 156.00 | 0.00 | 1100 | -0.10 | 0.05 | - | 15 | -6 | 126 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 132.60 | 0.00 | 1120 | 0.00 | 0.05 | - | 15 | -3 | 104 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 104.80 | 0.00 | 1140 | 0.00 | 0.05 | - | 6 | -4 | 394 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 98.10 | 0.00 | 1160 | -0.10 | 0.05 | - | 25 | -15 | 212 | - |
| - | 167 | -1 | 2 | - | 72.60 | 0.10 | 1180 | -0.20 | 0.05 | - | 154 | -93 | 387 | - |
| - | 198 | -46 | 68 | - | 61.65 | 0.55 | 1200 | -0.40 | 0.05 | - | 497 | -162 | 825 | - |
| - | 144 | -11 | 31 | - | 34.50 | -5.90 | 1220 | -0.60 | 0.05 | - | 321 | -49 | 254 | - |
| - | 652 | -293 | 735 | - | 15.65 | -1.10 | 1240 | -1.00 | 0.10 | - | 889 | -96 | 907 | - |
| - | 590 | -177 | 1,164 | - | 0.10 | -5.25 | 1260 | -4.15 | 5.10 | - | 306 | -170 | 368 | - |
| - | 390 | -169 | 494 | - | 0.05 | -0.95 | 1280 | 4.45 | 25.75 | - | 48 | -26 | 175 | - |
| - | 909 | -126 | 470 | - | 0.05 | -0.20 | 1300 | 7.65 | 47.15 | - | 261 | -52 | 230 | - |
| - | 453 | -37 | 43 | - | 0.05 | -0.10 | 1320 | 6.00 | 65.20 | - | 8 | 0 | 126 | - |
| - | 283 | -63 | 70 | - | 0.05 | 0.00 | 1340 | 15.15 | 90.00 | - | 5 | -1 | 76 | - |
| - | 128 | -27 | 85 | - | 0.05 | -0.15 | 1360 | 9.95 | 109.95 | - | 2 | 0 | 17 | - |
| - | 112 | -2 | 10 | - | 0.05 | -0.15 | 1380 | 7.45 | 128.00 | - | 2 | -1 | 1 | - |
| - | 180 | -94 | 158 | - | 0.05 | -0.20 | 1400 | 7.00 | 146.00 | - | 26 | -23 | 40 | - |
| - | 55 | -2 | 43 | - | 0.05 | -0.10 | 1420 | 9.75 | 168.00 | - | 1 | 0 | 3 | - |
| - | 76 | -1 | 2 | - | 0.05 | 0.00 | 1440 | 0.00 | 177.00 | 0.00 | 0 | -17 | 0 | 0.00 |
|
|
||||||||||||||
| - | 28 | 1 | 19 | - | 0.05 | -0.15 | 1460 | 10.00 | 210.00 | - | 22 | -16 | 10 | - |
| - | 4 | 3 | 9 | - | 0.05 | -0.15 | 1480 | 12.40 | 229.40 | - | 5 | -1 | 4 | - |
| - | 99 | 23 | 117 | - | 0.05 | 0.00 | 1500 | 4.90 | 246.55 | - | 121 | -71 | 52 | - |
| - | 0 | 0 | 0 | - | 114.80 | 0.00 | 1520 | 0.00 | 92.10 | 30.00 | 0 | 0 | 0 | 0.00 |
| - | 16 | 9 | 19 | - | 0.05 | 0.00 | 1540 | 0.00 | 290.00 | - | 16 | -1 | 15 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 96.30 | 0.00 | 1560 | 0.00 | 112.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1580 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 17 | -2 | 4 | - | 0.05 | 0.00 | 1600 | 0.00 | 348.00 | - | 3 | -2 | 17 | - |
| 4,501 | 4,431 | |||||||||||||
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.
