Aurobindo Pharma Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 720 | ₹— | 14.2% | — | — | — |
| — | — | — | —% | ₹— | 760 | ₹— | 13.0% | — | — | — |
| — | — | — | —% | ₹— | 800 | ₹— | 11.9% | — | — | — |
| — | — | — | —% | ₹— | 840 | ₹— | 10.8% | — | — | — |
| — | — | — | —% | ₹— | 880 | ₹— | 9.8% | — | — | — |
| — | — | — | —% | ₹— | 920 | ₹— | 8.8% | — | — | — |
| — | — | — | —% | ₹— | 940 | ₹— | 8.3% | — | — | — |
| — | — | — | —% | ₹195.25 | 960 | ₹10.85 | —% | — | — | — |
| — | — | — | —% | ₹178.80 | 980 | ₹14.10 | —% | — | — | — |
| — | — | — | —% | ₹163.05 | 1,000 | ₹18.05 | —% | — | — | — |
| — | — | — | —% | ₹148.00 | 1,020 | ₹0.05 | 69.4% | — | 0 | 49K |
| — | — | — | —% | ₹133.70 | 1,040 | ₹0.10 | 69.5% | — | 0 | 12K |
| 4K | 0 | — | —% | ₹274.70 | 1,060 | ₹0.15 | 67.8% | — | 0 | 4K |
| 2K | 0 | — | —% | ₹263.60 | 1,080 | ₹0.20 | 65.4% | — | 0 | 1K |
| 8K | 0 | — | —% | ₹238.25 | 1,090 | ₹0.50 | 70.5% | — | 0 | 7K |
| 19K | -4K | 4K | —% | ₹300.00 | 1,100 | ₹0.60 | 69.7% | — | 0 | 47K |
| — | — | — | —% | ₹— | 1,110 | ₹2.35 | 83.7% | — | 0 | 2K |
| 1K | 0 | — | —% | ₹221.85 | 1,120 | ₹1.40 | 73.7% | — | 0 | 4K |
| 3K | 0 | 550 | —% | ₹247.15 | 1,140 | ₹1.00 | 64.5% | — | 0 | 12K |
| — | — | — | —% | ₹— | 1,150 | ₹0.35 | 58.5% | 550 | 0 | 23K |
| 2K | 0 | — | —% | ₹201.80 | 1,160 | ₹0.75 | 56.6% | — | 0 | 7K |
| — | — | — | —% | ₹— | 1,170 | ₹3.55 | 72.0% | — | 0 | 3K |
| — | — | — | —% | ₹57.70 | 1,180 | ₹0.95 | 53.6% | — | 0 | 13K |
| — | — | — | —% | ₹— | 1,190 | ₹2.50 | 61.0% | — | 0 | 11K |
| 2.6 L | -48K | 81K | —% | ₹200.00 | 1,200 | ₹0.60 | 52.0% | 38K | -6K | 3.1 L |
| — | — | — | —% | ₹— | 1,210 | ₹1.10 | 47.1% | — | 0 | 14K |
| — | — | — | —% | ₹43.55 | 1,220 | ₹0.80 | 48.5% | 3K | -1K | 30K |
| — | — | — | —% | ₹— | 1,230 | ₹1.45 | 44.0% | — | 0 | 21K |
| 16K | 0 | — | 79.8% | ₹146.00 | 1,240 | ₹1.00 | 45.4% | 1K | 0 | 1.3 L |
| 11K | 0 | — | 53.5% | ₹126.00 | 1,250 | ₹1.30 | 45.4% | 6K | -3K | 69K |
| 4K | 0 | 3K | 44.9% | ₹140.30 | 1,260 | ₹1.45 | 43.6% | 39K | -12K | 43K |
| 24K | 0 | — | —% | ₹98.00 | 1,270 | ₹1.75 | 42.5% | 6K | -1K | 29K |
| 97K | 0 | — | 68.0% | ₹108.80 | 1,280 | ₹1.85 | 40.2% | 74K | -14K | 78K |
| 21K | 0 | — | 54.4% | ₹93.40 | 1,290 | ₹2.35 | 39.0% | 43K | -7K | 43K |
| 5.3 L | -2K | 30K | 30.8% | ₹102.70 | 1,300ATM | ₹2.40 | 37.0% | 1.6 L | -7K | 5.5 L |
| 46K | -1K | 17K | 32.7% | ₹91.30 | 1,310 | ₹2.85 | 35.5% | 87K | -2K | 52K |
| 71K | -550 | 5K | 28.7% | ₹81.50 | 1,320 | ₹3.35 | 33.5% | 1.5 L | -5K | 1.1 L |
| 78K | -3K | 38K | 28.1% | ₹72.05 | 1,330 | ₹4.00 | 32.5% | 83K | +3K | 51K |
| 1.0 L | -9K | 95K | 29.2% | ₹65.20 | 1,340 | ₹5.10 | 31.1% | 2.4 L | +2K | 1.4 L |
| 2.7 L | -7K | 2.8 L | 27.6% | ₹56.00 | 1,350 | ₹6.35 | 29.9% | 2.6 L | +15K | 1.5 L |
| 1.1 L | +4K | 1.2 L | 27.1% | ₹47.75 | 1,360 | ₹8.25 | 29.2% | 4.6 L | +29K | 1.8 L |
| 28K | -13K | 1.8 L | 26.6% | ₹38.75 | 1,370 | ₹— | —% | — | — | — |
| 1.4 L | -53K | 8.8 L | 27.6% | ₹32.70 | 1,380 | ₹14.05 | 28.7% | 5.0 L | +47K | 1.9 L |
| 83K | -25K | 3.3 L | 26.5% | ₹26.00 | 1,390 | ₹— | —% | — | — | — |
| 5.0 L | +90K | 14.0 L | 27.1% | ₹21.15 | 1,400 | ₹22.50 | 28.3% | 2.9 L | +26K | 1.2 L |
| 33K | +550 | 86K | 26.6% | ₹16.30 | 1,410 | ₹— | —% | — | — | — |
| 93K | +21K | 3.5 L | 27.1% | ₹12.90 | 1,420 | ₹33.90 | 28.0% | 48K | -4K | 9K |
| 50K | +8K | 69K | 26.9% | ₹9.60 | 1,430 | ₹— | —% | — | — | — |
| 2.0 L | +6K | 3.1 L | 27.4% | ₹7.15 | 1,440 | ₹67.00 | —% | — | 0 | 11K |
| 1.5 L | -44K | 2.3 L | 27.8% | ₹4.05 | 1,460 | ₹63.55 | 27.9% | 2K | +2K | 2K |
| 92K | +5K | 37K | 29.9% | ₹2.65 | 1,480 | ₹131.15 | 76.0% | — | 0 | 550 |
| 5.0 L | -35K | 1.6 L | 32.4% | ₹1.85 | 1,500 | ₹183.10 | 130.0% | — | 0 | 4K |
| 49K | -10K | 24K | 34.5% | ₹1.40 | 1,520 | ₹370.25 | 355.0% | — | — | — |
| — | — | — | 2.6% | ₹— | 1,540 | ₹— | —% | — | — | — |
| 19K | 0 | — | 39.8% | ₹0.45 | 1,560 | ₹229.00 | 131.3% | — | +550 | 550 |
| — | — | — | 3.1% | ₹— | 1,580 | ₹— | —% | — | — | — |
| — | — | — | 57.6% | ₹1.45 | 1,600 | ₹447.25 | —% | — | — | — |
| — | — | — | 3.7% | ₹— | 1,620 | ₹— | —% | — | — | — |
| — | — | — | 4.0% | ₹— | 1,640 | ₹— | —% | — | — | — |
| — | — | — | 4.2% | ₹— | 1,660 | ₹— | —% | — | — | — |
| — | — | — | 4.5% | ₹— | 1,680 | ₹— | —% | — | — | — |
| — | — | — | 4.8% | ₹— | 1,700 | ₹— | —% | — | — | — |
| — | — | — | 5.0% | ₹— | 1,720 | ₹— | —% | — | — | — |
| — | — | — | 5.3% | ₹— | 1,740 | ₹— | —% | — | — | — |
| — | — | — | 5.5% | ₹— | 1,760 | ₹— | —% | — | — | — |
| — | — | — | 5.8% | ₹— | 1,780 | ₹— | —% | — | — | — |
| — | — | — | 6.0% | ₹— | 1,800 | ₹— | —% | — | — | — |
| — | — | — | 6.5% | ₹— | 1,840 | ₹— | —% | — | — | — |
| — | — | — | 7.0% | ₹— | 1,880 | ₹— | —% | — | — | — |
| — | — | — | 7.4% | ₹— | 1,920 | ₹— | —% | — | — | — |
| — | — | — | 7.9% | ₹— | 1,960 | ₹— | —% | — | — | — |
| — | — | — | 8.3% | ₹— | 2,000 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Immediate resistance anchored at 1400, where massive call OI sits unchanged, while 1000 acts as psychological resistance overhead. On the downside, 1000 also serves as strong put support, creating a wide implied range of 1000–1400 through expiry. Spot grinds near 1398, caught between major CE and PE poles.
OI Buildup Activity
Fresh longs pile into 1400 calls with a surge of +89,650 OI, signaling aggressive call buying as writers build positions above spot. Bulls extend exposure at 1420 and 1430 with notable long calls, revealing confidence in upside follow-through. On the put side, 1380 sees heavy OI addition (+47,300), indicating protection or fresh short positions, while 1360 and 1400 puts draw structural longs for downside hedging.
Volatility Read
ATM IV at 26.72% reflects elevated premium levels, typical of event-pricing or underlying volatility stretch. Bearish skew confirms put demand dominates relative to calls, with downside protection sought more aggressively.
Strategy Implication
Bias tilts cautious-bearish with asymmetric buildup, favoring defined-risk strategies anticipating range-bound action with downside padding.