Aurobindo Pharma Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 550 | 0 | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | 0 | 550 |
| 0 | 0 | — | —% | ₹— | 1,400 | ₹— | —% | — | +65K | 91K |
| 0 | 0 | — | —% | ₹— | 1,420 | ₹— | —% | — | 0 | 7K |
| 7K | 0 | — | —% | ₹— | 1,440 | ₹— | —% | — | -3K | 31K |
| 10K | 0 | — | —% | ₹— | 1,460 | ₹— | —% | — | -1K | 12K |
| 1K | 0 | — | —% | ₹— | 1,480 | ₹— | —% | — | +9K | 19K |
| 1.7 L | 0 | — | —% | ₹— | 1,500 | ₹— | —% | — | +550 | 1.8 L |
| 0 | 0 | — | —% | ₹— | 1,520 | ₹— | —% | — | -1K | 20K |
| 2K | 0 | — | —% | ₹— | 1,540 | ₹— | —% | — | +3K | 1.5 L |
| 80K | -550 | — | —% | ₹— | 1,560 | ₹— | —% | — | -13K | 64K |
| 96K | -5K | — | —% | ₹— | 1,580 | ₹— | —% | — | +3K | 85K |
| 3.7 L | -17K | — | —% | ₹— | 1,600ATM | ₹— | —% | — | +7K | 3.6 L |
| 1.0 L | 0 | — | —% | ₹— | 1,620 | ₹— | —% | — | +14K | 1.0 L |
| 4.1 L | -64K | — | —% | ₹— | 1,640 | ₹— | —% | — | +50K | 1.2 L |
| 2.1 L | +88K | — | —% | ₹— | 1,660 | ₹— | —% | — | +2K | 1.9 L |
| 66K | +45K | — | —% | ₹— | 1,680 | ₹— | —% | — | 0 | 4K |
| 3.1 L | +50K | — | —% | ₹— | 1,700 | ₹— | —% | — | +2K | 1.5 L |
| 47K | +10K | — | —% | ₹— | 1,720 | ₹— | —% | — | 0 | 1K |
| 67K | +3K | — | —% | ₹— | 1,740 | ₹— | —% | — | +550 | 1K |
| 27K | -3K | — | —% | ₹— | 1,760 | ₹— | —% | — | 0 | 7K |
| 36K | +24K | — | —% | ₹— | 1,780 | ₹— | —% | — | 0 | 0 |
| 3.1 L | +1.4 L | — | —% | ₹— | 1,800 | ₹— | —% | — | 0 | 4K |
| 34K | +12K | — | —% | ₹— | 1,820 | ₹— | —% | — | 0 | 0 |
| 25K | +23K | — | —% | ₹— | 1,840 | ₹— | —% | — | 0 | 0 |
| 17K | +15K | — | —% | ₹— | 1,860 | ₹— | —% | — | 0 | 0 |
| 1.0 L | +50K | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 0 |
| 38K | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 0 |
| 10K | +3K | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 4K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open‑interest clusters around the 1,600‑1,660 and 1,840‑1,880 call zones and a put band from 1,400 to 1,640, framing an implied corridor between ₹1,560 and ₹1,720. At the strike of ₹1,660, the call open interest rises to 1,800 contracts, a fresh infusion of 1,44,100 contracts that signals strong writer interest near the upper edge of the range. Conversely, the 1,640 put level accumulates 1,000 contracts plus an additional 65,450, reinforcing a support zone that aligns with the highest put open‑interest concentration.
OI Buildup Activity
Fresh call open interest adds of 1,800 (+1,44,100), 1,660 (+88,550) and 1,880 (+52,250) contracts highlight aggressive positioning by option writers at the upper tail of the distribution. On the put side, the 1,400 strike receives an influx of 1,000 (+65,450) contracts, while 1,640 and 1,620 gather 1,000 (+49,500) and 1,000 (+14,300) respectively, indicating a balanced influx across the downside corridor. The symmetry of new open‑interest across calls and puts suggests that market participants are hedging rather than taking directional bets, preserving liquidity at the identified strike clusters.
Volatility Read
The at‑the‑money implied volatility stands at 26.84%, reflecting moderate pricing of forward uncertainty for the November expiry. A bearish skew is evident, with out‑of‑the‑money calls priced lower than equivalent puts, indicating market bias toward downside risk.
Key OI Levels
The highest call open interest of 1,000 contracts resides at the 1,600 strike, while the peak put open interest of 1,000 contracts concentrates at the 1,640 strike.