Aurobindo Pharma Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 9K | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | — | — |
| 9K | 0 | — | —% | ₹— | 1,400 | ₹— | —% | — | +1K | 23K |
| 550 | 0 | — | —% | ₹— | 1,440 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 1,460 | ₹— | —% | — | +550 | 6K |
| 550 | 0 | — | —% | ₹— | 1,480 | ₹— | —% | — | +20K | 42K |
| 23K | 0 | — | —% | ₹— | 1,500 | ₹— | —% | — | -42K | 1.3 L |
| 550 | 0 | — | —% | ₹— | 1,520 | ₹— | —% | — | +2K | 47K |
| 58K | 0 | — | —% | ₹— | 1,540 | ₹— | —% | — | -4K | 60K |
| 8K | 0 | — | —% | ₹— | 1,560 | ₹— | —% | — | +21K | 1.7 L |
| 2K | 0 | — | —% | ₹— | 1,580 | ₹— | —% | — | -7K | 1.2 L |
| 10.1 L | -8K | — | —% | ₹— | 1,600ATM | ₹— | —% | — | +37K | 4.4 L |
| 91K | +550 | — | —% | ₹— | 1,620 | ₹— | —% | — | +20K | 2.2 L |
| 2.1 L | -44K | — | —% | ₹— | 1,640 | ₹— | —% | — | -9K | 3.2 L |
| 7.0 L | -9K | — | —% | ₹— | 1,660 | ₹— | —% | — | +11K | 4.2 L |
| 5.9 L | +2K | — | —% | ₹— | 1,680 | ₹— | —% | — | -6K | 1.9 L |
| 8.9 L | +92K | — | —% | ₹— | 1,700 | ₹— | —% | — | -2K | 2.9 L |
| 4.1 L | -75K | — | —% | ₹— | 1,720 | ₹— | —% | — | 0 | 1.5 L |
| 3.2 L | -15K | — | —% | ₹— | 1,740 | ₹— | —% | — | 0 | 58K |
| 1.4 L | +63K | — | —% | ₹— | 1,760 | ₹— | —% | — | 0 | 1K |
| 70K | +3K | — | —% | ₹— | 1,780 | ₹— | —% | — | 0 | 1K |
| 5.7 L | -5K | — | —% | ₹— | 1,800 | ₹— | —% | — | 0 | 12K |
| 31K | -2K | — | —% | ₹— | 1,820 | ₹— | —% | — | 0 | 0 |
| 1.5 L | +6K | — | —% | ₹— | 1,840 | ₹— | —% | — | 0 | 2K |
| 40K | +1K | — | —% | ₹— | 1,860 | ₹— | —% | — | 0 | 0 |
| 1.7 L | +12K | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 0 |
| 3K | +2K | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 0 |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
The open‑interest (OI) curve shows sharp peaks at the 1,600 ₹ put and the 1,760 ₹ call strikes, each holding 1,040 contracts, functioning as clear support and resistance zones. The bulk of OI clusters between 1,560 ₹ and 1,800 ₹, suggesting traders anticipate the underlying price to trade within this band through the September expiry. Consequently, the implied range derived from the most‑concentrated strikes centers around 1,600 ₹–1,760 ₹.
OI Buildup Activity
During the latest session, call OI increased markedly at the 1,700 ₹ (up +91,300) and 1,760 ₹ (up +63,800) levels, indicating fresh positioning by buyers and writers around the upper side of the range. On the put side, OI added appreciably at 1,600 ₹ (+36,850) and 1,560 ₹ (+22,550), reflecting renewed defensive interest near the lower bound. The 1,880 ₹ call and 1,620 ₹ put also received modest additions, pointing to ancillary hedging or speculative activity beyond the core band.
Volatility Read
The at‑the‑money implied volatility stands at 24.08 %, a moderate level that balances premium cost with price uncertainty. The volatility skew is bearish, meaning out‑of‑the‑money puts carry relatively higher implied volatilities than comparable calls, hinting at market bias toward downside risk.
Key OI Levels
The highest concentrations of open interest are observed at the 1,760 ₹ call (1,040 contracts) and the 1,600 ₹ put (1,040 contracts).