AUROPHARMA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 550

Spot

1,683.80

Future

1,679.60

Forward

1,679.48

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.61

Puts 20.07 L / Calls 32.88 L

PCR (volume)

0.41

Puts 2,042 / Calls 4,977

Max pain

1,620

strike with least total payout to holders

Highest OI

1,700 CE · 1,600 PE

ΔOI calls +2.55 L · puts +82,500

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	550	—	—	74.50	0.92	-0.90	0.00	288.00	1,320	·	·	·	·	·	·	·	·	·
·	·	·	·	·	·	·	·	·	1,360	1.10	0.00	-0.00	-0.00	26.27	—	—	550	Neutral
Neutral	—	—	—	59.90	0.90	-0.85	0.00	259.55	1,400	1.75	+0.20	-0.24	-0.03	40.50	58	+2,750	1.47 L	Long buildup
·	·	·	·	·	·	·	·	·	1,420	2.00	0.00	-0.03	-0.00	26.14	—	—	4,950	Neutral
Neutral	7,150	—	—	52.94	0.89	-0.82	0.00	145.00	1,440	2.65	-0.05	-0.32	-0.04	37.99	29	−550	29,700	Long unwinding
Neutral	11,550	—	—	49.61	0.89	-0.81	0.00	200.60	1,460	3.70	+0.25	-0.40	-0.06	37.73	54	−550	74,250	Neutral
Neutral	1,100	—	—	46.45	0.88	-0.81	0.00	120.00	1,480	4.60	+0.35	-0.46	-0.07	36.58	11	—	17,600	Neutral
Neutral	1.65 L	—	—	43.51	0.87	-0.81	0.00	191.00	1,500	5.80	-0.15	-0.53	-0.09	35.55	96	−2,750	1.38 L	Long unwinding
Neutral	—	—	—	40.85	0.85	-0.83	0.00	172.20	1,520	7.55	-0.20	-0.62	-0.11	34.86	48	+2,750	30,250	Short buildup
Neutral	2,200	—	—	38.51	0.83	-0.86	0.00	73.60	1,540	9.65	-0.30	-0.70	-0.13	34.04	108	−1,650	1.28 L	Long unwinding
Neutral	63,800	—	—	36.50	0.81	-0.90	0.00	127.95	1,560	12.50	-0.50	-0.80	-0.17	33.45	114	+9,900	74,800	Short buildup
Neutral	95,150	—	—	34.83	0.78	-0.95	0.00	113.60	1,580	16.45	-0.20	-0.91	-0.21	33.22	87	+1,650	86,900	Short buildup
Neutral	3.62 L	−1,650	11	29.55	0.76	-0.84	-1.45	95.95	1,600	20.25	-0.85	-0.97	-0.25	32.18	315	+18,700	3.46 L	Short buildup
Short covering	91,300	−2,200	10	33.53	0.68	-1.11	+5.90	87.35	1,620	26.25	-0.40	-1.07	-0.30	32.12	142	+5,500	1.51 L	Short buildup
Neutral	3.60 L	+1,100	111	31.55	0.63	-1.11	+2.15	71.85	1,640	32.75	-0.60	-1.12	-0.36	31.64	244	−1,650	1.64 L	Neutral
Long buildup	2.58 L	+9,900	493	30.93	0.57	-1.14	+1.60	59.40	1,660	40.15	-1.35	-1.15	-0.42	31.00	446	+18,150	3.42 L	Short buildup
Long buildup	1.72 L	+30,250	753	30.87	0.51	-1.16	+1.70	49.05	1,680	49.30	-2.00	-1.15	-0.48	30.70	136	+13,750	63,250	Short buildup
Long buildup	5.22 L	+1.11 L	1,235	30.64	0.45	-1.14	+1.55	39.70	1,700	60.10	-1.70	-1.14	-0.55	30.64	154	+16,500	1.86 L	Short buildup
Long buildup	89,650	+3,850	294	30.89	0.39	-1.12	+1.80	32.35	1,720	73.90	0.00	-0.79	-0.65	23.01	—	—	6,050	Neutral
Long buildup	1.29 L	+19,800	397	30.39	0.33	-1.04	+0.80	25.05	1,740	82.55	0.00	-0.67	-0.73	22.15	—	—	1,100	Neutral
Long buildup	68,200	+1,100	247	30.47	0.27	-0.96	+0.95	19.70	1,760	115.00	0.00	-0.50	-0.81	20.90	—	—	6,600	Neutral
Long buildup	97,350	+64,900	292	30.50	0.22	-0.87	+1.00	15.25	1,780	124.00	0.00	-0.29	-0.89	18.84	—	—	—	Neutral
Short covering	3.45 L	−14,850	734	30.61	0.18	-0.77	+0.55	11.75	1,800	158.00	0.00	0.00	-0.98	12.28	—	—	4,400	Neutral
Long buildup	51,150	+11,550	77	31.10	0.15	-0.69	+0.70	9.30	1,820	150.80	0.00	—	—	—	—	—	—	Neutral
Long buildup	53,900	+9,900	92	31.21	0.12	-0.59	+0.35	7.05	1,840	234.65	0.00	—	—	—	—	—	—	Neutral
Neutral	60,500	+550	35	31.56	0.09	-0.51	+0.35	5.45	1,860	·	·	·	·	·	·	·	·	·
Neutral	97,900	—	25	31.55	0.07	-0.42	+0.10	4.00	1,880	266.20	0.00	—	—	—	—	—	—	Neutral
Long unwinding	1.56 L	−2,750	125	31.87	0.04	-0.28	-0.15	2.20	1,920	299.15	0.00	—	—	—	—	—	—	Neutral
Long buildup	28,050	+12,100	46	34.34	0.03	-0.24	+0.10	1.75	1,960	380.00	0.00	—	—	—	—	—	3,850	Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 10.45% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.