AUROPHARMA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 550
Spot
1,683.80
Future
1,697.00
Forward
1,697.00
PCR (OI)
2.88
Puts 12,650 / Calls 4,400
PCR (volume)
1.33
Puts 4 / Calls 3
Max pain
1,700
strike with least total payout to holders
Highest OI
1,700 CE · 1,700 PE
ΔOI calls +1,650 · puts +2,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 33.28 | 0.00 | 329.90 | 1,400 | 11.70 | 0.00 | 26.85 | — | — | Neutral | ||||||
| Neutral | — | — | 31.26 | 0.00 | 295.75 | 1,440 | 16.95 | 0.00 | 26.85 | — | — | Neutral | ||||||
| Neutral | — | — | 29.89 | 0.00 | 263.15 | 1,480 | 23.75 | 0.00 | 26.85 | — | — | Neutral | ||||||
| Neutral | — | — | 29.39 | 0.00 | 174.45 | 1,500 | 30.75 | 0.00 | 26.84 | — | — | Neutral | ||||||
| Neutral | — | — | 28.98 | 0.00 | 232.35 | 1,520 | 32.00 | 0.00 | 26.84 | — | 550 | Neutral | ||||||
| Neutral | — | — | 28.67 | 0.00 | 146.75 | 1,540 | 42.55 | 0.00 | 26.83 | — | — | Neutral | ||||||
| Neutral | — | — | 28.41 | 0.00 | 203.60 | 1,560 | 28.15 | 0.00 | 26.82 | — | 550 | Neutral | ||||||
| Neutral | — | — | 28.20 | 0.00 | 121.90 | 1,580 | 57.30 | 0.00 | 26.82 | — | — | Neutral | ||||||
| Neutral | — | — | 28.03 | 0.00 | 176.90 | 1,600 | 55.75 | 0.00 | 26.82 | — | — | Neutral | ||||||
| Neutral | — | — | 27.89 | 0.00 | 99.90 | 1,620 | 40.00 | 0.00 | 26.81 | — | 550 | Neutral | ||||||
| Neutral | — | — | 27.78 | 0.00 | 152.55 | 1,640 | 70.85 | 0.00 | 26.81 | — | — | Neutral | ||||||
| Neutral | — | — | 27.68 | 0.00 | 80.80 | 1,660 | 95.30 | 0.00 | 26.80 | — | — | Neutral | ||||||
| Neutral | — | — | 27.60 | 0.00 | 130.50 | 1,680 | 88.20 | 0.00 | 26.80 | — | — | Neutral | ||||||
| Long buildup | 2,200 | +1,650 | 26.00 | +14.00 | 67.00 | 1,700 | 79.00 | +2.00 | 29.44 | +2,200 | 11,000 | Long buildup | ||||||
| Neutral | — | — | 27.48 | 0.00 | 110.75 | 1,720 | 107.85 | 0.00 | 26.79 | — | — | Neutral | ||||||
| Neutral | — | — | 27.43 | 0.00 | 50.80 | 1,740 | 144.45 | 0.00 | 26.79 | — | — | Neutral | ||||||
| Neutral | — | — | 27.39 | 0.00 | 93.25 | 1,760 | 129.80 | 0.00 | 26.79 | — | — | Neutral | ||||||
| Neutral | — | — | 27.35 | 0.00 | 39.50 | 1,780 | 172.70 | 0.00 | 26.79 | — | — | Neutral | ||||||
| Neutral | — | — | 27.32 | 0.00 | 77.95 | 1,800 | 153.85 | 0.00 | 26.80 | — | — | Neutral | ||||||
| Neutral | — | — | 27.29 | 0.00 | 30.35 | 1,820 | 203.15 | 0.00 | 26.80 | — | — | Neutral | ||||||
| Neutral | 550 | — | 27.27 | 0.00 | 38.80 | 1,840 | 180.00 | 0.00 | 26.81 | — | — | Neutral | ||||||
| Neutral | 550 | — | 27.23 | 0.00 | 12.50 | 1,880 | 207.95 | 0.00 | 26.86 | — | — | Neutral | ||||||
| Neutral | 1,100 | — | 27.20 | 0.00 | 25.00 | 1,920 | 237.75 | 0.00 | 26.95 | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.