AUROPHARMA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 550
Spot
1,683.80
Future
1,688.80
Forward
1,688.80
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 37.78 | 0.00 | 236.35 | 1,440 | 26.65 | 0.00 | 25.85 | — | — | Neutral | ||||||
| Neutral | — | — | 35.67 | 0.00 | 206.70 | 1,480 | 36.35 | 0.00 | 25.74 | — | — | Neutral | ||||||
| Neutral | — | — | 34.00 | 0.00 | 179.05 | 1,520 | 48.10 | 0.00 | 25.61 | — | — | Neutral | ||||||
| Neutral | — | — | 32.69 | 0.00 | 153.85 | 1,560 | 62.25 | 0.00 | 25.46 | — | — | Neutral | ||||||
| Neutral | — | — | 31.69 | 0.00 | 131.05 | 1,600 | 78.85 | 0.00 | 25.28 | — | — | Neutral | ||||||
| Neutral | — | — | 30.92 | 0.00 | 110.65 | 1,640 | 97.85 | 0.00 | 25.07 | — | — | Neutral | ||||||
| Neutral | — | — | 30.32 | 0.00 | 92.65 | 1,680 | 119.20 | 0.00 | 24.81 | — | — | Neutral | ||||||
| Neutral | — | — | 29.85 | 0.00 | 76.90 | 1,720 | 142.85 | 0.00 | 24.49 | — | — | Neutral | ||||||
| Neutral | — | — | 29.48 | 0.00 | 63.30 | 1,760 | 168.60 | 0.00 | 24.09 | — | — | Neutral | ||||||
| Neutral | — | — | 29.18 | 0.00 | 51.70 | 1,800 | 196.40 | 0.00 | 23.58 | — | — | Neutral | ||||||
| Neutral | — | — | 28.94 | 0.00 | 41.95 | 1,840 | 226.05 | 0.00 | 22.91 | — | — | Neutral | ||||||
| Neutral | — | — | 28.58 | 0.00 | 26.90 | 1,920 | 289.80 | 0.00 | 20.56 | — | — | 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.