AUROPHARMA AUROBINDO PHARMA LTD
AUROBINDO PHARMA LTD — on this desk since 2 Jan 2006.
Prices before Fri 17 Apr 2026 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 200.80 | 0 | 1,100 | 1,480 | 45,100 | −1,100 | 0.11 | long unwinding |
| — | 180.98 | 0 | 9,900 | 1,500 | 36,850 | −6,600 | 1.15 | long unwinding |
| — | 161.32 | 0 | 3,300 | 1,520 | 17,050 | −550 | 1.50 | long unwinding |
| — | — | — | — | 1,540 | 25,850 | −550 | 2.25 | long unwinding |
| — | 122.97 | 0 | 1,100 | 1,560 | 70,950 | −550 | 3.45 | long unwinding |
| — | 104.69 | 0 | 1,650 | 1,580 | 63,250 | −2,200 | 5.00 | long unwinding |
| short covering | 87.20 | −5,500 | 3,10,750 | 1,600 | 3,66,850 | +5,500 | 6.95 | short build-up |
| — | 71.29 | 0 | 45,100 | 1,620 | 3,21,750 | +6,600 | 10.00 | short build-up |
| short covering | 51.40 | −4,400 | 69,300 | 1,640 | 3,72,900 | +4,950 | 15.05 | short build-up |
| long build-up | 38.35 | +8,800 | 2,64,550 | 1,660 | 4,79,600 | −2,200 | 21.30 | long unwinding |
| short covering | 27.70 | −24,750 | 2,75,000 | 1,680at the money | 2,35,950 | +4,400 | 29.75 | short build-up |
| short covering | 19.10 | −11,550 | 12,45,750 | 1,700 | wall6,60,000 | +1,100 | 42.10 | short build-up |
| short covering | 12.85 | −25,850 | 2,77,750 | 1,720 | 1,36,950 | +9,900 | 54.80 | short build-up |
| short covering | 8.75 | −3,300 | 3,05,250 | 1,740 | 91,850 | −550 | 71.65 | long unwinding |
| long build-up | 6.10 | +8,800 | 2,23,850 | 1,760 | 18,150 | 0 | 86.53 | — |
| short covering | 4.50 | −9,350 | 2,74,450 | 1,780 | 2,200 | 0 | 103.70 | — |
| — | 3.60 | −8,250 | 13,44,750wall | 1,800 | 14,850 | 0 | 121.77 | — |
| long build-up | 2.70 | +2,750 | 60,500 | 1,820 | — | — | — | — |
| short covering | 2.00 | −6,050 | 31,900 | 1,840 | — | — | — | — |
| long build-up | 1.55 | +3,300 | 46,200 | 1,860 | — | — | — | — |
| short build-up | 0.32 | +3,300 | 64,350 | 1,880 | 2,750 | 0 | 198.87 | — |
The options were priced for a move of about 3.4% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 22 of 28 times the close 5 sessions later was higher — too few to read much into.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded level with the share.
Not in the F&O ban this session; open interest stood at 57% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.4% by 27 Oct; over the sessions the desk holds it ranged 1.6–7.0%.
Option prices were dearer than 15 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 3.4% | 0.02% | |
| Wed 14 Oct | short build | 3.7% | 0.23% | |
| Tue 13 Oct | short build | 4.0% | 0.57% | |
| Mon 12 Oct | long build | 4.3% | -0.01% | |
| Fri 9 Oct | long build | 4.5% | 0.32% | |
| Thu 8 Oct | long unwind | 4.9% | 0.09% | |
| Wed 7 Oct | long unwind | 4.9% | 0.24% | |
| Tue 6 Oct | long build | 5.0% | 0.31% | |
| Mon 5 Oct | long build | 5.2% | 0.40% | |
| Thu 1 Oct | short cover | 5.4% | 0.24% | |
| Wed 30 Sep | short build | 5.5% | 0.29% | |
| Tue 29 Sep | long build | 5.3% | 1.18% | |
| Mon 28 Sep | long unwind | 5.5% | 0.39% | |
| Fri 25 Sep | short cover | 1.7% | 0.06% | |
| Thu 24 Sep | short build | 1.9% | -0.18% | |
| Wed 23 Sep | long build | 2.1% | -0.30% | |
| Tue 22 Sep | short build | 2.4% | 0.02% | |
| Mon 21 Sep | long build | 2.7% | 0.22% | |
| Fri 18 Sep | short cover | 3.5% | -1.34% | |
| Thu 17 Sep | short cover | 3.4% | -0.02% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.