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Futures & Options Analysis of Aurobindo Pharma (AUROPHARMA)

Futures & Options of Aurobindo Pharma Ltd.

Near Expiry date27/02/2020 Lot Size 1000
Stock Close Price 601.85Trade Date 19/02/2020
Futures Summary
Closing Price602.20 Premium/Discount 0.350
Previous Close 501.15 Change % 20.16
Futures OI 14715.00 K Change % 0.981
Futures Contracts 42.24 K Change % 566.32
Call Summary
Max Traded Strike Price600.00 Contracts 14.15 K
Cumulative Call OI5156.00 K % Change 33.68
Put Summary
Max Traded Strike Price560.00 Contracts 4188.00
Cumulative Put OI6355.00 K % Change 287.50

Put Call Ratio - 27/02/2020

Put Open Interest6355.00 K
Call Open Interest5156.00 K
PCR Open Interest1.23
PCR OI ReadingStrong Bearish
Put Contracts Traded27683.00
Call Contracts Traded47567.00
PCR Volume0.582
PCR Vol ReadingBullish
Put Call Ratio AUROPHARMA ...

Pivot Point support & Resistance of Future Price

Expiry date Current Price Future Price Pivot Point Support1 Support 2 Support 3 Resistance 1 Resistance 2 Resistance 3 Traded Lots
27-Feb-20 601.85 602.20 588.23 569.07 535.93 516.77 621.37 640.53 673.67 42245
26-Mar-20 601.85 604.65 592.13 574.97 545.28 528.12 621.82 638.98 668.67 3556
30-Apr-20 601.85 607.55 595.15 579.75 551.95 536.55 622.95 638.35 666.15 209

Snapshot of Future Trades of Aurobindo Pharma Ltd.

Expiry date/
Lot Size
Premium/
Discount
Close/
Previous Close
Price Change/
In %
Open Interest/
Previous OI
OI Change/
OI Change %
Contracts/
Previous
Contract Change/
In %
Turn Over/
Previous day (in lacs)
27/02/2020 /
1000
0.350 602.20 /
501.15
101.05 /
20.16
14715.00 K /
14572.00 K
143000.00 /
0.981
42245 /
6340
35905.0 /
566.32
247239.97 /
31280.32
26/03/2020 /
1000
2.80 604.65 /
503.25
101.40 /
20.15
1566.00 K /
889.00 K
677000.00 /
76.15
3556 /
461
3095.0 /
671.37
20886.98 /
2277.39
30/04/2020 /
1000
5.70 607.55 /
505.20
102.35 /
20.26
86.00 K /
56.00 K
30000.00 /
53.57
209 /
22
187.0 /
850.00
1220.02 /
109.17


Detailed Option Chain with Implied Vol And Greeks

Snapshot Call Option of Aurobindo Pharma Ltd.

Expiry date 27/02/2020 26/03/2020 30/04/2020
Lot Size 1000 1000 1000
Max Traded Strike Price/
Contracts
600.00 /
14148
600.00 /
604
600.00 /
1
Previous Day Max Traded Strike Price/
Contracts
500.00 /
2165
500.00 /
72
0 /
0
Total Call Contracts/
Previous
47567 /
7000
1684 /
79
1 /
0
Contract Change/
In %
40567.00/
579.53
1605.00/
2031.65
NA
Total Call Open Interest/
Previous
5156000 /
3857000
540000 /
59000
1000 /
0
OI Change/
In %
1299000.00/
33.68
481000.00/
815.25
NA
Turn Over/
Previous day
292697.00 /
36712.00
292697.00 /
36712.00
292697.00 /
36712.00

Snapshot Put Option of Aurobindo Pharma Ltd.

Expiry date 27/02/2020 26/03/2020 30/04/2020
Lot Size 1000 1000 1000
Max Traded Strike Price/
Contracts
560.00 /
4188
540.00 /
293
0 /
0
Previous Day Max Traded Strike Price/
Contracts
480.00 /
1212
480.00 /
39
0 /
0
Total Put Contracts/
Previous
27683 /
3269
1031 /
51
0 /
0
Contract Change/
In %
24414.00/
746.83
980.00/
1921.57
NA
Total Put Open Interest/
Previous
6355000 /
1640000
582000 /
94000
0 /
0
OI Change/
In %
4715000.00/
287.50
488000.00/
519.15
NA
Turn Over/
Previous day
153760.00 /
16142.00
153760.00 /
16142.00
153760.00 /
16142.00

Call Option chain of Aurobindo Pharma Ltd. for Expiry Date 27/02/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
300.00 265.00 /282.00 /265.00 280.00 64.00/ 29.63 % 7000.00/ -18000.000 20/ 1900.00 % 116.00
450.00 142.00 /142.00 /142.00 142.00 40.10/ 39.35 % 3000.00/ -1000.000 1/ -50.00 % 6.00
460.00 130.50 /130.50 /130.50 130.50 40.50/ 45.00 % 6000.00/ 0.000 3/ 50.00 % 18.00
480.00 73.90 /124.00 /73.90 122.80 96.45/ 366.03 % 71.00 K/ -11000.000 53/ -46.46 % 310.00
490.00 94.25 /112.85 /74.30 112.25 94.25/ 523.61 % 70.00 K/ -26000.000 89/ -87.92 % 515.00
500.00 46.90 /107.70 /46.90 103.10 91.00/ 752.07 % 159.00 K/ -201000.000 680/ -68.59 % 3967.00
510.00 36.30 /95.10 /36.30 93.35 85.25/ 1052.47 % 198.00 K/ -195000.000 627/ -29.15 % 3621.00
520.00 27.50 /88.10 /27.50 84.15 78.75/ 1458.33 % 187.00 K/ -173000.000 630/ -39.54 % 3666.00
530.00 20.25 /76.65 /20.25 74.15 70.55/ 1959.72 % 169.00 K/ -162000.000 522/ 10.13 % 3024.00
540.00 50.45 /71.50 /30.00 66.05 63.50/ 2490.20 % 138.00 K/ -219000.000 701/ 28.86 % 4090.00
550.00 10.55 /74.80 /10.55 63.10 61.00/ 2904.76 % 221.00 K/ -435000.000 1699/ 270.96 % 9977.00
560.00 7.20 /52.05 /7.20 47.75 46.25/ 3083.33 % 204.00 K/ -141000.000 1401/ 551.63 % 8243.00
570.00 4.90 /44.95 /4.90 40.55 39.35/ 3279.17 % 91.00 K/ -75000.000 1724/ 1336.67 % 10237.00
580.00 18.95 /36.00 /10.65 32.30 31.30/ 3130.00 % 224.00 K/ 53000.00 4899/ 4848.48 % 29397.00
590.00 18.05 /29.80 /8.05 25.80 25.10/ 3585.71 % 234.00 K/ 170000.00 3459/ 11430.00 % 21057.00
600.00 3.70 /23.50 /2.95 20.15 19.45/ 2778.57 % 977.00 K/ 648000.00 14148/ 13635.92 % 86961.00
610.00 9.75 /18.25 /4.65 15.60 15.20/ 3800.00 % 422.00 K/ 391000.00 3009/ 42885.71 % 18720.00
620.00 1.15 /13.50 /1.15 12.00 11.50/ 2300.00 % 625.00 K/ 553000.00 6312/ 41980.00 % 39709.00
630.00 3.00 /10.25 /2.55 8.90 8.30/ 1383.33 % 232.00 K/ 219000.00 1737/ 57800.00 % 11065.00
640.00 2.55 /7.55 /2.00 6.60 6.35/ 2540.00 % 456.00 K/ 448000.00 3220/ 35677.78 % 20779.00
650.00 2.90 /5.70 /1.25 5.10 4.50/ 750.00 % 462.00 K/ 431000.00 2633/ 65725.00 % 17219.00

Put Option chain of Aurobindo Pharma Ltd. for Expiry Date 27/02/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
300.00 0.200 /0.350 /0.150 0.350 0.150/ 75.00 % 3000.00/ -18000.000 19/ 1800.00 % 57.00
380.00 0.300 /0.300 /0.300 0.300 -0.200/ -40.00 % 4000.00/ -1000.000 1/NA 4.00
400.00 0.450 /0.450 /0.200 0.200 -0.150/ -42.86 % 43.00 K/ -3000.000 5/ 150.00 % 20.00
410.00 0.550 /0.550 /0.250 0.250 -0.250/ -50.00 % 24.00 K/ 0.000 5/ 150.00 % 21.00
420.00 2.00 /2.00 /0.200 0.250 -0.250/ -50.00 % 13.00 K/ -1000.000 9/ 800.00 % 38.00
430.00 0.250 /0.250 /0.250 0.250 -0.200/ -44.44 % 8000.00/ -1000.000 1/NA 4.00
440.00 0.450 /0.700 /0.250 0.350 -0.400/ -53.33 % 39.00 K/ -6000.000 12/NA 53.00
450.00 0.300 /0.950 /0.250 0.400 -0.800/ -66.67 % 101.00 K/ -31000.000 173/ -2.81 % 779.00
460.00 2.00 /2.00 /0.400 0.650 -1.10/ -62.86 % 71.00 K/ -16000.000 84/ -65.85 % 387.00
470.00 0.450 /0.950 /0.450 0.850 -1.90/ -69.09 % 130.00 K/ 34000.00 199/ -7.87 % 937.00
480.00 1.85 /1.85 /0.650 1.00 -3.20/ -76.19 % 210.00 K/ 52000.00 553/ -54.37 % 2659.00
490.00 2.50 /2.50 /0.700 1.20 -5.75/ -82.73 % 208.00 K/ 82000.00 750/ 9.81 % 3684.00
500.00 1.35 /3.95 /1.10 1.40 -9.60/ -87.27 % 669.00 K/ 288000.00 2442/ 359.02 % 12245.00
510.00 2.20 /4.00 /1.10 1.60 -15.20/ -90.48 % 228.00 K/ 152000.00 1148/ 962.96 % 5874.00
520.00 5.00 /5.50 /1.85 2.10 -23.15/ -91.68 % 424.00 K/ 261000.00 1433/ 3671.05 % 7488.00
530.00 6.90 /9.55 /2.35 2.75 -29.25/ -91.41 % 328.00 K/ 227000.00 1312/ 7188.89 % 7001.00
540.00 7.35 /10.95 /3.20 3.35 -37.35/ -91.77 % 409.00 K/ 293000.00 2521/ 20908.33 % 13743.00
550.00 9.00 /10.85 /4.30 4.60 -49.40/ -91.48 % 872.00 K/ 819000.00 4110/ 45566.67 % 22891.00
560.00 11.75 /15.45 /5.30 5.85 -68.35/ -92.12 % 722.00 K/ 681000.00 4188/ 418700.00 % 23842.00
570.00 19.95 /20.75 /7.20 8.00 -37.15/ -82.28 % 500.00 K/ 498000.00 2848/ 284700.00 % 16570.00
580.00 23.95 /27.00 /9.35 10.65 -58.40/ -84.58 % 585.00 K/ 583000.00 3077/ 307600.00 % 18294.00
590.00 26.60 /28.40 /12.50 14.20 NA 352.00 K/ 0.000 1532/NA 9308.00
600.00 39.60 /39.60 /16.40 18.55 -36.45/ -66.27 % 341.00 K/ 337000.00 1158/ 115700.00 % 7195.00
610.00 38.00 /38.00 /21.65 23.10 -45.70/ -66.42 % 27.00 K/ 23000.00 65/ 3150.00 % 414.00
620.00 37.20 /40.20 /27.00 28.15 NA 20.00 K/ 0.000 30/NA 197.00
630.00 60.00 /60.00 /52.00 52.00 -104.90/ -66.86 % 2000.00/ 0.000 2/NA 14.00
640.00 50.00 /50.00 /43.60 46.55 -43.50/ -48.31 % 13.00 K/ 0.000 5/ 400.00 % 34.00
650.00 56.20 /56.20 /56.20 56.20 -93.80/ -62.53 % 9000.00/ -1000.000 1/NA 7.00


Call Option chain of Aurobindo Pharma Ltd. for Expiry Date 26/03/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
300.00 278.00 /291.00 /278.00 291.00 NA 18.00 K/ 0.000 18/NA 106.00
480.00 113.30 /113.30 /113.30 113.30 NA 1000.00/ 0.000 1/NA 6.00
500.00 88.10 /107.00 /75.00 107.00 80.55/ 304.54 % 20.00 K/ -12000.000 65/ -9.72 % 382.00
520.00 55.00 /60.95 /55.00 60.95 49.50/ 432.31 % 7000.00/ 0.000 2/NA 12.00
540.00 46.05 /70.00 /45.90 70.00 59.50/ 566.67 % 9000.00/ 4000.00 25/ 733.33 % 150.00
560.00 40.15 /62.40 /34.50 60.50 54.50/ 908.33 % 17.00 K/ 8000.00 78/ 7700.00 % 474.00
580.00 25.00 /50.00 /24.00 47.45 42.45/ 849.00 % 71.00 K/ 65000.00 249/ 24800.00 % 1539.00
600.00 20.00 /38.90 /17.60 35.85 NA 155.00 K/ 0.000 604/NA 3804.00
620.00 13.00 /29.35 /13.00 27.25 NA 117.00 K/ 0.000 245/NA 1573.00
640.00 13.50 /21.95 /10.50 20.10 NA 125.00 K/ 0.000 397/NA 2611.00

Put Option chain of Aurobindo Pharma Ltd. for Expiry Date 26/03/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
400.00 0.900 /0.900 /0.900 0.900 -0.100/ -10.00 % 3000.00/ 1000.00 1/NA 4.00
440.00 1.00 /1.65 /1.00 1.30 -5.20/ -80.00 % 2000.00/ 0.000 5/ 150.00 % 22.00
460.00 1.65 /2.00 /1.65 1.95 -13.60/ -87.46 % 10000.00/ 9000.00 14/ 1300.00 % 65.00
480.00 4.35 /4.85 /2.85 2.85 -13.20/ -82.24 % 32.00 K/ 0.000 48/ 23.08 % 232.00
500.00 5.90 /7.15 /4.50 4.70 -20.80/ -81.57 % 99.00 K/ 82000.00 195/ 3800.00 % 986.00
520.00 10.10 /12.20 /6.20 7.00 -21.00/ -75.00 % 39.00 K/ 28000.00 86/ 2766.67 % 455.00
540.00 16.30 /17.10 /10.05 10.80 NA 181.00 K/ 0.000 293/NA 1621.00
560.00 22.00 /24.15 /15.00 15.75 -19.25/ -55.00 % 68.00 K/ 66000.00 102/ 10100.00 % 590.00
580.00 31.30 /33.00 /22.00 23.25 NA 59.00 K/ 0.000 114/NA 691.00
600.00 45.00 /45.00 /29.15 31.25 NA 77.00 K/ 0.000 130/NA 826.00
640.00 80.00 /81.00 /53.00 53.85 -93.15/ -63.37 % 12.00 K/ -19000.000 43/ 4200.00 % 306.00

Call Option chain of Aurobindo Pharma Ltd. for Expiry Date 30/04/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
600.00 32.15 /32.15 /32.15 32.15 NA 1000.00/ 0.000 1/NA 6.00
Put Option chain of Aurobindo Pharma Ltd. for Expiry Date 30/04/2020 was not traded on trading date 2020-02-19 00:00:00.0

( Intraday Analysis is on 15 Mins Delayed Data. All Other analysis is based on End of Trade day's Value. Expected time of update is between 5 to 5.30 PM exchange time Zone)


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