Technicals Stability Returns

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Call Option Chain  of Aurobindo Pharma Ltd. (AUROPHARMA)
AUROPHARMA -Put Call Ratio
   Spot Close : 658.70   Expiry date :              

Aurobindo Pharma Ltd. Option for Expiry Date 29/06/2023

Strike Price Close / OHL Change/ Change % Open Interest / Change Contracts/ % Change Turnover (in Lac) Implied Volatility / Prev Interpretation Signal PCR OI PCR Vol Greeks Delta / All
590.00
66.50
C- 66.50
O-74.25
H-74.30
L-66.00
-9.60/ -12.61 % 63.00 K/ -9000.000 18/ 50.00 % 132.00 0.354 / 39.07 Position UnWinding Bearish 3.56 9.94
0
Delta : 0
Theta : 0
Rho : 0
Vega : 0
Gamma : 0
600.00
66.35
C- 66.35
O-58.10
H-67.25
L-55.85
-0.600/ -0.896 % 393.00 K/ -4000.000 20/ -75.00 % 152.00 36.10 / 36.87 Position UnWinding Bearish 1.54 22.30
0.846
Delta : 0.846
Theta : -0.363
Rho : 0.376
Vega : 0.433
Gamma : 0.0036
605.00
58.75
C- 58.75
O-53.05
H-58.75
L-53.05
-5.15/ -8.06 % 21.00 K/ -1000.000 2/ 100.00 % 20.00 27.53 / 38.73 Position UnWinding Bearish 6.00 10.00
0.885
Delta : 0.885
Theta : -0.263
Rho : 0.402
Vega : 0.354
Gamma : 0.0039
610.00
54.90
C- 54.90
O-55.00
H-55.00
L-48.90
-2.10/ -3.68 % 167.00 K/ -1000.000 4/ -42.86 % 33.00 28.55 / 32.71 Position UnWinding Bearish 1.54 55.50
0.855
Delta : 0.855
Theta : -0.299
Rho : 0.389
Vega : 0.416
Gamma : 0.0044
615.00
52.20
C- 52.20
O-42.40
H-52.45
L-42.35
6.10/ 13.23 % 66.00 K/ -10000.000 19/ -92.69 % 139.00 31.46 / 30.48 Short Covering Bullish 0.939 4.89
0.809
Delta : 0.809
Theta : -0.361
Rho : 0.368
Vega : 0.497
Gamma : 0.0047
620.00
47.50
C- 47.50
O-45.00
H-49.00
L-38.25
-0.500/ -1.04 % 299.00 K/ -17000.000 58/ 34.88 % 424.00 29.82 / 30.27 Position UnWinding Bearish 1.39 6.59
0.794
Delta : 0.794
Theta : -0.358
Rho : 0.364
Vega : 0.521
Gamma : 0.0052
625.00
44.00
C- 44.00
O-35.00
H-44.00
L-35.00
-0.700/ -1.57 % 57.00 K/ -2000.000 5/ -85.29 % 40.00 30.27 / 30.98 Position UnWinding Bearish 1.53 12.00
0.762
Delta : 0.762
Theta : -0.384
Rho : 0.351
Vega : 0.565
Gamma : 0.0056
630.00
39.40
C- 39.40
O-38.55
H-40.05
L-31.10
-1.00/ -2.48 % 215.00 K/ -16000.000 72/ -41.46 % 532.00 28.55 / 29.73 Position UnWinding Bearish 1.46 8.99
0.742
Delta : 0.742
Theta : -0.377
Rho : 0.344
Vega : 0.590
Gamma : 0.0062
635.00
35.75
C- 35.75
O-33.75
H-36.05
L-32.25
-1.25/ -3.38 % 123.00 K/ -6000.000 14/ -86.14 % 107.00 28.27 / 29.76 Position UnWinding Bearish 1.88 11.00
0.710
Delta : 0.710
Theta : -0.389
Rho : 0.331
Vega : 0.624
Gamma : 0.0066
640.00
32.30
C- 32.30
O-31.00
H-33.20
L-24.50
-0.800/ -2.42 % 344.00 K/ -59000.000 255/ -46.43 % 1876.00 28.05 / 28.78 Position UnWinding Bearish 2.27 3.32
0.676
Delta : 0.676
Theta : -0.399
Rho : 0.316
Vega : 0.656
Gamma : 0.0070
645.00
28.55
C- 28.55
O-29.65
H-29.65
L-21.70
-1.70/ -5.62 % 36.00 K/ -22000.000 102/ -28.17 % 757.00 27.14 / 29.14 Position UnWinding Bearish 4.83 3.06
0.643
Delta : 0.643
Theta : -0.397
Rho : 0.303
Vega : 0.681
Gamma : 0.0075
650.00
25.60
C- 25.60
O-27.35
H-27.35
L-19.20
-1.15/ -4.30 % 562.00 K/ -82000.000 1355/ -56.33 % 10031.00 27.15 / 28.31 Position UnWinding Bearish 0.819 1.00
0.604
Delta : 0.604
Theta : -0.405
Rho : 0.285
Vega : 0.703
Gamma : 0.0078
655.00
22.35
C- 22.35
O-23.25
H-24.00
L-16.90
-1.65/ -6.87 % 134.00 K/ -73000.000 441/ -32.98 % 3283.00 26.47 / 28.29 Position UnWinding Bearish 0.366 0.540
0.565
Delta : 0.565
Theta : -0.399
Rho : 0.268
Vega : 0.718
Gamma : 0.0082
660.00
20.45
C- 20.45
O-21.05
H-21.40
L-14.80
-1.00/ -4.66 % 811.00 K/ 80000.00 1860/ -59.41 % 13872.00 27.39 / 28.28 Short Build Up Bearish 0.270 0.342
0.524
Delta : 0.524
Theta : -0.411
Rho : 0.249
Vega : 0.727
Gamma : 0.0080
665.00
18.05
C- 18.05
O-19.00
H-19.00
L-12.80
-1.00/ -5.25 % 157.00 K/ 6000.00 357/ -34.13 % 2676.00 27.33 / 28.22 Short Build Up Bearish 0.223 0.375
0.484
Delta : 0.484
Theta : -0.406
Rho : 0.231
Vega : 0.727
Gamma : 0.0080
670.00
15.65
C- 15.65
O-17.10
H-17.10
L-11.30
-1.50/ -8.75 % 298.00 K/ -27000.000 751/ -54.87 % 5655.00 27.00 / 28.59 Position UnWinding Bearish 0.081 0.068
0.444
Delta : 0.444
Theta : -0.395
Rho : 0.212
Vega : 0.721
Gamma : 0.0080
675.00
13.65
C- 13.65
O-14.00
H-14.70
L-9.80
-1.40/ -9.30 % 125.00 K/ 28000.00 229/ -38.77 % 1732.00 26.95 / 28.44 Short Build Up Bearish 0.072 0.074
0.405
Delta : 0.405
Theta : -0.384
Rho : 0.194
Vega : 0.707
Gamma : 0.0079
680.00
12.15
C- 12.15
O-13.05
H-13.15
L-8.45
-1.05/ -7.95 % 318.00 K/ 5000.00 533/ -61.54 % 4056.00 27.36 / 28.39 Short Build Up Bearish 0.116 0.060
0.369
Delta : 0.369
Theta : -0.376
Rho : 0.177
Vega : 0.688
Gamma : 0.0076
685.00
10.40
C- 10.40
O-11.50
H-11.50
L-7.35
-1.15/ -9.96 % 72.00 K/ -2000.000 83/ -69.26 % 638.00 27.15 / 28.38 Position UnWinding Bearish 0.069 0.0361
0.332
Delta : 0.332
Theta : -0.357
Rho : 0.160
Vega : 0.662
Gamma : 0.0073
690.00
9.25
C- 9.25
O-10.45
H-11.45
L-6.35
-0.950/ -9.31 % 194.00 K/ 5000.00 286/ -53.65 % 2199.00 27.60 / 28.59 Short Build Up Bearish 0.0258 0.0140
0.301
Delta : 0.301
Theta : -0.345
Rho : 0.145
Vega : 0.635
Gamma : 0.0069
695.00
8.25
C- 8.25
O-8.70
H-8.80
L-5.55
-0.600/ -6.78 % 142.00 K/ 77000.00 150/ -9.64 % 1166.00 28.08 / 28.57 Short Build Up Bearish 0.0282 0.0200
0.273
Delta : 0.273
Theta : -0.334
Rho : 0.131
Vega : 0.607
Gamma : 0.0065
700.00
7.00
C- 7.00
O-7.75
H-7.90
L-4.75
-0.700/ -9.09 % 1128.00 K/ 239000.00 1390/ -45.06 % 10808.00 27.93 / 28.64 Short Build Up Bearish 0.0160 0.0144
0.242
Delta : 0.242
Theta : -0.310
Rho : 0.117
Vega : 0.570
Gamma : 0.0061
705.00
6.15
C- 6.15
O-5.70
H-6.75
L-4.15
-0.450/ -6.82 % 58.00 K/ -3000.000 77/ -24.51 % 604.00 28.25 / 28.58 Position UnWinding Bearish 0 0
0.217
Delta : 0.217
Theta : -0.294
Rho : 0.105
Vega : 0.536
Gamma : 0.0057
710.00
5.60
C- 5.60
O-5.75
H-6.00
L-3.55
-0.150/ -2.61 % 179.00 K/ 4000.00 151/ -66.07 % 1194.00 28.96 / 28.76 Short Build Up Bearish 0 0
0.198
Delta : 0.198
Theta : -0.284
Rho : 0.096
Vega : 0.508
Gamma : 0.0053
715.00
4.90
C- 4.90
O-4.00
H-5.35
L-3.05
-0.0500/ -1.01 % 45.00 K/ 2000.00 28/ -75.44 % 223.00 29.22 / 28.83 Short Build Up Bearish 0 0
0.177
Delta : 0.177
Theta : -0.266
Rho : 0.085
Vega : 0.473
Gamma : 0.0049
720.00
4.20
C- 4.20
O-4.30
H-4.60
L-2.60
0.0500/ 1.20 % 208.00 K/ -12000.000 265/ -53.51 % 2113.00 29.29 / 28.67 Short Covering Bullish 0 0.0038
0.156
Delta : 0.156
Theta : -0.245
Rho : 0.076
Vega : 0.437
Gamma : 0.0045
725.00
3.55
C- 3.55
O-3.25
H-3.70
L-2.15
-0.0500/ -1.39 % 124.00 K/ -12000.000 48/ -72.88 % 386.00 29.26 / 28.88 Position UnWinding Bearish 0 0
0.136
Delta : 0.136
Theta : -0.223
Rho : 0.066
Vega : 0.399
Gamma : 0.0041
730.00
3.20
C- 3.20
O-2.95
H-3.45
L-1.95
0.250/ 8.47 % 327.00 K/ -4000.000 337/ -42.69 % 2718.00 29.81 / 28.63 Short Covering Bullish 0.0061 0.0030
0.123
Delta : 0.123
Theta : -0.211
Rho : 0.060
Vega : 0.372
Gamma : 0.0037
735.00
2.80
C- 2.80
O-2.40
H-2.95
L-1.60
0.250/ 9.80 % 366.00 K/ 20000.00 197/ -44.51 % 1599.00 30.10 / 28.85 Position Build Up Bullish 0 0
0.110
Delta : 0.110
Theta : -0.196
Rho : 0.053
Vega : 0.342
Gamma : 0.0034
Risk Free rate : 6.25%, Dividend Yield : 1.38 %