Aurobindo Pharma Limited

Healthcare · Pharmaceuticals & Biotechnology

NSE: AUROPHARMA BSE: 524804

₹1672.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +50.90

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	1676.9000	-40.80	12533400	318450	Short Buildup
Nov. 23, 2026	1687.2000	-40.10	44550	9350	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	1722.9000	0	0
Sept. 30, 2026	Nov. 23, 2026	1713.6000	1713.6000	1669.9000	1687.2000	44550	9350
Sept. 30, 2026	Oct. 27, 2026	1706.1000	1719.0000	1656.7000	1676.9000	12533400	318450
Sept. 29, 2026	Nov. 23, 2026	1713.0000	1729.9000	1710.7000	1727.3000	35200	6600
Sept. 29, 2026	Oct. 27, 2026	1699.2000	1722.9000	1699.2000	1717.7000	12214950	1138500
Sept. 29, 2026	Sept. 29, 2026	1699.0000	1723.6000	1691.2000	1708.0000	1438250	-290950
Sept. 28, 2026	Nov. 23, 2026	1720.5000	1724.6000	1707.0000	1710.7000	28600	550
Sept. 28, 2026	Oct. 27, 2026	1717.0000	1721.7000	1698.2000	1704.1000	11076450	2014650
Sept. 28, 2026	Sept. 29, 2026	1744.2000	1744.2000	1688.9000	1694.9000	1729200	-2195050
Sept. 25, 2026	Nov. 23, 2026	1740.0000	1740.0000	1726.0000	1728.9000	28050	1100

Options Chain

As of Sept. 24, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

PCR (OI) —

Max Pain 1380.0000

Open Interest by Strike (Max Pain: 1380.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	1716.0000	—		1380.0000