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AUROPHARMA at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| AUROPHARMA | 1644.90 | n/a | 0.63 | 1600 / 1700 | 1600 | Direction not established |
Comparison window: session. PCR is full-expiry Open Interest, puts ÷ calls. The walls are the largest put Open Interest at or below spot and the largest call Open Interest at or above it.
Why this stock has the detailed view: Decided from the latest snapshot alone (no ledger of at least 3 sessions yet); Open interest within 5 strikes of the money is Rs 472.61Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 440.32Cr, above the Rs 100.00Cr floor; 11 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 17.9% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 55 strikes are listed.
AUROPHARMA — Direction not established
Not enough matched session positioning for a direction
- The dayAUROPHARMA at 1644.9 · PCR 0.63 full expiry, 0.64 on screen
- The positionsPut wall 1600 (3.65L, +9.9K today) · Call wall 1700 (3.04L, +46.8K today) · 0.37 puts added per call today
- The tradingBusiest 1640 (6.90L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where AUROPHARMA sits against its walls
- Above the call wallSustained trade above 1700 (+55.1 from spot). Next call Open Interest above: 1800 (3.10L).
- Between the walls · spot is hereSpot between 1600 and 1700, now 45% of the way up. Max pain 1600 (−44.9 from spot).
- Below the put wallSustained trade below 1600 (−44.9 from spot). Next put Open Interest below: 1500 (1.77L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 1732 | +87 (+5.28%) | — |
| Call wall | 1700 | +55 (+3.35%) | 3.04L |
| Next call wall | 1660 | +15 (+0.92%) | 2.04L |
| Spot | 1645 | — | — |
| Put wall | 1600 | −45 (−2.73%) | 3.65L |
| Max pain | 1600 | −45 (−2.73%) | — |
| Move range low | 1558 | −87 (−5.28%) | — |
| Next put wall | 1500 | −145 (−8.81%) | 1.77L |
| Gamma flip | 1473 | −172 (−10.45%) | — |
The move being priced
The ATM straddle prices a move of about ±87 to expiry, a range of 1558 to 1732, at an ATM implied volatility of 29.3%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:21 pm
- Legs matched38 of 42 (90%) · 20 Call, 18 Put
- Positioning leanNot measured
- AUROPHARMA vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 4 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 1660, which differs from the strike nearest spot, 1640.
- The previous close for the immediately preceding session is not available, so the day change is left unknown rather than measured against an older date.
Expiry 2026-11-23 · 21 displayed strikes, 1440 to 1840 · Full expiry, 55 strikes, 840 to 2440
AUROPHARMA on the live tools
This article is the read. These pages are the terminal, each opening on AUROPHARMA.