AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
09 Dec 2025 04:10 PM IST
| AUROPHARMA 30-DEC-2025 1000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1163.60 | 235 | 103.8 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1177.40 | 235 | 103.8 | - | 0 | 0 | 1 | |||||||||
| 4 Dec | 1223.10 | 235 | 103.8 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1226.70 | 235 | 103.8 | - | 0 | 0 | 0 | |||||||||
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| 26 Nov | 1227.40 | 235 | 103.8 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 1099.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 1100.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 1106.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 1111.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1124.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 1136.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 1130.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 1119.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 1070.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1090.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 1096.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1093.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1000 expiring on 30DEC2025
Delta for 1000 CE is -
Historical price for 1000 CE is as follows
On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 235, which was 103.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 235, which was 103.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 235, which was 103.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 235, which was 103.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 235, which was 103.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct AUROPHARMA was trading at 1100.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct AUROPHARMA was trading at 1111.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct AUROPHARMA was trading at 1124.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct AUROPHARMA was trading at 1136.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct AUROPHARMA was trading at 1130.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct AUROPHARMA was trading at 1119.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct AUROPHARMA was trading at 1070.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Oct AUROPHARMA was trading at 1090.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Oct AUROPHARMA was trading at 1096.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct AUROPHARMA was trading at 1093.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30DEC2025 1000 PE | |||||||
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Delta: -0.02
Vega: 0.14
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1163.60 | 0.7 | 0.2 | 32.19 | 4 | 1 | 3 |
| 8 Dec | 1177.40 | 0.5 | 0.05 | - | 0 | 0 | 2 |
| 4 Dec | 1223.10 | 0.5 | 0.05 | 35.04 | 1 | 0 | 3 |
| 28 Nov | 1226.70 | 0.45 | -0.6 | 31.36 | 3 | 0 | 3 |
| 26 Nov | 1227.40 | 1.05 | 0.05 | 35.06 | 4 | 2 | 3 |
| 28 Oct | 1099.40 | 32.15 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 1100.50 | 32.15 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 1106.30 | 32.15 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 1111.00 | 32.15 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 1124.80 | 32.15 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 1136.80 | 32.15 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1130.30 | 32.15 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 1119.90 | 32.15 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 1070.80 | 32.15 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1090.10 | 32.15 | 0 | 6.19 | 0 | 0 | 0 |
| 6 Oct | 1096.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1093.30 | 0 | 0 | 6.26 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1000 expiring on 30DEC2025
Delta for 1000 PE is -0.02
Historical price for 1000 PE is as follows
On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 32.19, the open interest changed by 1 which increased total open position to 3
On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 35.04, the open interest changed by 0 which decreased total open position to 3
On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 0.45, which was -0.6 lower than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 3
On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 35.06, the open interest changed by 2 which increased total open position to 3
On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct AUROPHARMA was trading at 1100.50. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct AUROPHARMA was trading at 1111.00. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct AUROPHARMA was trading at 1124.80. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct AUROPHARMA was trading at 1136.80. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct AUROPHARMA was trading at 1130.30. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct AUROPHARMA was trading at 1119.90. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct AUROPHARMA was trading at 1070.80. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Oct AUROPHARMA was trading at 1090.10. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 6 Oct AUROPHARMA was trading at 1096.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct AUROPHARMA was trading at 1093.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0































































































































































































































