[--[65.84.65.76]--]

AUROPHARMA

Aurobindo Pharma Ltd
1163.6 -13.80 (-1.17%)
L: 1160.5 H: 1178.3

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Historical option data for AUROPHARMA

09 Dec 2025 04:10 PM IST
AUROPHARMA 30-DEC-2025 1000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.02
Vega: 0.14
Theta: -0.10
Gamma: 0.00
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