AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1020 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1435.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1421.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Apr | 1391.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1367.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1386.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1386.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1373.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1339.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1349.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1340.40 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1335.70 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1330.00 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1340.40 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1333.70 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1342.10 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1304.40 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1314.20 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1307.80 | 148 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1146.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1124.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1020 expiring on 28APR2026
Delta for 1020 CE is -
Historical price for 1020 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. 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 23 Apr AUROPHARMA was trading at 1435.40. 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 22 Apr AUROPHARMA was trading at 1421.20. 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 Apr AUROPHARMA was trading at 1391.70. 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 20 Apr AUROPHARMA was trading at 1367.80. 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 17 Apr AUROPHARMA was trading at 1386.00. 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 16 Apr AUROPHARMA was trading at 1386.50. 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 15 Apr AUROPHARMA was trading at 1373.90. 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 13 Apr AUROPHARMA was trading at 1339.80. 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 Apr AUROPHARMA was trading at 1349.40. 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 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 148, 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 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 148, 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 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 148, 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 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 148, 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 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 148, 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 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 148, 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 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 148, 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 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 148, 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 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 148, 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 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AUROPHARMA was trading at 1124.10. 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
| AUROPHARMA 28-Apr-2026 (4d) 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0.09
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 0.05 | 0 | 100.13 | 25 | 0 | 89 |
| 23 Apr | 1435.40 | 0.05 | 0.05 | - | 0 | 0 | 89 |
| 22 Apr | 1421.20 | 0.05 | 0.05 | - | 0 | 0 | 89 |
| 21 Apr | 1391.70 | 0.05 | 0.05 | 65.69 | 0 | 0 | 89 |
| 20 Apr | 1367.80 | 0.05 | 0 | 65.69 | 5 | -4 | 90 |
| 17 Apr | 1386.00 | 0.05 | 0.05 | 56.35 | 0 | 0 | 94 |
| 16 Apr | 1386.50 | 0.05 | -0.09999999999999999 | 56.35 | 8 | -3 | 94 |
| 15 Apr | 1373.90 | 0.15 | -0.5 | 57.51 | 43 | -39 | 98 |
| 13 Apr | 1339.80 | 0.55 | -0.09999999999999998 | - | 0 | 0 | 137 |
| 10 Apr | 1349.40 | 0.55 | -0.09999999999999998 | - | 0 | 0 | 137 |
| 9 Apr | 1340.40 | 0.55 | -0.75 | - | 0 | 0 | 137 |
| 8 Apr | 1335.70 | 0.55 | -0.75 | - | 0 | 0 | 137 |
| 7 Apr | 1330.00 | 0.55 | -0.75 | 49.75 | 9 | 0 | 140 |
| 6 Apr | 1340.40 | 1.3 | -0.95 | 55.23 | 6 | 0 | 140 |
| 2 Apr | 1333.70 | 2.25 | 0.55 | 56.14 | 68 | -7 | 140 |
| 1 Apr | 1342.10 | 1.7 | -1.5 | 53.3 | 131 | 125 | 146 |
| 30 Mar | 1304.40 | 3.2 | -1.25 | 52.79 | 17 | 16 | 20 |
| 27 Mar | 1314.20 | 4.45 | -1.55 | - | 0 | 0 | 4 |
| 25 Mar | 1307.80 | 4.45 | -1.55 | 53.45 | 3 | 2 | 3 |
| 11 Feb | 1146.60 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 1124.10 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1020 expiring on 28APR2026
Delta for 1020 PE is 0
Historical price for 1020 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 100.13, the open interest changed by 0 which decreased total open position to 89
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 0.05, 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 89
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 0.05, 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 89
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was 65.69, the open interest changed by 0 which decreased total open position to 89
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 65.69, the open interest changed by -4 which decreased total open position to 90
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was 56.35, the open interest changed by 0 which decreased total open position to 94
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 0.05, which was -0.09999999999999999 lower than the previous day. The implied volatity was 56.35, the open interest changed by -3 which decreased total open position to 94
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 0.15, which was -0.5 lower than the previous day. The implied volatity was 57.51, the open interest changed by -39 which decreased total open position to 98
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 0.55, which was -0.09999999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 0.55, which was -0.09999999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was 49.75, the open interest changed by 0 which decreased total open position to 140
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 55.23, the open interest changed by 0 which decreased total open position to 140
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 56.14, the open interest changed by -7 which decreased total open position to 140
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 1.7, which was -1.5 lower than the previous day. The implied volatity was 53.3, the open interest changed by 125 which increased total open position to 146
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 3.2, which was -1.25 lower than the previous day. The implied volatity was 52.79, the open interest changed by 16 which increased total open position to 20
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 4.45, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 4.45, which was -1.55 lower than the previous day. The implied volatity was 53.45, the open interest changed by 2 which increased total open position to 3
On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AUROPHARMA was trading at 1124.10. 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
