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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AUROPHARMA 30-DEC-2025 1040 CE
Delta: 0.90 Vega: 0.48 Theta: -0.69 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	131.55 ₹ 72,352.5	-42.45 -23347.50	38.43	7 3,850	2 1,100	3 1,650
8 Dec	1177.40	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	1 550
5 Dec	1217.60	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	0 0
4 Dec	1223.10	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	0 0
2 Dec	1215.20	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	0 0
1 Dec	1216.20	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	0 0
28 Nov	1226.70	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	0 0
27 Nov	1235.80	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	0 0
26 Nov	1227.40	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	0 0
25 Nov	1208.00	174 ₹ 95,700	67.95 37372.50	-	0 0	0 0	0 0
24 Nov	1194.00	174 ₹ 95,700	67.95 37372.50	-	0 0	1 550	0 0
21 Nov	1205.90	174 ₹ 95,700	67.95 37372.50	-	1 550	0 0	0 0
20 Nov	1207.70	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
28 Oct	1099.40	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0

21 Oct	1100.50	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
16 Oct	1106.30	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
15 Oct	1111.00	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
14 Oct	1124.80	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
13 Oct	1136.80	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
10 Oct	1130.30	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
9 Oct	1119.90	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
8 Oct	1070.80	106.05 ₹ 58,327.5	0 0.00	-	0 0	0 0	0 0
7 Oct	1090.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	1096.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	1093.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1040 expiring on 30DEC2025

Delta for 1040 CE is 0.90

Historical price for 1040 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 131.55, which was -42.45 lower than the previous day. The implied volatity was 38.43, the open interest changed by 2 which increased total open position to 3

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 174, which was 67.95 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 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 174, which was 67.95 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 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 174, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 106.05, 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 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 106.05, 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 106.05, 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 106.05, 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 106.05, 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 106.05, 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 106.05, 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 106.05, 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 106.05, 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 106.05, 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 1040 PE
Delta: -0.04 Vega: 0.25 Theta: -0.15 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	1.35 ₹ 742.5	0.6 330.00	28.26	38 20,900	3 1,650	122 67,100
8 Dec	1177.40	0.75 ₹ 412.5	0.15 82.50	27.06	24 13,200	-1 -550	120 66,000
5 Dec	1217.60	0.6 ₹ 330	-0.25 -137.50	30.22	11 6,050	-2 -1,100	121 66,550
4 Dec	1223.10	0.85 ₹ 467.5	0 0.00	-	0 0	0 0	0 0
2 Dec	1215.20	0.85 ₹ 467.5	0 0.00	30.08	2 1,100	0 0	123 67,650
1 Dec	1216.20	0.85 ₹ 467.5	-0.3 -165.00	29.20	41 22,550	1 550	123 67,650
28 Nov	1226.70	1.25 ₹ 687.5	0.4 220.00	30.60	2 1,100	1 550	122 67,100
27 Nov	1235.80	0.8 ₹ 440	-0.5 -275.00	29.84	16 8,800	-1 -550	121 66,550
26 Nov	1227.40	1.2 ₹ 660	-1.9 -1045.00	31.35	122 67,100	94 51,700	122 67,100
25 Nov	1208.00	2.8 ₹ 1,540	0.5 275.00	32.45	11 6,050	7 3,850	28 15,400
24 Nov	1194.00	2.2 ₹ 1,210	-0.3 -165.00	28.87	8 4,400	1 550	20 11,000
21 Nov	1205.90	2.5 ₹ 1,375	0.05 27.50	29.87	12 6,600	9 4,950	18 9,900
20 Nov	1207.70	2.45 ₹ 1,347.5	-43.95 -24172.50	30.21	13 7,150	8 4,400	8 4,400
28 Oct	1099.40	46.4 ₹ 25,520	0 0.00	-	0 0	0 0	0 0
21 Oct	1100.50	46.4 ₹ 25,520	0 0.00	4.85	0 0	0 0	0 0
16 Oct	1106.30	46.4 ₹ 25,520	0 0.00	4.83	0 0	0 0	0 0
15 Oct	1111.00	46.4 ₹ 25,520	0 0.00	-	0 0	0 0	0 0
14 Oct	1124.80	46.4 ₹ 25,520	0 0.00	-	0 0	0 0	0 0
13 Oct	1136.80	46.4 ₹ 25,520	0 0.00	-	0 0	0 0	0 0
10 Oct	1130.30	46.4 ₹ 25,520	0 0.00	-	0 0	0 0	0 0
9 Oct	1119.90	46.4 ₹ 25,520	0 0.00	-	0 0	0 0	0 0
8 Oct	1070.80	46.4 ₹ 25,520	0 0.00	2.99	0 0	0 0	0 0
7 Oct	1090.10	46.4 ₹ 25,520	0 0.00	4.08	0 0	0 0	0 0
6 Oct	1096.50	46.4 ₹ 25,520	0 0.00	-	0 0	0 0	0 0
3 Oct	1093.30	0 ₹ 0	0 0.00	4.20	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1040 expiring on 30DEC2025

Delta for 1040 PE is -0.04

Historical price for 1040 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 1.35, which was 0.6 higher than the previous day. The implied volatity was 28.26, the open interest changed by 3 which increased total open position to 122

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 27.06, the open interest changed by -1 which decreased total open position to 120

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 30.22, the open interest changed by -2 which decreased total open position to 121

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 0.85, 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 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 123

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 29.20, the open interest changed by 1 which increased total open position to 123

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 1.25, which was 0.4 higher than the previous day. The implied volatity was 30.60, the open interest changed by 1 which increased total open position to 122

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 29.84, the open interest changed by -1 which decreased total open position to 121

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 1.2, which was -1.9 lower than the previous day. The implied volatity was 31.35, the open interest changed by 94 which increased total open position to 122

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 2.8, which was 0.5 higher than the previous day. The implied volatity was 32.45, the open interest changed by 7 which increased total open position to 28

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 28.87, the open interest changed by 1 which increased total open position to 20

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 29.87, the open interest changed by 9 which increased total open position to 18

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 2.45, which was -43.95 lower than the previous day. The implied volatity was 30.21, the open interest changed by 8 which increased total open position to 8

On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 46.4, 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 46.4, which was 0 lower than the previous day. The implied volatity was 4.85, 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 46.4, which was 0 lower than the previous day. The implied volatity was 4.83, 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 46.4, 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 46.4, 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 46.4, 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 46.4, 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 46.4, 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 46.4, which was 0 lower than the previous day. The implied volatity was 2.99, 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 46.4, which was 0 lower than the previous day. The implied volatity was 4.08, 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 46.4, 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 4.20, the open interest changed by 0 which decreased total open position to 0

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