AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1040 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1413.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1435.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1421.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
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| 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 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1335.70 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1330.00 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1340.40 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1333.70 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1342.10 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1304.40 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1314.20 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1307.80 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1281.60 | 133.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1171.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1159.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1184.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1145.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1157.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1146.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1124.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1207.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1150.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1040 expiring on 28APR2026
Delta for 1040 CE is -
Historical price for 1040 CE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. 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 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 133.7, 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 133.7, 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 133.7, 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 133.7, 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 133.7, 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 133.7, 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 133.7, 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 133.7, 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 133.7, 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 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 133.7, 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 19 Feb AUROPHARMA was trading at 1171.40. 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 18 Feb AUROPHARMA was trading at 1159.60. 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 16 Feb AUROPHARMA was trading at 1184.60. 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 13 Feb AUROPHARMA was trading at 1145.60. 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 12 Feb AUROPHARMA was trading at 1157.90. 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 11 Feb AUROPHARMA was trading at 1146.60. 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 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
On 30 Jan AUROPHARMA was trading at 1207.70. 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 29 Jan AUROPHARMA was trading at 1150.60. 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
| AUROPHARMA 28-Apr-2026 (4d) 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0.09
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1413.80 | 0.05 | -0.05 | 95.2 | 12 | 0 | 21 |
| 23 Apr | 1435.40 | 0.1 | 0.1 | - | 0 | 0 | 21 |
| 22 Apr | 1421.20 | 0.1 | 0.1 | - | 0 | 0 | 21 |
| 21 Apr | 1391.70 | 0.1 | 0.1 | 66.65 | 0 | 0 | 21 |
| 20 Apr | 1367.80 | 0.1 | 0 | 66.65 | 12 | -10 | 22 |
| 17 Apr | 1386.00 | 0.1 | -0.9500000000000001 | 58.82 | 28 | -26 | 33 |
| 16 Apr | 1386.50 | 1.05 | 1 | - | 0 | 0 | 59 |
| 15 Apr | 1373.90 | 1.05 | 1 | - | 0 | 0 | 59 |
| 13 Apr | 1339.80 | 1.05 | 1 | - | 0 | 0 | 59 |
| 10 Apr | 1349.40 | 1.05 | 1 | - | 0 | 0 | 59 |
| 9 Apr | 1340.40 | 1.05 | -2.75 | - | 0 | 0 | 59 |
| 8 Apr | 1335.70 | 1.05 | -2.75 | - | 0 | 0 | 59 |
| 7 Apr | 1330.00 | 1.05 | -2.75 | 51.07 | 3 | 0 | 60 |
| 6 Apr | 1340.40 | 3.8 | 0.05 | - | 0 | 0 | 60 |
| 2 Apr | 1333.70 | 3.8 | 0.05 | 58.42 | 1 | 0 | 61 |
| 1 Apr | 1342.10 | 3.75 | -2 | - | 0 | 0 | 61 |
| 30 Mar | 1304.40 | 3.75 | -2 | 51.02 | 3 | 0 | 61 |
| 27 Mar | 1314.20 | 5.75 | -0.1 | 55.27 | 1 | 0 | 61 |
| 25 Mar | 1307.80 | 5.75 | -2 | 53.12 | 16 | -7 | 63 |
| 24 Mar | 1281.60 | 7.75 | -20.35 | 52.3 | 99 | 69 | 69 |
| 19 Feb | 1171.40 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 1159.60 | 0 | 0 | 6.83 | 0 | 0 | 0 |
| 16 Feb | 1184.60 | - | - | - | 0 | 0 | 0 |
| 13 Feb | 1145.60 | 0 | 0 | 6.4 | 0 | 0 | 0 |
| 12 Feb | 1157.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1146.60 | 0 | 0 | 6.17 | 0 | 0 | 0 |
| 10 Feb | 1124.10 | 0 | 0 | 5.99 | 0 | 0 | 0 |
| 30 Jan | 1207.70 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 1150.60 | 0 | 0 | 6.26 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1040 expiring on 28APR2026
Delta for 1040 PE is 0
Historical price for 1040 PE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 95.2, the open interest changed by 0 which decreased total open position to 21
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 0.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 0.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 0.1, which was 0.1 higher than the previous day. The implied volatity was 66.65, the open interest changed by 0 which decreased total open position to 21
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 66.65, the open interest changed by -10 which decreased total open position to 22
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 0.1, which was -0.9500000000000001 lower than the previous day. The implied volatity was 58.82, the open interest changed by -26 which decreased total open position to 33
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 1.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 1.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 1.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 1.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 1.05, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 1.05, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 1.05, which was -2.75 lower than the previous day. The implied volatity was 51.07, the open interest changed by 0 which decreased total open position to 60
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 3.8, 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 60
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 3.8, which was 0.05 higher than the previous day. The implied volatity was 58.42, the open interest changed by 0 which decreased total open position to 61
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 3.75, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 3.75, which was -2 lower than the previous day. The implied volatity was 51.02, the open interest changed by 0 which decreased total open position to 61
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 5.75, which was -0.1 lower than the previous day. The implied volatity was 55.27, the open interest changed by 0 which decreased total open position to 61
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 5.75, which was -2 lower than the previous day. The implied volatity was 53.12, the open interest changed by -7 which decreased total open position to 63
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 7.75, which was -20.35 lower than the previous day. The implied volatity was 52.3, the open interest changed by 69 which increased total open position to 69
On 19 Feb AUROPHARMA was trading at 1171.40. 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 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
On 16 Feb AUROPHARMA was trading at 1184.60. 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 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.4, the open interest changed by 0 which decreased total open position to 0
On 12 Feb AUROPHARMA was trading at 1157.90. 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 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.17, 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 5.99, the open interest changed by 0 which decreased total open position to 0
On 30 Jan AUROPHARMA was trading at 1207.70. 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 29 Jan AUROPHARMA was trading at 1150.60. 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
