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 1060 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Dec	1163.60	176.05 ₹ 96,827.5	-7 -3850.00	-	0 0	0 0	0 0
8 Dec	1177.40	176.05 ₹ 96,827.5	-7 -3850.00	-	0 0	0 0	12 6,600
5 Dec	1217.60	176.05 ₹ 96,827.5	-7 -3850.00	-	0 0	0 0	0 0
4 Dec	1223.10	176.05 ₹ 96,827.5	-7 -3850.00	-	0 0	0 0	0 0
3 Dec	1208.90	176.05 ₹ 96,827.5	-7 -3850.00	-	0 0	0 0	0 0
2 Dec	1215.20	176.05 ₹ 96,827.5	-7 -3850.00	-	0 0	0 0	0 0
1 Dec	1216.20	176.05 ₹ 96,827.5	-7 -3850.00	-	0 0	0 0	0 0
28 Nov	1226.70	176.05 ₹ 96,827.5	-7 -3850.00	41.58	13 7,150	0 0	12 6,600
27 Nov	1235.80	182.8 ₹ 1,00,540	13.8 7590.00	-	5 2,750	1 550	13 7,150
26 Nov	1227.40	169 ₹ 92,950	10.9 5995.00	-	1 550	0 0	13 7,150
25 Nov	1208.00	158.1 ₹ 86,955	-2.7 -1485.00	-	0 0	0 0	0 0
24 Nov	1194.00	158.1 ₹ 86,955	-2.7 -1485.00	-	0 0	-1 -550	0 0
21 Nov	1205.90	158.1 ₹ 86,955	-2.7 -1485.00	28.91	1 550	0 0	14 7,700
20 Nov	1207.70	161.6 ₹ 88,880	-23.35 -12842.50	15.57	3 1,650	2 1,100	13 7,150
19 Nov	1235.80	185.5 ₹ 1,02,025	96.75 53212.50	25.00	11 6,050	6 3,300	6 3,300
18 Nov	1239.30	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
17 Nov	1236.90	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
14 Nov	1222.50	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
13 Nov	1210.20	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
12 Nov	1183.60	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
11 Nov	1168.20	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
10 Nov	1154.80	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
7 Nov	1123.80	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
6 Nov	1140.60	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
4 Nov	1149.10	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
3 Nov	1158.60	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0
31 Oct	1138.90	88.75 ₹ 48,812.5	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1060 expiring on 30DEC2025

Delta for 1060 CE is -

Historical price for 1060 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 176.05, which was -7 lower 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 176.05, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 176.05, which was -7 lower 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 176.05, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 176.05, which was -7 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 176.05, which was -7 lower 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 176.05, which was -7 lower 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 176.05, which was -7 lower than the previous day. The implied volatity was 41.58, the open interest changed by 0 which decreased total open position to 12

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 182.8, which was 13.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 169, which was 10.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 158.1, which was -2.7 lower 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 158.1, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 158.1, which was -2.7 lower than the previous day. The implied volatity was 28.91, the open interest changed by 0 which decreased total open position to 14

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 161.6, which was -23.35 lower than the previous day. The implied volatity was 15.57, the open interest changed by 2 which increased total open position to 13

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 185.5, which was 96.75 higher than the previous day. The implied volatity was 25.00, the open interest changed by 6 which increased total open position to 6

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 88.75, 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 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 88.75, 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 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 88.75, 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 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 88.75, 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 1060 PE
Delta: -0.06 Vega: 0.35 Theta: -0.20 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	2.15 ₹ 1,182.5	0.9 495.00	26.98	73 40,150	17 9,350	265 1,45,750
8 Dec	1177.40	1.25 ₹ 687.5	0.3 165.00	26.63	52 28,600	5 2,750	247 1,35,850
5 Dec	1217.60	0.95 ₹ 522.5	0.25 137.50	29.25	26 14,300	0 0	242 1,33,100
4 Dec	1223.10	0.7 ₹ 385	-0.2 -110.00	27.61	44 24,200	-28 -15,400	243 1,33,650
3 Dec	1208.90	0.85 ₹ 467.5	-0.75 -412.50	26.59	23 12,650	-1 -550	262 1,44,100
2 Dec	1215.20	1.6 ₹ 880	0.1 55.00	-	0 0	-3 -1,650	0 0
1 Dec	1216.20	1.6 ₹ 880	0.1 55.00	29.37	9 4,950	-2 -1,100	264 1,45,200
28 Nov	1226.70	1.5 ₹ 825	0.2 110.00	28.61	6 3,300	-3 -1,650	265 1,45,750
27 Nov	1235.80	1.3 ₹ 715	-0.65 -357.50	29.14	181 99,550	134 73,700	270 1,48,500
26 Nov	1227.40	1.95 ₹ 1,072.5	-1.7 -935.00	31.20	112 61,600	45 24,750	136 74,800
25 Nov	1208.00	3.75 ₹ 2,062.5	0.55 302.50	31.19	6 3,300	4 2,200	89 48,950
24 Nov	1194.00	3.3 ₹ 1,815	0 0.00	28.55	45 24,750	29 15,950	84 46,200
21 Nov	1205.90	3.3 ₹ 1,815	0.2 110.00	28.64	15 8,250	12 6,600	55 30,250
20 Nov	1207.70	3.1 ₹ 1,705	0.35 192.50	28.75	27 14,850	12 6,600	39 21,450
19 Nov	1235.80	2.8 ₹ 1,540	-0.3 -165.00	30.53	19 10,450	3 1,650	28 15,400
18 Nov	1239.30	3.1 ₹ 1,705	-0.55 -302.50	31.37	15 8,250	-7 -3,850	25 13,750
17 Nov	1236.90	3.65 ₹ 2,007.5	-0.35 -192.50	32.55	14 7,700	9 4,950	30 16,500
14 Nov	1222.50	4 ₹ 2,200	-1.2 -660.00	30.98	1 550	0 0	22 12,100
13 Nov	1210.20	5.35 ₹ 2,942.5	-2.15 -1182.50	30.48	29 15,950	-10 -5,500	23 12,650
12 Nov	1183.60	7.5 ₹ 4,125	-1.9 -1045.00	30.63	13 7,150	1 550	33 18,150
11 Nov	1168.20	9.4 ₹ 5,170	-1.1 -605.00	28.91	14 7,700	2 1,100	30 16,500
10 Nov	1154.80	10.5 ₹ 5,775	-5.5 -3025.00	28.05	7 3,850	4 2,200	27 14,850
7 Nov	1123.80	16 ₹ 8,800	0.4 220.00	27.03	8 4,400	3 1,650	18 9,900
6 Nov	1140.60	15.6 ₹ 8,580	0.3 165.00	28.65	3 1,650	2 1,100	14 7,700
4 Nov	1149.10	15.3 ₹ 8,415	2 1100.00	30.71	4 2,200	3 1,650	11 6,050
3 Nov	1158.60	13.3 ₹ 7,315	-2.2 -1210.00	29.45	2 1,100	0 0	8 4,400
31 Oct	1138.90	15.5 ₹ 8,525	-9.5 -5225.00	-	9 4,950	7 3,850	8 4,400

For Aurobindo Pharma Ltd - strike price 1060 expiring on 30DEC2025

Delta for 1060 PE is -0.06

Historical price for 1060 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 2.15, which was 0.9 higher than the previous day. The implied volatity was 26.98, the open interest changed by 17 which increased total open position to 265

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 26.63, the open interest changed by 5 which increased total open position to 247

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 29.25, the open interest changed by 0 which decreased total open position to 242

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 27.61, the open interest changed by -28 which decreased total open position to 243

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 0.85, which was -0.75 lower than the previous day. The implied volatity was 26.59, the open interest changed by -1 which decreased total open position to 262

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 29.37, the open interest changed by -2 which decreased total open position to 264

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 1.5, which was 0.2 higher than the previous day. The implied volatity was 28.61, the open interest changed by -3 which decreased total open position to 265

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 1.3, which was -0.65 lower than the previous day. The implied volatity was 29.14, the open interest changed by 134 which increased total open position to 270

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 1.95, which was -1.7 lower than the previous day. The implied volatity was 31.20, the open interest changed by 45 which increased total open position to 136

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 3.75, which was 0.55 higher than the previous day. The implied volatity was 31.19, the open interest changed by 4 which increased total open position to 89

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 28.55, the open interest changed by 29 which increased total open position to 84

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 3.3, which was 0.2 higher than the previous day. The implied volatity was 28.64, the open interest changed by 12 which increased total open position to 55

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 3.1, which was 0.35 higher than the previous day. The implied volatity was 28.75, the open interest changed by 12 which increased total open position to 39

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 30.53, the open interest changed by 3 which increased total open position to 28

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 31.37, the open interest changed by -7 which decreased total open position to 25

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 32.55, the open interest changed by 9 which increased total open position to 30

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 4, which was -1.2 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 22

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 5.35, which was -2.15 lower than the previous day. The implied volatity was 30.48, the open interest changed by -10 which decreased total open position to 23

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 7.5, which was -1.9 lower than the previous day. The implied volatity was 30.63, the open interest changed by 1 which increased total open position to 33

On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 9.4, which was -1.1 lower than the previous day. The implied volatity was 28.91, the open interest changed by 2 which increased total open position to 30

On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 10.5, which was -5.5 lower than the previous day. The implied volatity was 28.05, the open interest changed by 4 which increased total open position to 27

On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 16, which was 0.4 higher than the previous day. The implied volatity was 27.03, the open interest changed by 3 which increased total open position to 18

On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 15.6, which was 0.3 higher than the previous day. The implied volatity was 28.65, the open interest changed by 2 which increased total open position to 14

On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 15.3, which was 2 higher than the previous day. The implied volatity was 30.71, the open interest changed by 3 which increased total open position to 11

On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 13.3, which was -2.2 lower than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 8

On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 15.5, which was -9.5 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 8

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