[--[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 1080 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 109.95 -52.55 - 0 -23 0
8 Dec 1177.40 109.95 -52.55 36.69 35 -23 10
5 Dec 1217.60 162.5 21 - 0 0 0
4 Dec 1223.10 162.5 21 - 0 0 0
3 Dec 1208.90 162.5 21 - 0 0 0
2 Dec 1215.20 162.5 21 - 0 0 0
1 Dec 1216.20 162.5 21 - 0 0 0
28 Nov 1226.70 162.5 21 - 0 4 0
27 Nov 1235.80 162.5 21 - 5 3 32
26 Nov 1227.40 141.5 2.25 - 0 25 0
25 Nov 1208.00 141.5 2.25 30.63 25 0 4
24 Nov 1194.00 139.25 54.95 - 0 4 0
21 Nov 1205.90 139.25 54.95 27.42 10 3 3
20 Nov 1207.70 84.3 0 - 0 0 0
19 Nov 1235.80 84.3 0 - 0 0 0
18 Nov 1239.30 84.3 0 - 0 0 0
17 Nov 1236.90 84.3 0 - 0 0 0
14 Nov 1222.50 84.3 0 - 0 0 0
13 Nov 1210.20 84.3 0 - 0 0 0
12 Nov 1183.60 84.3 0 - 0 0 0
11 Nov 1168.20 84.3 0 - 0 0 0
10 Nov 1154.80 84.3 0 - 0 0 0
7 Nov 1123.80 84.3 0 - 0 0 0
6 Nov 1140.60 84.3 0 - 0 0 0
4 Nov 1149.10 84.3 0 - 0 0 0
3 Nov 1158.60 84.3 0 - 0 0 0
31 Oct 1138.90 84.3 0 - 0 0 0
30 Oct 1102.50 84.3 0 - 0 0 0
29 Oct 1111.70 84.3 0 - 0 0 0
28 Oct 1099.40 84.3 0 - 0 0 0
24 Oct 1085.00 84.3 0 - 0 0 0
21 Oct 1100.50 84.3 0 - 0 0 0
17 Oct 1101.00 84.3 0 - 0 0 0
16 Oct 1106.30 84.3 0 - 0 0 0
15 Oct 1111.00 84.3 0 - 0 0 0
14 Oct 1124.80 84.3 0 - 0 0 0
13 Oct 1136.80 84.3 0 - 0 0 0
10 Oct 1130.30 84.3 0 - 0 0 0
9 Oct 1119.90 84.3 0 - 0 0 0
8 Oct 1070.80 84.3 0 - 0 0 0
7 Oct 1090.10 84.3 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 1080 expiring on 30DEC2025

Delta for 1080 CE is -

Historical price for 1080 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 109.95, which was -52.55 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 0


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 109.95, which was -52.55 lower than the previous day. The implied volatity was 36.69, the open interest changed by -23 which decreased total open position to 10


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 162.5, which was 21 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 162.5, which was 21 higher 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 162.5, which was 21 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 162.5, which was 21 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 162.5, which was 21 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 162.5, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 162.5, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 32


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 141.5, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 141.5, which was 2.25 higher than the previous day. The implied volatity was 30.63, the open interest changed by 0 which decreased total open position to 4


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 139.25, which was 54.95 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 139.25, which was 54.95 higher than the previous day. The implied volatity was 27.42, the open interest changed by 3 which increased total open position to 3


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 84.3, 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 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 84.3, 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 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 84.3, 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 29 Oct AUROPHARMA was trading at 1111.70. The strike last trading price was 84.3, 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 84.3, 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 Oct AUROPHARMA was trading at 1085.00. The strike last trading price was 84.3, 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 84.3, 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 Oct AUROPHARMA was trading at 1101.00. The strike last trading price was 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 84.3, 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 1080 PE
Delta: -0.10
Vega: 0.50
Theta: -0.28
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 3.65 1.15 26.19 79 10 198
8 Dec 1177.40 2.45 1.3 25.79 79 30 192
5 Dec 1217.60 1.1 -0.15 26.74 22 -9 163
4 Dec 1223.10 1.25 -0.45 27.18 21 2 170
3 Dec 1208.90 1.7 -0.3 26.77 27 2 177
2 Dec 1215.20 2 -0.15 27.94 52 50 175
1 Dec 1216.20 2.1 -0.25 27.67 89 7 125
28 Nov 1226.70 2.45 0.55 28.18 12 0 117
27 Nov 1235.80 1.85 -0.7 28.39 18 3 116
26 Nov 1227.40 2.4 -2.3 29.45 180 38 111
25 Nov 1208.00 5.2 0.7 30.48 90 40 67
24 Nov 1194.00 4.5 0 27.40 20 9 28
21 Nov 1205.90 4.5 0.25 27.63 6 2 18
20 Nov 1207.70 4.25 0.7 27.82 11 3 16
19 Nov 1235.80 3.55 -0.4 29.20 4 3 13
18 Nov 1239.30 3.95 -1.4 30.15 5 -1 8
17 Nov 1236.90 5.35 -1.7 32.56 4 -2 9
14 Nov 1222.50 7.05 -2.85 - 0 0 0
13 Nov 1210.20 7.05 -2.85 29.69 9 0 11
12 Nov 1183.60 9.9 -2.05 29.98 2 0 12
11 Nov 1168.20 11.95 -2.5 27.84 8 -5 10
10 Nov 1154.80 14.45 -1.8 27.62 13 2 15
7 Nov 1123.80 16.25 -2.35 - 0 0 0
6 Nov 1140.60 16.25 -2.35 - 0 0 0
4 Nov 1149.10 16.25 -2.35 - 0 0 0
3 Nov 1158.60 16.25 -2.35 28.22 1 0 13
31 Oct 1138.90 18.6 -15.3 - 2 1 12
30 Oct 1102.50 33.9 3.2 29.78 2 1 10
29 Oct 1111.70 30.7 -12.5 28.95 8 3 8
28 Oct 1099.40 42.5 2 - 0 0 0
24 Oct 1085.00 42.5 2 30.54 3 2 4
21 Oct 1100.50 40.5 -23.55 - 0 0 0
17 Oct 1101.00 40.5 -23.55 30.64 2 1 1
16 Oct 1106.30 64.05 0 2.60 0 0 0
15 Oct 1111.00 64.05 0 - 0 0 0
14 Oct 1124.80 64.05 0 - 0 0 0
13 Oct 1136.80 64.05 0 - 0 0 0
10 Oct 1130.30 64.05 0 - 0 0 0
9 Oct 1119.90 64.05 0 - 0 0 0
8 Oct 1070.80 64.05 0 0.84 0 0 0
7 Oct 1090.10 64.05 0 1.93 0 0 0
6 Oct 1096.50 64.05 0 - 0 0 0
3 Oct 1093.30 0 0 2.11 0 0 0


For Aurobindo Pharma Ltd - strike price 1080 expiring on 30DEC2025

Delta for 1080 PE is -0.10

Historical price for 1080 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 3.65, which was 1.15 higher than the previous day. The implied volatity was 26.19, the open interest changed by 10 which increased total open position to 198


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 2.45, which was 1.3 higher than the previous day. The implied volatity was 25.79, the open interest changed by 30 which increased total open position to 192


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 26.74, the open interest changed by -9 which decreased total open position to 163


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 27.18, the open interest changed by 2 which increased total open position to 170


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 26.77, the open interest changed by 2 which increased total open position to 177


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 27.94, the open interest changed by 50 which increased total open position to 175


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 27.67, the open interest changed by 7 which increased total open position to 125


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 2.45, which was 0.55 higher than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 117


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 1.85, which was -0.7 lower than the previous day. The implied volatity was 28.39, the open interest changed by 3 which increased total open position to 116


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 2.4, which was -2.3 lower than the previous day. The implied volatity was 29.45, the open interest changed by 38 which increased total open position to 111


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 5.2, which was 0.7 higher than the previous day. The implied volatity was 30.48, the open interest changed by 40 which increased total open position to 67


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 27.40, the open interest changed by 9 which increased total open position to 28


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was 27.63, the open interest changed by 2 which increased total open position to 18


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 4.25, which was 0.7 higher than the previous day. The implied volatity was 27.82, the open interest changed by 3 which increased total open position to 16


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 3.55, which was -0.4 lower than the previous day. The implied volatity was 29.20, the open interest changed by 3 which increased total open position to 13


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 3.95, which was -1.4 lower than the previous day. The implied volatity was 30.15, the open interest changed by -1 which decreased total open position to 8


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 5.35, which was -1.7 lower than the previous day. The implied volatity was 32.56, the open interest changed by -2 which decreased total open position to 9


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 7.05, which was -2.85 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 7.05, which was -2.85 lower than the previous day. The implied volatity was 29.69, the open interest changed by 0 which decreased total open position to 11


On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 9.9, which was -2.05 lower than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 12


On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 11.95, which was -2.5 lower than the previous day. The implied volatity was 27.84, the open interest changed by -5 which decreased total open position to 10


On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 14.45, which was -1.8 lower than the previous day. The implied volatity was 27.62, the open interest changed by 2 which increased total open position to 15


On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 16.25, which was -2.35 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 16.25, which was -2.35 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 16.25, which was -2.35 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 16.25, which was -2.35 lower than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 13


On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 18.6, which was -15.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12


On 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 33.9, which was 3.2 higher than the previous day. The implied volatity was 29.78, the open interest changed by 1 which increased total open position to 10


On 29 Oct AUROPHARMA was trading at 1111.70. The strike last trading price was 30.7, which was -12.5 lower than the previous day. The implied volatity was 28.95, the open interest changed by 3 which increased total open position to 8


On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 42.5, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct AUROPHARMA was trading at 1085.00. The strike last trading price was 42.5, which was 2 higher than the previous day. The implied volatity was 30.54, the open interest changed by 2 which increased total open position to 4


On 21 Oct AUROPHARMA was trading at 1100.50. The strike last trading price was 40.5, which was -23.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct AUROPHARMA was trading at 1101.00. The strike last trading price was 40.5, which was -23.55 lower than the previous day. The implied volatity was 30.64, the open interest changed by 1 which increased total open position to 1


On 16 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 64.05, which was 0 lower than the previous day. The implied volatity was 2.60, 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 64.05, 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 64.05, 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 64.05, 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 64.05, 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 64.05, 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 64.05, which was 0 lower than the previous day. The implied volatity was 0.84, 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 64.05, which was 0 lower than the previous day. The implied volatity was 1.93, 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 64.05, 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 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 2.11, the open interest changed by 0 which decreased total open position to 0