AUROPHARMA

Aurobindo Pharma Ltd

1163.6 -13.80 (-1.17%)

L: 1160.5 H: 1178.3

Back to Option Chain

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 1100 CE
Delta: 0.83 Vega: 0.70 Theta: -0.69 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	73.6 ₹ 40,480	-13.6 -7480.00	26.53	19 10,450	-3 -1,650	46 25,300
8 Dec	1177.40	87.2 ₹ 47,960	-41.8 -22990.00	18.76	5 2,750	-2 -1,100	50 27,500
5 Dec	1217.60	129 ₹ 70,950	10.65 5857.50	-	0 0	0 0	0 0
4 Dec	1223.10	129 ₹ 70,950	10.65 5857.50	23.74	6 3,300	0 0	52 28,600
3 Dec	1208.90	118.35 ₹ 65,092.5	-5.65 -3107.50	21.65	17 9,350	-2 -1,100	52 28,600
2 Dec	1215.20	124 ₹ 68,200	-1.2 -660.00	23.45	1 550	0 0	54 29,700
1 Dec	1216.20	125.2 ₹ 68,860	-5.4 -2970.00	27.05	39 21,450	2 1,100	55 30,250
28 Nov	1226.70	128.85 ₹ 70,867.5	-13.65 -7507.50	15.73	10 5,500	-1 -550	53 29,150
27 Nov	1235.80	142.5 ₹ 78,375	4.45 2447.50	-	10 5,500	2 1,100	54 29,700

26 Nov	1227.40	138.1 ₹ 75,955	11.45 6297.50	-	34 18,700	6 3,300	51 28,050
25 Nov	1208.00	126.65 ₹ 69,657.5	16.4 9020.00	34.29	7 3,850	3 1,650	44 24,200
24 Nov	1194.00	110.25 ₹ 60,637.5	-9.9 -5445.00	23.61	21 11,550	14 7,700	39 21,450
21 Nov	1205.90	121.95 ₹ 67,072.5	-0.75 -412.50	27.57	16 8,800	4 2,200	26 14,300
20 Nov	1207.70	123 ₹ 67,650	-26 -14300.00	17.98	11 6,050	2 1,100	21 11,550
19 Nov	1235.80	149 ₹ 81,950	17 9350.00	-	0 0	2 1,100	0 0
18 Nov	1239.30	149 ₹ 81,950	17 9350.00	-	2 1,100	1 550	18 9,900
17 Nov	1236.90	132 ₹ 72,600	-2.7 -1485.00	-	0 0	2 1,100	0 0
14 Nov	1222.50	132 ₹ 72,600	-2.7 -1485.00	-	4 2,200	2 1,100	17 9,350
13 Nov	1210.20	134.7 ₹ 74,085	47.7 26235.00	31.20	3 1,650	1 550	15 8,250
12 Nov	1183.60	87 ₹ 47,850	5.7 3135.00	-	0 0	0 0	0 0
11 Nov	1168.20	87 ₹ 47,850	5.7 3135.00	-	0 0	0 0	0 0
10 Nov	1154.80	87 ₹ 47,850	5.7 3135.00	-	0 0	0 0	0 0
7 Nov	1123.80	87 ₹ 47,850	5.7 3135.00	-	0 0	0 0	0 0
6 Nov	1140.60	87 ₹ 47,850	5.7 3135.00	-	0 0	0 0	0 0
4 Nov	1149.10	87 ₹ 47,850	5.7 3135.00	-	0 0	0 0	0 0
3 Nov	1158.60	87 ₹ 47,850	5.7 3135.00	22.85	1 550	0 0	14 7,700
31 Oct	1138.90	81.3 ₹ 44,715	26.2 14410.00	-	9 4,950	5 2,750	15 8,250
30 Oct	1102.50	55.1 ₹ 30,305	-11.8 -6490.00	23.83	10 5,500	0 0	0 0
29 Oct	1111.70	66.9 ₹ 36,795	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1100 expiring on 30DEC2025

Delta for 1100 CE is 0.83

Historical price for 1100 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 73.6, which was -13.6 lower than the previous day. The implied volatity was 26.53, the open interest changed by -3 which decreased total open position to 46

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 87.2, which was -41.8 lower than the previous day. The implied volatity was 18.76, the open interest changed by -2 which decreased total open position to 50

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 129, which was 10.65 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 129, which was 10.65 higher than the previous day. The implied volatity was 23.74, the open interest changed by 0 which decreased total open position to 52

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 118.35, which was -5.65 lower than the previous day. The implied volatity was 21.65, the open interest changed by -2 which decreased total open position to 52

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 124, which was -1.2 lower than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 54

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 125.2, which was -5.4 lower than the previous day. The implied volatity was 27.05, the open interest changed by 2 which increased total open position to 55

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 128.85, which was -13.65 lower than the previous day. The implied volatity was 15.73, the open interest changed by -1 which decreased total open position to 53

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 142.5, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 54

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 138.1, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 51

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 126.65, which was 16.4 higher than the previous day. The implied volatity was 34.29, the open interest changed by 3 which increased total open position to 44

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 110.25, which was -9.9 lower than the previous day. The implied volatity was 23.61, the open interest changed by 14 which increased total open position to 39

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 121.95, which was -0.75 lower than the previous day. The implied volatity was 27.57, the open interest changed by 4 which increased total open position to 26

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 123, which was -26 lower than the previous day. The implied volatity was 17.98, the open interest changed by 2 which increased total open position to 21

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 149, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 149, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 132, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 132, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 134.7, which was 47.7 higher than the previous day. The implied volatity was 31.20, the open interest changed by 1 which increased total open position to 15

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 87, which was 5.7 higher 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 87, which was 5.7 higher 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 87, which was 5.7 higher 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 87, which was 5.7 higher 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 87, which was 5.7 higher 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 87, which was 5.7 higher 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 87, which was 5.7 higher than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 14

On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 81.3, which was 26.2 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 15

On 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 55.1, which was -11.8 lower than the previous day. The implied volatity was 23.83, 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 66.9, 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 1100 PE
Delta: -0.16 Vega: 0.68 Theta: -0.36 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	6.2 ₹ 3,410	1.8 990.00	25.68	601 3,30,550	48 26,400	597 3,28,350
8 Dec	1177.40	4.35 ₹ 2,392.5	2.25 1237.50	26.33	326 1,79,300	82 45,100	545 2,99,750
5 Dec	1217.60	2 ₹ 1,100	0.05 27.50	26.48	180 99,000	-50 -27,500	462 2,54,100
4 Dec	1223.10	2.1 ₹ 1,155	-0.4 -220.00	26.61	105 57,750	-3 -1,650	510 2,80,500
3 Dec	1208.90	2.6 ₹ 1,430	-0.2 -110.00	25.74	161 88,550	-12 -6,600	512 2,81,600
2 Dec	1215.20	2.8 ₹ 1,540	-0.7 -385.00	26.54	122 67,100	-12 -6,600	501 2,75,550
1 Dec	1216.20	3.5 ₹ 1,925	-0.05 -27.50	27.46	448 2,46,400	41 22,550	510 2,80,500
28 Nov	1226.70	4 ₹ 2,200	1.3 715.00	28.24	279 1,53,450	72 39,600	466 2,56,300
27 Nov	1235.80	2.75 ₹ 1,512.5	-1 -550.00	27.34	633 3,48,150	-239 -1,31,450	395 2,17,250
26 Nov	1227.40	3.7 ₹ 2,035	-3.05 -1677.50	29.16	992 5,45,600	104 57,200	633 3,48,150
25 Nov	1208.00	7.6 ₹ 4,180	1.3 715.00	30.10	160 88,000	33 18,150	526 2,89,300
24 Nov	1194.00	6.25 ₹ 3,437.5	-0.25 -137.50	26.11	94 51,700	27 14,850	493 2,71,150
21 Nov	1205.90	6.5 ₹ 3,575	0.4 220.00	27.12	104 57,200	20 11,000	466 2,56,300
20 Nov	1207.70	6 ₹ 3,300	0.8 440.00	27.16	67 36,850	10 5,500	446 2,45,300
19 Nov	1235.80	5.2 ₹ 2,860	-0.4 -220.00	28.91	52 28,600	1 550	436 2,39,800
18 Nov	1239.30	5.7 ₹ 3,135	-0.4 -220.00	29.90	99 54,450	12 6,600	435 2,39,250
17 Nov	1236.90	6 ₹ 3,300	-1.65 -907.50	30.42	32 17,600	11 6,050	423 2,32,650
14 Nov	1222.50	7.3 ₹ 4,015	-2.05 -1127.50	29.77	19 10,450	0 0	411 2,26,050
13 Nov	1210.20	9.35 ₹ 5,142.5	-2.75 -1512.50	29.02	130 71,500	43 23,650	411 2,26,050
12 Nov	1183.60	11.05 ₹ 6,077.5	-5.6 -3080.00	27.63	185 1,01,750	79 43,450	368 2,02,400
11 Nov	1168.20	16.85 ₹ 9,267.5	-2.9 -1595.00	28.09	443 2,43,650	247 1,35,850	289 1,58,950
10 Nov	1154.80	19.7 ₹ 10,835	-9.3 -5115.00	27.89	30 16,500	7 3,850	40 22,000
7 Nov	1123.80	29 ₹ 15,950	4.5 2475.00	27.22	6 3,300	2 1,100	32 17,600
6 Nov	1140.60	24.5 ₹ 13,475	0.55 302.50	26.79	18 9,900	8 4,400	30 16,500
4 Nov	1149.10	23.95 ₹ 13,172.5	1.75 962.50	29.31	8 4,400	5 2,750	22 12,100
3 Nov	1158.60	22.2 ₹ 12,210	-7.8 -4290.00	28.68	10 5,500	0 0	16 8,800
31 Oct	1138.90	30 ₹ 16,500	-11.6 -6380.00	-	14 7,700	-1 -550	15 8,250
30 Oct	1102.50	41.6 ₹ 22,880	4 2200.00	29.40	12 6,600	10 5,500	16 8,800
29 Oct	1111.70	37.6 ₹ 20,680	-18.35 -10092.50	28.36	6 3,300	4 2,200	4 2,200

For Aurobindo Pharma Ltd - strike price 1100 expiring on 30DEC2025

Delta for 1100 PE is -0.16

Historical price for 1100 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 6.2, which was 1.8 higher than the previous day. The implied volatity was 25.68, the open interest changed by 48 which increased total open position to 597

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 4.35, which was 2.25 higher than the previous day. The implied volatity was 26.33, the open interest changed by 82 which increased total open position to 545

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 26.48, the open interest changed by -50 which decreased total open position to 462

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 26.61, the open interest changed by -3 which decreased total open position to 510

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 2.6, which was -0.2 lower than the previous day. The implied volatity was 25.74, the open interest changed by -12 which decreased total open position to 512

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 2.8, which was -0.7 lower than the previous day. The implied volatity was 26.54, the open interest changed by -12 which decreased total open position to 501

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 27.46, the open interest changed by 41 which increased total open position to 510

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 4, which was 1.3 higher than the previous day. The implied volatity was 28.24, the open interest changed by 72 which increased total open position to 466

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 2.75, which was -1 lower than the previous day. The implied volatity was 27.34, the open interest changed by -239 which decreased total open position to 395

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 3.7, which was -3.05 lower than the previous day. The implied volatity was 29.16, the open interest changed by 104 which increased total open position to 633

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 7.6, which was 1.3 higher than the previous day. The implied volatity was 30.10, the open interest changed by 33 which increased total open position to 526

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was 26.11, the open interest changed by 27 which increased total open position to 493

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 6.5, which was 0.4 higher than the previous day. The implied volatity was 27.12, the open interest changed by 20 which increased total open position to 466

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 6, which was 0.8 higher than the previous day. The implied volatity was 27.16, the open interest changed by 10 which increased total open position to 446

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 5.2, which was -0.4 lower than the previous day. The implied volatity was 28.91, the open interest changed by 1 which increased total open position to 436

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 5.7, which was -0.4 lower than the previous day. The implied volatity was 29.90, the open interest changed by 12 which increased total open position to 435

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 30.42, the open interest changed by 11 which increased total open position to 423

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 7.3, which was -2.05 lower than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 411

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 9.35, which was -2.75 lower than the previous day. The implied volatity was 29.02, the open interest changed by 43 which increased total open position to 411

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 11.05, which was -5.6 lower than the previous day. The implied volatity was 27.63, the open interest changed by 79 which increased total open position to 368

On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 16.85, which was -2.9 lower than the previous day. The implied volatity was 28.09, the open interest changed by 247 which increased total open position to 289

On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 19.7, which was -9.3 lower than the previous day. The implied volatity was 27.89, the open interest changed by 7 which increased total open position to 40

On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 29, which was 4.5 higher than the previous day. The implied volatity was 27.22, the open interest changed by 2 which increased total open position to 32

On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 24.5, which was 0.55 higher than the previous day. The implied volatity was 26.79, the open interest changed by 8 which increased total open position to 30

On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 23.95, which was 1.75 higher than the previous day. The implied volatity was 29.31, the open interest changed by 5 which increased total open position to 22

On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 22.2, which was -7.8 lower than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 16

On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 30, which was -11.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15

On 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 41.6, which was 4 higher than the previous day. The implied volatity was 29.40, the open interest changed by 10 which increased total open position to 16

On 29 Oct AUROPHARMA was trading at 1111.70. The strike last trading price was 37.6, which was -18.35 lower than the previous day. The implied volatity was 28.36, the open interest changed by 4 which increased total open position to 4

Related Pages for AUROPHARMA

AUROPHARMA

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD