[--[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 1120 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 74.25 -25.85 - 0 4 0
8 Dec 1177.40 74.25 -25.85 31.23 15 5 18
5 Dec 1217.60 100.1 4.1 - 0 0 0
4 Dec 1223.10 100.1 4.1 - 0 -1 0
3 Dec 1208.90 100.1 4.1 22.46 14 -1 13
2 Dec 1215.20 96 -12 - 0 0 0
1 Dec 1216.20 96 -12 - 0 0 0
28 Nov 1226.70 96 -12 - 0 0 0
27 Nov 1235.80 96 -12 - 0 0 0
26 Nov 1227.40 96 -12 - 0 0 0
25 Nov 1208.00 96 -12 - 0 7 0
24 Nov 1194.00 96 -12 26.69 7 6 13
21 Nov 1205.90 108 -27 - 0 4 0
20 Nov 1207.70 108 -27 23.53 4 0 3
19 Nov 1235.80 135 53.1 - 0 1 0
18 Nov 1239.30 135 53.1 26.19 1 0 2
17 Nov 1236.90 81.9 19.75 - 0 0 0
14 Nov 1222.50 81.9 19.75 - 0 0 0
13 Nov 1210.20 81.9 19.75 - 0 0 0
12 Nov 1183.60 81.9 19.75 - 0 0 0
11 Nov 1168.20 81.9 19.75 27.64 3 1 3
10 Nov 1154.80 62.15 -19.8 - 0 0 0
7 Nov 1123.80 62.15 -19.8 - 0 1 0
6 Nov 1140.60 62.15 -19.8 26.02 1 0 1
4 Nov 1149.10 81.95 16.05 - 0 1 0
3 Nov 1158.60 81.95 16.05 28.68 1 0 0
31 Oct 1138.90 65.9 0 - 0 0 0
30 Oct 1102.50 65.9 0 - 0 0 0
29 Oct 1111.70 65.9 0 - 0 0 0
28 Oct 1099.40 65.9 0 - 0 0 0
24 Oct 1085.00 65.9 0 0.76 0 0 0
21 Oct 1100.50 65.9 0 - 0 0 0
16 Oct 1106.30 65.9 0 - 0 0 0
15 Oct 1111.00 65.9 0 - 0 0 0
14 Oct 1124.80 65.9 0 - 0 0 0
13 Oct 1136.80 65.9 0 - 0 0 0
10 Oct 1130.30 65.9 0 - 0 0 0
9 Oct 1119.90 65.9 0 - 0 0 0
8 Oct 1070.80 65.9 0 - 0 0 0
7 Oct 1090.10 65.9 0 0.27 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 1120 expiring on 30DEC2025

Delta for 1120 CE is -

Historical price for 1120 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 74.25, which was -25.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 74.25, which was -25.85 lower than the previous day. The implied volatity was 31.23, the open interest changed by 5 which increased total open position to 18


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 100.1, which was 4.1 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 100.1, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 100.1, which was 4.1 higher than the previous day. The implied volatity was 22.46, the open interest changed by -1 which decreased total open position to 13


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 96, which was -12 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 96, which was -12 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 96, which was -12 lower 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 96, which was -12 lower 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 96, which was -12 lower 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 96, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 96, which was -12 lower than the previous day. The implied volatity was 26.69, the open interest changed by 6 which increased total open position to 13


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 108, which was -27 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 108, which was -27 lower than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 3


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 135, which was 53.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 135, which was 53.1 higher than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 2


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 81.9, which was 19.75 higher 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 81.9, which was 19.75 higher 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 81.9, which was 19.75 higher 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 81.9, which was 19.75 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 81.9, which was 19.75 higher than the previous day. The implied volatity was 27.64, the open interest changed by 1 which increased total open position to 3


On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 62.15, which was -19.8 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 62.15, which was -19.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 62.15, which was -19.8 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 1


On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 81.95, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 81.95, which was 16.05 higher than the previous day. The implied volatity was 28.68, 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 65.9, 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


On 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 65.9, 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


On 29 Oct AUROPHARMA was trading at 1111.70. The strike last trading price was 65.9, 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


On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 65.9, 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


On 24 Oct AUROPHARMA was trading at 1085.00. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 0.76, 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 65.9, 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


On 16 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 65.9, 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


On 15 Oct AUROPHARMA was trading at 1111.00. The strike last trading price was 65.9, 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


On 14 Oct AUROPHARMA was trading at 1124.80. The strike last trading price was 65.9, 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


On 13 Oct AUROPHARMA was trading at 1136.80. The strike last trading price was 65.9, 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


On 10 Oct AUROPHARMA was trading at 1130.30. The strike last trading price was 65.9, 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


On 9 Oct AUROPHARMA was trading at 1119.90. The strike last trading price was 65.9, 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


On 8 Oct AUROPHARMA was trading at 1070.80. The strike last trading price was 65.9, 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


On 7 Oct AUROPHARMA was trading at 1090.10. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 0.27, 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 1120 PE
Delta: -0.24
Vega: 0.86
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 9.9 2.7 24.96 335 34 268
8 Dec 1177.40 7.35 4.3 25.06 151 19 231
5 Dec 1217.60 3.05 0.1 25.36 70 1 212
4 Dec 1223.10 2.95 -1.25 25.06 124 5 211
3 Dec 1208.90 4.25 -0.5 25.23 79 5 208
2 Dec 1215.20 4.75 -0.6 26.49 46 15 203
1 Dec 1216.20 5.5 0.55 27.10 82 41 187
28 Nov 1226.70 5.75 1.7 27.30 91 21 148
27 Nov 1235.80 4.15 -1.05 27.10 93 -14 130
26 Nov 1227.40 5.05 -4.1 28.11 274 45 143
25 Nov 1208.00 9.95 0.9 29.09 65 21 99
24 Nov 1194.00 8.55 -0.5 25.36 54 14 77
21 Nov 1205.90 9.05 0.3 26.44 28 9 61
20 Nov 1207.70 8.45 1.8 26.60 41 8 52
19 Nov 1235.80 6.7 -0.1 27.72 17 -1 44
18 Nov 1239.30 6.8 -1.85 28.16 10 5 45
17 Nov 1236.90 8.65 -0.95 30.48 1 0 40
14 Nov 1222.50 9.6 -2.3 29.07 14 9 40
13 Nov 1210.20 11.9 -4.5 28.02 15 1 31
12 Nov 1183.60 16.4 -4.6 28.45 20 3 21
11 Nov 1168.20 21 -3.6 26.97 22 10 18
10 Nov 1154.80 24.6 -13.15 26.58 1 0 8
7 Nov 1123.80 37.75 -0.5 27.48 2 1 7
6 Nov 1140.60 38.25 3.25 30.58 7 5 6
4 Nov 1149.10 35 -50.05 31.90 1 0 0
3 Nov 1158.60 85.05 0 3.34 0 0 0
31 Oct 1138.90 85.05 0 - 0 0 0
30 Oct 1102.50 85.05 0 0.27 0 0 0
29 Oct 1111.70 85.05 0 0.89 0 0 0
28 Oct 1099.40 85.05 0 - 0 0 0
24 Oct 1085.00 85.05 0 - 0 0 0
21 Oct 1100.50 85.05 0 0.23 0 0 0
16 Oct 1106.30 85.05 0 0.42 0 0 0
15 Oct 1111.00 85.05 0 - 0 0 0
14 Oct 1124.80 85.05 0 - 0 0 0
13 Oct 1136.80 85.05 0 - 0 0 0
10 Oct 1130.30 85.05 0 - 0 0 0
9 Oct 1119.90 85.05 0 - 0 0 0
8 Oct 1070.80 85.05 0 - 0 0 0
7 Oct 1090.10 85.05 0 - 0 0 0
6 Oct 1096.50 0 0 - 0 0 0
3 Oct 1093.30 0 0 0.01 0 0 0


For Aurobindo Pharma Ltd - strike price 1120 expiring on 30DEC2025

Delta for 1120 PE is -0.24

Historical price for 1120 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 9.9, which was 2.7 higher than the previous day. The implied volatity was 24.96, the open interest changed by 34 which increased total open position to 268


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 7.35, which was 4.3 higher than the previous day. The implied volatity was 25.06, the open interest changed by 19 which increased total open position to 231


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 3.05, which was 0.1 higher than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 212


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 2.95, which was -1.25 lower than the previous day. The implied volatity was 25.06, the open interest changed by 5 which increased total open position to 211


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 4.25, which was -0.5 lower than the previous day. The implied volatity was 25.23, the open interest changed by 5 which increased total open position to 208


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 4.75, which was -0.6 lower than the previous day. The implied volatity was 26.49, the open interest changed by 15 which increased total open position to 203


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 5.5, which was 0.55 higher than the previous day. The implied volatity was 27.10, the open interest changed by 41 which increased total open position to 187


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 5.75, which was 1.7 higher than the previous day. The implied volatity was 27.30, the open interest changed by 21 which increased total open position to 148


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 4.15, which was -1.05 lower than the previous day. The implied volatity was 27.10, the open interest changed by -14 which decreased total open position to 130


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 5.05, which was -4.1 lower than the previous day. The implied volatity was 28.11, the open interest changed by 45 which increased total open position to 143


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 9.95, which was 0.9 higher than the previous day. The implied volatity was 29.09, the open interest changed by 21 which increased total open position to 99


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 8.55, which was -0.5 lower than the previous day. The implied volatity was 25.36, the open interest changed by 14 which increased total open position to 77


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 9.05, which was 0.3 higher than the previous day. The implied volatity was 26.44, the open interest changed by 9 which increased total open position to 61


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 8.45, which was 1.8 higher than the previous day. The implied volatity was 26.60, the open interest changed by 8 which increased total open position to 52


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 6.7, which was -0.1 lower than the previous day. The implied volatity was 27.72, the open interest changed by -1 which decreased total open position to 44


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 6.8, which was -1.85 lower than the previous day. The implied volatity was 28.16, the open interest changed by 5 which increased total open position to 45


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 8.65, which was -0.95 lower than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 40


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 9.6, which was -2.3 lower than the previous day. The implied volatity was 29.07, the open interest changed by 9 which increased total open position to 40


On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 11.9, which was -4.5 lower than the previous day. The implied volatity was 28.02, the open interest changed by 1 which increased total open position to 31


On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 16.4, which was -4.6 lower than the previous day. The implied volatity was 28.45, the open interest changed by 3 which increased total open position to 21


On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 21, which was -3.6 lower than the previous day. The implied volatity was 26.97, the open interest changed by 10 which increased total open position to 18


On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 24.6, which was -13.15 lower than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 8


On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 37.75, which was -0.5 lower than the previous day. The implied volatity was 27.48, the open interest changed by 1 which increased total open position to 7


On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 38.25, which was 3.25 higher than the previous day. The implied volatity was 30.58, the open interest changed by 5 which increased total open position to 6


On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 35, which was -50.05 lower than the previous day. The implied volatity was 31.90, 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 85.05, which was 0 lower than the previous day. The implied volatity was 3.34, 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 85.05, 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 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 85.05, which was 0 lower than the previous day. The implied volatity was 0.27, 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 85.05, which was 0 lower than the previous day. The implied volatity was 0.89, 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 85.05, 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 24 Oct AUROPHARMA was trading at 1085.00. The strike last trading price was 85.05, 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 85.05, which was 0 lower than the previous day. The implied volatity was 0.23, 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 85.05, which was 0 lower than the previous day. The implied volatity was 0.42, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 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 0.01, the open interest changed by 0 which decreased total open position to 0