`
[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1105.35 -70.99 (-6.03%)

Back to Option Chain


Historical option data for AUROPHARMA

04 Apr 2025 04:10 PM IST
AUROPHARMA 24APR2025 1120 CE
Delta: 0.48
Vega: 1.03
Theta: -1.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1105.35 34 -45.05 36.58 3,389 378 408
3 Apr 1176.35 79.1 10 37.48 62 -4 30
2 Apr 1157.85 70.7 18.7 39.67 130 13 33
1 Apr 1134.15 51.05 -12.5 38.95 51 14 14
28 Mar 1160.50 63.55 0 0.00 0 1 0
27 Mar 1164.25 63.55 -58.45 22.45 2 1 1
26 Mar 1157.45 122 0 - 0 0 0
25 Mar 1194.95 122 0 - 0 0 0
24 Mar 1209.60 122 0 - 0 0 0
21 Mar 1200.35 122 0 - 0 0 0
20 Mar 1174.15 122 0 - 0 0 0
19 Mar 1163.80 122 0 - 0 0 0
18 Mar 1137.00 122 0 - 0 0 0
17 Mar 1111.70 122 0 - 0 0 0
13 Mar 1094.75 122 0 1.38 0 0 0
11 Mar 1090.65 122 0 1.03 0 0 0
6 Mar 1114.50 122 0 - 0 0 0
5 Mar 1093.00 122 0 0.75 0 0 0
3 Mar 1062.50 122 0 2.95 0 0 0
28 Feb 1058.30 122 0 3.12 0 0 0
27 Feb 1080.70 122 0 1.84 0 0 0
26 Feb 1080.00 122 0 1.45 0 0 0
25 Feb 1081.05 122 0 1.45 0 0 0
24 Feb 1101.80 122 0 0.19 0 0 0
21 Feb 1115.15 0 0 - 0 0 0
20 Feb 1121.25 0 0 - 0 0 0
19 Feb 1135.20 0 0 - 0 0 0
18 Feb 1163.35 0 0 - 0 0 0
17 Feb 1169.60 0 0 - 0 0 0
14 Feb 1131.35 0 0 - 0 0 0
13 Feb 1179.95 0 0 - 0 0 0
12 Feb 1144.55 0 0 - 0 0 0
11 Feb 1147.70 0 0 - 0 0 0
10 Feb 1177.15 0 0 - 0 0 0
7 Feb 1191.70 0 0 - 0 0 0
6 Feb 1191.80 0 0 - 0 0 0
5 Feb 1191.75 0 0 - 0 0 0
4 Feb 1171.30 0 0 - 0 0 0
3 Feb 1125.40 0 0 - 0 0 0
1 Feb 1142.60 0 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1120 expiring on 24APR2025

Delta for 1120 CE is 0.48

Historical price for 1120 CE is as follows

On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 34, which was -45.05 lower than the previous day. The implied volatity was 36.58, the open interest changed by 378 which increased total open position to 408


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 79.1, which was 10 higher than the previous day. The implied volatity was 37.48, the open interest changed by -4 which decreased total open position to 30


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 70.7, which was 18.7 higher than the previous day. The implied volatity was 39.67, the open interest changed by 13 which increased total open position to 33


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 51.05, which was -12.5 lower than the previous day. The implied volatity was 38.95, the open interest changed by 14 which increased total open position to 14


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 63.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 63.55, which was -58.45 lower than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 1


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 122, 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 1194.95. The strike last trading price was 122, 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 1209.60. The strike last trading price was 122, 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 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 122, 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 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 122, 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 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 122, 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 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 122, 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 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 122, 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 Mar AUROPHARMA was trading at 1094.75. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0


On 11 Mar AUROPHARMA was trading at 1090.65. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0


On 6 Mar AUROPHARMA was trading at 1114.50. The strike last trading price was 122, 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 5 Mar AUROPHARMA was trading at 1093.00. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 3 Mar AUROPHARMA was trading at 1062.50. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


On 28 Feb AUROPHARMA was trading at 1058.30. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0


On 27 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0


On 25 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0


On 24 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 122, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 21 Feb AUROPHARMA was trading at 1115.15. 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 Feb AUROPHARMA was trading at 1121.25. 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 19 Feb AUROPHARMA was trading at 1135.20. 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 18 Feb AUROPHARMA was trading at 1163.35. 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 Feb AUROPHARMA was trading at 1169.60. 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 14 Feb AUROPHARMA was trading at 1131.35. 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 Feb AUROPHARMA was trading at 1179.95. 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 1144.55. 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 1147.70. 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 10 Feb AUROPHARMA was trading at 1177.15. 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 7 Feb AUROPHARMA was trading at 1191.70. 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 6 Feb AUROPHARMA was trading at 1191.80. 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 5 Feb AUROPHARMA was trading at 1191.75. 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 4 Feb AUROPHARMA was trading at 1171.30. 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


On 3 Feb AUROPHARMA was trading at 1125.40. 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 1 Feb AUROPHARMA was trading at 1142.60. 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 24APR2025 1120 PE
Delta: -0.51
Vega: 1.03
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1105.35 48.4 31.1 42.71 2,949 191 758
3 Apr 1176.35 17.5 -8.3 37.67 1,853 258 565
2 Apr 1157.85 25.85 -8.4 40.53 810 69 307
1 Apr 1134.15 35.45 10.55 37.55 706 29 235
28 Mar 1160.50 25 2.15 35.17 369 89 206
27 Mar 1164.25 23 0.55 35.62 184 15 116
26 Mar 1157.45 22.65 7.8 32.44 48 14 99
25 Mar 1194.95 14.85 2.3 34.22 111 34 84
24 Mar 1209.60 12.6 -2.9 34.06 50 35 44
21 Mar 1200.35 15.5 -4 33.94 6 0 8
20 Mar 1174.15 19.5 -4.6 31.60 5 3 7
19 Mar 1163.80 24.1 -16.1 32.21 5 3 3
18 Mar 1137.00 40.2 0 2.48 0 0 0
17 Mar 1111.70 40.2 0 0.58 0 0 0
13 Mar 1094.75 40.2 0 - 0 0 0
11 Mar 1090.65 40.2 0 - 0 0 0
6 Mar 1114.50 40.2 0 0.83 0 0 0
5 Mar 1093.00 40.2 0 - 0 0 0
3 Mar 1062.50 40.2 0 - 0 0 0
28 Feb 1058.30 40.2 0 - 0 0 0
27 Feb 1080.70 40.2 0 - 0 0 0
26 Feb 1080.00 40.2 0 - 0 0 0
25 Feb 1081.05 40.2 0 - 0 0 0
24 Feb 1101.80 40.2 0 - 0 0 0
21 Feb 1115.15 40.2 0 0.67 0 0 0
20 Feb 1121.25 40.2 0 1.31 0 0 0
19 Feb 1135.20 40.2 0 2.30 0 0 0
18 Feb 1163.35 40.2 0 3.73 0 0 0
17 Feb 1169.60 40.2 0 4.00 0 0 0
14 Feb 1131.35 40.2 0 2.48 0 0 0
13 Feb 1179.95 40.2 0 4.39 0 0 0
12 Feb 1144.55 40.2 0 2.55 0 0 0
11 Feb 1147.70 40.2 0 2.82 0 0 0
10 Feb 1177.15 40.2 0 4.47 0 0 0
7 Feb 1191.70 40.2 0 4.99 0 0 0
6 Feb 1191.80 40.2 0 4.99 0 0 0
5 Feb 1191.75 0 0 4.84 0 0 0
4 Feb 1171.30 0 0 4.01 0 0 0
3 Feb 1125.40 0 0 1.60 0 0 0
1 Feb 1142.60 0 0 2.63 0 0 0


For Aurobindo Pharma Ltd - strike price 1120 expiring on 24APR2025

Delta for 1120 PE is -0.51

Historical price for 1120 PE is as follows

On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 48.4, which was 31.1 higher than the previous day. The implied volatity was 42.71, the open interest changed by 191 which increased total open position to 758


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 17.5, which was -8.3 lower than the previous day. The implied volatity was 37.67, the open interest changed by 258 which increased total open position to 565


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 25.85, which was -8.4 lower than the previous day. The implied volatity was 40.53, the open interest changed by 69 which increased total open position to 307


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 35.45, which was 10.55 higher than the previous day. The implied volatity was 37.55, the open interest changed by 29 which increased total open position to 235


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 25, which was 2.15 higher than the previous day. The implied volatity was 35.17, the open interest changed by 89 which increased total open position to 206


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 23, which was 0.55 higher than the previous day. The implied volatity was 35.62, the open interest changed by 15 which increased total open position to 116


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 22.65, which was 7.8 higher than the previous day. The implied volatity was 32.44, the open interest changed by 14 which increased total open position to 99


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 14.85, which was 2.3 higher than the previous day. The implied volatity was 34.22, the open interest changed by 34 which increased total open position to 84


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 12.6, which was -2.9 lower than the previous day. The implied volatity was 34.06, the open interest changed by 35 which increased total open position to 44


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 15.5, which was -4 lower than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 8


On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 19.5, which was -4.6 lower than the previous day. The implied volatity was 31.60, the open interest changed by 3 which increased total open position to 7


On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 24.1, which was -16.1 lower than the previous day. The implied volatity was 32.21, the open interest changed by 3 which increased total open position to 3


On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 13 Mar AUROPHARMA was trading at 1094.75. The strike last trading price was 40.2, 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 Mar AUROPHARMA was trading at 1090.65. The strike last trading price was 40.2, 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 Mar AUROPHARMA was trading at 1114.50. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0


On 5 Mar AUROPHARMA was trading at 1093.00. The strike last trading price was 40.2, 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 Mar AUROPHARMA was trading at 1062.50. The strike last trading price was 40.2, 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 Feb AUROPHARMA was trading at 1058.30. The strike last trading price was 40.2, 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 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 40.2, 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 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 40.2, 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 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 40.2, 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 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 40.2, 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 Feb AUROPHARMA was trading at 1115.15. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0


On 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0


On 19 Feb AUROPHARMA was trading at 1135.20. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0


On 18 Feb AUROPHARMA was trading at 1163.35. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 17 Feb AUROPHARMA was trading at 1169.60. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0


On 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 13 Feb AUROPHARMA was trading at 1179.95. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 12 Feb AUROPHARMA was trading at 1144.55. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0


On 11 Feb AUROPHARMA was trading at 1147.70. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 10 Feb AUROPHARMA was trading at 1177.15. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0


On 7 Feb AUROPHARMA was trading at 1191.70. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0


On 6 Feb AUROPHARMA was trading at 1191.80. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0


On 5 Feb AUROPHARMA was trading at 1191.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0


On 4 Feb AUROPHARMA was trading at 1171.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0


On 3 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0


On 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0