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 1140 CE
Delta: 0.66 Vega: 1.02 Theta: -0.81 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	43.4 ₹ 23,870	-15 -8250.00	25.35	25 13,750	1 550	21 11,550
8 Dec	1177.40	58.4 ₹ 32,120	-46.95 -25822.50	26.18	3 1,650	-1 -550	19 10,450
5 Dec	1217.60	105.35 ₹ 57,942.5	4.15 2282.50	-	0 0	0 0	0 0
4 Dec	1223.10	105.35 ₹ 57,942.5	4.15 2282.50	-	0 0	0 0	0 0
3 Dec	1208.90	105.35 ₹ 57,942.5	4.15 2282.50	-	0 0	0 0	0 0
2 Dec	1215.20	105.35 ₹ 57,942.5	4.15 2282.50	-	0 0	0 0	0 0
1 Dec	1216.20	105.35 ₹ 57,942.5	4.15 2282.50	-	0 0	0 0	0 0
28 Nov	1226.70	105.35 ₹ 57,942.5	4.15 2282.50	-	0 0	8 4,400	0 0
27 Nov	1235.80	105.35 ₹ 57,942.5	4.15 2282.50	17.73	13 7,150	7 3,850	19 10,450
26 Nov	1227.40	102.15 ₹ 56,182.5	18.15 9982.50	-	11 6,050	9 4,950	11 6,050
25 Nov	1208.00	84 ₹ 46,200	0.65 357.50	-	0 0	1 550	0 0
24 Nov	1194.00	84 ₹ 46,200	0.65 357.50	29.47	1 550	0 0	1 550
21 Nov	1205.90	83.35 ₹ 45,842.5	34.25 18837.50	21.44	1 550	0 0	0 0
20 Nov	1207.70	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
19 Nov	1235.80	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
18 Nov	1239.30	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
17 Nov	1236.90	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
14 Nov	1222.50	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
13 Nov	1210.20	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0

12 Nov	1183.60	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
11 Nov	1168.20	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
10 Nov	1154.80	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
7 Nov	1123.80	49.1 ₹ 27,005	0 0.00	0.10	0 0	0 0	0 0
6 Nov	1140.60	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
4 Nov	1149.10	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
3 Nov	1158.60	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
31 Oct	1138.90	49.1 ₹ 27,005	0 0.00	-	0 0	0 0	0 0
30 Oct	1102.50	49.1 ₹ 27,005	0 0.00	1.10	0 0	0 0	0 0
29 Oct	1111.70	49.1 ₹ 27,005	0 0.00	0.65	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1140 expiring on 30DEC2025

Delta for 1140 CE is 0.66

Historical price for 1140 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 43.4, which was -15 lower than the previous day. The implied volatity was 25.35, the open interest changed by 1 which increased total open position to 21

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 58.4, which was -46.95 lower than the previous day. The implied volatity was 26.18, the open interest changed by -1 which decreased total open position to 19

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 105.35, which was 4.15 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 105.35, which was 4.15 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 105.35, which was 4.15 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 105.35, which was 4.15 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 105.35, which was 4.15 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 105.35, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 105.35, which was 4.15 higher than the previous day. The implied volatity was 17.73, the open interest changed by 7 which increased total open position to 19

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 102.15, which was 18.15 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 84, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 84, which was 0.65 higher than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 1

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 83.35, which was 34.25 higher than the previous day. The implied volatity was 21.44, the open interest changed by 0 which decreased total open position to 0

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, which was 0 lower than the previous day. The implied volatity was 0.10, 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 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, which was 0 lower than the previous day. The implied volatity was 1.10, 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 49.1, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0

AUROPHARMA 30DEC2025 1140 PE
Delta: -0.33 Vega: 1.01 Theta: -0.49 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	15.7 ₹ 8,635	3.9 2145.00	24.70	374 2,05,700	-44 -24,200	307 1,68,850
8 Dec	1177.40	11.5 ₹ 6,325	6.2 3410.00	25.58	496 2,72,800	-21 -11,550	353 1,94,150
5 Dec	1217.60	5.4 ₹ 2,970	0.35 192.50	25.43	359 1,97,450	88 48,400	376 2,06,800
4 Dec	1223.10	5.4 ₹ 2,970	-1.7 -935.00	25.39	287 1,57,850	47 25,850	287 1,57,850
3 Dec	1208.90	6.75 ₹ 3,712.5	-0.2 -110.00	24.74	115 63,250	21 11,550	240 1,32,000
2 Dec	1215.20	7.15 ₹ 3,932.5	-0.95 -522.50	25.81	69 37,950	3 1,650	218 1,19,900
1 Dec	1216.20	8.35 ₹ 4,592.5	0.4 220.00	26.72	217 1,19,350	34 18,700	215 1,18,250
28 Nov	1226.70	8.85 ₹ 4,867.5	2.75 1512.50	27.28	87 47,850	4 2,200	177 97,350
27 Nov	1235.80	6.15 ₹ 3,382.5	-1.65 -907.50	26.20	57 31,350	-2 -1,100	172 94,600
26 Nov	1227.40	7.3 ₹ 4,015	-5.25 -2887.50	27.60	264 1,45,200	30 16,500	175 96,250
25 Nov	1208.00	13.25 ₹ 7,287.5	0.3 165.00	27.99	131 72,050	29 15,950	149 81,950
24 Nov	1194.00	12.9 ₹ 7,095	0.2 110.00	25.43	60 33,000	14 7,700	120 66,000
21 Nov	1205.90	12.6 ₹ 6,930	0.75 412.50	25.91	84 46,200	14 7,700	104 57,200
20 Nov	1207.70	11.4 ₹ 6,270	2.4 1320.00	25.76	52 28,600	0 0	91 50,050
19 Nov	1235.80	9.1 ₹ 5,005	-0.85 -467.50	27.02	34 18,700	1 550	91 50,050
18 Nov	1239.30	10 ₹ 5,500	0 0.00	28.31	54 29,700	25 13,750	77 42,350
17 Nov	1236.90	10 ₹ 5,500	-3.8 -2090.00	28.50	23 12,650	1 550	52 28,600
14 Nov	1222.50	13.8 ₹ 7,590	-1.75 -962.50	29.48	4 2,200	0 0	52 28,600
13 Nov	1210.20	15.45 ₹ 8,497.5	-4.7 -2585.00	27.30	36 19,800	13 7,150	51 28,050
12 Nov	1183.60	19.4 ₹ 10,670	-7.2 -3960.00	26.66	17 9,350	5 2,750	37 20,350
11 Nov	1168.20	26.6 ₹ 14,630	-6.4 -3520.00	26.18	16 8,800	11 6,050	30 16,500
10 Nov	1154.80	33 ₹ 18,150	-15.6 -8580.00	27.40	30 16,500	2 1,100	18 9,900
7 Nov	1123.80	48.6 ₹ 26,730	9.4 5170.00	28.17	5 2,750	1 550	16 8,800
6 Nov	1140.60	39.2 ₹ 21,560	-5.8 -3190.00	25.88	17 9,350	11 6,050	16 8,800
4 Nov	1149.10	45 ₹ 24,750	5.8 3190.00	32.95	3 1,650	2 1,100	5 2,750
3 Nov	1158.60	39.2 ₹ 21,560	-5.2 -2860.00	30.32	2 1,100	0 0	3 1,650
31 Oct	1138.90	44.4 ₹ 24,420	-33.3 -18315.00	-	4 2,200	2 1,100	2 1,100
30 Oct	1102.50	77.7 ₹ 42,735	0 0.00	-	0 0	0 0	0 0
29 Oct	1111.70	77.7 ₹ 42,735	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1140 expiring on 30DEC2025

Delta for 1140 PE is -0.33

Historical price for 1140 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 15.7, which was 3.9 higher than the previous day. The implied volatity was 24.70, the open interest changed by -44 which decreased total open position to 307

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 11.5, which was 6.2 higher than the previous day. The implied volatity was 25.58, the open interest changed by -21 which decreased total open position to 353

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 25.43, the open interest changed by 88 which increased total open position to 376

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 5.4, which was -1.7 lower than the previous day. The implied volatity was 25.39, the open interest changed by 47 which increased total open position to 287

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 6.75, which was -0.2 lower than the previous day. The implied volatity was 24.74, the open interest changed by 21 which increased total open position to 240

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 7.15, which was -0.95 lower than the previous day. The implied volatity was 25.81, the open interest changed by 3 which increased total open position to 218

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 8.35, which was 0.4 higher than the previous day. The implied volatity was 26.72, the open interest changed by 34 which increased total open position to 215

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 8.85, which was 2.75 higher than the previous day. The implied volatity was 27.28, the open interest changed by 4 which increased total open position to 177

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 6.15, which was -1.65 lower than the previous day. The implied volatity was 26.20, the open interest changed by -2 which decreased total open position to 172

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 7.3, which was -5.25 lower than the previous day. The implied volatity was 27.60, the open interest changed by 30 which increased total open position to 175

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 13.25, which was 0.3 higher than the previous day. The implied volatity was 27.99, the open interest changed by 29 which increased total open position to 149

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 12.9, which was 0.2 higher than the previous day. The implied volatity was 25.43, the open interest changed by 14 which increased total open position to 120

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 12.6, which was 0.75 higher than the previous day. The implied volatity was 25.91, the open interest changed by 14 which increased total open position to 104

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 11.4, which was 2.4 higher than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 91

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 9.1, which was -0.85 lower than the previous day. The implied volatity was 27.02, the open interest changed by 1 which increased total open position to 91

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 28.31, the open interest changed by 25 which increased total open position to 77

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 10, which was -3.8 lower than the previous day. The implied volatity was 28.50, the open interest changed by 1 which increased total open position to 52

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 13.8, which was -1.75 lower than the previous day. The implied volatity was 29.48, the open interest changed by 0 which decreased total open position to 52

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 15.45, which was -4.7 lower than the previous day. The implied volatity was 27.30, the open interest changed by 13 which increased total open position to 51

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 19.4, which was -7.2 lower than the previous day. The implied volatity was 26.66, the open interest changed by 5 which increased total open position to 37

On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 26.6, which was -6.4 lower than the previous day. The implied volatity was 26.18, the open interest changed by 11 which increased total open position to 30

On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 33, which was -15.6 lower than the previous day. The implied volatity was 27.40, the open interest changed by 2 which increased total open position to 18

On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 48.6, which was 9.4 higher than the previous day. The implied volatity was 28.17, the open interest changed by 1 which increased total open position to 16

On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 39.2, which was -5.8 lower than the previous day. The implied volatity was 25.88, the open interest changed by 11 which increased total open position to 16

On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 45, which was 5.8 higher than the previous day. The implied volatity was 32.95, the open interest changed by 2 which increased total open position to 5

On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 39.2, which was -5.2 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 3

On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 44.4, which was -33.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

On 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 77.7, 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 77.7, 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

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