AUROPHARMA

Aurobindo Pharma Ltd

1150.6 +10.70 (0.94%)

L: 1127.2 H: 1154.1

Back to Option Chain

Historical option data for AUROPHARMA
29 Jan 2026 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 24-FEB-2026 1150 CE
Delta: 0.56 Vega: 1.21 Theta: -0.86 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	1150.60	41.8 ₹ 22,990	4.55 2502.50	29.89	1,341 7,37,550	139 76,450	377 2,07,350
28 Jan	1139.90	37.8 ₹ 20,790	2.15 1182.50	30.03	272 1,49,600	72 39,600	238 1,30,900
27 Jan	1129.70	37.2 ₹ 20,460	1.5 825.00	32.74	192 1,05,600	55 30,250	165 90,750
23 Jan	1132.50	34.75 ₹ 19,112.5	-6.6 -3630.00	30.03	240 1,32,000	74 40,700	112 61,600
22 Jan	1145.30	41 ₹ 22,550	10.25 5637.50	27.82	44 24,200	4 2,200	35 19,250
21 Jan	1121.70	30.15 ₹ 16,582.5	-9.8 -5390.00	25.61	57 31,350	16 8,800	27 14,850

20 Jan	1141.70	40 ₹ 22,000	-45.1 -24805.00	27.33	13 7,150	2 1,100	2 1,100
19 Jan	1167.60	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
16 Jan	1172.70	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
14 Jan	1180.10	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
13 Jan	1167.70	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
12 Jan	1172.90	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
9 Jan	1198.70	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
8 Jan	1206.10	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
7 Jan	1235.40	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
6 Jan	1231.30	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
5 Jan	1207.40	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
2 Jan	1215.40	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
1 Jan	1193.00	85.1 ₹ 46,805	0 0.00	-	0 0	0 0	0 0
31 Dec	1183.00	85.1 ₹ 46,805	- NaN	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1150 expiring on 24FEB2026

Delta for 1150 CE is 0.56

Historical price for 1150 CE is as follows

On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 41.8, which was 4.55 higher than the previous day. The implied volatity was 29.89, the open interest changed by 139 which increased total open position to 377

On 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was 37.8, which was 2.15 higher than the previous day. The implied volatity was 30.03, the open interest changed by 72 which increased total open position to 238

On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 37.2, which was 1.5 higher than the previous day. The implied volatity was 32.74, the open interest changed by 55 which increased total open position to 165

On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 34.75, which was -6.6 lower than the previous day. The implied volatity was 30.03, the open interest changed by 74 which increased total open position to 112

On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 41, which was 10.25 higher than the previous day. The implied volatity was 27.82, the open interest changed by 4 which increased total open position to 35

On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 30.15, which was -9.8 lower than the previous day. The implied volatity was 25.61, the open interest changed by 16 which increased total open position to 27

On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 40, which was -45.1 lower than the previous day. The implied volatity was 27.33, the open interest changed by 2 which increased total open position to 2

On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 85.1, 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 16 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 85.1, 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 Jan AUROPHARMA was trading at 1180.10. The strike last trading price was 85.1, 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 Jan AUROPHARMA was trading at 1167.70. The strike last trading price was 85.1, 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 Jan AUROPHARMA was trading at 1172.90. The strike last trading price was 85.1, 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 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 85.1, 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 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 85.1, 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 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 85.1, 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 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 85.1, 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 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 85.1, 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 2 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 85.1, 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 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 85.1, 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 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 85.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

AUROPHARMA 24FEB2026 1150 PE
Delta: -0.44 Vega: 1.21 Theta: -0.68 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	1150.60	38.7 ₹ 21,285	-8.55 -4702.50	35.71	63 34,650	22 12,100	88 48,400
28 Jan	1139.90	46.75 ₹ 25,712.5	-2.05 -1127.50	-	0 0	0 0	66 36,300
27 Jan	1129.70	46.75 ₹ 25,712.5	-2.05 -1127.50	33.89	22 12,100	8 4,400	66 36,300
23 Jan	1132.50	49.75 ₹ 27,362.5	5.65 3107.50	32.69	110 60,500	41 22,550	58 31,900
22 Jan	1145.30	44.1 ₹ 24,255	-8.45 -4647.50	34.22	9 4,950	3 1,650	17 9,350
21 Jan	1121.70	52.95 ₹ 29,122.5	12.65 6957.50	34.26	15 8,250	7 3,850	16 8,800
20 Jan	1141.70	40.95 ₹ 22,522.5	9.45 5197.50	30.12	4 2,200	1 550	9 4,950
19 Jan	1167.60	31.5 ₹ 17,325	1.5 825.00	30.07	1 550	0 0	8 4,400
16 Jan	1172.70	30 ₹ 16,500	1.5 825.00	28.47	7 3,850	5 2,750	7 3,850
14 Jan	1180.10	28.5 ₹ 15,675	-9.7 -5335.00	30.25	2 1,100	0 0	0 0
13 Jan	1167.70	38.2 ₹ 21,010	0 0.00	1.8	0 0	0 0	0 0
12 Jan	1172.90	38.2 ₹ 21,010	0 0.00	2.4	0 0	0 0	0 0
9 Jan	1198.70	38.2 ₹ 21,010	0 0.00	4.13	0 0	0 0	0 0
8 Jan	1206.10	38.2 ₹ 21,010	0 0.00	4.78	0 0	0 0	0 0
7 Jan	1235.40	38.2 ₹ 21,010	0 0.00	6.23	0 0	0 0	0 0
6 Jan	1231.30	38.2 ₹ 21,010	0 0.00	6.17	0 0	0 0	0 0
5 Jan	1207.40	38.2 ₹ 21,010	0 0.00	4.46	0 0	0 0	0 0
2 Jan	1215.40	38.2 ₹ 21,010	0 0.00	5.02	0 0	0 0	0 0
1 Jan	1193.00	38.2 ₹ 21,010	0 0.00	3.86	0 0	0 0	0 0
31 Dec	1183.00	38.2 ₹ 21,010	- NaN	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1150 expiring on 24FEB2026

Delta for 1150 PE is -0.44

Historical price for 1150 PE is as follows

On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 38.7, which was -8.55 lower than the previous day. The implied volatity was 35.71, the open interest changed by 22 which increased total open position to 88

On 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was 46.75, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66

On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 46.75, which was -2.05 lower than the previous day. The implied volatity was 33.89, the open interest changed by 8 which increased total open position to 66

On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 49.75, which was 5.65 higher than the previous day. The implied volatity was 32.69, the open interest changed by 41 which increased total open position to 58

On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 44.1, which was -8.45 lower than the previous day. The implied volatity was 34.22, the open interest changed by 3 which increased total open position to 17

On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 52.95, which was 12.65 higher than the previous day. The implied volatity was 34.26, the open interest changed by 7 which increased total open position to 16

On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 40.95, which was 9.45 higher than the previous day. The implied volatity was 30.12, the open interest changed by 1 which increased total open position to 9

On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 31.5, which was 1.5 higher than the previous day. The implied volatity was 30.07, the open interest changed by 0 which decreased total open position to 8

On 16 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 30, which was 1.5 higher than the previous day. The implied volatity was 28.47, the open interest changed by 5 which increased total open position to 7

On 14 Jan AUROPHARMA was trading at 1180.10. The strike last trading price was 28.5, which was -9.7 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 0

On 13 Jan AUROPHARMA was trading at 1167.70. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 1.8, the open interest changed by 0 which decreased total open position to 0

On 12 Jan AUROPHARMA was trading at 1172.90. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0

On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0

On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0

On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0

On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0

On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0

On 2 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0

On 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 38.2, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0

On 31 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 38.2, which was - 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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