[--[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 1160 CE
Delta: 0.55
Vega: 1.10
Theta: -0.83
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 31.7 -9.75 25.28 521 106 155
8 Dec 1177.40 41.4 -28.8 25.48 51 7 55
5 Dec 1217.60 70.25 -8.85 19.78 15 4 48
4 Dec 1223.10 77 10 25.31 21 7 43
3 Dec 1208.90 67 -7.1 23.19 2 1 35
2 Dec 1215.20 73.75 -4 - 0 6 0
1 Dec 1216.20 73.75 -4 25.43 20 7 35
28 Nov 1226.70 77.75 -12.75 22.79 16 2 28
27 Nov 1235.80 90.5 2.25 19.99 18 0 26
26 Nov 1227.40 90.4 16.9 19.92 47 0 25
25 Nov 1208.00 73.5 10.5 26.48 13 3 24
24 Nov 1194.00 63 -12.45 23.76 3 2 20
21 Nov 1205.90 75.75 -28.25 - 0 5 0
20 Nov 1207.70 75.75 -28.25 23.21 12 4 17
19 Nov 1235.80 104 19.5 - 0 -1 0
18 Nov 1239.30 104 19.5 29.21 1 0 14
17 Nov 1236.90 84.5 25.5 - 0 0 0
14 Nov 1222.50 84.5 25.5 - 0 -1 0
13 Nov 1210.20 84.5 25.5 27.06 4 0 15
12 Nov 1183.60 59 4.8 18.44 15 -3 15
11 Nov 1168.20 54.2 4.2 25.60 18 9 18
10 Nov 1154.80 50 14.8 27.15 9 4 6
7 Nov 1123.80 35.2 -12.55 26.04 4 -1 2
6 Nov 1140.60 47.75 -9.25 - 0 0 0
4 Nov 1149.10 47.75 -9.25 23.85 3 0 3
3 Nov 1158.60 57 8 27.51 3 1 2
31 Oct 1138.90 49 -1.7 - 1 0 0
30 Oct 1102.50 50.7 0 2.21 0 0 0
29 Oct 1111.70 50.7 0 1.80 0 0 0
28 Oct 1099.40 50.7 0 2.34 0 0 0
24 Oct 1085.00 50.7 0 2.99 0 0 0
21 Oct 1100.50 50.7 0 2.21 0 0 0
16 Oct 1106.30 50.7 0 1.88 0 0 0
15 Oct 1111.00 50.7 0 - 0 0 0
14 Oct 1124.80 50.7 0 - 0 0 0
13 Oct 1136.80 50.7 0 - 0 0 0
10 Oct 1130.30 50.7 0 - 0 0 0
9 Oct 1119.90 50.7 0 - 0 0 0
8 Oct 1070.80 50.7 0 - 0 0 0
7 Oct 1090.10 50.7 0 2.30 0 0 0
6 Oct 1096.50 0 0 - 0 0 0
3 Oct 1093.30 0 0 2.03 0 0 0


For Aurobindo Pharma Ltd - strike price 1160 expiring on 30DEC2025

Delta for 1160 CE is 0.55

Historical price for 1160 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 31.7, which was -9.75 lower than the previous day. The implied volatity was 25.28, the open interest changed by 106 which increased total open position to 155


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 41.4, which was -28.8 lower than the previous day. The implied volatity was 25.48, the open interest changed by 7 which increased total open position to 55


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 70.25, which was -8.85 lower than the previous day. The implied volatity was 19.78, the open interest changed by 4 which increased total open position to 48


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 77, which was 10 higher than the previous day. The implied volatity was 25.31, the open interest changed by 7 which increased total open position to 43


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 67, which was -7.1 lower than the previous day. The implied volatity was 23.19, the open interest changed by 1 which increased total open position to 35


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 73.75, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 73.75, which was -4 lower than the previous day. The implied volatity was 25.43, the open interest changed by 7 which increased total open position to 35


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 77.75, which was -12.75 lower than the previous day. The implied volatity was 22.79, the open interest changed by 2 which increased total open position to 28


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 90.5, which was 2.25 higher than the previous day. The implied volatity was 19.99, the open interest changed by 0 which decreased total open position to 26


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 90.4, which was 16.9 higher than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 25


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 73.5, which was 10.5 higher than the previous day. The implied volatity was 26.48, the open interest changed by 3 which increased total open position to 24


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 63, which was -12.45 lower than the previous day. The implied volatity was 23.76, the open interest changed by 2 which increased total open position to 20


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 75.75, which was -28.25 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 75.75, which was -28.25 lower than the previous day. The implied volatity was 23.21, the open interest changed by 4 which increased total open position to 17


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 104, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 104, which was 19.5 higher than the previous day. The implied volatity was 29.21, the open interest changed by 0 which decreased total open position to 14


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 84.5, which was 25.5 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 84.5, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 84.5, which was 25.5 higher than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 15


On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 59, which was 4.8 higher than the previous day. The implied volatity was 18.44, the open interest changed by -3 which decreased total open position to 15


On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 54.2, which was 4.2 higher than the previous day. The implied volatity was 25.60, the open interest changed by 9 which increased total open position to 18


On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 50, which was 14.8 higher than the previous day. The implied volatity was 27.15, the open interest changed by 4 which increased total open position to 6


On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 35.2, which was -12.55 lower than the previous day. The implied volatity was 26.04, the open interest changed by -1 which decreased total open position to 2


On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 47.75, which was -9.25 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 47.75, which was -9.25 lower than the previous day. The implied volatity was 23.85, the open interest changed by 0 which decreased total open position to 3


On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 57, which was 8 higher than the previous day. The implied volatity was 27.51, the open interest changed by 1 which increased total open position to 2


On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 49, which was -1.7 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 50.7, which was 0 lower than the previous day. The implied volatity was 2.21, 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 50.7, which was 0 lower than the previous day. The implied volatity was 1.80, 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 50.7, which was 0 lower than the previous day. The implied volatity was 2.34, 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 50.7, which was 0 lower than the previous day. The implied volatity was 2.99, 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 50.7, which was 0 lower than the previous day. The implied volatity was 2.21, 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 50.7, which was 0 lower than the previous day. The implied volatity was 1.88, 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 50.7, 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 14 Oct AUROPHARMA was trading at 1124.80. The strike last trading price was 50.7, 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 13 Oct AUROPHARMA was trading at 1136.80. The strike last trading price was 50.7, 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 10 Oct AUROPHARMA was trading at 1130.30. The strike last trading price was 50.7, 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 9 Oct AUROPHARMA was trading at 1119.90. The strike last trading price was 50.7, 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 8 Oct AUROPHARMA was trading at 1070.80. The strike last trading price was 50.7, 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 7 Oct AUROPHARMA was trading at 1090.10. The strike last trading price was 50.7, 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 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 2.03, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 30DEC2025 1160 PE
Delta: -0.45
Vega: 1.10
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 23.75 5.7 24.55 472 4 304
8 Dec 1177.40 18.35 10.1 24.57 253 34 304
5 Dec 1217.60 8.7 0.6 25.19 76 1 271
4 Dec 1223.10 8.45 -2.4 24.94 225 28 271
3 Dec 1208.90 10.85 -0.25 24.74 150 18 245
2 Dec 1215.20 10.65 -1.55 25.25 79 15 228
1 Dec 1216.20 12.6 1.25 26.63 175 35 212
28 Nov 1226.70 12.3 3.6 26.51 116 35 177
27 Nov 1235.80 9 -2.1 26.13 184 -19 142
26 Nov 1227.40 10.15 -7.75 26.89 256 19 155
25 Nov 1208.00 19.65 1.55 28.99 236 47 138
24 Nov 1194.00 18.4 0.8 25.30 93 16 90
21 Nov 1205.90 17.65 1.7 25.72 148 34 74
20 Nov 1207.70 15.95 3.65 25.48 54 13 39
19 Nov 1235.80 12.3 -0.75 26.37 24 8 25
18 Nov 1239.30 13.1 0.3 27.52 23 10 16
17 Nov 1236.90 12.8 -96.4 27.51 8 4 4
14 Nov 1222.50 109.2 0 5.43 0 0 0
13 Nov 1210.20 109.2 0 4.15 0 0 0
12 Nov 1183.60 109.2 0 2.90 0 0 0
11 Nov 1168.20 109.2 0 1.39 0 0 0
10 Nov 1154.80 109.2 0 0.57 0 0 0
7 Nov 1123.80 109.2 0 - 0 0 0
6 Nov 1140.60 109.2 0 - 0 0 0
4 Nov 1149.10 109.2 0 0.67 0 0 0
3 Nov 1158.60 109.2 0 0.95 0 0 0
31 Oct 1138.90 109.2 0 - 0 0 0
30 Oct 1102.50 109.2 0 - 0 0 0
29 Oct 1111.70 109.2 0 - 0 0 0
28 Oct 1099.40 109.2 0 - 0 0 0
24 Oct 1085.00 109.2 0 - 0 0 0
21 Oct 1100.50 109.2 0 - 0 0 0
16 Oct 1106.30 109.2 0 - 0 0 0
15 Oct 1111.00 109.2 0 - 0 0 0
14 Oct 1124.80 109.2 0 - 0 0 0
13 Oct 1136.80 109.2 0 - 0 0 0
10 Oct 1130.30 109.2 0 - 0 0 0
9 Oct 1119.90 109.2 0 - 0 0 0
8 Oct 1070.80 109.2 0 - 0 0 0
7 Oct 1090.10 109.2 0 - 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 1160 expiring on 30DEC2025

Delta for 1160 PE is -0.45

Historical price for 1160 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 23.75, which was 5.7 higher than the previous day. The implied volatity was 24.55, the open interest changed by 4 which increased total open position to 304


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 18.35, which was 10.1 higher than the previous day. The implied volatity was 24.57, the open interest changed by 34 which increased total open position to 304


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 8.7, which was 0.6 higher than the previous day. The implied volatity was 25.19, the open interest changed by 1 which increased total open position to 271


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 8.45, which was -2.4 lower than the previous day. The implied volatity was 24.94, the open interest changed by 28 which increased total open position to 271


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 10.85, which was -0.25 lower than the previous day. The implied volatity was 24.74, the open interest changed by 18 which increased total open position to 245


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 10.65, which was -1.55 lower than the previous day. The implied volatity was 25.25, the open interest changed by 15 which increased total open position to 228


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 12.6, which was 1.25 higher than the previous day. The implied volatity was 26.63, the open interest changed by 35 which increased total open position to 212


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 12.3, which was 3.6 higher than the previous day. The implied volatity was 26.51, the open interest changed by 35 which increased total open position to 177


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 9, which was -2.1 lower than the previous day. The implied volatity was 26.13, the open interest changed by -19 which decreased total open position to 142


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 10.15, which was -7.75 lower than the previous day. The implied volatity was 26.89, the open interest changed by 19 which increased total open position to 155


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 19.65, which was 1.55 higher than the previous day. The implied volatity was 28.99, the open interest changed by 47 which increased total open position to 138


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 18.4, which was 0.8 higher than the previous day. The implied volatity was 25.30, the open interest changed by 16 which increased total open position to 90


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 17.65, which was 1.7 higher than the previous day. The implied volatity was 25.72, the open interest changed by 34 which increased total open position to 74


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 15.95, which was 3.65 higher than the previous day. The implied volatity was 25.48, the open interest changed by 13 which increased total open position to 39


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 12.3, which was -0.75 lower than the previous day. The implied volatity was 26.37, the open interest changed by 8 which increased total open position to 25


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 13.1, which was 0.3 higher than the previous day. The implied volatity was 27.52, the open interest changed by 10 which increased total open position to 16


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 12.8, which was -96.4 lower than the previous day. The implied volatity was 27.51, the open interest changed by 4 which increased total open position to 4


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 109.2, which was 0 lower than the previous day. The implied volatity was 5.43, 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 109.2, which was 0 lower than the previous day. The implied volatity was 4.15, 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 109.2, which was 0 lower than the previous day. The implied volatity was 2.90, 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 109.2, which was 0 lower than the previous day. The implied volatity was 1.39, 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 109.2, which was 0 lower than the previous day. The implied volatity was 0.57, 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 109.2, 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 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 109.2, 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 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 109.2, 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 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 109.2, which was 0 lower than the previous day. The implied volatity was 0.95, 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 109.2, 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 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 109.2, 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 29 Oct AUROPHARMA was trading at 1111.70. The strike last trading price was 109.2, 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 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 109.2, 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 Oct AUROPHARMA was trading at 1085.00. The strike last trading price was 109.2, 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 Oct AUROPHARMA was trading at 1100.50. The strike last trading price was 109.2, 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 16 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 109.2, 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 15 Oct AUROPHARMA was trading at 1111.00. The strike last trading price was 109.2, 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 14 Oct AUROPHARMA was trading at 1124.80. The strike last trading price was 109.2, 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 13 Oct AUROPHARMA was trading at 1136.80. The strike last trading price was 109.2, 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 10 Oct AUROPHARMA was trading at 1130.30. The strike last trading price was 109.2, 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 9 Oct AUROPHARMA was trading at 1119.90. The strike last trading price was 109.2, 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 8 Oct AUROPHARMA was trading at 1070.80. The strike last trading price was 109.2, 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 7 Oct AUROPHARMA was trading at 1090.10. The strike last trading price was 109.2, 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 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