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

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 1180 CE
Delta: 0.44 Vega: 1.10 Theta: -0.79 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	22 ₹ 12,100	-8.35 -4592.50	24.99	779 4,28,450	120 66,000	270 1,48,500
8 Dec	1177.40	30.15 ₹ 16,582.5	-25 -13750.00	23.20	236 1,29,800	70 38,500	148 81,400
5 Dec	1217.60	55.1 ₹ 30,305	-8 -4400.00	20.76	34 18,700	7 3,850	77 42,350
4 Dec	1223.10	61.05 ₹ 33,577.5	8.25 4537.50	24.39	46 25,300	4 2,200	69 37,950
3 Dec	1208.90	52.8 ₹ 29,040	-6.8 -3740.00	23.40	53 29,150	9 4,950	65 35,750
2 Dec	1215.20	59.1 ₹ 32,505	-7.05 -3877.50	-	0 0	0 0	0 0
1 Dec	1216.20	59.1 ₹ 32,505	-7.05 -3877.50	25.11	5 2,750	0 0	56 30,800
28 Nov	1226.70	63.35 ₹ 34,842.5	-8.65 -4757.50	23.34	33 18,150	10 5,500	56 30,800

27 Nov	1235.80	75 ₹ 41,250	13.2 7260.00	-	0 0	11 6,050	0 0
26 Nov	1227.40	75 ₹ 41,250	13.2 7260.00	21.28	60 33,000	9 4,950	44 24,200
25 Nov	1208.00	61.8 ₹ 33,990	13.8 7590.00	28.08	38 20,900	8 4,400	34 18,700
24 Nov	1194.00	47.55 ₹ 26,152.5	-10.6 -5830.00	21.90	5 2,750	3 1,650	27 14,850
21 Nov	1205.90	57.85 ₹ 31,817.5	-2.4 -1320.00	24.04	46 25,300	6 3,300	25 13,750
20 Nov	1207.70	60 ₹ 33,000	-18.2 -10010.00	21.93	34 18,700	9 4,950	19 10,450
19 Nov	1235.80	78.4 ₹ 43,120	5.4 2970.00	22.67	21 11,550	10 5,500	13 7,150
18 Nov	1239.30	73 ₹ 40,150	-0.1 -55.00	-	0 0	0 0	0 0
17 Nov	1236.90	73 ₹ 40,150	-0.1 -55.00	-	0 0	-1 -550	0 0
14 Nov	1222.50	73 ₹ 40,150	-0.1 -55.00	18.47	3 1,650	0 0	4 2,200
13 Nov	1210.20	73.1 ₹ 40,205	17.1 9405.00	28.14	2 1,100	-1 -550	4 2,200
12 Nov	1183.60	56 ₹ 30,800	12.9 7095.00	24.60	7 3,850	-4 -2,200	5 2,750
11 Nov	1168.20	42.75 ₹ 23,512.5	7.65 4207.50	24.90	9 4,950	8 4,400	8 4,400
10 Nov	1154.80	35.1 ₹ 19,305	0 0.00	1.00	0 0	0 0	0 0
7 Nov	1123.80	35.1 ₹ 19,305	0 0.00	2.63	0 0	0 0	0 0
6 Nov	1140.60	35.1 ₹ 19,305	0 0.00	1.73	0 0	0 0	0 0
4 Nov	1149.10	35.1 ₹ 19,305	0 0.00	0.69	0 0	0 0	0 0
3 Nov	1158.60	35.1 ₹ 19,305	0 0.00	0.40	0 0	0 0	0 0
31 Oct	1138.90	35.1 ₹ 19,305	0 0.00	-	0 0	0 0	0 0
30 Oct	1102.50	35.1 ₹ 19,305	0 0.00	3.36	0 0	0 0	0 0
29 Oct	1111.70	35.1 ₹ 19,305	0 0.00	2.77	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1180 expiring on 30DEC2025

Delta for 1180 CE is 0.44

Historical price for 1180 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 22, which was -8.35 lower than the previous day. The implied volatity was 24.99, the open interest changed by 120 which increased total open position to 270

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 30.15, which was -25 lower than the previous day. The implied volatity was 23.20, the open interest changed by 70 which increased total open position to 148

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 55.1, which was -8 lower than the previous day. The implied volatity was 20.76, the open interest changed by 7 which increased total open position to 77

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 61.05, which was 8.25 higher than the previous day. The implied volatity was 24.39, the open interest changed by 4 which increased total open position to 69

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 52.8, which was -6.8 lower than the previous day. The implied volatity was 23.40, the open interest changed by 9 which increased total open position to 65

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 59.1, which was -7.05 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 59.1, which was -7.05 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 56

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 63.35, which was -8.65 lower than the previous day. The implied volatity was 23.34, the open interest changed by 10 which increased total open position to 56

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 75, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 75, which was 13.2 higher than the previous day. The implied volatity was 21.28, the open interest changed by 9 which increased total open position to 44

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 61.8, which was 13.8 higher than the previous day. The implied volatity was 28.08, the open interest changed by 8 which increased total open position to 34

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 47.55, which was -10.6 lower than the previous day. The implied volatity was 21.90, the open interest changed by 3 which increased total open position to 27

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 57.85, which was -2.4 lower than the previous day. The implied volatity was 24.04, the open interest changed by 6 which increased total open position to 25

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 60, which was -18.2 lower than the previous day. The implied volatity was 21.93, the open interest changed by 9 which increased total open position to 19

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 78.4, which was 5.4 higher than the previous day. The implied volatity was 22.67, the open interest changed by 10 which increased total open position to 13

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 73, which was -0.1 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 73, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 73, which was -0.1 lower than the previous day. The implied volatity was 18.47, the open interest changed by 0 which decreased total open position to 4

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 73.1, which was 17.1 higher than the previous day. The implied volatity was 28.14, the open interest changed by -1 which decreased total open position to 4

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 56, which was 12.9 higher than the previous day. The implied volatity was 24.60, the open interest changed by -4 which decreased total open position to 5

On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 42.75, which was 7.65 higher than the previous day. The implied volatity was 24.90, the open interest changed by 8 which increased total open position to 8

On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 35.1, which was 0 lower than the previous day. The implied volatity was 1.00, 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 35.1, 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

On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 35.1, which was 0 lower than the previous day. The implied volatity was 1.73, 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 35.1, which was 0 lower than the previous day. The implied volatity was 0.69, 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 35.1, which was 0 lower than the previous day. The implied volatity was 0.40, 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 35.1, 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 35.1, which was 0 lower than the previous day. The implied volatity was 3.36, 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 35.1, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0

AUROPHARMA 30DEC2025 1180 PE
Delta: -0.56 Vega: 1.10 Theta: -0.45 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	34.25 ₹ 18,837.5	8.15 4482.50	24.56	405 2,22,750	-26 -14,300	331 1,82,050
8 Dec	1177.40	26.1 ₹ 14,355	13.05 7177.50	25.42	308 1,69,400	52 28,600	360 1,98,000
5 Dec	1217.60	13.2 ₹ 7,260	0.55 302.50	24.77	127 69,850	20 11,000	308 1,69,400
4 Dec	1223.10	13.5 ₹ 7,425	-2.9 -1595.00	25.18	251 1,38,050	46 25,300	290 1,59,500
3 Dec	1208.90	16.45 ₹ 9,047.5	0 0.00	24.66	202 1,11,100	3 1,650	252 1,38,600
2 Dec	1215.20	16 ₹ 8,800	-1.9 -1045.00	25.18	188 1,03,400	14 7,700	249 1,36,950
1 Dec	1216.20	17.75 ₹ 9,762.5	2.3 1265.00	26.11	539 2,96,450	-25 -13,750	234 1,28,700
28 Nov	1226.70	17.4 ₹ 9,570	4.85 2667.50	26.21	268 1,47,400	47 25,850	258 1,41,900
27 Nov	1235.80	12.9 ₹ 7,095	-3.2 -1760.00	25.26	264 1,45,200	-20 -11,000	208 1,14,400
26 Nov	1227.40	14.95 ₹ 8,222.5	-9.45 -5197.50	27.08	487 2,67,850	12 6,600	225 1,23,750
25 Nov	1208.00	26.8 ₹ 14,740	1.6 880.00	28.99	215 1,18,250	101 55,550	213 1,17,150
24 Nov	1194.00	25.35 ₹ 13,942.5	1.75 962.50	25.14	95 52,250	9 4,950	112 61,600
21 Nov	1205.90	23.4 ₹ 12,870	1.65 907.50	25.07	91 50,050	-1 -550	103 56,650
20 Nov	1207.70	21.75 ₹ 11,962.5	5 2750.00	25.20	60 33,000	7 3,850	98 53,900
19 Nov	1235.80	16.75 ₹ 9,212.5	-0.35 -192.50	25.99	44 24,200	17 9,350	91 50,050
18 Nov	1239.30	17.3 ₹ 9,515	-0.1 -55.00	26.94	51 28,050	23 12,650	62 34,100
17 Nov	1236.90	17.15 ₹ 9,432.5	-2.95 -1622.50	27.15	14 7,700	10 5,500	38 20,900
14 Nov	1222.50	20.15 ₹ 11,082.5	-6.85 -3767.50	26.58	26 14,300	-3 -1,650	9 4,950
13 Nov	1210.20	27 ₹ 14,850	-7.7 -4235.00	26.93	7 3,850	6 3,300	11 6,050
12 Nov	1183.60	34.7 ₹ 19,085	-9.2 -5060.00	27.27	5 2,750	2 1,100	6 3,300
11 Nov	1168.20	43.9 ₹ 24,145	-59.4 -32670.00	26.01	6 3,300	2 1,100	2 1,100
10 Nov	1154.80	103.3 ₹ 56,815	0 0.00	-	0 0	0 0	0 0
7 Nov	1123.80	103.3 ₹ 56,815	0 0.00	-	0 0	0 0	0 0
6 Nov	1140.60	103.3 ₹ 56,815	0 0.00	-	0 0	0 0	0 0
4 Nov	1149.10	103.3 ₹ 56,815	0 0.00	-	0 0	0 0	0 0
3 Nov	1158.60	103.3 ₹ 56,815	0 0.00	-	0 0	0 0	0 0
31 Oct	1138.90	103.3 ₹ 56,815	0 0.00	-	0 0	0 0	0 0
30 Oct	1102.50	103.3 ₹ 56,815	0 0.00	-	0 0	0 0	0 0
29 Oct	1111.70	103.3 ₹ 56,815	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1180 expiring on 30DEC2025

Delta for 1180 PE is -0.56

Historical price for 1180 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 34.25, which was 8.15 higher than the previous day. The implied volatity was 24.56, the open interest changed by -26 which decreased total open position to 331

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 26.1, which was 13.05 higher than the previous day. The implied volatity was 25.42, the open interest changed by 52 which increased total open position to 360

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 13.2, which was 0.55 higher than the previous day. The implied volatity was 24.77, the open interest changed by 20 which increased total open position to 308

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 13.5, which was -2.9 lower than the previous day. The implied volatity was 25.18, the open interest changed by 46 which increased total open position to 290

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 24.66, the open interest changed by 3 which increased total open position to 252

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 16, which was -1.9 lower than the previous day. The implied volatity was 25.18, the open interest changed by 14 which increased total open position to 249

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 17.75, which was 2.3 higher than the previous day. The implied volatity was 26.11, the open interest changed by -25 which decreased total open position to 234

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 17.4, which was 4.85 higher than the previous day. The implied volatity was 26.21, the open interest changed by 47 which increased total open position to 258

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 12.9, which was -3.2 lower than the previous day. The implied volatity was 25.26, the open interest changed by -20 which decreased total open position to 208

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 14.95, which was -9.45 lower than the previous day. The implied volatity was 27.08, the open interest changed by 12 which increased total open position to 225

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 26.8, which was 1.6 higher than the previous day. The implied volatity was 28.99, the open interest changed by 101 which increased total open position to 213

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 25.35, which was 1.75 higher than the previous day. The implied volatity was 25.14, the open interest changed by 9 which increased total open position to 112

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 23.4, which was 1.65 higher than the previous day. The implied volatity was 25.07, the open interest changed by -1 which decreased total open position to 103

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 21.75, which was 5 higher than the previous day. The implied volatity was 25.20, the open interest changed by 7 which increased total open position to 98

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 16.75, which was -0.35 lower than the previous day. The implied volatity was 25.99, the open interest changed by 17 which increased total open position to 91

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 17.3, which was -0.1 lower than the previous day. The implied volatity was 26.94, the open interest changed by 23 which increased total open position to 62

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 17.15, which was -2.95 lower than the previous day. The implied volatity was 27.15, the open interest changed by 10 which increased total open position to 38

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 20.15, which was -6.85 lower than the previous day. The implied volatity was 26.58, the open interest changed by -3 which decreased total open position to 9

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 27, which was -7.7 lower than the previous day. The implied volatity was 26.93, the open interest changed by 6 which increased total open position to 11

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 34.7, which was -9.2 lower than the previous day. The implied volatity was 27.27, the open interest changed by 2 which increased total open position to 6

On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 43.9, which was -59.4 lower than the previous day. The implied volatity was 26.01, the open interest changed by 2 which increased total open position to 2

On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 103.3, 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 103.3, 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 103.3, 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 103.3, 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 103.3, 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 103.3, 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 103.3, 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 103.3, 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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