AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
20 Feb 2026 04:10 PM IST
| AUROPHARMA 24-FEB-2026 1180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.38
Theta: -1.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1158.80 | 4.45 | -9.65 | 25.35 | 2,334 | 54 | 757 | |||||||||
| 19 Feb | 1171.40 | 13.5 | -1.1 | 30.06 | 6,334 | -93 | 705 | |||||||||
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| 18 Feb | 1159.60 | 18.45 | -5.3 | 38.11 | 9,050 | 295 | 819 | |||||||||
| 17 Feb | 1186.70 | 20.35 | -5.6 | 28.66 | 3,517 | -120 | 636 | |||||||||
| 16 Feb | 1184.60 | 26.55 | 11.3 | 31.51 | 3,047 | -54 | 741 | |||||||||
| 13 Feb | 1145.60 | 16.45 | -3.05 | 30.92 | 1,418 | -16 | 802 | |||||||||
| 12 Feb | 1157.90 | 18.8 | 2.2 | 32.06 | 1,750 | -125 | 805 | |||||||||
| 11 Feb | 1146.60 | 15.55 | 1.15 | 33.72 | 5,225 | -80 | 932 | |||||||||
| 10 Feb | 1124.10 | 15.2 | -37.6 | 36.08 | 7,303 | 838 | 1,019 | |||||||||
| 9 Feb | 1203.70 | 53.05 | 6.45 | 38.31 | 557 | -53 | 181 | |||||||||
| 6 Feb | 1191.00 | 47.65 | 3.85 | 34.6 | 619 | 30 | 239 | |||||||||
| 5 Feb | 1181.60 | 43.55 | -17.6 | 39.29 | 331 | 33 | 206 | |||||||||
| 4 Feb | 1212.70 | 61.7 | -4.1 | 35.05 | 710 | -12 | 176 | |||||||||
| 3 Feb | 1226.10 | 62.1 | 25.15 | 27.83 | 593 | -188 | 189 | |||||||||
| 2 Feb | 1171.00 | 38.3 | 0.85 | 31.01 | 587 | 53 | 386 | |||||||||
| 1 Feb | 1172.10 | 37.5 | -19.8 | 35.28 | 474 | 112 | 334 | |||||||||
| 30 Jan | 1207.70 | 51.05 | 23 | 29.08 | 2,630 | 108 | 223 | |||||||||
| 29 Jan | 1150.60 | 27.9 | 3.8 | 29.83 | 105 | 33 | 114 | |||||||||
| 28 Jan | 1139.90 | 24.95 | 1.65 | 29.91 | 54 | 15 | 81 | |||||||||
| 27 Jan | 1129.70 | 23.7 | -1.45 | 31.28 | 90 | 30 | 67 | |||||||||
| 23 Jan | 1132.50 | 23.2 | -4.55 | 29.86 | 48 | 15 | 37 | |||||||||
| 22 Jan | 1145.30 | 28 | 6.8 | 28 | 27 | 14 | 20 | |||||||||
| 21 Jan | 1121.70 | 21.2 | -12.8 | 27.27 | 9 | 3 | 4 | |||||||||
| 20 Jan | 1141.70 | 34 | -8.1 | 32.34 | 1 | 0 | 1 | |||||||||
| 19 Jan | 1167.60 | 42.1 | -26.35 | 30.28 | 1 | 0 | 0 | |||||||||
| 16 Jan | 1172.70 | 68.45 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 14 Jan | 1180.10 | 68.45 | 0 | 0.45 | 0 | 0 | 0 | |||||||||
| 13 Jan | 1167.70 | 68.45 | 0 | 0.44 | 0 | 0 | 0 | |||||||||
| 12 Jan | 1172.90 | 68.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1198.70 | 68.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1206.10 | 68.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1235.40 | 68.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1231.30 | 68.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1207.40 | 68.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1215.40 | 68.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1193.00 | 68.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1183.00 | 68.45 | - | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1180 expiring on 24FEB2026
Delta for 1180 CE is 0.25
Historical price for 1180 CE is as follows
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 4.45, which was -9.65 lower than the previous day. The implied volatity was 25.35, the open interest changed by 54 which increased total open position to 757
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 13.5, which was -1.1 lower than the previous day. The implied volatity was 30.06, the open interest changed by -93 which decreased total open position to 705
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 18.45, which was -5.3 lower than the previous day. The implied volatity was 38.11, the open interest changed by 295 which increased total open position to 819
On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 20.35, which was -5.6 lower than the previous day. The implied volatity was 28.66, the open interest changed by -120 which decreased total open position to 636
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 26.55, which was 11.3 higher than the previous day. The implied volatity was 31.51, the open interest changed by -54 which decreased total open position to 741
On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 16.45, which was -3.05 lower than the previous day. The implied volatity was 30.92, the open interest changed by -16 which decreased total open position to 802
On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 18.8, which was 2.2 higher than the previous day. The implied volatity was 32.06, the open interest changed by -125 which decreased total open position to 805
On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 15.55, which was 1.15 higher than the previous day. The implied volatity was 33.72, the open interest changed by -80 which decreased total open position to 932
On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 15.2, which was -37.6 lower than the previous day. The implied volatity was 36.08, the open interest changed by 838 which increased total open position to 1019
On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 53.05, which was 6.45 higher than the previous day. The implied volatity was 38.31, the open interest changed by -53 which decreased total open position to 181
On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 47.65, which was 3.85 higher than the previous day. The implied volatity was 34.6, the open interest changed by 30 which increased total open position to 239
On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 43.55, which was -17.6 lower than the previous day. The implied volatity was 39.29, the open interest changed by 33 which increased total open position to 206
On 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 61.7, which was -4.1 lower than the previous day. The implied volatity was 35.05, the open interest changed by -12 which decreased total open position to 176
On 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 62.1, which was 25.15 higher than the previous day. The implied volatity was 27.83, the open interest changed by -188 which decreased total open position to 189
On 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 38.3, which was 0.85 higher than the previous day. The implied volatity was 31.01, the open interest changed by 53 which increased total open position to 386
On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 37.5, which was -19.8 lower than the previous day. The implied volatity was 35.28, the open interest changed by 112 which increased total open position to 334
On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 51.05, which was 23 higher than the previous day. The implied volatity was 29.08, the open interest changed by 108 which increased total open position to 223
On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 27.9, which was 3.8 higher than the previous day. The implied volatity was 29.83, the open interest changed by 33 which increased total open position to 114
On 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was 24.95, which was 1.65 higher than the previous day. The implied volatity was 29.91, the open interest changed by 15 which increased total open position to 81
On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 23.7, which was -1.45 lower than the previous day. The implied volatity was 31.28, the open interest changed by 30 which increased total open position to 67
On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 23.2, which was -4.55 lower than the previous day. The implied volatity was 29.86, the open interest changed by 15 which increased total open position to 37
On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 28, which was 6.8 higher than the previous day. The implied volatity was 28, the open interest changed by 14 which increased total open position to 20
On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 21.2, which was -12.8 lower than the previous day. The implied volatity was 27.27, the open interest changed by 3 which increased total open position to 4
On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 34, which was -8.1 lower than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 1
On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 42.1, which was -26.35 lower than the previous day. The implied volatity was 30.28, 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 68.45, which was 0 lower than the previous day. The implied volatity was 0.12, 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 68.45, which was 0 lower than the previous day. The implied volatity was 0.45, 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 68.45, which was 0 lower than the previous day. The implied volatity was 0.44, 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 68.45, 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 68.45, 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 68.45, 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 68.45, 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 68.45, 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 68.45, 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 68.45, 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 68.45, 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 68.45, 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 1180 PE | |||||||
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Delta: -0.76
Vega: 0.38
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1158.80 | 25.75 | 5.35 | 24.54 | 1,032 | -53 | 942 |
| 19 Feb | 1171.40 | 21.8 | -13.1 | 33.59 | 5,520 | 21 | 989 |
| 18 Feb | 1159.60 | 27.4 | 6.6 | 37.25 | 4,681 | 529 | 955 |
| 17 Feb | 1186.70 | 23.6 | 2.65 | 38.68 | 4,299 | -67 | 435 |
| 16 Feb | 1184.60 | 20.2 | -21.4 | 34.75 | 1,018 | 38 | 506 |
| 13 Feb | 1145.60 | 40.4 | 3.25 | 36.72 | 170 | -11 | 468 |
| 12 Feb | 1157.90 | 36.9 | -10.05 | 31.54 | 276 | -22 | 478 |
| 11 Feb | 1146.60 | 48.25 | -18.5 | 32.31 | 755 | 58 | 500 |
| 10 Feb | 1124.10 | 64.15 | 36.6 | 42.56 | 3,404 | 100 | 443 |
| 9 Feb | 1203.70 | 27.05 | -3.85 | 41.4 | 954 | 107 | 312 |
| 6 Feb | 1191.00 | 30.15 | -6.35 | 37.83 | 345 | -17 | 205 |
| 5 Feb | 1181.60 | 37.95 | 12.75 | 36.88 | 589 | 40 | 223 |
| 4 Feb | 1212.70 | 26 | 7.35 | 38.39 | 1,316 | 29 | 183 |
| 3 Feb | 1226.10 | 20.15 | -18.25 | 34.84 | 380 | -48 | 154 |
| 2 Feb | 1171.00 | 36.7 | -7.05 | 34.05 | 74 | -3 | 201 |
| 1 Feb | 1172.10 | 47 | 17.35 | 36.75 | 102 | -18 | 205 |
| 30 Jan | 1207.70 | 31 | -34 | 34.87 | 1,525 | 195 | 223 |
| 29 Jan | 1150.60 | 65 | -1.35 | - | 0 | 0 | 0 |
| 28 Jan | 1139.90 | 65 | -1.35 | - | 0 | 0 | 28 |
| 27 Jan | 1129.70 | 65 | -1.35 | 34.15 | 13 | 8 | 27 |
| 23 Jan | 1132.50 | 68 | -0.5 | 32.72 | 5 | 0 | 15 |
| 22 Jan | 1145.30 | 68.5 | 16 | - | 0 | 0 | 15 |
| 21 Jan | 1121.70 | 68.5 | 16 | 32.4 | 12 | 6 | 15 |
| 20 Jan | 1141.70 | 52.5 | 10.5 | 26.37 | 8 | 7 | 9 |
| 19 Jan | 1167.60 | 42 | -9.25 | 27.56 | 3 | 2 | 2 |
| 16 Jan | 1172.70 | 51.25 | 0 | 0.45 | 0 | 0 | 0 |
| 14 Jan | 1180.10 | 51.25 | 0 | 1.04 | 0 | 0 | 0 |
| 13 Jan | 1167.70 | 51.25 | 0 | 0.15 | 0 | 0 | 0 |
| 12 Jan | 1172.90 | 51.25 | 0 | 0.33 | 0 | 0 | 0 |
| 9 Jan | 1198.70 | 51.25 | 0 | 2.15 | 0 | 0 | 0 |
| 8 Jan | 1206.10 | 51.25 | 0 | 2.86 | 0 | 0 | 0 |
| 7 Jan | 1235.40 | 51.25 | 0 | 4.44 | 0 | 0 | 0 |
| 6 Jan | 1231.30 | 51.25 | 0 | 4.36 | 0 | 0 | 0 |
| 5 Jan | 1207.40 | 51.25 | 0 | 2.59 | 0 | 0 | 0 |
| 2 Jan | 1215.40 | 51.25 | 0 | 3.23 | 0 | 0 | 0 |
| 1 Jan | 1193.00 | 51.25 | 0 | 2.03 | 0 | 0 | 0 |
| 31 Dec | 1183.00 | 51.25 | - | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1180 expiring on 24FEB2026
Delta for 1180 PE is -0.76
Historical price for 1180 PE is as follows
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 25.75, which was 5.35 higher than the previous day. The implied volatity was 24.54, the open interest changed by -53 which decreased total open position to 942
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 21.8, which was -13.1 lower than the previous day. The implied volatity was 33.59, the open interest changed by 21 which increased total open position to 989
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 27.4, which was 6.6 higher than the previous day. The implied volatity was 37.25, the open interest changed by 529 which increased total open position to 955
On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 23.6, which was 2.65 higher than the previous day. The implied volatity was 38.68, the open interest changed by -67 which decreased total open position to 435
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 20.2, which was -21.4 lower than the previous day. The implied volatity was 34.75, the open interest changed by 38 which increased total open position to 506
On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 40.4, which was 3.25 higher than the previous day. The implied volatity was 36.72, the open interest changed by -11 which decreased total open position to 468
On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 36.9, which was -10.05 lower than the previous day. The implied volatity was 31.54, the open interest changed by -22 which decreased total open position to 478
On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 48.25, which was -18.5 lower than the previous day. The implied volatity was 32.31, the open interest changed by 58 which increased total open position to 500
On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 64.15, which was 36.6 higher than the previous day. The implied volatity was 42.56, the open interest changed by 100 which increased total open position to 443
On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 27.05, which was -3.85 lower than the previous day. The implied volatity was 41.4, the open interest changed by 107 which increased total open position to 312
On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 30.15, which was -6.35 lower than the previous day. The implied volatity was 37.83, the open interest changed by -17 which decreased total open position to 205
On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 37.95, which was 12.75 higher than the previous day. The implied volatity was 36.88, the open interest changed by 40 which increased total open position to 223
On 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 26, which was 7.35 higher than the previous day. The implied volatity was 38.39, the open interest changed by 29 which increased total open position to 183
On 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 20.15, which was -18.25 lower than the previous day. The implied volatity was 34.84, the open interest changed by -48 which decreased total open position to 154
On 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 36.7, which was -7.05 lower than the previous day. The implied volatity was 34.05, the open interest changed by -3 which decreased total open position to 201
On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 47, which was 17.35 higher than the previous day. The implied volatity was 36.75, the open interest changed by -18 which decreased total open position to 205
On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 31, which was -34 lower than the previous day. The implied volatity was 34.87, the open interest changed by 195 which increased total open position to 223
On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 65, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was 65, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 65, which was -1.35 lower than the previous day. The implied volatity was 34.15, the open interest changed by 8 which increased total open position to 27
On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 68, which was -0.5 lower than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 15
On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 68.5, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 68.5, which was 16 higher than the previous day. The implied volatity was 32.4, the open interest changed by 6 which increased total open position to 15
On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 52.5, which was 10.5 higher than the previous day. The implied volatity was 26.37, the open interest changed by 7 which increased total open position to 9
On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 42, which was -9.25 lower than the previous day. The implied volatity was 27.56, the open interest changed by 2 which increased total open position to 2
On 16 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 51.25, which was 0 lower than the previous day. The implied volatity was 0.45, 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 51.25, which was 0 lower than the previous day. The implied volatity was 1.04, 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 51.25, which was 0 lower than the previous day. The implied volatity was 0.15, 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 51.25, which was 0 lower than the previous day. The implied volatity was 0.33, 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 51.25, which was 0 lower than the previous day. The implied volatity was 2.15, 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 51.25, which was 0 lower than the previous day. The implied volatity was 2.86, 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 51.25, which was 0 lower than the previous day. The implied volatity was 4.44, 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 51.25, which was 0 lower than the previous day. The implied volatity was 4.36, 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 51.25, which was 0 lower than the previous day. The implied volatity was 2.59, 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 51.25, which was 0 lower than the previous day. The implied volatity was 3.23, 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 51.25, 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
On 31 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 51.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
