[--[65.84.65.76]--]

AUROPHARMA

Aurobindo Pharma Ltd
1164.4 +13.80 (1.20%)
L: 1144 H: 1167.2

Back to Option Chain


Historical option data for AUROPHARMA

24 Feb 2026 04:10 PM IST
AUROPHARMA 30-MAR-2026 1180 CE
Delta: 0.49
Vega: 1.42
Theta: -0.71
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
24 Feb 1164.40 35.35 3.8 26.99 482 93 343
23 Feb 1150.60 30.85 -4.65 28.01 260 66 247
20 Feb 1158.80 36.6 -9.3 27.89 235 17 184
19 Feb 1171.40 43.3 2.2 26.88 215 0 167
18 Feb 1159.60 46 -5.7 29.53 293 149 166
17 Feb 1186.70 50 -3.9 27.11 30 -3 17
16 Feb 1184.60 53.3 16.35 26.93 26 7 20
13 Feb 1145.60 36.7 -2.3 25.11 2 0 11
12 Feb 1157.90 39 5.3 - 0 0 11
11 Feb 1146.60 39 5.3 29.51 12 1 5
10 Feb 1124.10 33.7 -53.9 29.14 10 4 4
9 Feb 1203.70 87.6 0 - 0 0 0
6 Feb 1191.00 87.6 0 - 0 0 0
5 Feb 1181.60 87.6 0 - 0 0 0
4 Feb 1212.70 87.6 0 - 0 0 0
3 Feb 1226.10 87.6 0 - 0 0 0
2 Feb 1171.00 87.6 0 0.16 0 0 0
1 Feb 1172.10 87.6 0 - 0 0 0
30 Jan 1207.70 87.6 0 0.7 0 0 0
29 Jan 1150.60 87.6 0 1.14 0 0 0
28 Jan 1139.90 - - - 0 0 0
27 Jan 1129.70 87.6 0 1.96 0 0 0
23 Jan 1132.50 87.6 0 1.62 0 0 0
22 Jan 1145.30 87.6 0 0.77 0 0 0
21 Jan 1121.70 87.6 0 1.72 0 0 0
20 Jan 1141.70 87.6 0 1.08 0 0 0
19 Jan 1167.60 87.6 0 - 0 0 0
16 Jan 1172.70 87.6 0 - 0 0 0
14 Jan 1180.10 87.6 0 - 0 0 0
13 Jan 1167.70 87.6 0 - 0 0 0
12 Jan 1172.90 87.6 0 - 0 0 0
9 Jan 1198.70 87.6 0 - 0 0 0
8 Jan 1206.10 87.6 0 - 0 0 0
7 Jan 1235.40 87.6 0 - 0 0 0
6 Jan 1231.30 87.6 0 - 0 0 0
5 Jan 1207.40 87.6 0 - 0 0 0
2 Jan 1215.40 87.6 0 - 0 0 0
1 Jan 1193.00 87.6 0 - 0 0 0
31 Dec 1183.00 87.6 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1180 expiring on 30MAR2026

Delta for 1180 CE is 0.49

Historical price for 1180 CE is as follows

On 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 35.35, which was 3.8 higher than the previous day. The implied volatity was 26.99, the open interest changed by 93 which increased total open position to 343


On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 30.85, which was -4.65 lower than the previous day. The implied volatity was 28.01, the open interest changed by 66 which increased total open position to 247


On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 36.6, which was -9.3 lower than the previous day. The implied volatity was 27.89, the open interest changed by 17 which increased total open position to 184


On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 43.3, which was 2.2 higher than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 167


On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 46, which was -5.7 lower than the previous day. The implied volatity was 29.53, the open interest changed by 149 which increased total open position to 166


On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 50, which was -3.9 lower than the previous day. The implied volatity was 27.11, the open interest changed by -3 which decreased total open position to 17


On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 53.3, which was 16.35 higher than the previous day. The implied volatity was 26.93, the open interest changed by 7 which increased total open position to 20


On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 36.7, which was -2.3 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 11


On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 39, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 39, which was 5.3 higher than the previous day. The implied volatity was 29.51, the open interest changed by 1 which increased total open position to 5


On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 33.7, which was -53.9 lower than the previous day. The implied volatity was 29.14, the open interest changed by 4 which increased total open position to 4


On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 87.6, 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 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 87.6, 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 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 87.6, 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 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 87.6, 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 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 87.6, 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 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 87.6, 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 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0


On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 1.14, 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0


On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0


On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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 87.6, 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


AUROPHARMA 30MAR2026 1180 PE
Delta: -0.51
Vega: 1.42
Theta: -0.39
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
24 Feb 1164.40 41.65 -10.75 27.16 305 100 236
23 Feb 1150.60 52.7 1.95 29.3 119 61 135
20 Feb 1158.80 49.65 6.9 29.49 195 9 75
19 Feb 1171.40 47 -10.5 32.29 242 7 66
18 Feb 1159.60 57.5 16.8 37.78 41 12 59
17 Feb 1186.70 41.8 2.1 30.95 62 19 47
16 Feb 1184.60 39.7 -28.05 30.69 29 22 26
13 Feb 1145.60 67.75 17.8 - 0 0 4
12 Feb 1157.90 67.75 17.8 - 0 0 4
11 Feb 1146.60 67.75 17.8 - 0 0 4
10 Feb 1124.10 67.75 17.8 29.87 4 2 3
9 Feb 1203.70 49.95 -13.85 - 0 0 1
6 Feb 1191.00 49.95 -13.85 - 0 0 1
5 Feb 1181.60 49.95 -13.85 - 0 0 1
4 Feb 1212.70 49.95 -13.85 - 0 0 1
3 Feb 1226.10 49.95 -13.85 - 0 0 1
2 Feb 1171.00 49.95 -13.85 - 0 0 1
1 Feb 1172.10 49.95 -13.85 28.08 1 0 0
30 Jan 1207.70 63.8 0 2.15 0 0 0
29 Jan 1150.60 63.8 0 - 0 0 0
28 Jan 1139.90 - - - 0 0 0
27 Jan 1129.70 63.8 0 - 0 0 0
23 Jan 1132.50 63.8 0 - 0 0 0
22 Jan 1145.30 63.8 0 - 0 0 0
21 Jan 1121.70 63.8 0 - 0 0 0
20 Jan 1141.70 63.8 0 0.04 0 0 0
19 Jan 1167.60 63.8 0 0.46 0 0 0
16 Jan 1172.70 63.8 0 0.58 0 0 0
14 Jan 1180.10 63.8 0 1.44 0 0 0
13 Jan 1167.70 63.8 0 0.34 0 0 0
12 Jan 1172.90 63.8 0 0.92 0 0 0
9 Jan 1198.70 63.8 0 2.04 0 0 0
8 Jan 1206.10 63.8 0 2.74 0 0 0
7 Jan 1235.40 63.8 0 3.96 0 0 0
6 Jan 1231.30 63.8 0 - 0 0 0
5 Jan 1207.40 63.8 0 - 0 0 0
2 Jan 1215.40 63.8 0 3.01 0 0 0
1 Jan 1193.00 63.8 0 - 0 0 0
31 Dec 1183.00 63.8 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1180 expiring on 30MAR2026

Delta for 1180 PE is -0.51

Historical price for 1180 PE is as follows

On 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 41.65, which was -10.75 lower than the previous day. The implied volatity was 27.16, the open interest changed by 100 which increased total open position to 236


On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 52.7, which was 1.95 higher than the previous day. The implied volatity was 29.3, the open interest changed by 61 which increased total open position to 135


On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 49.65, which was 6.9 higher than the previous day. The implied volatity was 29.49, the open interest changed by 9 which increased total open position to 75


On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 47, which was -10.5 lower than the previous day. The implied volatity was 32.29, the open interest changed by 7 which increased total open position to 66


On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 57.5, which was 16.8 higher than the previous day. The implied volatity was 37.78, the open interest changed by 12 which increased total open position to 59


On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 41.8, which was 2.1 higher than the previous day. The implied volatity was 30.95, the open interest changed by 19 which increased total open position to 47


On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 39.7, which was -28.05 lower than the previous day. The implied volatity was 30.69, the open interest changed by 22 which increased total open position to 26


On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 67.75, which was 17.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 67.75, which was 17.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 67.75, which was 17.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 67.75, which was 17.8 higher than the previous day. The implied volatity was 29.87, the open interest changed by 2 which increased total open position to 3


On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 49.95, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 49.95, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 49.95, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 49.95, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 49.95, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 49.95, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 49.95, which was -13.85 lower than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 0


On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 63.8, 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 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 63.8, 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 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 63.8, 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 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 63.8, 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 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 63.8, 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 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 63.8, 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 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 63.8, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 63.8, which was 0 lower than the previous day. The implied volatity was 0.46, 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 63.8, which was 0 lower than the previous day. The implied volatity was 0.58, 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 63.8, which was 0 lower than the previous day. The implied volatity was 1.44, 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 63.8, which was 0 lower than the previous day. The implied volatity was 0.34, 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 63.8, which was 0 lower than the previous day. The implied volatity was 0.92, 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 63.8, which was 0 lower than the previous day. The implied volatity was 2.04, 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 63.8, which was 0 lower than the previous day. The implied volatity was 2.74, 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 63.8, which was 0 lower than the previous day. The implied volatity was 3.96, 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 63.8, 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 63.8, 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 63.8, which was 0 lower than the previous day. The implied volatity was 3.01, 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 63.8, 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 63.8, 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