[--[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 1200 CE
Delta: 0.33
Vega: 1.01
Theta: -0.71
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 15 -6.65 25.20 947 112 724
8 Dec 1177.40 21 -21.45 25.00 803 143 616
5 Dec 1217.60 41.75 -7.5 21.23 250 3 473
4 Dec 1223.10 46.95 6.45 23.84 719 -70 470
3 Dec 1208.90 40.5 -4.35 23.58 755 139 543
2 Dec 1215.20 45.45 -1.2 24.51 259 9 405
1 Dec 1216.20 46.15 -5.55 24.86 403 10 407
28 Nov 1226.70 50.65 -10.2 23.78 196 -29 396
27 Nov 1235.80 60.5 3.55 21.79 439 8 435
26 Nov 1227.40 60.7 13.45 21.79 1,807 -230 426
25 Nov 1208.00 46.5 8.6 25.15 1,303 68 647
24 Nov 1194.00 37.85 -8.3 22.94 259 67 575
21 Nov 1205.90 46.35 -1.95 24.21 511 41 508
20 Nov 1207.70 48.5 -16.15 22.61 151 23 466
19 Nov 1235.80 62.7 -7.75 21.59 109 4 443
18 Nov 1239.30 71 0 24.89 47 -6 439
17 Nov 1236.90 71.3 6.35 23.11 55 -1 445
14 Nov 1222.50 66.5 12.9 23.85 89 2 446
13 Nov 1210.20 52.5 8.05 22.80 189 -16 444
12 Nov 1183.60 45.5 10.8 24.72 402 37 460
11 Nov 1168.20 33.6 1.1 24.72 729 347 423
10 Nov 1154.80 31.7 10.35 26.20 48 32 75
7 Nov 1123.80 21.65 -5.55 26.02 17 7 44
6 Nov 1140.60 26.95 -6.55 26.38 63 5 36
4 Nov 1149.10 34.4 -2.85 26.23 22 -8 32
3 Nov 1158.60 37.25 4.65 26.61 14 10 39
31 Oct 1138.90 32.6 11.5 - 36 27 29
30 Oct 1102.50 21.1 -0.9 - 0 0 0
29 Oct 1111.70 21.1 -0.9 25.38 1 0 2
28 Oct 1099.40 22 -4 - 0 0 0
24 Oct 1085.00 22 -4 28.54 2 0 2
23 Oct 1099.10 26 0 28.90 1 0 1
21 Oct 1100.50 26 -12.4 - 0 1 0
16 Oct 1106.30 38.4 0 3.92 0 0 0
15 Oct 1111.00 38.4 0 - 0 0 0
14 Oct 1124.80 38.4 0 - 0 0 0
13 Oct 1136.80 38.4 0 - 0 0 0
10 Oct 1130.30 38.4 0 - 0 0 0
9 Oct 1119.90 38.4 0 - 0 0 0
8 Oct 1070.80 38.4 0 - 0 0 0
7 Oct 1090.10 38.4 0 4.22 0 0 0
6 Oct 1096.50 0 0 - 0 0 0
3 Oct 1093.30 0 0 3.91 0 0 0


For Aurobindo Pharma Ltd - strike price 1200 expiring on 30DEC2025

Delta for 1200 CE is 0.33

Historical price for 1200 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 15, which was -6.65 lower than the previous day. The implied volatity was 25.20, the open interest changed by 112 which increased total open position to 724


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 21, which was -21.45 lower than the previous day. The implied volatity was 25.00, the open interest changed by 143 which increased total open position to 616


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 41.75, which was -7.5 lower than the previous day. The implied volatity was 21.23, the open interest changed by 3 which increased total open position to 473


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 46.95, which was 6.45 higher than the previous day. The implied volatity was 23.84, the open interest changed by -70 which decreased total open position to 470


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 40.5, which was -4.35 lower than the previous day. The implied volatity was 23.58, the open interest changed by 139 which increased total open position to 543


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 45.45, which was -1.2 lower than the previous day. The implied volatity was 24.51, the open interest changed by 9 which increased total open position to 405


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 46.15, which was -5.55 lower than the previous day. The implied volatity was 24.86, the open interest changed by 10 which increased total open position to 407


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 50.65, which was -10.2 lower than the previous day. The implied volatity was 23.78, the open interest changed by -29 which decreased total open position to 396


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 60.5, which was 3.55 higher than the previous day. The implied volatity was 21.79, the open interest changed by 8 which increased total open position to 435


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 60.7, which was 13.45 higher than the previous day. The implied volatity was 21.79, the open interest changed by -230 which decreased total open position to 426


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 46.5, which was 8.6 higher than the previous day. The implied volatity was 25.15, the open interest changed by 68 which increased total open position to 647


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 37.85, which was -8.3 lower than the previous day. The implied volatity was 22.94, the open interest changed by 67 which increased total open position to 575


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 46.35, which was -1.95 lower than the previous day. The implied volatity was 24.21, the open interest changed by 41 which increased total open position to 508


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 48.5, which was -16.15 lower than the previous day. The implied volatity was 22.61, the open interest changed by 23 which increased total open position to 466


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 62.7, which was -7.75 lower than the previous day. The implied volatity was 21.59, the open interest changed by 4 which increased total open position to 443


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 71, which was 0 lower than the previous day. The implied volatity was 24.89, the open interest changed by -6 which decreased total open position to 439


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 71.3, which was 6.35 higher than the previous day. The implied volatity was 23.11, the open interest changed by -1 which decreased total open position to 445


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 66.5, which was 12.9 higher than the previous day. The implied volatity was 23.85, the open interest changed by 2 which increased total open position to 446


On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 52.5, which was 8.05 higher than the previous day. The implied volatity was 22.80, the open interest changed by -16 which decreased total open position to 444


On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 45.5, which was 10.8 higher than the previous day. The implied volatity was 24.72, the open interest changed by 37 which increased total open position to 460


On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 33.6, which was 1.1 higher than the previous day. The implied volatity was 24.72, the open interest changed by 347 which increased total open position to 423


On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 31.7, which was 10.35 higher than the previous day. The implied volatity was 26.20, the open interest changed by 32 which increased total open position to 75


On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 21.65, which was -5.55 lower than the previous day. The implied volatity was 26.02, the open interest changed by 7 which increased total open position to 44


On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 26.95, which was -6.55 lower than the previous day. The implied volatity was 26.38, the open interest changed by 5 which increased total open position to 36


On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 34.4, which was -2.85 lower than the previous day. The implied volatity was 26.23, the open interest changed by -8 which decreased total open position to 32


On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 37.25, which was 4.65 higher than the previous day. The implied volatity was 26.61, the open interest changed by 10 which increased total open position to 39


On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 32.6, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 29


On 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 21.1, which was -0.9 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 21.1, which was -0.9 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 2


On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 22, which was -4 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 22, which was -4 lower than the previous day. The implied volatity was 28.54, the open interest changed by 0 which decreased total open position to 2


On 23 Oct AUROPHARMA was trading at 1099.10. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 28.90, the open interest changed by 0 which decreased total open position to 1


On 21 Oct AUROPHARMA was trading at 1100.50. The strike last trading price was 26, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 16 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 38.4, which was 0 lower than the previous day. The implied volatity was 3.92, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, which was 0 lower than the previous day. The implied volatity was 4.22, 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 3.91, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 30DEC2025 1200 PE
Delta: -0.67
Vega: 1.01
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 47 9.8 24.59 265 -62 448
8 Dec 1177.40 37.15 17 25.86 962 -30 519
5 Dec 1217.60 20 0.8 24.91 301 -17 550
4 Dec 1223.10 20 -4 25.15 362 34 570
3 Dec 1208.90 23.45 -0.05 24.28 531 -24 540
2 Dec 1215.20 22.8 -2.15 24.92 319 -8 564
1 Dec 1216.20 25.1 3.35 26.12 1,016 -2 569
28 Nov 1226.70 23.4 5.35 25.75 308 -40 571
27 Nov 1235.80 18.4 -3.65 25.62 810 -175 610
26 Nov 1227.40 20.5 -11.85 26.78 1,508 40 780
25 Nov 1208.00 33.5 -0.7 28.14 804 147 743
24 Nov 1194.00 34 2.2 25.05 273 71 594
21 Nov 1205.90 32 2.4 25.38 409 36 523
20 Nov 1207.70 29.15 6.95 25.04 290 34 485
19 Nov 1235.80 21.8 -1.1 25.22 160 18 451
18 Nov 1239.30 22.75 0.1 26.51 85 23 432
17 Nov 1236.90 22.15 -3.5 26.50 64 2 410
14 Nov 1222.50 26 -8.5 26.10 93 -4 407
13 Nov 1210.20 34.5 -8.45 26.68 81 14 407
12 Nov 1183.60 41.5 -12.9 25.87 28 8 392
11 Nov 1168.20 54.4 -16.7 25.79 590 375 384
10 Nov 1154.80 71.1 -15.9 31.72 6 -2 9
7 Nov 1123.80 87 8.85 29.35 7 5 10
6 Nov 1140.60 78.15 -0.1 28.70 5 3 6
4 Nov 1149.10 78.25 13.25 34.17 3 0 2
3 Nov 1158.60 65 -17 27.80 2 0 1
31 Oct 1138.90 82 -54.3 - 1 0 0
30 Oct 1102.50 136.3 0 - 0 0 0
29 Oct 1111.70 136.3 0 - 0 0 0
28 Oct 1099.40 136.3 0 - 0 0 0
24 Oct 1085.00 136.3 0 - 0 0 0
23 Oct 1099.10 136.3 0 - 0 0 0
21 Oct 1100.50 136.3 0 - 0 0 0
16 Oct 1106.30 136.3 0 - 0 0 0
15 Oct 1111.00 136.3 0 - 0 0 0
14 Oct 1124.80 136.3 0 - 0 0 0
13 Oct 1136.80 136.3 0 - 0 0 0
10 Oct 1130.30 136.3 0 - 0 0 0
9 Oct 1119.90 136.3 0 - 0 0 0
8 Oct 1070.80 0 0 - 0 0 0
7 Oct 1090.10 0 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 1200 expiring on 30DEC2025

Delta for 1200 PE is -0.67

Historical price for 1200 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 47, which was 9.8 higher than the previous day. The implied volatity was 24.59, the open interest changed by -62 which decreased total open position to 448


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 37.15, which was 17 higher than the previous day. The implied volatity was 25.86, the open interest changed by -30 which decreased total open position to 519


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 20, which was 0.8 higher than the previous day. The implied volatity was 24.91, the open interest changed by -17 which decreased total open position to 550


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 20, which was -4 lower than the previous day. The implied volatity was 25.15, the open interest changed by 34 which increased total open position to 570


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 23.45, which was -0.05 lower than the previous day. The implied volatity was 24.28, the open interest changed by -24 which decreased total open position to 540


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 22.8, which was -2.15 lower than the previous day. The implied volatity was 24.92, the open interest changed by -8 which decreased total open position to 564


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 25.1, which was 3.35 higher than the previous day. The implied volatity was 26.12, the open interest changed by -2 which decreased total open position to 569


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 23.4, which was 5.35 higher than the previous day. The implied volatity was 25.75, the open interest changed by -40 which decreased total open position to 571


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 18.4, which was -3.65 lower than the previous day. The implied volatity was 25.62, the open interest changed by -175 which decreased total open position to 610


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 20.5, which was -11.85 lower than the previous day. The implied volatity was 26.78, the open interest changed by 40 which increased total open position to 780


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 33.5, which was -0.7 lower than the previous day. The implied volatity was 28.14, the open interest changed by 147 which increased total open position to 743


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 34, which was 2.2 higher than the previous day. The implied volatity was 25.05, the open interest changed by 71 which increased total open position to 594


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 32, which was 2.4 higher than the previous day. The implied volatity was 25.38, the open interest changed by 36 which increased total open position to 523


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 29.15, which was 6.95 higher than the previous day. The implied volatity was 25.04, the open interest changed by 34 which increased total open position to 485


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 21.8, which was -1.1 lower than the previous day. The implied volatity was 25.22, the open interest changed by 18 which increased total open position to 451


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 22.75, which was 0.1 higher than the previous day. The implied volatity was 26.51, the open interest changed by 23 which increased total open position to 432


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 22.15, which was -3.5 lower than the previous day. The implied volatity was 26.50, the open interest changed by 2 which increased total open position to 410


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 26, which was -8.5 lower than the previous day. The implied volatity was 26.10, the open interest changed by -4 which decreased total open position to 407


On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 34.5, which was -8.45 lower than the previous day. The implied volatity was 26.68, the open interest changed by 14 which increased total open position to 407


On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 41.5, which was -12.9 lower than the previous day. The implied volatity was 25.87, the open interest changed by 8 which increased total open position to 392


On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 54.4, which was -16.7 lower than the previous day. The implied volatity was 25.79, the open interest changed by 375 which increased total open position to 384


On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 71.1, which was -15.9 lower than the previous day. The implied volatity was 31.72, the open interest changed by -2 which decreased total open position to 9


On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 87, which was 8.85 higher than the previous day. The implied volatity was 29.35, the open interest changed by 5 which increased total open position to 10


On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 78.15, which was -0.1 lower than the previous day. The implied volatity was 28.70, the open interest changed by 3 which increased total open position to 6


On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 78.25, which was 13.25 higher than the previous day. The implied volatity was 34.17, the open interest changed by 0 which decreased total open position to 2


On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 65, which was -17 lower than the previous day. The implied volatity was 27.80, the open interest changed by 0 which decreased total open position to 1


On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 82, which was -54.3 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 136.3, 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 136.3, 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 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 136.3, 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 24 Oct AUROPHARMA was trading at 1085.00. The strike last trading price was 136.3, 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 23 Oct AUROPHARMA was trading at 1099.10. The strike last trading price was 136.3, 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 21 Oct AUROPHARMA was trading at 1100.50. The strike last trading price was 136.3, 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 16 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 136.3, 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 15 Oct AUROPHARMA was trading at 1111.00. The strike last trading price was 136.3, 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 14 Oct AUROPHARMA was trading at 1124.80. The strike last trading price was 136.3, 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 13 Oct AUROPHARMA was trading at 1136.80. The strike last trading price was 136.3, 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 10 Oct AUROPHARMA was trading at 1130.30. The strike last trading price was 136.3, 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 9 Oct AUROPHARMA was trading at 1119.90. The strike last trading price was 136.3, 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 8 Oct AUROPHARMA was trading at 1070.80. 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 7 Oct AUROPHARMA was trading at 1090.10. 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 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