AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0
Theta: -1.32
Gamma: 0.00059
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 225 | -9 | 89.61 | 9 | -7 | 343 | |||||||||
| 23 Apr | 1435.40 | 234 | 29 | 51.69 | 8 | -5 | 350 | |||||||||
| 22 Apr | 1421.20 | 205 | 11.400000000000006 | 51.75 | 118 | -67 | 358 | |||||||||
| 21 Apr | 1391.70 | 192.75 | 24.05000000000001 | 50.35 | 260 | -134 | 425 | |||||||||
| 20 Apr | 1367.80 | 167.35 | -0.5500000000000114 | 52.19 | 5 | -3 | 559 | |||||||||
| 17 Apr | 1386.00 | 167.9 | -5.099999999999994 | 42.36 | 2 | -1 | 562 | |||||||||
| 16 Apr | 1386.50 | 173 | 2 | 41.07 | 9 | -4 | 567 | |||||||||
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| 15 Apr | 1373.90 | 171 | 31.75 | 35.74 | 10 | -2 | 572 | |||||||||
| 13 Apr | 1339.80 | 139.25 | -17.05000000000001 | 31.64 | 5 | -3 | 573 | |||||||||
| 10 Apr | 1349.40 | 157 | 9.400000000000006 | 37.65 | 14 | 0 | 581 | |||||||||
| 9 Apr | 1340.40 | 147 | 0.3 | 30.34 | 23 | -7 | 583 | |||||||||
| 8 Apr | 1335.70 | 146.7 | 7.85 | 36.85 | 11 | -7 | 591 | |||||||||
| 7 Apr | 1330.00 | 139 | -9 | 28.68 | 75 | 9 | 595 | |||||||||
| 6 Apr | 1340.40 | 148 | -0.7 | 23.51 | 25 | 7 | 585 | |||||||||
| 2 Apr | 1333.70 | 152.15 | -0.45 | 37.07 | 123 | 32 | 576 | |||||||||
| 1 Apr | 1342.10 | 151.7 | 28 | 26.36 | 147 | 80 | 544 | |||||||||
| 30 Mar | 1304.40 | 122.8 | -14.7 | 34.88 | 69 | 34 | 462 | |||||||||
| 27 Mar | 1314.20 | 135.95 | 2.1 | 34.19 | 69 | 42 | 428 | |||||||||
| 25 Mar | 1307.80 | 134.45 | 18.95 | 35.15 | 38 | 0 | 387 | |||||||||
| 24 Mar | 1281.60 | 116 | 5.05 | 39.12 | 29 | 16 | 387 | |||||||||
| 23 Mar | 1278.70 | 110.9 | 2.3 | 31.51 | 7 | -1 | 371 | |||||||||
| 20 Mar | 1291.40 | 108.6 | 19.6 | 20.16 | 24 | 0 | 372 | |||||||||
| 19 Mar | 1247.50 | 89 | -10.4 | 30.46 | 1 | 0 | 371 | |||||||||
| 18 Mar | 1269.00 | 99.4 | -13.35 | 29.36 | 3 | 0 | 371 | |||||||||
| 17 Mar | 1286.00 | 112.55 | 6.75 | 25.06 | 20 | -1 | 371 | |||||||||
| 16 Mar | 1279.60 | 105.15 | -17.75 | 30.61 | 40 | -1 | 373 | |||||||||
| 13 Mar | 1296.50 | 124.7 | -12.3 | 26.74 | 28 | 2 | 375 | |||||||||
| 12 Mar | 1311.90 | 137 | 3.4 | 28.98 | 22 | 1 | 0 | |||||||||
| 11 Mar | 1304.80 | 133.6 | 23 | 30.72 | 44 | 1 | 373 | |||||||||
| 10 Mar | 1285.90 | 112.8 | 24.85 | 26.51 | 85 | 3 | 372 | |||||||||
| 9 Mar | 1247.30 | 88 | 15.65 | 27.48 | 47 | 0 | 369 | |||||||||
| 6 Mar | 1231.90 | 74 | 6.4 | 24.6 | 116 | 2 | 369 | |||||||||
| 5 Mar | 1225.50 | 67.6 | 12.5 | 23.66 | 24 | -1 | 367 | |||||||||
| 4 Mar | 1195.40 | 55.1 | -3.5 | 26.28 | 24 | 3 | 368 | |||||||||
| 2 Mar | 1210.40 | 58.6 | -19.15 | 22.02 | 9 | 0 | 365 | |||||||||
| 27 Feb | 1220.40 | 77.75 | 9.05 | 28.74 | 13 | 0 | 365 | |||||||||
| 26 Feb | 1220.70 | 68.65 | 4.95 | 22.89 | 77 | 0 | 365 | |||||||||
| 25 Feb | 1211.50 | 64.9 | 14.7 | 22.86 | 478 | 364 | 364 | |||||||||
| 24 Feb | 1164.40 | 50.2 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
| 23 Feb | 1150.60 | 50.2 | 0 | 1.66 | 0 | 0 | 0 | |||||||||
| 20 Feb | 1158.80 | 50.2 | 0 | 1.3 | 0 | 0 | 0 | |||||||||
| 19 Feb | 1171.40 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1159.60 | 50.2 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 17 Feb | 1186.70 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1184.60 | 50.2 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 13 Feb | 1145.60 | 50.2 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
| 12 Feb | 1157.90 | 50.2 | 0 | 1.44 | 0 | 0 | 0 | |||||||||
| 11 Feb | 1146.60 | 50.2 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
| 10 Feb | 1124.10 | 50.2 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1203.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1191.00 | 0 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1181.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1212.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1226.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1171.00 | 0 | 0 | 0.24 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1172.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1207.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1150.60 | 0 | 0 | 1.24 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1200 expiring on 28APR2026
Delta for 1200 CE is 0.96
Historical price for 1200 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 225, which was -9 lower than the previous day. The implied volatity was 89.61, the open interest changed by -7 which decreased total open position to 343
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 234, which was 29 higher than the previous day. The implied volatity was 51.69, the open interest changed by -5 which decreased total open position to 350
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 205, which was 11.400000000000006 higher than the previous day. The implied volatity was 51.75, the open interest changed by -67 which decreased total open position to 358
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 192.75, which was 24.05000000000001 higher than the previous day. The implied volatity was 50.35, the open interest changed by -134 which decreased total open position to 425
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 167.35, which was -0.5500000000000114 lower than the previous day. The implied volatity was 52.19, the open interest changed by -3 which decreased total open position to 559
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 167.9, which was -5.099999999999994 lower than the previous day. The implied volatity was 42.36, the open interest changed by -1 which decreased total open position to 562
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 173, which was 2 higher than the previous day. The implied volatity was 41.07, the open interest changed by -4 which decreased total open position to 567
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 171, which was 31.75 higher than the previous day. The implied volatity was 35.74, the open interest changed by -2 which decreased total open position to 572
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 139.25, which was -17.05000000000001 lower than the previous day. The implied volatity was 31.64, the open interest changed by -3 which decreased total open position to 573
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 157, which was 9.400000000000006 higher than the previous day. The implied volatity was 37.65, the open interest changed by 0 which decreased total open position to 581
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 147, which was 0.3 higher than the previous day. The implied volatity was 30.34, the open interest changed by -7 which decreased total open position to 583
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 146.7, which was 7.85 higher than the previous day. The implied volatity was 36.85, the open interest changed by -7 which decreased total open position to 591
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 139, which was -9 lower than the previous day. The implied volatity was 28.68, the open interest changed by 9 which increased total open position to 595
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 148, which was -0.7 lower than the previous day. The implied volatity was 23.51, the open interest changed by 7 which increased total open position to 585
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 152.15, which was -0.45 lower than the previous day. The implied volatity was 37.07, the open interest changed by 32 which increased total open position to 576
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 151.7, which was 28 higher than the previous day. The implied volatity was 26.36, the open interest changed by 80 which increased total open position to 544
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 122.8, which was -14.7 lower than the previous day. The implied volatity was 34.88, the open interest changed by 34 which increased total open position to 462
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 135.95, which was 2.1 higher than the previous day. The implied volatity was 34.19, the open interest changed by 42 which increased total open position to 428
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 134.45, which was 18.95 higher than the previous day. The implied volatity was 35.15, the open interest changed by 0 which decreased total open position to 387
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 116, which was 5.05 higher than the previous day. The implied volatity was 39.12, the open interest changed by 16 which increased total open position to 387
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 110.9, which was 2.3 higher than the previous day. The implied volatity was 31.51, the open interest changed by -1 which decreased total open position to 371
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 108.6, which was 19.6 higher than the previous day. The implied volatity was 20.16, the open interest changed by 0 which decreased total open position to 372
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 89, which was -10.4 lower than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 371
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 99.4, which was -13.35 lower than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 371
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 112.55, which was 6.75 higher than the previous day. The implied volatity was 25.06, the open interest changed by -1 which decreased total open position to 371
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 105.15, which was -17.75 lower than the previous day. The implied volatity was 30.61, the open interest changed by -1 which decreased total open position to 373
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 124.7, which was -12.3 lower than the previous day. The implied volatity was 26.74, the open interest changed by 2 which increased total open position to 375
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 137, which was 3.4 higher than the previous day. The implied volatity was 28.98, the open interest changed by 1 which increased total open position to 0
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 133.6, which was 23 higher than the previous day. The implied volatity was 30.72, the open interest changed by 1 which increased total open position to 373
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 112.8, which was 24.85 higher than the previous day. The implied volatity was 26.51, the open interest changed by 3 which increased total open position to 372
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 88, which was 15.65 higher than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 369
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 74, which was 6.4 higher than the previous day. The implied volatity was 24.6, the open interest changed by 2 which increased total open position to 369
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 67.6, which was 12.5 higher than the previous day. The implied volatity was 23.66, the open interest changed by -1 which decreased total open position to 367
On 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 55.1, which was -3.5 lower than the previous day. The implied volatity was 26.28, the open interest changed by 3 which increased total open position to 368
On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 58.6, which was -19.15 lower than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 365
On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 77.75, which was 9.05 higher than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 365
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 68.65, which was 4.95 higher than the previous day. The implied volatity was 22.89, the open interest changed by 0 which decreased total open position to 365
On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 64.9, which was 14.7 higher than the previous day. The implied volatity was 22.86, the open interest changed by 364 which increased total open position to 364
On 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 50.2, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 50.2, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 50.2, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 50.2, 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 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 50.2, 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 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 50.2, 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 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 50.2, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 50.2, 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 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 50.2, 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 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 50.2, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 50.2, 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 9 Feb AUROPHARMA was trading at 1203.70. 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 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.4, 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 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 4 Feb AUROPHARMA was trading at 1212.70. 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 Feb AUROPHARMA was trading at 1226.10. 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 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.24, 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 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 30 Jan AUROPHARMA was trading at 1207.70. 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 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Apr-2026 (4d) 1200 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.07
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 0.1 | 0 | 57.38 | 74 | -42 | 517 |
| 23 Apr | 1435.40 | 0.1 | -0.04999999999999999 | 55.59 | 104 | 0 | 559 |
| 22 Apr | 1421.20 | 0.15 | -0.6 | 50.46 | 955 | -8 | 559 |
| 21 Apr | 1391.70 | 0.75 | -0.6000000000000001 | 51.77 | 70 | -10 | 568 |
| 20 Apr | 1367.80 | 1.3 | 0.3500000000000001 | 47.92 | 182 | -13 | 579 |
| 17 Apr | 1386.00 | 0.85 | -0.2500000000000001 | 41.58 | 55 | 2 | 594 |
| 16 Apr | 1386.50 | 1.1 | -0.5499999999999998 | 41.92 | 102 | -17 | 592 |
| 15 Apr | 1373.90 | 1.8 | -1.55 | 42.05 | 131 | -15 | 608 |
| 13 Apr | 1339.80 | 3.2 | 0.40000000000000036 | 37.82 | 119 | -10 | 623 |
| 10 Apr | 1349.40 | 2.75 | -1.0499999999999998 | 35.52 | 160 | -18 | 634 |
| 9 Apr | 1340.40 | 3.8 | -0.65 | 35.94 | 140 | -1 | 653 |
| 8 Apr | 1335.70 | 4.35 | -1.7 | 35.64 | 259 | -2 | 654 |
| 7 Apr | 1330.00 | 6.2 | -0.55 | 37.4 | 447 | -35 | 653 |
| 6 Apr | 1340.40 | 6.85 | -3.75 | 39.5 | 352 | 36 | 689 |
| 2 Apr | 1333.70 | 10.45 | 0.7 | 40.92 | 1,528 | -137 | 663 |
| 1 Apr | 1342.10 | 9.95 | -8.8 | 40.42 | 520 | 96 | 800 |
| 30 Mar | 1304.40 | 19 | -1.3 | 41.72 | 280 | 12 | 703 |
| 27 Mar | 1314.20 | 20.05 | -0.65 | 43.42 | 372 | -11 | 679 |
| 25 Mar | 1307.80 | 20.5 | -4.25 | 41.82 | 286 | -7 | 690 |
| 24 Mar | 1281.60 | 24.15 | -1.55 | 38.65 | 594 | 27 | 696 |
| 23 Mar | 1278.70 | 26.15 | 9.45 | 40.57 | 926 | 126 | 667 |
| 20 Mar | 1291.40 | 16.5 | -8.7 | 32.99 | 253 | 23 | 540 |
| 19 Mar | 1247.50 | 24.15 | 5.05 | 31.34 | 209 | 4 | 518 |
| 18 Mar | 1269.00 | 20.15 | 1.8 | 30.99 | 308 | 204 | 514 |
| 17 Mar | 1286.00 | 18.55 | -5.05 | 32.62 | 200 | 65 | 310 |
| 16 Mar | 1279.60 | 23.35 | 5.4 | 33.34 | 523 | 16 | 244 |
| 13 Mar | 1296.50 | 17.75 | 3.25 | 32.9 | 156 | -7 | 228 |
| 12 Mar | 1311.90 | 14.5 | -1.3 | 31.62 | 229 | -20 | 235 |
| 11 Mar | 1304.80 | 15.5 | -0.85 | 31.1 | 242 | 72 | 256 |
| 10 Mar | 1285.90 | 15.95 | -12.9 | 28.24 | 104 | 55 | 184 |
| 9 Mar | 1247.30 | 28.5 | -2.8 | 30.52 | 46 | 24 | 125 |
| 6 Mar | 1231.90 | 31.25 | 0.25 | 28.48 | 65 | 19 | 101 |
| 5 Mar | 1225.50 | 31 | -15.85 | 26.57 | 6 | 3 | 81 |
| 4 Mar | 1195.40 | 46.85 | 9.15 | 28.85 | 8 | -1 | 78 |
| 2 Mar | 1210.40 | 36.3 | 7.8 | 26.58 | 28 | -1 | 79 |
| 27 Feb | 1220.40 | 28.5 | -3.5 | 23.49 | 13 | 3 | 80 |
| 26 Feb | 1220.70 | 32 | -5.2 | 25.58 | 74 | 58 | 78 |
| 25 Feb | 1211.50 | 37.4 | -64.75 | 27.06 | 26 | 18 | 18 |
| 24 Feb | 1164.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 1150.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1158.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1171.40 | 0 | 0 | 0.98 | 0 | 0 | 0 |
| 18 Feb | 1159.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1186.70 | 0 | 0 | 0.56 | 0 | 0 | 0 |
| 16 Feb | 1184.60 | 0 | 0 | 0.36 | 0 | 0 | 0 |
| 13 Feb | 1145.60 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1157.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1146.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1124.10 | 0 | 0 | 1.28 | 0 | 0 | 0 |
| 9 Feb | 1203.70 | 0 | 0 | 1.78 | 0 | 0 | 0 |
| 6 Feb | 1191.00 | 0 | 0 | 0.69 | 0 | 0 | 0 |
| 5 Feb | 1181.60 | 0 | 0 | 0.94 | 0 | 0 | 0 |
| 4 Feb | 1212.70 | 0 | 0 | 1.99 | 0 | 0 | 0 |
| 3 Feb | 1226.10 | 0 | 0 | 2.69 | 0 | 0 | 0 |
| 2 Feb | 1171.00 | 0 | 0 | 0.25 | 0 | 0 | 0 |
| 1 Feb | 1172.10 | 0 | 0 | 0.21 | 0 | 0 | 0 |
| 30 Jan | 1207.70 | 0 | 0 | 1.52 | 0 | 0 | 0 |
| 29 Jan | 1150.60 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1200 expiring on 28APR2026
Delta for 1200 PE is 0
Historical price for 1200 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 57.38, the open interest changed by -42 which decreased total open position to 517
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 55.59, the open interest changed by 0 which decreased total open position to 559
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 0.15, which was -0.6 lower than the previous day. The implied volatity was 50.46, the open interest changed by -8 which decreased total open position to 559
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 0.75, which was -0.6000000000000001 lower than the previous day. The implied volatity was 51.77, the open interest changed by -10 which decreased total open position to 568
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 1.3, which was 0.3500000000000001 higher than the previous day. The implied volatity was 47.92, the open interest changed by -13 which decreased total open position to 579
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 0.85, which was -0.2500000000000001 lower than the previous day. The implied volatity was 41.58, the open interest changed by 2 which increased total open position to 594
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 1.1, which was -0.5499999999999998 lower than the previous day. The implied volatity was 41.92, the open interest changed by -17 which decreased total open position to 592
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 1.8, which was -1.55 lower than the previous day. The implied volatity was 42.05, the open interest changed by -15 which decreased total open position to 608
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 3.2, which was 0.40000000000000036 higher than the previous day. The implied volatity was 37.82, the open interest changed by -10 which decreased total open position to 623
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 2.75, which was -1.0499999999999998 lower than the previous day. The implied volatity was 35.52, the open interest changed by -18 which decreased total open position to 634
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 3.8, which was -0.65 lower than the previous day. The implied volatity was 35.94, the open interest changed by -1 which decreased total open position to 653
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 4.35, which was -1.7 lower than the previous day. The implied volatity was 35.64, the open interest changed by -2 which decreased total open position to 654
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 6.2, which was -0.55 lower than the previous day. The implied volatity was 37.4, the open interest changed by -35 which decreased total open position to 653
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 6.85, which was -3.75 lower than the previous day. The implied volatity was 39.5, the open interest changed by 36 which increased total open position to 689
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 10.45, which was 0.7 higher than the previous day. The implied volatity was 40.92, the open interest changed by -137 which decreased total open position to 663
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 9.95, which was -8.8 lower than the previous day. The implied volatity was 40.42, the open interest changed by 96 which increased total open position to 800
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 19, which was -1.3 lower than the previous day. The implied volatity was 41.72, the open interest changed by 12 which increased total open position to 703
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 20.05, which was -0.65 lower than the previous day. The implied volatity was 43.42, the open interest changed by -11 which decreased total open position to 679
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 20.5, which was -4.25 lower than the previous day. The implied volatity was 41.82, the open interest changed by -7 which decreased total open position to 690
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 24.15, which was -1.55 lower than the previous day. The implied volatity was 38.65, the open interest changed by 27 which increased total open position to 696
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 26.15, which was 9.45 higher than the previous day. The implied volatity was 40.57, the open interest changed by 126 which increased total open position to 667
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 16.5, which was -8.7 lower than the previous day. The implied volatity was 32.99, the open interest changed by 23 which increased total open position to 540
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 24.15, which was 5.05 higher than the previous day. The implied volatity was 31.34, the open interest changed by 4 which increased total open position to 518
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 20.15, which was 1.8 higher than the previous day. The implied volatity was 30.99, the open interest changed by 204 which increased total open position to 514
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 18.55, which was -5.05 lower than the previous day. The implied volatity was 32.62, the open interest changed by 65 which increased total open position to 310
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 23.35, which was 5.4 higher than the previous day. The implied volatity was 33.34, the open interest changed by 16 which increased total open position to 244
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 17.75, which was 3.25 higher than the previous day. The implied volatity was 32.9, the open interest changed by -7 which decreased total open position to 228
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 14.5, which was -1.3 lower than the previous day. The implied volatity was 31.62, the open interest changed by -20 which decreased total open position to 235
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 15.5, which was -0.85 lower than the previous day. The implied volatity was 31.1, the open interest changed by 72 which increased total open position to 256
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 15.95, which was -12.9 lower than the previous day. The implied volatity was 28.24, the open interest changed by 55 which increased total open position to 184
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 28.5, which was -2.8 lower than the previous day. The implied volatity was 30.52, the open interest changed by 24 which increased total open position to 125
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 31.25, which was 0.25 higher than the previous day. The implied volatity was 28.48, the open interest changed by 19 which increased total open position to 101
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 31, which was -15.85 lower than the previous day. The implied volatity was 26.57, the open interest changed by 3 which increased total open position to 81
On 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 46.85, which was 9.15 higher than the previous day. The implied volatity was 28.85, the open interest changed by -1 which decreased total open position to 78
On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 36.3, which was 7.8 higher than the previous day. The implied volatity was 26.58, the open interest changed by -1 which decreased total open position to 79
On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 28.5, which was -3.5 lower than the previous day. The implied volatity was 23.49, the open interest changed by 3 which increased total open position to 80
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 32, which was -5.2 lower than the previous day. The implied volatity was 25.58, the open interest changed by 58 which increased total open position to 78
On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 37.4, which was -64.75 lower than the previous day. The implied volatity was 27.06, the open interest changed by 18 which increased total open position to 18
On 24 Feb AUROPHARMA was trading at 1164.40. 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 23 Feb AUROPHARMA was trading at 1150.60. 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 20 Feb AUROPHARMA was trading at 1158.80. 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 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 18 Feb AUROPHARMA was trading at 1159.60. 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 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
On 13 Feb AUROPHARMA was trading at 1145.60. 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 12 Feb AUROPHARMA was trading at 1157.90. 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 11 Feb AUROPHARMA was trading at 1146.60. 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 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.78, 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 0, 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 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.94, 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 0, which was 0 lower than the previous day. The implied volatity was 1.99, 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 0, which was 0 lower than the previous day. The implied volatity was 2.69, 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 0, which was 0 lower than the previous day. The implied volatity was 0.25, 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 0, which was 0 lower than the previous day. The implied volatity was 0.21, 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 0, which was 0 lower than the previous day. The implied volatity was 1.52, 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 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
