[--[65.84.65.76]--]

AUROPHARMA

Aurobindo Pharma Ltd
1207.7 +57.10 (4.96%)
L: 1174 H: 1219

Back to Option Chain


Historical option data for AUROPHARMA

30 Jan 2026 04:10 PM IST
AUROPHARMA 24-FEB-2026 1200 CE
Delta: 0.55
Vega: 1.24
Theta: -0.91
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 1207.70 40.7 19.2 29.69 14,649 384 1,094
29 Jan 1150.60 21.1 3.25 30.14 716 184 708
28 Jan 1139.90 18.1 0.9 29.62 394 56 525
27 Jan 1129.70 18 -0.6 31.55 730 -3 467
23 Jan 1132.50 17.75 -3.8 30.17 631 -48 470
22 Jan 1145.30 21.7 5.9 28.48 812 202 522
21 Jan 1121.70 15.5 -6.05 27.33 332 81 324
20 Jan 1141.70 20.4 -11.1 27.36 284 77 243
19 Jan 1167.60 30.6 -5.05 28.21 105 46 164
16 Jan 1172.70 35.6 -5.6 29.54 110 57 104
14 Jan 1180.10 41.2 5.7 28.09 32 5 46
13 Jan 1167.70 34.65 -5.85 28.98 57 14 35
12 Jan 1172.90 40.5 -12.8 29.83 15 12 21
9 Jan 1198.70 53.3 -20.05 28.56 10 -1 9
8 Jan 1206.10 73.35 11.65 - 0 0 10
7 Jan 1235.40 73.35 11.65 - 0 0 10
6 Jan 1231.30 73.35 11.65 24.5 8 4 10
5 Jan 1207.40 61.7 6.55 27.73 2 1 6
2 Jan 1215.40 55.15 4.65 20.18 5 1 4
1 Jan 1193.00 50.5 -42.65 23.76 4 2 2
31 Dec 1183.00 93.15 0 - 0 0 0
30 Dec 1186.30 93.15 0 - 0 0 0
29 Dec 1200.10 93.15 0 - 0 0 0
26 Dec 1206.20 93.15 0 - 0 0 0
24 Dec 1211.40 93.15 0 - 0 0 0
23 Dec 1218.00 93.15 0 - 0 0 0
22 Dec 1224.50 93.15 0 - 0 0 0
19 Dec 1225.10 93.15 0 - 0 0 0
18 Dec 1209.30 93.15 0 - 0 0 0
17 Dec 1193.00 93.15 0 - 0 0 0
16 Dec 1178.10 93.15 0 0.06 0 0 0
15 Dec 1186.30 93.15 0 - 0 0 0
12 Dec 1195.10 93.15 0 - 0 0 0
11 Dec 1172.20 93.15 0 0.15 0 0 0
10 Dec 1172.60 93.15 0 0.37 0 0 0
9 Dec 1163.60 93.15 - - 0 0 0
8 Dec 1177.40 93.15 0 - 0 0 0
5 Dec 1217.60 93.15 0 - 0 0 0
4 Dec 1223.10 93.15 0 - 0 0 0
3 Dec 1208.90 93.15 0 - 0 0 0
2 Dec 1215.20 93.15 0 - 0 0 0
1 Dec 1216.20 93.15 0 - 0 0 0
28 Nov 1226.70 93.15 0 - 0 0 0
27 Nov 1235.80 93.15 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1200 expiring on 24FEB2026

Delta for 1200 CE is 0.55

Historical price for 1200 CE is as follows

On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 40.7, which was 19.2 higher than the previous day. The implied volatity was 29.69, the open interest changed by 384 which increased total open position to 1094


On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 21.1, which was 3.25 higher than the previous day. The implied volatity was 30.14, the open interest changed by 184 which increased total open position to 708


On 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was 18.1, which was 0.9 higher than the previous day. The implied volatity was 29.62, the open interest changed by 56 which increased total open position to 525


On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 18, which was -0.6 lower than the previous day. The implied volatity was 31.55, the open interest changed by -3 which decreased total open position to 467


On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 17.75, which was -3.8 lower than the previous day. The implied volatity was 30.17, the open interest changed by -48 which decreased total open position to 470


On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 21.7, which was 5.9 higher than the previous day. The implied volatity was 28.48, the open interest changed by 202 which increased total open position to 522


On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 15.5, which was -6.05 lower than the previous day. The implied volatity was 27.33, the open interest changed by 81 which increased total open position to 324


On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 20.4, which was -11.1 lower than the previous day. The implied volatity was 27.36, the open interest changed by 77 which increased total open position to 243


On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 30.6, which was -5.05 lower than the previous day. The implied volatity was 28.21, the open interest changed by 46 which increased total open position to 164


On 16 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 35.6, which was -5.6 lower than the previous day. The implied volatity was 29.54, the open interest changed by 57 which increased total open position to 104


On 14 Jan AUROPHARMA was trading at 1180.10. The strike last trading price was 41.2, which was 5.7 higher than the previous day. The implied volatity was 28.09, the open interest changed by 5 which increased total open position to 46


On 13 Jan AUROPHARMA was trading at 1167.70. The strike last trading price was 34.65, which was -5.85 lower than the previous day. The implied volatity was 28.98, the open interest changed by 14 which increased total open position to 35


On 12 Jan AUROPHARMA was trading at 1172.90. The strike last trading price was 40.5, which was -12.8 lower than the previous day. The implied volatity was 29.83, the open interest changed by 12 which increased total open position to 21


On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 53.3, which was -20.05 lower than the previous day. The implied volatity was 28.56, the open interest changed by -1 which decreased total open position to 9


On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 73.35, which was 11.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 73.35, which was 11.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 73.35, which was 11.65 higher than the previous day. The implied volatity was 24.5, the open interest changed by 4 which increased total open position to 10


On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 61.7, which was 6.55 higher than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 6


On 2 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 55.15, which was 4.65 higher than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 4


On 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 50.5, which was -42.65 lower than the previous day. The implied volatity was 23.76, the open interest changed by 2 which increased total open position to 2


On 31 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1200.10. The strike last trading price was 93.15, 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 26 Dec AUROPHARMA was trading at 1206.20. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1211.40. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1218.00. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1224.50. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1225.10. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1209.30. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1193.00. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1178.10. The strike last trading price was 93.15, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


On 15 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1195.10. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1172.20. The strike last trading price was 93.15, 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 10 Dec AUROPHARMA was trading at 1172.60. The strike last trading price was 93.15, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 93.15, 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 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 93.15, 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 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 93.15, 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 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 93.15, 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 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 93.15, 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 24FEB2026 1200 PE
Delta: -0.46
Vega: 1.24
Theta: -0.71
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 1207.70 40.3 -27.2 35.07 2,931 242 927
29 Jan 1150.60 66.75 -10.85 35.47 4 -2 684
28 Jan 1139.90 78.05 -4.95 - 0 0 686
27 Jan 1129.70 78.05 -4.95 31.47 39 -10 685
23 Jan 1132.50 83 9.8 33.78 86 -39 694
22 Jan 1145.30 73.2 -13.3 34.37 30 5 735
21 Jan 1121.70 86.5 21.5 35.7 46 10 726
20 Jan 1141.70 65 11.25 25.84 92 65 716
19 Jan 1167.60 54.5 -1.3 28.05 29 15 650
16 Jan 1172.70 56.6 -8.4 29.57 54 18 632
14 Jan 1180.10 65 12.9 - 0 0 614
13 Jan 1167.70 65 12.9 32.51 5 -2 613
12 Jan 1172.90 52.1 8.45 27.05 10 1 611
9 Jan 1198.70 44.1 5.55 29.06 41 5 609
8 Jan 1206.10 38.95 9.3 29.55 489 413 604
7 Jan 1235.40 29.65 0.9 29.04 60 10 192
6 Jan 1231.30 28.15 -11.85 27.63 206 171 183
5 Jan 1207.40 40 -5.95 28.9 9 8 11
2 Jan 1215.40 45.95 0 - 0 0 3
1 Jan 1193.00 45.95 0 28.77 1 0 2
31 Dec 1183.00 45.95 -13.6 25.62 1 0 1
30 Dec 1186.30 59.55 -7.5 - 0 0 1
29 Dec 1200.10 59.55 -7.5 - 0 0 1
26 Dec 1206.20 59.55 -7.5 - 0 0 1
24 Dec 1211.40 59.55 -7.5 - 0 0 1
23 Dec 1218.00 59.55 -7.5 - 0 0 0
22 Dec 1224.50 59.55 -7.5 - 0 0 1
19 Dec 1225.10 59.55 -7.5 - 0 0 1
18 Dec 1209.30 59.55 -7.5 - 0 0 1
17 Dec 1193.00 59.55 -7.5 - 0 0 1
16 Dec 1178.10 59.55 -7.5 - 0 0 1
15 Dec 1186.30 59.55 -7.5 - 0 0 0
12 Dec 1195.10 59.55 -7.5 - 0 0 1
11 Dec 1172.20 59.55 -7.5 - 0 0 1
10 Dec 1172.60 59.55 -7.5 - 0 0 1
9 Dec 1163.60 67.05 - - 0 0 0
8 Dec 1177.40 67.05 0 - 0 0 0
5 Dec 1217.60 67.05 0 - 0 0 0
4 Dec 1223.10 67.05 0 2.33 0 0 0
3 Dec 1208.90 67.05 0 - 0 0 0
2 Dec 1215.20 67.05 0 - 0 0 0
1 Dec 1216.20 67.05 0 2.02 0 0 0
28 Nov 1226.70 67.05 0 2.35 0 0 0
27 Nov 1235.80 67.05 0 3.03 0 0 0


For Aurobindo Pharma Ltd - strike price 1200 expiring on 24FEB2026

Delta for 1200 PE is -0.46

Historical price for 1200 PE is as follows

On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 40.3, which was -27.2 lower than the previous day. The implied volatity was 35.07, the open interest changed by 242 which increased total open position to 927


On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 66.75, which was -10.85 lower than the previous day. The implied volatity was 35.47, the open interest changed by -2 which decreased total open position to 684


On 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was 78.05, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 686


On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 78.05, which was -4.95 lower than the previous day. The implied volatity was 31.47, the open interest changed by -10 which decreased total open position to 685


On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 83, which was 9.8 higher than the previous day. The implied volatity was 33.78, the open interest changed by -39 which decreased total open position to 694


On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 73.2, which was -13.3 lower than the previous day. The implied volatity was 34.37, the open interest changed by 5 which increased total open position to 735


On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 86.5, which was 21.5 higher than the previous day. The implied volatity was 35.7, the open interest changed by 10 which increased total open position to 726


On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 65, which was 11.25 higher than the previous day. The implied volatity was 25.84, the open interest changed by 65 which increased total open position to 716


On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 54.5, which was -1.3 lower than the previous day. The implied volatity was 28.05, the open interest changed by 15 which increased total open position to 650


On 16 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 56.6, which was -8.4 lower than the previous day. The implied volatity was 29.57, the open interest changed by 18 which increased total open position to 632


On 14 Jan AUROPHARMA was trading at 1180.10. The strike last trading price was 65, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 614


On 13 Jan AUROPHARMA was trading at 1167.70. The strike last trading price was 65, which was 12.9 higher than the previous day. The implied volatity was 32.51, the open interest changed by -2 which decreased total open position to 613


On 12 Jan AUROPHARMA was trading at 1172.90. The strike last trading price was 52.1, which was 8.45 higher than the previous day. The implied volatity was 27.05, the open interest changed by 1 which increased total open position to 611


On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 44.1, which was 5.55 higher than the previous day. The implied volatity was 29.06, the open interest changed by 5 which increased total open position to 609


On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 38.95, which was 9.3 higher than the previous day. The implied volatity was 29.55, the open interest changed by 413 which increased total open position to 604


On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 29.65, which was 0.9 higher than the previous day. The implied volatity was 29.04, the open interest changed by 10 which increased total open position to 192


On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 28.15, which was -11.85 lower than the previous day. The implied volatity was 27.63, the open interest changed by 171 which increased total open position to 183


On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 40, which was -5.95 lower than the previous day. The implied volatity was 28.9, the open interest changed by 8 which increased total open position to 11


On 2 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 45.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 45.95, which was 0 lower than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 2


On 31 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 45.95, which was -13.6 lower than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 1


On 30 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Dec AUROPHARMA was trading at 1200.10. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Dec AUROPHARMA was trading at 1206.20. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Dec AUROPHARMA was trading at 1211.40. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Dec AUROPHARMA was trading at 1218.00. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec AUROPHARMA was trading at 1224.50. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Dec AUROPHARMA was trading at 1225.10. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Dec AUROPHARMA was trading at 1209.30. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Dec AUROPHARMA was trading at 1193.00. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec AUROPHARMA was trading at 1178.10. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec AUROPHARMA was trading at 1195.10. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec AUROPHARMA was trading at 1172.20. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec AUROPHARMA was trading at 1172.60. The strike last trading price was 59.55, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 67.05, 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 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 67.05, 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 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 67.05, 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 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 67.05, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 67.05, 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 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 67.05, 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 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 67.05, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 67.05, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 67.05, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0