AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Dec 2025 04:10 PM IST
| AUROPHARMA 27-JAN-2026 1200 CE | ||||||||||||||||
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Delta: 0.63
Vega: 1.40
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1211.40 | 45.5 | -4.85 | 21.89 | 159 | 6 | 482 | |||||||||
| 23 Dec | 1218.00 | 50.3 | -8.65 | 23.21 | 583 | 312 | 476 | |||||||||
| 22 Dec | 1224.50 | 57.6 | 0.3 | 24.49 | 34 | 3 | 162 | |||||||||
| 19 Dec | 1225.10 | 57.5 | 9.2 | 22.56 | 100 | -6 | 159 | |||||||||
| 18 Dec | 1209.30 | 49.1 | 8.45 | 22.80 | 86 | 44 | 164 | |||||||||
| 17 Dec | 1193.00 | 42 | 9 | 24.68 | 72 | 28 | 100 | |||||||||
| 16 Dec | 1178.10 | 32.8 | -4.55 | 24.16 | 12 | -1 | 71 | |||||||||
| 15 Dec | 1186.30 | 37.35 | -5.95 | 23.87 | 4 | 2 | 72 | |||||||||
| 12 Dec | 1195.10 | 43.3 | 7.5 | 22.57 | 14 | -3 | 70 | |||||||||
| 11 Dec | 1172.20 | 36.25 | -1.2 | 24.33 | 19 | 4 | 73 | |||||||||
| 10 Dec | 1172.60 | 37.45 | 4.45 | 26.18 | 30 | 21 | 68 | |||||||||
| 9 Dec | 1163.60 | 33 | -7 | 25.54 | 1 | 0 | 47 | |||||||||
| 8 Dec | 1177.40 | 40 | -28 | 24.11 | 17 | 5 | 47 | |||||||||
| 5 Dec | 1217.60 | 68 | 10 | - | 0 | -2 | 0 | |||||||||
| 4 Dec | 1223.10 | 68 | 10 | 25.40 | 6 | -2 | 42 | |||||||||
| 3 Dec | 1208.90 | 58 | -5.85 | 23.31 | 4 | -1 | 45 | |||||||||
| 2 Dec | 1215.20 | 64.75 | 1.15 | 25.04 | 3 | -1 | 45 | |||||||||
| 1 Dec | 1216.20 | 63.6 | -7.4 | 24.36 | 3 | 0 | 43 | |||||||||
| 28 Nov | 1226.70 | 71 | -3.65 | 25.40 | 39 | 33 | 42 | |||||||||
| 27 Nov | 1235.80 | 74.65 | -0.3 | 21.61 | 9 | 6 | 10 | |||||||||
| 26 Nov | 1227.40 | 74.95 | 32.55 | 20.78 | 7 | 3 | 3 | |||||||||
| 24 Nov | 1194.00 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1205.90 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1207.70 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1235.80 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1239.30 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1236.90 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1222.50 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1210.20 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1183.60 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1168.20 | 42.4 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 10 Nov | 1154.80 | 42.4 | 0 | 1.19 | 0 | 0 | 0 | |||||||||
| 7 Nov | 1123.80 | 42.4 | 0 | 2.47 | 0 | 0 | 0 | |||||||||
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| 4 Nov | 1149.10 | 42.4 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1158.60 | 42.4 | 0 | 0.92 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1138.90 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1102.50 | 42.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1200 expiring on 27JAN2026
Delta for 1200 CE is 0.63
Historical price for 1200 CE is as follows
On 24 Dec AUROPHARMA was trading at 1211.40. The strike last trading price was 45.5, which was -4.85 lower than the previous day. The implied volatity was 21.89, the open interest changed by 6 which increased total open position to 482
On 23 Dec AUROPHARMA was trading at 1218.00. The strike last trading price was 50.3, which was -8.65 lower than the previous day. The implied volatity was 23.21, the open interest changed by 312 which increased total open position to 476
On 22 Dec AUROPHARMA was trading at 1224.50. The strike last trading price was 57.6, which was 0.3 higher than the previous day. The implied volatity was 24.49, the open interest changed by 3 which increased total open position to 162
On 19 Dec AUROPHARMA was trading at 1225.10. The strike last trading price was 57.5, which was 9.2 higher than the previous day. The implied volatity was 22.56, the open interest changed by -6 which decreased total open position to 159
On 18 Dec AUROPHARMA was trading at 1209.30. The strike last trading price was 49.1, which was 8.45 higher than the previous day. The implied volatity was 22.80, the open interest changed by 44 which increased total open position to 164
On 17 Dec AUROPHARMA was trading at 1193.00. The strike last trading price was 42, which was 9 higher than the previous day. The implied volatity was 24.68, the open interest changed by 28 which increased total open position to 100
On 16 Dec AUROPHARMA was trading at 1178.10. The strike last trading price was 32.8, which was -4.55 lower than the previous day. The implied volatity was 24.16, the open interest changed by -1 which decreased total open position to 71
On 15 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 37.35, which was -5.95 lower than the previous day. The implied volatity was 23.87, the open interest changed by 2 which increased total open position to 72
On 12 Dec AUROPHARMA was trading at 1195.10. The strike last trading price was 43.3, which was 7.5 higher than the previous day. The implied volatity was 22.57, the open interest changed by -3 which decreased total open position to 70
On 11 Dec AUROPHARMA was trading at 1172.20. The strike last trading price was 36.25, which was -1.2 lower than the previous day. The implied volatity was 24.33, the open interest changed by 4 which increased total open position to 73
On 10 Dec AUROPHARMA was trading at 1172.60. The strike last trading price was 37.45, which was 4.45 higher than the previous day. The implied volatity was 26.18, the open interest changed by 21 which increased total open position to 68
On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 33, which was -7 lower than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 47
On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 40, which was -28 lower than the previous day. The implied volatity was 24.11, the open interest changed by 5 which increased total open position to 47
On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 68, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 68, which was 10 higher than the previous day. The implied volatity was 25.40, the open interest changed by -2 which decreased total open position to 42
On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 58, which was -5.85 lower than the previous day. The implied volatity was 23.31, the open interest changed by -1 which decreased total open position to 45
On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 64.75, which was 1.15 higher than the previous day. The implied volatity was 25.04, the open interest changed by -1 which decreased total open position to 45
On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 63.6, which was -7.4 lower than the previous day. The implied volatity was 24.36, the open interest changed by 0 which decreased total open position to 43
On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 71, which was -3.65 lower than the previous day. The implied volatity was 25.40, the open interest changed by 33 which increased total open position to 42
On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 74.65, which was -0.3 lower than the previous day. The implied volatity was 21.61, the open interest changed by 6 which increased total open position to 10
On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 74.95, which was 32.55 higher than the previous day. The implied volatity was 20.78, the open interest changed by 3 which increased total open position to 3
On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 42.4, 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 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 42.4, 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 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 42.4, 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 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 42.4, 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 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 42.4, 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 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 42.4, 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 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 42.4, 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 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 42.4, 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 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 42.4, 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 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 42.4, 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 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 42.4, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 42.4, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 42.4, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 42.4, 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 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 42.4, 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 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 42.4, 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
| AUROPHARMA 27JAN2026 1200 PE | |||||||
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Delta: -0.38
Vega: 1.41
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1211.40 | 25.55 | 2.65 | 24.86 | 128 | 4 | 537 |
| 23 Dec | 1218.00 | 24 | 2.3 | 24.45 | 543 | 397 | 533 |
| 22 Dec | 1224.50 | 22.3 | -0.1 | 24.83 | 80 | 37 | 136 |
| 19 Dec | 1225.10 | 21.8 | -7.55 | 23.98 | 53 | 15 | 99 |
| 18 Dec | 1209.30 | 28.3 | -8.2 | 24.62 | 59 | 36 | 85 |
| 17 Dec | 1193.00 | 36 | -7.2 | 24.31 | 55 | 19 | 55 |
| 16 Dec | 1178.10 | 43.2 | 2.95 | 23.04 | 2 | 0 | 35 |
| 15 Dec | 1186.30 | 40.25 | 4.9 | 23.97 | 8 | 4 | 33 |
| 12 Dec | 1195.10 | 35.35 | -14.55 | 23.87 | 10 | 4 | 30 |
| 11 Dec | 1172.20 | 49.9 | -6.75 | 26.48 | 1 | 0 | 25 |
| 10 Dec | 1172.60 | 56.7 | 8.9 | - | 0 | 0 | 25 |
| 9 Dec | 1163.60 | 56.7 | 8.9 | 25.66 | 7 | -2 | 25 |
| 8 Dec | 1177.40 | 47.8 | 16.5 | 26.19 | 14 | 1 | 28 |
| 5 Dec | 1217.60 | 31.3 | 0.8 | 25.66 | 11 | -4 | 27 |
| 4 Dec | 1223.10 | 30.55 | -3.55 | 25.50 | 6 | 0 | 30 |
| 3 Dec | 1208.90 | 34.1 | 0.1 | 25.06 | 2 | 0 | 29 |
| 2 Dec | 1215.20 | 34 | -0.6 | 25.89 | 3 | 0 | 30 |
| 1 Dec | 1216.20 | 34.6 | 3.4 | 25.90 | 16 | 6 | 30 |
| 28 Nov | 1226.70 | 31.2 | 2.35 | 24.79 | 12 | 8 | 23 |
| 27 Nov | 1235.80 | 29.45 | -3.9 | 26.40 | 11 | 5 | 14 |
| 26 Nov | 1227.40 | 33.35 | -91.5 | 28.69 | 9 | 8 | 8 |
| 24 Nov | 1194.00 | 124.85 | 0 | 0.89 | 0 | 0 | 0 |
| 21 Nov | 1205.90 | 124.85 | 0 | 1.42 | 0 | 0 | 0 |
| 20 Nov | 1207.70 | 124.85 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 1235.80 | 124.85 | 0 | 3.07 | 0 | 0 | 0 |
| 18 Nov | 1239.30 | 124.85 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1236.90 | 124.85 | 0 | 3.33 | 0 | 0 | 0 |
| 14 Nov | 1222.50 | 124.85 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1210.20 | 124.85 | 0 | 1.73 | 0 | 0 | 0 |
| 12 Nov | 1183.60 | 124.85 | 0 | 0.94 | 0 | 0 | 0 |
| 11 Nov | 1168.20 | 124.85 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1154.80 | 124.85 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1123.80 | 124.85 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1149.10 | 124.85 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1158.60 | 124.85 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1138.90 | 124.85 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1102.50 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1200 expiring on 27JAN2026
Delta for 1200 PE is -0.38
Historical price for 1200 PE is as follows
On 24 Dec AUROPHARMA was trading at 1211.40. The strike last trading price was 25.55, which was 2.65 higher than the previous day. The implied volatity was 24.86, the open interest changed by 4 which increased total open position to 537
On 23 Dec AUROPHARMA was trading at 1218.00. The strike last trading price was 24, which was 2.3 higher than the previous day. The implied volatity was 24.45, the open interest changed by 397 which increased total open position to 533
On 22 Dec AUROPHARMA was trading at 1224.50. The strike last trading price was 22.3, which was -0.1 lower than the previous day. The implied volatity was 24.83, the open interest changed by 37 which increased total open position to 136
On 19 Dec AUROPHARMA was trading at 1225.10. The strike last trading price was 21.8, which was -7.55 lower than the previous day. The implied volatity was 23.98, the open interest changed by 15 which increased total open position to 99
On 18 Dec AUROPHARMA was trading at 1209.30. The strike last trading price was 28.3, which was -8.2 lower than the previous day. The implied volatity was 24.62, the open interest changed by 36 which increased total open position to 85
On 17 Dec AUROPHARMA was trading at 1193.00. The strike last trading price was 36, which was -7.2 lower than the previous day. The implied volatity was 24.31, the open interest changed by 19 which increased total open position to 55
On 16 Dec AUROPHARMA was trading at 1178.10. The strike last trading price was 43.2, which was 2.95 higher than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 35
On 15 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 40.25, which was 4.9 higher than the previous day. The implied volatity was 23.97, the open interest changed by 4 which increased total open position to 33
On 12 Dec AUROPHARMA was trading at 1195.10. The strike last trading price was 35.35, which was -14.55 lower than the previous day. The implied volatity was 23.87, the open interest changed by 4 which increased total open position to 30
On 11 Dec AUROPHARMA was trading at 1172.20. The strike last trading price was 49.9, which was -6.75 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 25
On 10 Dec AUROPHARMA was trading at 1172.60. The strike last trading price was 56.7, which was 8.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 56.7, which was 8.9 higher than the previous day. The implied volatity was 25.66, the open interest changed by -2 which decreased total open position to 25
On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 47.8, which was 16.5 higher than the previous day. The implied volatity was 26.19, the open interest changed by 1 which increased total open position to 28
On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 31.3, which was 0.8 higher than the previous day. The implied volatity was 25.66, the open interest changed by -4 which decreased total open position to 27
On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 30.55, which was -3.55 lower than the previous day. The implied volatity was 25.50, the open interest changed by 0 which decreased total open position to 30
On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 34.1, which was 0.1 higher than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 29
On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 34, which was -0.6 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 30
On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 34.6, which was 3.4 higher than the previous day. The implied volatity was 25.90, the open interest changed by 6 which increased total open position to 30
On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 31.2, which was 2.35 higher than the previous day. The implied volatity was 24.79, the open interest changed by 8 which increased total open position to 23
On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 29.45, which was -3.9 lower than the previous day. The implied volatity was 26.40, the open interest changed by 5 which increased total open position to 14
On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 33.35, which was -91.5 lower than the previous day. The implied volatity was 28.69, the open interest changed by 8 which increased total open position to 8
On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 124.85, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 124.85, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 124.85, 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 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 124.85, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 124.85, 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 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 124.85, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 124.85, 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 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 124.85, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 124.85, 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 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 124.85, 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 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 124.85, 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 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 124.85, 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 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 124.85, 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 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 124.85, 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 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 124.85, 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 Oct AUROPHARMA was trading at 1102.50. 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































































































































































































































