[--[65.84.65.76]--]

AUROPHARMA

Aurobindo Pharma Ltd
1211.4 -6.60 (-0.54%)
L: 1208.7 H: 1226.7

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Historical option data for AUROPHARMA

24 Dec 2025 04:10 PM IST
AUROPHARMA 27-JAN-2026 1200 CE
Delta: 0.63
Vega: 1.40
Theta: -0.65
Gamma: 0.00
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
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
Delta: -0.38
Vega: 1.41
Theta: -0.38
Gamma: 0.00
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