[--[65.84.65.76]--]

AUROPHARMA

Aurobindo Pharma Ltd
1210.4 -10.00 (-0.82%)
L: 1186.2 H: 1223.9

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Historical option data for AUROPHARMA

02 Mar 2026 04:10 PM IST
AUROPHARMA 30-MAR-2026 1200 CE
Delta: 0.6
Vega: 1.29
Theta: -0.85
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1210.40 49.45 -3.45 28.58 794 -36 1,104
27 Feb 1220.40 50.6 -3.7 23.84 381 18 1,140
26 Feb 1220.70 54.1 4.2 25.1 950 -97 1,123
25 Feb 1211.50 51 23.7 25.34 3,615 230 1,220
24 Feb 1164.40 26.5 2.25 26.58 939 173 996
23 Feb 1150.60 24.05 -3.65 28.36 873 133 830
20 Feb 1158.80 28.5 -8.1 27.84 1,076 295 718
19 Feb 1171.40 36 0.45 28.09 1,305 66 424
18 Feb 1159.60 38 -6.75 29.97 1,458 206 438
17 Feb 1186.70 42.5 -1.55 28.59 436 50 222
16 Feb 1184.60 44.05 11.85 27.54 229 -16 172
13 Feb 1145.60 33 -3.55 27.91 53 1 192
12 Feb 1157.90 38.45 4.65 30.74 112 -38 191
11 Feb 1146.60 33.1 3.65 31.03 226 13 229
10 Feb 1124.10 30.2 -33.2 31.27 429 179 213
9 Feb 1203.70 61.8 3.4 29.34 23 -2 34
6 Feb 1191.00 58.4 3.95 29.17 7 -1 35
5 Feb 1181.60 54.7 -5.75 32.11 13 2 36
4 Feb 1212.70 60.45 -21.8 23.75 23 10 34
3 Feb 1226.10 82.25 12.75 32.53 11 5 25
2 Feb 1171.00 70 -7.8 - 0 0 20
1 Feb 1172.10 70 -7.8 - 0 0 20
30 Jan 1207.70 70 -7.8 31.72 48 20 20
29 Jan 1150.60 - - - 0 0 0
28 Jan 1139.90 - - - 0 0 0
27 Jan 1129.70 77.8 0 3.09 0 0 0
23 Jan 1132.50 77.8 0 2.72 0 0 0
22 Jan 1145.30 77.8 0 1.9 0 0 0
21 Jan 1121.70 77.8 0 2.81 0 0 0
20 Jan 1141.70 77.8 0 2.09 0 0 0
19 Jan 1167.60 77.8 0 0.74 0 0 0
16 Jan 1172.70 77.8 0 0.59 0 0 0
14 Jan 1180.10 77.8 0 0.05 0 0 0
13 Jan 1167.70 77.8 0 0.55 0 0 0
12 Jan 1172.90 77.8 0 0.24 0 0 0
9 Jan 1198.70 77.8 0 - 0 0 0
8 Jan 1206.10 77.8 0 - 0 0 0
7 Jan 1235.40 77.8 0 - 0 0 0
6 Jan 1231.30 77.8 0 - 0 0 0
5 Jan 1207.40 77.8 0 - 0 0 0
2 Jan 1215.40 77.8 0 - 0 0 0
1 Jan 1193.00 77.8 0 - 0 0 0
31 Dec 1183.00 77.8 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1200 expiring on 30MAR2026

Delta for 1200 CE is 0.6

Historical price for 1200 CE is as follows

On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 49.45, which was -3.45 lower than the previous day. The implied volatity was 28.58, the open interest changed by -36 which decreased total open position to 1104


On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 50.6, which was -3.7 lower than the previous day. The implied volatity was 23.84, the open interest changed by 18 which increased total open position to 1140


On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 54.1, which was 4.2 higher than the previous day. The implied volatity was 25.1, the open interest changed by -97 which decreased total open position to 1123


On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 51, which was 23.7 higher than the previous day. The implied volatity was 25.34, the open interest changed by 230 which increased total open position to 1220


On 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 26.5, which was 2.25 higher than the previous day. The implied volatity was 26.58, the open interest changed by 173 which increased total open position to 996


On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 24.05, which was -3.65 lower than the previous day. The implied volatity was 28.36, the open interest changed by 133 which increased total open position to 830


On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 28.5, which was -8.1 lower than the previous day. The implied volatity was 27.84, the open interest changed by 295 which increased total open position to 718


On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 36, which was 0.45 higher than the previous day. The implied volatity was 28.09, the open interest changed by 66 which increased total open position to 424


On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 38, which was -6.75 lower than the previous day. The implied volatity was 29.97, the open interest changed by 206 which increased total open position to 438


On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 42.5, which was -1.55 lower than the previous day. The implied volatity was 28.59, the open interest changed by 50 which increased total open position to 222


On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 44.05, which was 11.85 higher than the previous day. The implied volatity was 27.54, the open interest changed by -16 which decreased total open position to 172


On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 33, which was -3.55 lower than the previous day. The implied volatity was 27.91, the open interest changed by 1 which increased total open position to 192


On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 38.45, which was 4.65 higher than the previous day. The implied volatity was 30.74, the open interest changed by -38 which decreased total open position to 191


On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 33.1, which was 3.65 higher than the previous day. The implied volatity was 31.03, the open interest changed by 13 which increased total open position to 229


On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 30.2, which was -33.2 lower than the previous day. The implied volatity was 31.27, the open interest changed by 179 which increased total open position to 213


On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 61.8, which was 3.4 higher than the previous day. The implied volatity was 29.34, the open interest changed by -2 which decreased total open position to 34


On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 58.4, which was 3.95 higher than the previous day. The implied volatity was 29.17, the open interest changed by -1 which decreased total open position to 35


On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 54.7, which was -5.75 lower than the previous day. The implied volatity was 32.11, the open interest changed by 2 which increased total open position to 36


On 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 60.45, which was -21.8 lower than the previous day. The implied volatity was 23.75, the open interest changed by 10 which increased total open position to 34


On 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 82.25, which was 12.75 higher than the previous day. The implied volatity was 32.53, the open interest changed by 5 which increased total open position to 25


On 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 70, which was -7.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 70, which was -7.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 70, which was -7.8 lower than the previous day. The implied volatity was 31.72, the open interest changed by 20 which increased total open position to 20


On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was -, 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 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was -, 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 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0


On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 1.9, the open interest changed by 0 which decreased total open position to 0


On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0


On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 16 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0


On 14 Jan AUROPHARMA was trading at 1180.10. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 13 Jan AUROPHARMA was trading at 1167.70. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0


On 12 Jan AUROPHARMA was trading at 1172.90. The strike last trading price was 77.8, 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 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 77.8, 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 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 77.8, 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 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 77.8, 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 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 77.8, 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 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 77.8, 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 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 77.8, 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 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 77.8, 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 30MAR2026 1200 PE
Delta: -0.4
Vega: 1.3
Theta: -0.54
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1210.40 29.5 5.25 29.52 1,007 10 1,262
27 Feb 1220.40 23.85 -1.1 26.41 1,300 51 1,253
26 Feb 1220.70 24.05 -3.95 26.68 1,365 85 1,204
25 Feb 1211.50 28.65 -24.7 27.97 1,704 48 1,119
24 Feb 1164.40 53.15 -10.6 27.14 608 412 1,078
23 Feb 1150.60 63.85 -0.1 28.32 385 204 668
20 Feb 1158.80 61.3 6.2 29.44 597 310 466
19 Feb 1171.40 57 -10.85 31.87 225 55 158
18 Feb 1159.60 66 14.15 36.26 117 1 104
17 Feb 1186.70 54.8 3.8 32.84 103 20 103
16 Feb 1184.60 51 -20.15 31.7 25 6 87
13 Feb 1145.60 71.15 2.6 34.08 10 0 73
12 Feb 1157.90 68.55 -4.45 32.43 12 1 73
11 Feb 1146.60 73 -17.7 29.28 12 -4 69
10 Feb 1124.10 88 40 34.6 67 48 73
9 Feb 1203.70 48 -14.25 32.94 12 10 25
6 Feb 1191.00 62.25 8.85 38.05 2 1 15
5 Feb 1181.60 53.4 -9.6 - 0 0 14
4 Feb 1212.70 53.4 -9.6 35.99 3 2 14
3 Feb 1226.10 63 12 - 0 0 12
2 Feb 1171.00 63 12 - 0 0 12
1 Feb 1172.10 63 12 29.37 8 1 8
30 Jan 1207.70 51 -22.7 31.27 9 6 6
29 Jan 1150.60 - - - 0 0 0
28 Jan 1139.90 - - - 0 0 0
27 Jan 1129.70 73.7 0 - 0 0 0
23 Jan 1132.50 73.7 0 - 0 0 0
22 Jan 1145.30 73.7 0 - 0 0 0
21 Jan 1121.70 73.7 0 - 0 0 0
20 Jan 1141.70 73.7 0 - 0 0 0
19 Jan 1167.60 73.7 0 - 0 0 0
16 Jan 1172.70 73.7 0 0.02 0 0 0
14 Jan 1180.10 73.7 0 0.41 0 0 0
13 Jan 1167.70 73.7 0 0.11 0 0 0
12 Jan 1172.90 73.7 0 0.05 0 0 0
9 Jan 1198.70 73.7 0 1.03 0 0 0
8 Jan 1206.10 73.7 0 1.75 0 0 0
7 Jan 1235.40 73.7 0 3.01 0 0 0
6 Jan 1231.30 73.7 0 - 0 0 0
5 Jan 1207.40 73.7 0 - 0 0 0
2 Jan 1215.40 73.7 0 2.11 0 0 0
1 Jan 1193.00 73.7 0 - 0 0 0
31 Dec 1183.00 73.7 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1200 expiring on 30MAR2026

Delta for 1200 PE is -0.4

Historical price for 1200 PE is as follows

On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 29.5, which was 5.25 higher than the previous day. The implied volatity was 29.52, the open interest changed by 10 which increased total open position to 1262


On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 23.85, which was -1.1 lower than the previous day. The implied volatity was 26.41, the open interest changed by 51 which increased total open position to 1253


On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 24.05, which was -3.95 lower than the previous day. The implied volatity was 26.68, the open interest changed by 85 which increased total open position to 1204


On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 28.65, which was -24.7 lower than the previous day. The implied volatity was 27.97, the open interest changed by 48 which increased total open position to 1119


On 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 53.15, which was -10.6 lower than the previous day. The implied volatity was 27.14, the open interest changed by 412 which increased total open position to 1078


On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 63.85, which was -0.1 lower than the previous day. The implied volatity was 28.32, the open interest changed by 204 which increased total open position to 668


On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 61.3, which was 6.2 higher than the previous day. The implied volatity was 29.44, the open interest changed by 310 which increased total open position to 466


On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 57, which was -10.85 lower than the previous day. The implied volatity was 31.87, the open interest changed by 55 which increased total open position to 158


On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 66, which was 14.15 higher than the previous day. The implied volatity was 36.26, the open interest changed by 1 which increased total open position to 104


On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 54.8, which was 3.8 higher than the previous day. The implied volatity was 32.84, the open interest changed by 20 which increased total open position to 103


On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 51, which was -20.15 lower than the previous day. The implied volatity was 31.7, the open interest changed by 6 which increased total open position to 87


On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 71.15, which was 2.6 higher than the previous day. The implied volatity was 34.08, the open interest changed by 0 which decreased total open position to 73


On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 68.55, which was -4.45 lower than the previous day. The implied volatity was 32.43, the open interest changed by 1 which increased total open position to 73


On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 73, which was -17.7 lower than the previous day. The implied volatity was 29.28, the open interest changed by -4 which decreased total open position to 69


On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 88, which was 40 higher than the previous day. The implied volatity was 34.6, the open interest changed by 48 which increased total open position to 73


On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 48, which was -14.25 lower than the previous day. The implied volatity was 32.94, the open interest changed by 10 which increased total open position to 25


On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 62.25, which was 8.85 higher than the previous day. The implied volatity was 38.05, the open interest changed by 1 which increased total open position to 15


On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 53.4, which was -9.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 53.4, which was -9.6 lower than the previous day. The implied volatity was 35.99, the open interest changed by 2 which increased total open position to 14


On 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 63, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 63, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 63, which was 12 higher than the previous day. The implied volatity was 29.37, the open interest changed by 1 which increased total open position to 8


On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 51, which was -22.7 lower than the previous day. The implied volatity was 31.27, the open interest changed by 6 which increased total open position to 6


On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was -, 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 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was -, 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 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 73.7, 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 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 73.7, 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 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 73.7, 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 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 73.7, 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 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 73.7, 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 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 73.7, 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 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 73.7, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 14 Jan AUROPHARMA was trading at 1180.10. The strike last trading price was 73.7, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0


On 13 Jan AUROPHARMA was trading at 1167.70. The strike last trading price was 73.7, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0


On 12 Jan AUROPHARMA was trading at 1172.90. The strike last trading price was 73.7, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 73.7, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0


On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 73.7, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0


On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 73.7, 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 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 73.7, 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 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 73.7, 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 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 73.7, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0


On 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 73.7, 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 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 73.7, 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