AUROPHARMA

Aurobindo Pharma Ltd

1198.7 -7.40 (-0.61%)

L: 1188 H: 1211.4

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Historical option data for AUROPHARMA
09 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

AUROPHARMA 27-JAN-2026 1210 CE
Delta: 0.46 Vega: 1.05 Theta: -0.91 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1198.70	23.5 ₹ 12,925	-9.25 -5087.50	26.15	463 2,54,650	10 5,500	118 64,900
8 Jan	1206.10	32.7 ₹ 17,985	-17.9 -9845.00	26.82	146 80,300	34 18,700	107 58,850
7 Jan	1235.40	50.6 ₹ 27,830	4.35 2392.50	29.06	70 38,500	-4 -2,200	72 39,600
6 Jan	1231.30	46.4 ₹ 25,520	14.65 8057.50	24.89	357 1,96,350	-11 -6,050	78 42,900

5 Jan	1207.40	30.65 ₹ 16,857.5	-6.15 -3382.50	23.94	239 1,31,450	13 7,150	89 48,950
2 Jan	1215.40	36.6 ₹ 20,130	10.05 5527.50	23.38	418 2,29,900	41 22,550	80 44,000
1 Jan	1193.00	27.2 ₹ 14,960	4.55 2502.50	22.99	119 65,450	12 6,600	40 22,000
31 Dec	1183.00	22.1 ₹ 12,155	-12.1 -6655.00	21.93	89 48,950	28 15,400	28 15,400

For Aurobindo Pharma Ltd - strike price 1210 expiring on 27JAN2026

Delta for 1210 CE is 0.46

Historical price for 1210 CE is as follows

On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 23.5, which was -9.25 lower than the previous day. The implied volatity was 26.15, the open interest changed by 10 which increased total open position to 118

On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 32.7, which was -17.9 lower than the previous day. The implied volatity was 26.82, the open interest changed by 34 which increased total open position to 107

On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 50.6, which was 4.35 higher than the previous day. The implied volatity was 29.06, the open interest changed by -4 which decreased total open position to 72

On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 46.4, which was 14.65 higher than the previous day. The implied volatity was 24.89, the open interest changed by -11 which decreased total open position to 78

On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 30.65, which was -6.15 lower than the previous day. The implied volatity was 23.94, the open interest changed by 13 which increased total open position to 89

On 2 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 36.6, which was 10.05 higher than the previous day. The implied volatity was 23.38, the open interest changed by 41 which increased total open position to 80

On 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 27.2, which was 4.55 higher than the previous day. The implied volatity was 22.99, the open interest changed by 12 which increased total open position to 40

On 31 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 22.1, which was -12.1 lower than the previous day. The implied volatity was 21.93, the open interest changed by 28 which increased total open position to 28

AUROPHARMA 27JAN2026 1210 PE
Delta: -0.54 Vega: 1.05 Theta: -0.64 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1198.70	34.5 ₹ 18,975	5.8 3190.00	28.01	393 2,16,150	-43 -23,650	128 70,400
8 Jan	1206.10	28.35 ₹ 15,592.5	11.4 6270.00	27.66	399 2,19,450	1 550	172 94,600
7 Jan	1235.40	17.35 ₹ 9,542.5	-0.8 -440.00	26.56	414 2,27,700	63 34,650	165 90,750
6 Jan	1231.30	17.2 ₹ 9,460	-10.3 -5665.00	25.58	229 1,25,950	38 20,900	104 57,200
5 Jan	1207.40	28.65 ₹ 15,757.5	3.6 1980.00	26.21	147 80,850	42 23,100	66 36,300
2 Jan	1215.40	25.4 ₹ 13,970	-26.95 -14822.50	25.04	104 57,200	24 13,200	24 13,200
1 Jan	1193.00	52.35 ₹ 28,792.5	0 0.00	-	0 0	0 0	0 0
31 Dec	1183.00	52.35 ₹ 28,792.5	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1210 expiring on 27JAN2026

Delta for 1210 PE is -0.54

Historical price for 1210 PE is as follows

On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 34.5, which was 5.8 higher than the previous day. The implied volatity was 28.01, the open interest changed by -43 which decreased total open position to 128

On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 28.35, which was 11.4 higher than the previous day. The implied volatity was 27.66, the open interest changed by 1 which increased total open position to 172

On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 17.35, which was -0.8 lower than the previous day. The implied volatity was 26.56, the open interest changed by 63 which increased total open position to 165

On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 17.2, which was -10.3 lower than the previous day. The implied volatity was 25.58, the open interest changed by 38 which increased total open position to 104

On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 28.65, which was 3.6 higher than the previous day. The implied volatity was 26.21, the open interest changed by 42 which increased total open position to 66

On 2 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 25.4, which was -26.95 lower than the previous day. The implied volatity was 25.04, the open interest changed by 24 which increased total open position to 24

On 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 52.35, 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 52.35, 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

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