AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
20 Feb 2026 04:10 PM IST
| AUROPHARMA 24-FEB-2026 1220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.19
Theta: -0.88
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1158.80 | 1.7 | -2.95 | 35.84 | 823 | -136 | 1,282 | |||||||||
| 19 Feb | 1171.40 | 4.15 | -1.8 | 33.97 | 4,221 | -143 | 1,422 | |||||||||
| 18 Feb | 1159.60 | 7.45 | -1.7 | 40.43 | 3,181 | -61 | 1,550 | |||||||||
| 17 Feb | 1186.70 | 8.15 | -3.4 | 32.81 | 3,526 | -15 | 1,607 | |||||||||
| 16 Feb | 1184.60 | 11.7 | 4.15 | 34.11 | 1,810 | -120 | 1,630 | |||||||||
| 13 Feb | 1145.60 | 8.1 | -1.15 | 34.63 | 518 | -18 | 1,752 | |||||||||
| 12 Feb | 1157.90 | 8.75 | 0.75 | 33.89 | 825 | -60 | 1,771 | |||||||||
| 11 Feb | 1146.60 | 7.6 | -0.5 | 35.75 | 2,345 | -87 | 1,830 | |||||||||
| 10 Feb | 1124.10 | 8.75 | -23.55 | 39.5 | 8,626 | 431 | 1,920 | |||||||||
| 9 Feb | 1203.70 | 33 | 5.15 | 39.11 | 1,551 | 121 | 1,484 | |||||||||
| 6 Feb | 1191.00 | 27.5 | 1.4 | 33.94 | 1,075 | 393 | 1,359 | |||||||||
| 5 Feb | 1181.60 | 25 | -13.4 | 37.49 | 1,498 | 712 | 965 | |||||||||
| 4 Feb | 1212.70 | 37.3 | -4.25 | 33.21 | 1,171 | -4 | 253 | |||||||||
| 3 Feb | 1226.10 | 40.7 | 20.5 | 30.88 | 1,010 | -136 | 258 | |||||||||
| 2 Feb | 1171.00 | 21.05 | -1.05 | 30.54 | 389 | -48 | 394 | |||||||||
| 1 Feb | 1172.10 | 21.85 | -13.5 | 34.75 | 537 | -22 | 441 | |||||||||
| 30 Jan | 1207.70 | 31.8 | 16.1 | 30.08 | 5,170 | 408 | 465 | |||||||||
| 29 Jan | 1150.60 | 15.75 | 2.75 | 30.48 | 53 | -8 | 57 | |||||||||
| 28 Jan | 1139.90 | 13.05 | 0.6 | 29.6 | 88 | 17 | 66 | |||||||||
| 27 Jan | 1129.70 | 12.75 | -0.35 | 31.05 | 61 | 33 | 47 | |||||||||
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| 23 Jan | 1132.50 | 13.1 | -3.1 | 30.16 | 29 | 1 | 9 | |||||||||
| 22 Jan | 1145.30 | 16.2 | 4.1 | 28.55 | 10 | 4 | 8 | |||||||||
| 21 Jan | 1121.70 | 12.2 | -13.8 | 28.29 | 3 | -2 | 3 | |||||||||
| 20 Jan | 1141.70 | 26 | -49.6 | - | 0 | 0 | 5 | |||||||||
| 19 Jan | 1167.60 | 26 | -49.6 | 30 | 4 | 1 | 3 | |||||||||
| 16 Jan | 1172.70 | 75.6 | 9.15 | - | 0 | 0 | 2 | |||||||||
| 14 Jan | 1180.10 | 75.6 | 9.15 | - | 0 | 0 | 2 | |||||||||
| 13 Jan | 1167.70 | 75.6 | 9.15 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1172.90 | 75.6 | 9.15 | - | 0 | 0 | 2 | |||||||||
| 9 Jan | 1198.70 | 75.6 | 9.15 | - | 0 | 0 | 2 | |||||||||
| 8 Jan | 1206.10 | 75.6 | 9.15 | - | 0 | 0 | 2 | |||||||||
| 7 Jan | 1235.40 | 75.6 | 9.15 | 33.62 | 3 | 1 | 3 | |||||||||
| 6 Jan | 1231.30 | 66.45 | 15.6 | 28.35 | 1 | 0 | 1 | |||||||||
| 5 Jan | 1207.40 | 50.85 | 0.95 | 27.44 | 1 | 0 | 0 | |||||||||
| 2 Jan | 1215.40 | 49.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1193.00 | 49.9 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 31 Dec | 1183.00 | 49.9 | - | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1220 expiring on 24FEB2026
Delta for 1220 CE is 0.09
Historical price for 1220 CE is as follows
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 1.7, which was -2.95 lower than the previous day. The implied volatity was 35.84, the open interest changed by -136 which decreased total open position to 1282
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 4.15, which was -1.8 lower than the previous day. The implied volatity was 33.97, the open interest changed by -143 which decreased total open position to 1422
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 7.45, which was -1.7 lower than the previous day. The implied volatity was 40.43, the open interest changed by -61 which decreased total open position to 1550
On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 8.15, which was -3.4 lower than the previous day. The implied volatity was 32.81, the open interest changed by -15 which decreased total open position to 1607
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 11.7, which was 4.15 higher than the previous day. The implied volatity was 34.11, the open interest changed by -120 which decreased total open position to 1630
On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 8.1, which was -1.15 lower than the previous day. The implied volatity was 34.63, the open interest changed by -18 which decreased total open position to 1752
On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 8.75, which was 0.75 higher than the previous day. The implied volatity was 33.89, the open interest changed by -60 which decreased total open position to 1771
On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 7.6, which was -0.5 lower than the previous day. The implied volatity was 35.75, the open interest changed by -87 which decreased total open position to 1830
On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 8.75, which was -23.55 lower than the previous day. The implied volatity was 39.5, the open interest changed by 431 which increased total open position to 1920
On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 33, which was 5.15 higher than the previous day. The implied volatity was 39.11, the open interest changed by 121 which increased total open position to 1484
On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 27.5, which was 1.4 higher than the previous day. The implied volatity was 33.94, the open interest changed by 393 which increased total open position to 1359
On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 25, which was -13.4 lower than the previous day. The implied volatity was 37.49, the open interest changed by 712 which increased total open position to 965
On 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 37.3, which was -4.25 lower than the previous day. The implied volatity was 33.21, the open interest changed by -4 which decreased total open position to 253
On 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 40.7, which was 20.5 higher than the previous day. The implied volatity was 30.88, the open interest changed by -136 which decreased total open position to 258
On 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 21.05, which was -1.05 lower than the previous day. The implied volatity was 30.54, the open interest changed by -48 which decreased total open position to 394
On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 21.85, which was -13.5 lower than the previous day. The implied volatity was 34.75, the open interest changed by -22 which decreased total open position to 441
On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 31.8, which was 16.1 higher than the previous day. The implied volatity was 30.08, the open interest changed by 408 which increased total open position to 465
On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 15.75, which was 2.75 higher than the previous day. The implied volatity was 30.48, the open interest changed by -8 which decreased total open position to 57
On 28 Jan AUROPHARMA was trading at 1139.90. The strike last trading price was 13.05, which was 0.6 higher than the previous day. The implied volatity was 29.6, the open interest changed by 17 which increased total open position to 66
On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 12.75, which was -0.35 lower than the previous day. The implied volatity was 31.05, the open interest changed by 33 which increased total open position to 47
On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 13.1, which was -3.1 lower than the previous day. The implied volatity was 30.16, the open interest changed by 1 which increased total open position to 9
On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 16.2, which was 4.1 higher than the previous day. The implied volatity was 28.55, the open interest changed by 4 which increased total open position to 8
On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 12.2, which was -13.8 lower than the previous day. The implied volatity was 28.29, the open interest changed by -2 which decreased total open position to 3
On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 26, which was -49.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 26, which was -49.6 lower than the previous day. The implied volatity was 30, the open interest changed by 1 which increased total open position to 3
On 16 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 75.6, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan AUROPHARMA was trading at 1180.10. The strike last trading price was 75.6, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Jan AUROPHARMA was trading at 1167.70. The strike last trading price was 75.6, which was 9.15 higher than the previous day. The implied volatity was -, 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 75.6, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 75.6, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 75.6, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 75.6, which was 9.15 higher than the previous day. The implied volatity was 33.62, the open interest changed by 1 which increased total open position to 3
On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 66.45, which was 15.6 higher than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 1
On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 50.85, which was 0.95 higher than the previous day. The implied volatity was 27.44, 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 49.9, 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 49.9, which was 0 lower than the previous day. The implied volatity was 0.51, 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 49.9, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24FEB2026 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.18
Theta: -0.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1158.80 | 63.1 | 11.45 | 34.96 | 67 | -1 | 188 |
| 19 Feb | 1171.40 | 53.95 | -7.45 | 43.02 | 338 | 13 | 191 |
| 18 Feb | 1159.60 | 57.6 | 11.2 | 41.25 | 175 | -23 | 177 |
| 17 Feb | 1186.70 | 50.3 | 4.5 | 42.67 | 543 | -19 | 201 |
| 16 Feb | 1184.60 | 44.7 | -30.7 | 36.78 | 80 | -9 | 221 |
| 13 Feb | 1145.60 | 72.1 | 4.65 | 42.18 | 36 | -10 | 228 |
| 12 Feb | 1157.90 | 63.75 | -7.45 | 28.07 | 76 | -46 | 239 |
| 11 Feb | 1146.60 | 71.2 | -32.15 | 17.5 | 75 | -15 | 286 |
| 10 Feb | 1124.10 | 95 | 48.15 | 43.7 | 943 | 138 | 303 |
| 9 Feb | 1203.70 | 46.75 | -5.65 | 41.95 | 136 | 66 | 161 |
| 6 Feb | 1191.00 | 52.25 | -3.5 | 39.44 | 39 | 14 | 94 |
| 5 Feb | 1181.60 | 56.65 | 14.2 | 32.42 | 21 | -3 | 79 |
| 4 Feb | 1212.70 | 42.4 | 8.9 | 37.16 | 346 | -16 | 81 |
| 3 Feb | 1226.10 | 35 | -30.25 | 33.81 | 413 | 41 | 98 |
| 2 Feb | 1171.00 | 65.25 | 10.85 | 39.18 | 11 | -5 | 57 |
| 1 Feb | 1172.10 | 54.4 | 5.7 | 19.6 | 6 | 1 | 62 |
| 30 Jan | 1207.70 | 51.95 | -47.4 | 35.99 | 342 | 43 | 60 |
| 29 Jan | 1150.60 | 99.35 | 7.35 | - | 0 | 0 | 0 |
| 28 Jan | 1139.90 | 99.35 | 7.35 | - | 0 | 0 | 17 |
| 27 Jan | 1129.70 | 99.35 | 7.35 | 40.1 | 2 | 0 | 15 |
| 23 Jan | 1132.50 | 92 | 4 | 28.21 | 3 | 1 | 13 |
| 22 Jan | 1145.30 | 88 | -9 | 35.28 | 9 | 6 | 11 |
| 21 Jan | 1121.70 | 97 | 27.25 | 32.48 | 2 | 0 | 3 |
| 20 Jan | 1141.70 | 69.75 | 14.75 | - | 0 | 0 | 3 |
| 19 Jan | 1167.60 | 69.75 | 14.75 | - | 0 | 0 | 3 |
| 16 Jan | 1172.70 | 69.75 | 14.75 | - | 0 | 0 | 3 |
| 14 Jan | 1180.10 | 69.75 | 14.75 | - | 0 | 0 | 3 |
| 13 Jan | 1167.70 | 69.75 | 14.75 | - | 0 | 0 | 0 |
| 12 Jan | 1172.90 | 69.75 | 14.75 | 30.64 | 1 | 0 | 2 |
| 9 Jan | 1198.70 | 55 | 8 | 28.51 | 3 | 0 | 1 |
| 8 Jan | 1206.10 | 47 | -25.3 | - | 0 | 0 | 1 |
| 7 Jan | 1235.40 | 47 | -25.3 | - | 0 | 0 | 1 |
| 6 Jan | 1231.30 | 47 | -25.3 | - | 0 | 0 | 1 |
| 5 Jan | 1207.40 | 47 | -25.3 | 26.62 | 3 | 0 | 0 |
| 2 Jan | 1215.40 | 72.3 | 0 | 0.85 | 0 | 0 | 0 |
| 1 Jan | 1193.00 | 72.3 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 1183.00 | 72.3 | - | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1220 expiring on 24FEB2026
Delta for 1220 PE is -0.92
Historical price for 1220 PE is as follows
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 63.1, which was 11.45 higher than the previous day. The implied volatity was 34.96, the open interest changed by -1 which decreased total open position to 188
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 53.95, which was -7.45 lower than the previous day. The implied volatity was 43.02, the open interest changed by 13 which increased total open position to 191
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 57.6, which was 11.2 higher than the previous day. The implied volatity was 41.25, the open interest changed by -23 which decreased total open position to 177
On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 50.3, which was 4.5 higher than the previous day. The implied volatity was 42.67, the open interest changed by -19 which decreased total open position to 201
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 44.7, which was -30.7 lower than the previous day. The implied volatity was 36.78, the open interest changed by -9 which decreased total open position to 221
On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 72.1, which was 4.65 higher than the previous day. The implied volatity was 42.18, the open interest changed by -10 which decreased total open position to 228
On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 63.75, which was -7.45 lower than the previous day. The implied volatity was 28.07, the open interest changed by -46 which decreased total open position to 239
On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 71.2, which was -32.15 lower than the previous day. The implied volatity was 17.5, the open interest changed by -15 which decreased total open position to 286
On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 95, which was 48.15 higher than the previous day. The implied volatity was 43.7, the open interest changed by 138 which increased total open position to 303
On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 46.75, which was -5.65 lower than the previous day. The implied volatity was 41.95, the open interest changed by 66 which increased total open position to 161
On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 52.25, which was -3.5 lower than the previous day. The implied volatity was 39.44, the open interest changed by 14 which increased total open position to 94
On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 56.65, which was 14.2 higher than the previous day. The implied volatity was 32.42, the open interest changed by -3 which decreased total open position to 79
On 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 42.4, which was 8.9 higher than the previous day. The implied volatity was 37.16, the open interest changed by -16 which decreased total open position to 81
On 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 35, which was -30.25 lower than the previous day. The implied volatity was 33.81, the open interest changed by 41 which increased total open position to 98
On 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 65.25, which was 10.85 higher than the previous day. The implied volatity was 39.18, the open interest changed by -5 which decreased total open position to 57
On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 54.4, which was 5.7 higher than the previous day. The implied volatity was 19.6, the open interest changed by 1 which increased total open position to 62
On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 51.95, which was -47.4 lower than the previous day. The implied volatity was 35.99, the open interest changed by 43 which increased total open position to 60
On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 99.35, which was 7.35 higher 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 99.35, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 27 Jan AUROPHARMA was trading at 1129.70. The strike last trading price was 99.35, which was 7.35 higher than the previous day. The implied volatity was 40.1, the open interest changed by 0 which decreased total open position to 15
On 23 Jan AUROPHARMA was trading at 1132.50. The strike last trading price was 92, which was 4 higher than the previous day. The implied volatity was 28.21, the open interest changed by 1 which increased total open position to 13
On 22 Jan AUROPHARMA was trading at 1145.30. The strike last trading price was 88, which was -9 lower than the previous day. The implied volatity was 35.28, the open interest changed by 6 which increased total open position to 11
On 21 Jan AUROPHARMA was trading at 1121.70. The strike last trading price was 97, which was 27.25 higher than the previous day. The implied volatity was 32.48, the open interest changed by 0 which decreased total open position to 3
On 20 Jan AUROPHARMA was trading at 1141.70. The strike last trading price was 69.75, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jan AUROPHARMA was trading at 1167.60. The strike last trading price was 69.75, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Jan AUROPHARMA was trading at 1172.70. The strike last trading price was 69.75, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 Jan AUROPHARMA was trading at 1180.10. The strike last trading price was 69.75, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Jan AUROPHARMA was trading at 1167.70. The strike last trading price was 69.75, which was 14.75 higher than the previous day. The implied volatity was -, 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 69.75, which was 14.75 higher than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 2
On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 55, which was 8 higher than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 1
On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 47, which was -25.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 47, which was -25.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 47, which was -25.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 47, which was -25.3 lower than the previous day. The implied volatity was 26.62, 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 72.3, which was 0 lower than the previous day. The implied volatity was 0.85, 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 72.3, 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 72.3, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
