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 1220 CE
Delta: 0.40 Vega: 1.03 Theta: -0.88 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1198.70	19.55 ₹ 10,752.5	-7.15 -3932.50	26.27	913 5,02,150	-93 -51,150	756 4,15,800
8 Jan	1206.10	27.7 ₹ 15,235	-15.9 -8745.00	27.72	929 5,10,950	190 1,04,500	850 4,67,500
7 Jan	1235.40	42.75 ₹ 23,512.5	2.55 1402.50	27.26	563 3,09,650	-104 -57,200	680 3,74,000
6 Jan	1231.30	40.95 ₹ 22,522.5	14.7 8085.00	25.55	2,498 13,73,900	133 73,150	878 4,82,900
5 Jan	1207.40	26 ₹ 14,300	-5.85 -3217.50	24.10	749 4,11,950	72 39,600	771 4,24,050
2 Jan	1215.40	32.4 ₹ 17,820	10.8 5940.00	24.24	966 5,31,300	28 15,400	695 3,82,250
1 Jan	1193.00	23.05 ₹ 12,677.5	4.1 2255.00	23.49	865 4,75,750	254 1,39,700	662 3,64,100
31 Dec	1183.00	18.8 ₹ 10,340	-3.7 -2035.00	22.36	701 3,85,550	153 84,150	408 2,24,400
30 Dec	1186.30	23.7 ₹ 13,035	-5.2 -2860.00	24.77	587 3,22,850	128 70,400	257 1,41,350
29 Dec	1200.10	27.35 ₹ 15,042.5	-5.65 -3107.50	24.01	214 1,17,700	46 25,300	128 70,400
26 Dec	1206.20	33.2 ₹ 18,260	-2.65 -1457.50	23.62	104 57,200	19 10,450	83 45,650
24 Dec	1211.40	35.5 ₹ 19,525	-3.3 -1815.00	22.59	93 51,150	25 13,750	62 34,100
23 Dec	1218.00	38.55 ₹ 21,202.5	-8.65 -4757.50	22.88	62 34,100	33 18,150	38 20,900
22 Dec	1224.50	47.2 ₹ 25,960	4 2200.00	25.63	5 2,750	0 0	3 1,650
19 Dec	1225.10	43.2 ₹ 23,760	17.45 9597.50	21.10	3 1,650	1 550	4 2,200
18 Dec	1209.30	25.75 ₹ 14,162.5	-11.25 -6187.50	-	0 0	0 0	3 1,650
17 Dec	1193.00	25.75 ₹ 14,162.5	-11.25 -6187.50	20.65	1 550	0 0	2 1,100
16 Dec	1178.10	37 ₹ 20,350	4.7 2585.00	-	0 0	0 0	2 1,100
15 Dec	1186.30	37 ₹ 20,350	4.7 2585.00	-	0 0	0 0	0 0

12 Dec	1195.10	37 ₹ 20,350	4.7 2585.00	25.66	1 550	0 0	1 550
11 Dec	1172.20	32.3 ₹ 17,765	-16.55 -9102.50	26.82	1 550	0 0	1 550
10 Dec	1172.60	48.85 ₹ 26,867.5	-18.35 -10092.50	-	0 0	0 0	1 550
9 Dec	1163.60	48.85 ₹ 26,867.5	-18.35 -10092.50	-	0 0	0 0	0 0
8 Dec	1177.40	48.85 ₹ 26,867.5	-18.35 -10092.50	-	0 0	0 0	1 550
5 Dec	1217.60	48.85 ₹ 26,867.5	-18.35 -10092.50	-	0 0	0 0	0 0
4 Dec	1223.10	48.85 ₹ 26,867.5	-18.35 -10092.50	-	0 0	0 0	0 0
3 Dec	1208.90	48.85 ₹ 26,867.5	-18.35 -10092.50	-	0 0	0 0	0 0
2 Dec	1215.20	48.85 ₹ 26,867.5	-18.35 -10092.50	-	0 0	1 550	0 0
1 Dec	1216.20	48.85 ₹ 26,867.5	-18.35 -10092.50	22.35	1 550	0 0	0 0
28 Nov	1226.70	67.2 ₹ 36,960	0 0.00	-	0 0	0 0	0 0
27 Nov	1235.80	67.2 ₹ 36,960	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1220 expiring on 27JAN2026

Delta for 1220 CE is 0.40

Historical price for 1220 CE is as follows

On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 19.55, which was -7.15 lower than the previous day. The implied volatity was 26.27, the open interest changed by -93 which decreased total open position to 756

On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 27.7, which was -15.9 lower than the previous day. The implied volatity was 27.72, the open interest changed by 190 which increased total open position to 850

On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 42.75, which was 2.55 higher than the previous day. The implied volatity was 27.26, the open interest changed by -104 which decreased total open position to 680

On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 40.95, which was 14.7 higher than the previous day. The implied volatity was 25.55, the open interest changed by 133 which increased total open position to 878

On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 26, which was -5.85 lower than the previous day. The implied volatity was 24.10, the open interest changed by 72 which increased total open position to 771

On 2 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 32.4, which was 10.8 higher than the previous day. The implied volatity was 24.24, the open interest changed by 28 which increased total open position to 695

On 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 23.05, which was 4.1 higher than the previous day. The implied volatity was 23.49, the open interest changed by 254 which increased total open position to 662

On 31 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 18.8, which was -3.7 lower than the previous day. The implied volatity was 22.36, the open interest changed by 153 which increased total open position to 408

On 30 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 23.7, which was -5.2 lower than the previous day. The implied volatity was 24.77, the open interest changed by 128 which increased total open position to 257

On 29 Dec AUROPHARMA was trading at 1200.10. The strike last trading price was 27.35, which was -5.65 lower than the previous day. The implied volatity was 24.01, the open interest changed by 46 which increased total open position to 128

On 26 Dec AUROPHARMA was trading at 1206.20. The strike last trading price was 33.2, which was -2.65 lower than the previous day. The implied volatity was 23.62, the open interest changed by 19 which increased total open position to 83

On 24 Dec AUROPHARMA was trading at 1211.40. The strike last trading price was 35.5, which was -3.3 lower than the previous day. The implied volatity was 22.59, the open interest changed by 25 which increased total open position to 62

On 23 Dec AUROPHARMA was trading at 1218.00. The strike last trading price was 38.55, which was -8.65 lower than the previous day. The implied volatity was 22.88, the open interest changed by 33 which increased total open position to 38

On 22 Dec AUROPHARMA was trading at 1224.50. The strike last trading price was 47.2, which was 4 higher than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 3

On 19 Dec AUROPHARMA was trading at 1225.10. The strike last trading price was 43.2, which was 17.45 higher than the previous day. The implied volatity was 21.10, the open interest changed by 1 which increased total open position to 4

On 18 Dec AUROPHARMA was trading at 1209.30. The strike last trading price was 25.75, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 17 Dec AUROPHARMA was trading at 1193.00. The strike last trading price was 25.75, which was -11.25 lower than the previous day. The implied volatity was 20.65, the open interest changed by 0 which decreased total open position to 2

On 16 Dec AUROPHARMA was trading at 1178.10. The strike last trading price was 37, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 15 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 37, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec AUROPHARMA was trading at 1195.10. The strike last trading price was 37, which was 4.7 higher than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 1

On 11 Dec AUROPHARMA was trading at 1172.20. The strike last trading price was 32.3, which was -16.55 lower than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 1

On 10 Dec AUROPHARMA was trading at 1172.60. The strike last trading price was 48.85, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 48.85, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 48.85, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 48.85, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 48.85, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 48.85, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 48.85, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 48.85, which was -18.35 lower than the previous day. The implied volatity was 22.35, the open interest changed by 0 which decreased total open position to 0

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 67.2, 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 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 67.2, 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 1220 PE
Delta: -0.59 Vega: 1.03 Theta: -0.61 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1198.70	40.6 ₹ 22,330	7.05 3877.50	28.26	371 2,04,050	-77 -42,350	455 2,50,250
8 Jan	1206.10	32.5 ₹ 17,875	11.8 6490.00	27.78	991 5,45,050	127 69,850	556 3,05,800
7 Jan	1235.40	21.2 ₹ 11,660	-0.75 -412.50	26.73	758 4,16,900	61 33,550	430 2,36,500
6 Jan	1231.30	21.3 ₹ 11,715	-11.85 -6517.50	25.86	863 4,74,650	191 1,05,050	369 2,02,950
5 Jan	1207.40	34.45 ₹ 18,947.5	4.65 2557.50	26.79	236 1,29,800	-10 -5,500	179 98,450
2 Jan	1215.40	29.95 ₹ 16,472.5	-11.55 -6352.50	24.94	165 90,750	23 12,650	189 1,03,950
1 Jan	1193.00	40 ₹ 22,000	-9.05 -4977.50	24.77	88 48,400	27 14,850	165 90,750
31 Dec	1183.00	49.3 ₹ 27,115	2.75 1512.50	27.89	134 73,700	32 17,600	137 75,350
30 Dec	1186.30	44.9 ₹ 24,695	5.55 3052.50	25.48	22 12,100	6 3,300	106 58,300
29 Dec	1200.10	42.55 ₹ 23,402.5	6 3300.00	27.18	112 61,600	16 8,800	99 54,450
26 Dec	1206.20	37.4 ₹ 20,570	2.25 1237.50	25.83	66 36,300	30 16,500	82 45,100
24 Dec	1211.40	35.1 ₹ 19,305	3.85 2117.50	25.25	52 28,600	25 13,750	51 28,050
23 Dec	1218.00	31.25 ₹ 17,187.5	-35.15 -19332.50	23.52	40 22,000	26 14,300	26 14,300
22 Dec	1224.50	66.4 ₹ 36,520	0 0.00	1.21	0 0	0 0	0 0
19 Dec	1225.10	66.4 ₹ 36,520	0 0.00	1.40	0 0	0 0	0 0
18 Dec	1209.30	66.4 ₹ 36,520	0 0.00	0.28	0 0	0 0	0 0
17 Dec	1193.00	66.4 ₹ 36,520	0 0.00	-	0 0	0 0	0 0
16 Dec	1178.10	66.4 ₹ 36,520	0 0.00	-	0 0	0 0	0 0
15 Dec	1186.30	66.4 ₹ 36,520	0 0.00	-	0 0	0 0	0 0
12 Dec	1195.10	66.4 ₹ 36,520	0 0.00	-	0 0	0 0	0 0
11 Dec	1172.20	66.4 ₹ 36,520	0 0.00	-	0 0	0 0	0 0
10 Dec	1172.60	66.4 ₹ 36,520	0 0.00	-	0 0	0 0	0 0
9 Dec	1163.60	66.4 ₹ 36,520	0 0.00	-	0 0	0 0	0 0
8 Dec	1177.40	66.4 ₹ 36,520	0 0.00	-	0 0	0 0	0 0
5 Dec	1217.60	66.4 ₹ 36,520	0 0.00	1.05	0 0	0 0	0 0
4 Dec	1223.10	66.4 ₹ 36,520	0 0.00	1.20	0 0	0 0	0 0
3 Dec	1208.90	66.4 ₹ 36,520	0 0.00	0.42	0 0	0 0	0 0
2 Dec	1215.20	66.4 ₹ 36,520	0 0.00	0.99	0 0	0 0	0 0
1 Dec	1216.20	66.4 ₹ 36,520	0 0.00	0.79	0 0	0 0	0 0
28 Nov	1226.70	66.4 ₹ 36,520	0 0.00	1.16	0 0	0 0	0 0
27 Nov	1235.80	66.4 ₹ 36,520	0 0.00	1.95	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1220 expiring on 27JAN2026

Delta for 1220 PE is -0.59

Historical price for 1220 PE is as follows

On 9 Jan AUROPHARMA was trading at 1198.70. The strike last trading price was 40.6, which was 7.05 higher than the previous day. The implied volatity was 28.26, the open interest changed by -77 which decreased total open position to 455

On 8 Jan AUROPHARMA was trading at 1206.10. The strike last trading price was 32.5, which was 11.8 higher than the previous day. The implied volatity was 27.78, the open interest changed by 127 which increased total open position to 556

On 7 Jan AUROPHARMA was trading at 1235.40. The strike last trading price was 21.2, which was -0.75 lower than the previous day. The implied volatity was 26.73, the open interest changed by 61 which increased total open position to 430

On 6 Jan AUROPHARMA was trading at 1231.30. The strike last trading price was 21.3, which was -11.85 lower than the previous day. The implied volatity was 25.86, the open interest changed by 191 which increased total open position to 369

On 5 Jan AUROPHARMA was trading at 1207.40. The strike last trading price was 34.45, which was 4.65 higher than the previous day. The implied volatity was 26.79, the open interest changed by -10 which decreased total open position to 179

On 2 Jan AUROPHARMA was trading at 1215.40. The strike last trading price was 29.95, which was -11.55 lower than the previous day. The implied volatity was 24.94, the open interest changed by 23 which increased total open position to 189

On 1 Jan AUROPHARMA was trading at 1193.00. The strike last trading price was 40, which was -9.05 lower than the previous day. The implied volatity was 24.77, the open interest changed by 27 which increased total open position to 165

On 31 Dec AUROPHARMA was trading at 1183.00. The strike last trading price was 49.3, which was 2.75 higher than the previous day. The implied volatity was 27.89, the open interest changed by 32 which increased total open position to 137

On 30 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 44.9, which was 5.55 higher than the previous day. The implied volatity was 25.48, the open interest changed by 6 which increased total open position to 106

On 29 Dec AUROPHARMA was trading at 1200.10. The strike last trading price was 42.55, which was 6 higher than the previous day. The implied volatity was 27.18, the open interest changed by 16 which increased total open position to 99

On 26 Dec AUROPHARMA was trading at 1206.20. The strike last trading price was 37.4, which was 2.25 higher than the previous day. The implied volatity was 25.83, the open interest changed by 30 which increased total open position to 82

On 24 Dec AUROPHARMA was trading at 1211.40. The strike last trading price was 35.1, which was 3.85 higher than the previous day. The implied volatity was 25.25, the open interest changed by 25 which increased total open position to 51

On 23 Dec AUROPHARMA was trading at 1218.00. The strike last trading price was 31.25, which was -35.15 lower than the previous day. The implied volatity was 23.52, the open interest changed by 26 which increased total open position to 26

On 22 Dec AUROPHARMA was trading at 1224.50. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0

On 19 Dec AUROPHARMA was trading at 1225.10. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0

On 18 Dec AUROPHARMA was trading at 1209.30. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0

On 17 Dec AUROPHARMA was trading at 1193.00. The strike last trading price was 66.4, 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 16 Dec AUROPHARMA was trading at 1178.10. The strike last trading price was 66.4, 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 15 Dec AUROPHARMA was trading at 1186.30. The strike last trading price was 66.4, 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 Dec AUROPHARMA was trading at 1195.10. The strike last trading price was 66.4, 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 Dec AUROPHARMA was trading at 1172.20. The strike last trading price was 66.4, 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 10 Dec AUROPHARMA was trading at 1172.60. The strike last trading price was 66.4, 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 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 66.4, 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 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 66.4, 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 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0

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