AUROPHARMA

Aurobindo Pharma Ltd

1213.8 -9.30 (-0.76%)

L: 1209 H: 1226.4

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Historical option data for AUROPHARMA
05 Dec 2025 02:50 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 30-DEC-2025 1220 CE
Delta: 0.52 Vega: 1.27 Theta: -0.74 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	1213.20	29.5 ₹ 16,225	-8.05 -4427.50	22.68	836 4,59,800	106 58,300	865 4,75,750
4 Dec	1223.10	36.8 ₹ 20,240	6.7 3685.00	24.95	1,863 10,24,650	48 26,400	755 4,15,250
3 Dec	1208.90	30.4 ₹ 16,720	-3.45 -1897.50	23.88	1,150 6,32,500	64 35,200	706 3,88,300
2 Dec	1215.20	34.8 ₹ 19,140	-1.1 -605.00	24.72	634 3,48,700	56 30,800	642 3,53,100
1 Dec	1216.20	36.9 ₹ 20,295	-6.95 -3822.50	26.02	867 4,76,850	74 40,700	585 3,21,750
28 Nov	1226.70	40 ₹ 22,000	-8.15 -4482.50	24.34	869 4,77,950	-170 -93,500	509 2,79,950

27 Nov	1235.80	47.55 ₹ 26,152.5	2.25 1237.50	23.02	689 3,78,950	-38 -20,900	680 3,74,000
26 Nov	1227.40	48.35 ₹ 26,592.5	11.2 6160.00	22.34	1,981 10,89,550	264 1,45,200	720 3,96,000
25 Nov	1208.00	36.1 ₹ 19,855	7.3 4015.00	25.33	1,264 6,95,200	202 1,11,100	449 2,46,950
24 Nov	1194.00	28.8 ₹ 15,840	-7.45 -4097.50	23.15	392 2,15,600	63 34,650	211 1,16,050
21 Nov	1205.90	36.45 ₹ 20,047.5	-1.65 -907.50	24.34	443 2,43,650	53 29,150	150 82,500
20 Nov	1207.70	38 ₹ 20,900	-14.45 -7947.50	22.77	174 95,700	57 31,350	95 52,250
19 Nov	1235.80	53.25 ₹ 29,287.5	-5.45 -2997.50	23.72	27 14,850	7 3,850	37 20,350
18 Nov	1239.30	58.7 ₹ 32,285	0.25 137.50	25.09	21 11,550	-3 -1,650	29 15,950
17 Nov	1236.90	58.15 ₹ 31,982.5	4.4 2420.00	23.06	100 55,000	26 14,300	34 18,700
14 Nov	1222.50	54.7 ₹ 30,085	8.7 4785.00	24.05	10 5,500	3 1,650	7 3,850
13 Nov	1210.20	46 ₹ 25,300	21.5 11825.00	25.25	7 3,850	4 2,200	4 2,200
12 Nov	1183.60	24.5 ₹ 13,475	0 0.00	0.99	0 0	0 0	0 0
11 Nov	1168.20	24.5 ₹ 13,475	0 0.00	2.53	0 0	0 0	0 0
10 Nov	1154.80	24.5 ₹ 13,475	0 0.00	3.22	0 0	0 0	0 0
7 Nov	1123.80	24.5 ₹ 13,475	0 0.00	4.97	0 0	0 0	0 0
6 Nov	1140.60	24.5 ₹ 13,475	0 0.00	4.16	0 0	0 0	0 0
4 Nov	1149.10	24.5 ₹ 13,475	0 0.00	3.02	0 0	0 0	0 0
3 Nov	1158.60	24.5 ₹ 13,475	0 0.00	2.75	0 0	0 0	0 0
31 Oct	1138.90	24.5 ₹ 13,475	0 0.00	-	0 0	0 0	0 0
30 Oct	1102.50	24.5 ₹ 13,475	0 0.00	5.51	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1220 expiring on 30DEC2025

Delta for 1220 CE is 0.52

Historical price for 1220 CE is as follows

On 5 Dec AUROPHARMA was trading at 1213.20. The strike last trading price was 29.5, which was -8.05 lower than the previous day. The implied volatity was 22.68, the open interest changed by 106 which increased total open position to 865

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 36.8, which was 6.7 higher than the previous day. The implied volatity was 24.95, the open interest changed by 48 which increased total open position to 755

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 30.4, which was -3.45 lower than the previous day. The implied volatity was 23.88, the open interest changed by 64 which increased total open position to 706

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 34.8, which was -1.1 lower than the previous day. The implied volatity was 24.72, the open interest changed by 56 which increased total open position to 642

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 36.9, which was -6.95 lower than the previous day. The implied volatity was 26.02, the open interest changed by 74 which increased total open position to 585

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 40, which was -8.15 lower than the previous day. The implied volatity was 24.34, the open interest changed by -170 which decreased total open position to 509

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 47.55, which was 2.25 higher than the previous day. The implied volatity was 23.02, the open interest changed by -38 which decreased total open position to 680

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 48.35, which was 11.2 higher than the previous day. The implied volatity was 22.34, the open interest changed by 264 which increased total open position to 720

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 36.1, which was 7.3 higher than the previous day. The implied volatity was 25.33, the open interest changed by 202 which increased total open position to 449

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 28.8, which was -7.45 lower than the previous day. The implied volatity was 23.15, the open interest changed by 63 which increased total open position to 211

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 36.45, which was -1.65 lower than the previous day. The implied volatity was 24.34, the open interest changed by 53 which increased total open position to 150

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 38, which was -14.45 lower than the previous day. The implied volatity was 22.77, the open interest changed by 57 which increased total open position to 95

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 53.25, which was -5.45 lower than the previous day. The implied volatity was 23.72, the open interest changed by 7 which increased total open position to 37

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 58.7, which was 0.25 higher than the previous day. The implied volatity was 25.09, the open interest changed by -3 which decreased total open position to 29

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 58.15, which was 4.4 higher than the previous day. The implied volatity was 23.06, the open interest changed by 26 which increased total open position to 34

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 54.7, which was 8.7 higher than the previous day. The implied volatity was 24.05, the open interest changed by 3 which increased total open position to 7

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 46, which was 21.5 higher than the previous day. The implied volatity was 25.25, the open interest changed by 4 which increased total open position to 4

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 24.5, 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 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 2.53, 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 24.5, which was 0 lower than the previous day. The implied volatity was 3.22, 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 24.5, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0

On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 4.16, 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 24.5, which was 0 lower than the previous day. The implied volatity was 3.02, 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 24.5, which was 0 lower than the previous day. The implied volatity was 2.75, 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 24.5, 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 24.5, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0

AUROPHARMA 30DEC2025 1220 PE
Delta: -0.48 Vega: 1.27 Theta: -0.47 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	1213.20	31.3 ₹ 17,215	3.85 2117.50	25.32	201 1,10,550	30 16,500	537 2,95,350
4 Dec	1223.10	28.35 ₹ 15,592.5	-5.4 -2970.00	25.11	273 1,50,150	78 42,900	504 2,77,200
3 Dec	1208.90	33.15 ₹ 18,232.5	0.9 495.00	24.52	204 1,12,200	27 14,850	426 2,34,300
2 Dec	1215.20	31.55 ₹ 17,352.5	-2.35 -1292.50	24.78	275 1,51,250	69 37,950	398 2,18,900
1 Dec	1216.20	33.55 ₹ 18,452.5	4.15 2282.50	25.66	539 2,96,450	52 28,600	326 1,79,300
28 Nov	1226.70	33.3 ₹ 18,315	8.35 4592.50	26.48	806 4,43,300	-222 -1,22,100	266 1,46,300
27 Nov	1235.80	25.5 ₹ 14,025	-4 -2200.00	24.96	440 2,42,000	15 8,250	488 2,68,400
26 Nov	1227.40	27.7 ₹ 15,235	-13.55 -7452.50	26.67	832 4,57,600	312 1,71,600	473 2,60,150
25 Nov	1208.00	42.95 ₹ 23,622.5	0 0.00	27.68	211 1,16,050	65 35,750	164 90,200
24 Nov	1194.00	42.25 ₹ 23,237.5	0.6 330.00	23.56	85 46,750	30 16,500	96 52,800
21 Nov	1205.90	41.85 ₹ 23,017.5	2.9 1595.00	25.46	223 1,22,650	25 13,750	66 36,300
20 Nov	1207.70	38.75 ₹ 21,312.5	9.1 5005.00	25.31	85 46,750	18 9,900	41 22,550
19 Nov	1235.80	29.8 ₹ 16,390	0.6 330.00	25.55	26 14,300	9 4,950	21 11,550
18 Nov	1239.30	29.2 ₹ 16,060	-0.9 -495.00	25.95	13 7,150	1 550	12 6,600
17 Nov	1236.90	29.75 ₹ 16,362.5	-5 -2750.00	26.78	24 13,200	5 2,750	11 6,050
14 Nov	1222.50	34.45 ₹ 18,947.5	-97.85 -53817.50	26.45	9 4,950	5 2,750	5 2,750
13 Nov	1210.20	132.3 ₹ 72,765	0 0.00	0.33	0 0	0 0	0 0
12 Nov	1183.60	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0
11 Nov	1168.20	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0
10 Nov	1154.80	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0
7 Nov	1123.80	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0
6 Nov	1140.60	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0
4 Nov	1149.10	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0
3 Nov	1158.60	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0
31 Oct	1138.90	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0
30 Oct	1102.50	132.3 ₹ 72,765	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1220 expiring on 30DEC2025

Delta for 1220 PE is -0.48

Historical price for 1220 PE is as follows

On 5 Dec AUROPHARMA was trading at 1213.20. The strike last trading price was 31.3, which was 3.85 higher than the previous day. The implied volatity was 25.32, the open interest changed by 30 which increased total open position to 537

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 28.35, which was -5.4 lower than the previous day. The implied volatity was 25.11, the open interest changed by 78 which increased total open position to 504

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 33.15, which was 0.9 higher than the previous day. The implied volatity was 24.52, the open interest changed by 27 which increased total open position to 426

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 31.55, which was -2.35 lower than the previous day. The implied volatity was 24.78, the open interest changed by 69 which increased total open position to 398

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 33.55, which was 4.15 higher than the previous day. The implied volatity was 25.66, the open interest changed by 52 which increased total open position to 326

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 33.3, which was 8.35 higher than the previous day. The implied volatity was 26.48, the open interest changed by -222 which decreased total open position to 266

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 25.5, which was -4 lower than the previous day. The implied volatity was 24.96, the open interest changed by 15 which increased total open position to 488

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 27.7, which was -13.55 lower than the previous day. The implied volatity was 26.67, the open interest changed by 312 which increased total open position to 473

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 42.95, which was 0 lower than the previous day. The implied volatity was 27.68, the open interest changed by 65 which increased total open position to 164

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 42.25, which was 0.6 higher than the previous day. The implied volatity was 23.56, the open interest changed by 30 which increased total open position to 96

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 41.85, which was 2.9 higher than the previous day. The implied volatity was 25.46, the open interest changed by 25 which increased total open position to 66

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 38.75, which was 9.1 higher than the previous day. The implied volatity was 25.31, the open interest changed by 18 which increased total open position to 41

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 29.8, which was 0.6 higher than the previous day. The implied volatity was 25.55, the open interest changed by 9 which increased total open position to 21

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 29.2, which was -0.9 lower than the previous day. The implied volatity was 25.95, the open interest changed by 1 which increased total open position to 12

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 29.75, which was -5 lower than the previous day. The implied volatity was 26.78, the open interest changed by 5 which increased total open position to 11

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 34.45, which was -97.85 lower than the previous day. The implied volatity was 26.45, the open interest changed by 5 which increased total open position to 5

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 132.3, which was 0 lower than the previous day. The implied volatity was 0.33, 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 132.3, 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 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 132.3, 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 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 132.3, 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 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 132.3, 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 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 132.3, 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 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 132.3, 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 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 132.3, 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 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 132.3, 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 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 132.3, 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

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