[--[65.84.65.76]--]

AUROPHARMA

Aurobindo Pharma Ltd
1163.6 -13.80 (-1.17%)
L: 1160.5 H: 1178.3

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Historical option data for AUROPHARMA

09 Dec 2025 04:10 PM IST
AUROPHARMA 30-DEC-2025 1240 CE
Delta: 0.18
Vega: 0.73
Theta: -0.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 7 -3 26.59 1,168 -32 2,055
8 Dec 1177.40 9.6 -13.15 25.42 1,897 121 2,088
5 Dec 1217.60 22.4 -5.6 22.45 1,707 -39 1,969
4 Dec 1223.10 27.65 5.6 25.25 2,193 829 2,009
3 Dec 1208.90 22 -3.15 23.95 866 171 1,182
2 Dec 1215.20 25.4 -1.5 24.44 403 35 1,007
1 Dec 1216.20 27.5 -4.1 25.73 1,409 150 983
28 Nov 1226.70 31.1 -6.05 24.84 1,560 375 831
27 Nov 1235.80 37 0.5 22.49 1,024 -28 456
26 Nov 1227.40 37.8 9.25 22.80 1,294 107 461
25 Nov 1208.00 27.5 6.1 25.01 773 53 360
24 Nov 1194.00 21.9 -6.05 23.64 298 -32 308
21 Nov 1205.90 29 0.25 25.01 378 79 342
20 Nov 1207.70 29.55 -11.6 23.14 216 13 262
19 Nov 1235.80 40.4 -5.25 22.53 211 -10 243
18 Nov 1239.30 45 -2.6 23.54 95 19 254
17 Nov 1236.90 48.6 5.75 24.25 290 114 236
14 Nov 1222.50 45.55 9.95 24.90 23 3 121
13 Nov 1210.20 35.55 7.85 24.49 154 89 118
12 Nov 1183.60 27.7 8.2 24.27 19 11 30
11 Nov 1168.20 19.5 -0.5 24.35 8 4 18
10 Nov 1154.80 20 4 26.69 1 0 13
7 Nov 1123.80 16 0.6 28.70 1 0 12
6 Nov 1140.60 15.4 -5.85 25.72 10 2 12
4 Nov 1149.10 21.25 -5.25 25.97 7 -2 10
3 Nov 1158.60 26.5 7.2 28.18 4 3 12
31 Oct 1138.90 19.3 7.2 - 6 1 9
30 Oct 1102.50 12.1 0 26.26 7 6 7
28 Oct 1099.40 12.1 -0.55 - 0 -1 0
27 Oct 1094.70 12.1 -0.55 27.34 1 0 2
24 Oct 1085.00 12.65 -4.4 27.48 6 -3 3
21 Oct 1100.50 17.05 -11.65 - 0 6 0
20 Oct 1099.40 17.05 -11.65 28.19 6 5 5
16 Oct 1106.30 28.7 0 5.80 0 0 0
15 Oct 1111.00 28.7 0 - 0 0 0
14 Oct 1124.80 28.7 0 - 0 0 0
13 Oct 1136.80 28.7 0 - 0 0 0
10 Oct 1130.30 28.7 0 - 0 0 0
9 Oct 1119.90 0 0 - 0 0 0
8 Oct 1070.80 0 0 - 0 0 0
7 Oct 1090.10 0 0 - 0 0 0
6 Oct 1096.50 0 0 - 0 0 0
3 Oct 1093.30 0 0 0.00 0 0 0


For Aurobindo Pharma Ltd - strike price 1240 expiring on 30DEC2025

Delta for 1240 CE is 0.18

Historical price for 1240 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 7, which was -3 lower than the previous day. The implied volatity was 26.59, the open interest changed by -32 which decreased total open position to 2055


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 9.6, which was -13.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 121 which increased total open position to 2088


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 22.4, which was -5.6 lower than the previous day. The implied volatity was 22.45, the open interest changed by -39 which decreased total open position to 1969


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 27.65, which was 5.6 higher than the previous day. The implied volatity was 25.25, the open interest changed by 829 which increased total open position to 2009


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 22, which was -3.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by 171 which increased total open position to 1182


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 25.4, which was -1.5 lower than the previous day. The implied volatity was 24.44, the open interest changed by 35 which increased total open position to 1007


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 27.5, which was -4.1 lower than the previous day. The implied volatity was 25.73, the open interest changed by 150 which increased total open position to 983


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 31.1, which was -6.05 lower than the previous day. The implied volatity was 24.84, the open interest changed by 375 which increased total open position to 831


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 37, which was 0.5 higher than the previous day. The implied volatity was 22.49, the open interest changed by -28 which decreased total open position to 456


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 37.8, which was 9.25 higher than the previous day. The implied volatity was 22.80, the open interest changed by 107 which increased total open position to 461


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 27.5, which was 6.1 higher than the previous day. The implied volatity was 25.01, the open interest changed by 53 which increased total open position to 360


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 21.9, which was -6.05 lower than the previous day. The implied volatity was 23.64, the open interest changed by -32 which decreased total open position to 308


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 29, which was 0.25 higher than the previous day. The implied volatity was 25.01, the open interest changed by 79 which increased total open position to 342


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 29.55, which was -11.6 lower than the previous day. The implied volatity was 23.14, the open interest changed by 13 which increased total open position to 262


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 40.4, which was -5.25 lower than the previous day. The implied volatity was 22.53, the open interest changed by -10 which decreased total open position to 243


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 45, which was -2.6 lower than the previous day. The implied volatity was 23.54, the open interest changed by 19 which increased total open position to 254


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 48.6, which was 5.75 higher than the previous day. The implied volatity was 24.25, the open interest changed by 114 which increased total open position to 236


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 45.55, which was 9.95 higher than the previous day. The implied volatity was 24.90, the open interest changed by 3 which increased total open position to 121


On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 35.55, which was 7.85 higher than the previous day. The implied volatity was 24.49, the open interest changed by 89 which increased total open position to 118


On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 27.7, which was 8.2 higher than the previous day. The implied volatity was 24.27, the open interest changed by 11 which increased total open position to 30


On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 19.5, which was -0.5 lower than the previous day. The implied volatity was 24.35, the open interest changed by 4 which increased total open position to 18


On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 20, which was 4 higher than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 13


On 7 Nov AUROPHARMA was trading at 1123.80. The strike last trading price was 16, which was 0.6 higher than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 12


On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 15.4, which was -5.85 lower than the previous day. The implied volatity was 25.72, the open interest changed by 2 which increased total open position to 12


On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 21.25, which was -5.25 lower than the previous day. The implied volatity was 25.97, the open interest changed by -2 which decreased total open position to 10


On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 26.5, which was 7.2 higher than the previous day. The implied volatity was 28.18, the open interest changed by 3 which increased total open position to 12


On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 19.3, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 12.1, which was 0 lower than the previous day. The implied volatity was 26.26, the open interest changed by 6 which increased total open position to 7


On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 12.1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 27 Oct AUROPHARMA was trading at 1094.70. The strike last trading price was 12.1, which was -0.55 lower than the previous day. The implied volatity was 27.34, the open interest changed by 0 which decreased total open position to 2


On 24 Oct AUROPHARMA was trading at 1085.00. The strike last trading price was 12.65, which was -4.4 lower than the previous day. The implied volatity was 27.48, the open interest changed by -3 which decreased total open position to 3


On 21 Oct AUROPHARMA was trading at 1100.50. The strike last trading price was 17.05, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 20 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 17.05, which was -11.65 lower than the previous day. The implied volatity was 28.19, the open interest changed by 5 which increased total open position to 5


On 16 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 5.80, the open interest changed by 0 which decreased total open position to 0


On 15 Oct AUROPHARMA was trading at 1111.00. The strike last trading price was 28.7, 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 14 Oct AUROPHARMA was trading at 1124.80. The strike last trading price was 28.7, 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 13 Oct AUROPHARMA was trading at 1136.80. The strike last trading price was 28.7, 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 10 Oct AUROPHARMA was trading at 1130.30. The strike last trading price was 28.7, 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 9 Oct AUROPHARMA was trading at 1119.90. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1070.80. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1090.10. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1096.50. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1093.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 30DEC2025 1240 PE
Delta: -0.83
Vega: 0.70
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 78.5 12.75 25.35 53 -37 417
8 Dec 1177.40 67.2 26 25.59 57 -10 454
5 Dec 1217.60 40.95 2.45 26.36 170 49 462
4 Dec 1223.10 39.5 -4.95 25.76 301 144 401
3 Dec 1208.90 43.9 0.4 24.06 69 1 255
2 Dec 1215.20 42.75 -2.3 25.07 100 2 255
1 Dec 1216.20 46 6.1 26.86 148 17 254
28 Nov 1226.70 42.75 9.3 25.94 553 64 228
27 Nov 1235.80 34.1 -4.2 25.45 299 73 165
26 Nov 1227.40 37.5 -15 27.28 128 13 91
25 Nov 1208.00 53 -3.1 27.22 11 3 75
24 Nov 1194.00 56.65 3.25 25.13 28 0 72
21 Nov 1205.90 52.75 3.7 25.22 59 7 72
20 Nov 1207.70 49.05 10.2 25.04 93 17 66
19 Nov 1235.80 39 -0.3 25.68 82 14 48
18 Nov 1239.30 38.8 0.55 26.49 57 16 34
17 Nov 1236.90 38.35 -13.25 26.81 29 15 18
14 Nov 1222.50 51.6 -1.4 31.00 2 1 2
13 Nov 1210.20 53 -50 25.90 1 0 0
12 Nov 1183.60 103 10.5 - 0 0 0
11 Nov 1168.20 103 10.5 - 0 0 0
10 Nov 1154.80 103 10.5 - 0 0 0
7 Nov 1123.80 103 10.5 - 0 -3 0
6 Nov 1140.60 103 10.5 26.30 3 -2 1
4 Nov 1149.10 92.5 0 27.31 1 0 2
3 Nov 1158.60 92.5 -46.85 28.91 2 1 3
31 Oct 1138.90 139.35 -26.7 - 0 2 0
30 Oct 1102.50 139.35 -26.7 35.50 2 0 0
28 Oct 1099.40 166.05 0 - 0 0 0
27 Oct 1094.70 0 0 - 0 0 0
24 Oct 1085.00 0 0 - 0 0 0
21 Oct 1100.50 0 0 - 0 0 0
20 Oct 1099.40 0 0 - 0 0 0
16 Oct 1106.30 0 0 - 0 0 0
15 Oct 1111.00 0 0 - 0 0 0
14 Oct 1124.80 0 0 - 0 0 0
13 Oct 1136.80 0 0 - 0 0 0
10 Oct 1130.30 0 0 - 0 0 0
9 Oct 1119.90 0 0 - 0 0 0
8 Oct 1070.80 0 0 - 0 0 0
7 Oct 1090.10 0 0 - 0 0 0
6 Oct 1096.50 0 0 - 0 0 0
3 Oct 1093.30 0 0 0.00 0 0 0


For Aurobindo Pharma Ltd - strike price 1240 expiring on 30DEC2025

Delta for 1240 PE is -0.83

Historical price for 1240 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 78.5, which was 12.75 higher than the previous day. The implied volatity was 25.35, the open interest changed by -37 which decreased total open position to 417


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 67.2, which was 26 higher than the previous day. The implied volatity was 25.59, the open interest changed by -10 which decreased total open position to 454


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 40.95, which was 2.45 higher than the previous day. The implied volatity was 26.36, the open interest changed by 49 which increased total open position to 462


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 39.5, which was -4.95 lower than the previous day. The implied volatity was 25.76, the open interest changed by 144 which increased total open position to 401


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 43.9, which was 0.4 higher than the previous day. The implied volatity was 24.06, the open interest changed by 1 which increased total open position to 255


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 42.75, which was -2.3 lower than the previous day. The implied volatity was 25.07, the open interest changed by 2 which increased total open position to 255


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 46, which was 6.1 higher than the previous day. The implied volatity was 26.86, the open interest changed by 17 which increased total open position to 254


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 42.75, which was 9.3 higher than the previous day. The implied volatity was 25.94, the open interest changed by 64 which increased total open position to 228


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 34.1, which was -4.2 lower than the previous day. The implied volatity was 25.45, the open interest changed by 73 which increased total open position to 165


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 37.5, which was -15 lower than the previous day. The implied volatity was 27.28, the open interest changed by 13 which increased total open position to 91


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 53, which was -3.1 lower than the previous day. The implied volatity was 27.22, the open interest changed by 3 which increased total open position to 75


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 56.65, which was 3.25 higher than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 72


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 52.75, which was 3.7 higher than the previous day. The implied volatity was 25.22, the open interest changed by 7 which increased total open position to 72


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 49.05, which was 10.2 higher than the previous day. The implied volatity was 25.04, the open interest changed by 17 which increased total open position to 66


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 39, which was -0.3 lower than the previous day. The implied volatity was 25.68, the open interest changed by 14 which increased total open position to 48


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 38.8, which was 0.55 higher than the previous day. The implied volatity was 26.49, the open interest changed by 16 which increased total open position to 34


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 38.35, which was -13.25 lower than the previous day. The implied volatity was 26.81, the open interest changed by 15 which increased total open position to 18


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 51.6, which was -1.4 lower than the previous day. The implied volatity was 31.00, the open interest changed by 1 which increased total open position to 2


On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 53, which was -50 lower than the previous day. The implied volatity was 25.90, 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 103, which was 10.5 higher 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 103, which was 10.5 higher 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 103, which was 10.5 higher 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 103, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 6 Nov AUROPHARMA was trading at 1140.60. The strike last trading price was 103, which was 10.5 higher than the previous day. The implied volatity was 26.30, the open interest changed by -2 which decreased total open position to 1


On 4 Nov AUROPHARMA was trading at 1149.10. The strike last trading price was 92.5, which was 0 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 2


On 3 Nov AUROPHARMA was trading at 1158.60. The strike last trading price was 92.5, which was -46.85 lower than the previous day. The implied volatity was 28.91, the open interest changed by 1 which increased total open position to 3


On 31 Oct AUROPHARMA was trading at 1138.90. The strike last trading price was 139.35, which was -26.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 30 Oct AUROPHARMA was trading at 1102.50. The strike last trading price was 139.35, which was -26.7 lower than the previous day. The implied volatity was 35.50, the open interest changed by 0 which decreased total open position to 0


On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 166.05, 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 Oct AUROPHARMA was trading at 1094.70. The strike last trading price was 0, 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 24 Oct AUROPHARMA was trading at 1085.00. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1100.50. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1106.30. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1111.00. The strike last trading price was 0, 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 14 Oct AUROPHARMA was trading at 1124.80. The strike last trading price was 0, 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 13 Oct AUROPHARMA was trading at 1136.80. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1130.30. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1119.90. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1070.80. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1090.10. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1096.50. The strike last trading price was 0, 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 Oct AUROPHARMA was trading at 1093.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0