AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1240 CE | ||||||||||||||||
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Delta: 1
Vega: 0
Theta: 0.14
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 177.4 | 0 | 39.85 | 0 | 0 | 29 | |||||||||
| 23 Apr | 1435.40 | 177.4 | 31.400000000000006 | 39.85 | 1 | 0 | 29 | |||||||||
| 22 Apr | 1421.20 | 146 | -2.9000000000000057 | - | 0 | 0 | 29 | |||||||||
| 21 Apr | 1391.70 | 146 | -2.9000000000000057 | - | 0 | 0 | 29 | |||||||||
| 20 Apr | 1367.80 | 146 | -2.9000000000000057 | - | 0 | 0 | 29 | |||||||||
| 17 Apr | 1386.00 | 146 | 16 | 38.47 | 2 | 0 | 31 | |||||||||
| 16 Apr | 1386.50 | 130 | -6.550000000000011 | 36.91 | 1 | 0 | 32 | |||||||||
| 15 Apr | 1373.90 | 136.55 | 25.750000000000014 | 38.36 | 2 | 0 | 31 | |||||||||
| 13 Apr | 1339.80 | 110.8 | 4.349999999999994 | - | 0 | 0 | 31 | |||||||||
| 10 Apr | 1349.40 | 110.8 | 4.349999999999994 | - | 0 | 0 | 31 | |||||||||
| 9 Apr | 1340.40 | 110.8 | 6.95 | - | 0 | 0 | 0 | |||||||||
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| 8 Apr | 1335.70 | 110.8 | 6.95 | - | 0 | 0 | 31 | |||||||||
| 7 Apr | 1330.00 | 110.8 | 6.95 | - | 0 | 0 | 31 | |||||||||
| 6 Apr | 1340.40 | 110.8 | 6.95 | - | 0 | 0 | 31 | |||||||||
| 2 Apr | 1333.70 | 110.8 | 6.95 | 29.36 | 39 | 3 | 32 | |||||||||
| 1 Apr | 1342.10 | 103.85 | -5.15 | - | 0 | 0 | 29 | |||||||||
| 30 Mar | 1304.40 | 103.85 | -5.15 | 43.64 | 22 | 8 | 21 | |||||||||
| 27 Mar | 1314.20 | 109 | 3.35 | 37.43 | 12 | -1 | 11 | |||||||||
| 25 Mar | 1307.80 | 106.1 | 36.1 | 36.4 | 5 | 4 | 12 | |||||||||
| 24 Mar | 1281.60 | 70 | -5 | 25.09 | 3 | 0 | 9 | |||||||||
| 23 Mar | 1278.70 | 75 | 15 | - | 0 | 0 | 9 | |||||||||
| 20 Mar | 1291.40 | 75 | 15 | 19.82 | 4 | 3 | 9 | |||||||||
| 19 Mar | 1247.50 | 60 | -40 | 27.81 | 1 | 0 | 6 | |||||||||
| 18 Mar | 1269.00 | 100 | 60 | - | 0 | 0 | 6 | |||||||||
| 17 Mar | 1286.00 | 100 | 60 | - | 0 | 0 | 6 | |||||||||
| 16 Mar | 1279.60 | 100 | 60 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1296.50 | 100 | 60 | 30.59 | 1 | 0 | 0 | |||||||||
| 12 Mar | 1311.90 | 40 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1304.80 | 40 | 0 | - | 0 | 0 | 6 | |||||||||
| 10 Mar | 1285.90 | 40 | 0 | - | 0 | 0 | 6 | |||||||||
| 9 Mar | 1247.30 | 40 | 0 | - | 0 | 0 | 6 | |||||||||
| 6 Mar | 1231.90 | 40 | 0 | - | 0 | 0 | 6 | |||||||||
| 5 Mar | 1225.50 | 40 | 0 | 21.15 | 4 | 2 | 4 | |||||||||
| 4 Mar | 1195.40 | 40 | 2.4 | - | 0 | 0 | 2 | |||||||||
| 2 Mar | 1210.40 | 40 | 2.4 | 23.09 | 2 | 0 | 0 | |||||||||
| 27 Feb | 1220.40 | 37.6 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 26 Feb | 1220.70 | 37.6 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
| 25 Feb | 1211.50 | 37.6 | 0 | 1.59 | 0 | 0 | 0 | |||||||||
| 24 Feb | 1164.40 | 0 | 0 | 3.16 | 0 | 0 | 0 | |||||||||
| 23 Feb | 1150.60 | 0 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
| 20 Feb | 1158.80 | 0 | 0 | 3.39 | 0 | 0 | 0 | |||||||||
| 19 Feb | 1171.40 | 0 | 0 | 1.28 | 0 | 0 | 0 | |||||||||
| 18 Feb | 1159.60 | 0 | 0 | 3.29 | 0 | 0 | 0 | |||||||||
| 17 Feb | 1186.70 | 0 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
| 16 Feb | 1184.60 | 0 | 0 | 1.79 | 0 | 0 | 0 | |||||||||
| 13 Feb | 1145.60 | 0 | 0 | 3.72 | 0 | 0 | 0 | |||||||||
| 12 Feb | 1157.90 | 0 | 0 | 3.44 | 0 | 0 | 0 | |||||||||
| 11 Feb | 1146.60 | 0 | 0 | 3.46 | 0 | 0 | 0 | |||||||||
| 10 Feb | 1124.10 | 0 | 0 | 3.18 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1203.70 | 0 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1191.00 | 0 | 0 | 1.36 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1181.60 | 0 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1212.70 | 0 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1226.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1171.00 | 0 | 0 | 2.13 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1172.10 | 0 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1207.70 | 0 | 0 | 0.42 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1150.60 | 0 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1240 expiring on 28APR2026
Delta for 1240 CE is 1
Historical price for 1240 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 177.4, which was 0 lower than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 29
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 177.4, which was 31.400000000000006 higher than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 29
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 146, which was -2.9000000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 146, which was -2.9000000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 146, which was -2.9000000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 146, which was 16 higher than the previous day. The implied volatity was 38.47, the open interest changed by 0 which decreased total open position to 31
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 130, which was -6.550000000000011 lower than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 32
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 136.55, which was 25.750000000000014 higher than the previous day. The implied volatity was 38.36, the open interest changed by 0 which decreased total open position to 31
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 110.8, which was 4.349999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 110.8, which was 4.349999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 110.8, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 110.8, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 110.8, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 110.8, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 110.8, which was 6.95 higher than the previous day. The implied volatity was 29.36, the open interest changed by 3 which increased total open position to 32
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 103.85, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 103.85, which was -5.15 lower than the previous day. The implied volatity was 43.64, the open interest changed by 8 which increased total open position to 21
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 109, which was 3.35 higher than the previous day. The implied volatity was 37.43, the open interest changed by -1 which decreased total open position to 11
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 106.1, which was 36.1 higher than the previous day. The implied volatity was 36.4, the open interest changed by 4 which increased total open position to 12
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 70, which was -5 lower than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 9
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 75, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 75, which was 15 higher than the previous day. The implied volatity was 19.82, the open interest changed by 3 which increased total open position to 9
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 60, which was -40 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 6
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 100, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 100, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 100, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 100, which was 60 higher than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 40, 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 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 21.15, the open interest changed by 2 which increased total open position to 4
On 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 40, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 40, which was 2.4 higher than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 0
On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 37.6, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 37.6, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 37.6, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 3 Feb AUROPHARMA was trading at 1226.10. 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 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 0, 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 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Apr-2026 (4d) 1240 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.07
Gamma: 0.00031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 0.35 | 0.35 | 53.44 | 0 | 0 | 42 |
| 23 Apr | 1435.40 | 0.35 | -0.35 | 53.44 | 40 | -28 | 43 |
| 22 Apr | 1421.20 | 0.7 | -0.6000000000000001 | 50.56 | 248 | -167 | 69 |
| 21 Apr | 1391.70 | 1.3 | -0.9000000000000001 | 46.01 | 7 | -3 | 236 |
| 20 Apr | 1367.80 | 2.15 | 0.5 | 41.86 | 17 | 3 | 239 |
| 17 Apr | 1386.00 | 1.65 | -0.8000000000000003 | 37.76 | 58 | 7 | 236 |
| 16 Apr | 1386.50 | 2.45 | -0.7999999999999998 | 37.91 | 6 | 0 | 229 |
| 15 Apr | 1373.90 | 3.2 | -3.6499999999999995 | 37.98 | 50 | -1 | 228 |
| 13 Apr | 1339.80 | 6.15 | 0.8000000000000007 | 34.95 | 44 | 11 | 232 |
| 10 Apr | 1349.40 | 5.2 | -2.05 | 32.45 | 189 | -4 | 221 |
| 9 Apr | 1340.40 | 7.4 | -0.75 | 33.95 | 89 | 9 | 224 |
| 8 Apr | 1335.70 | 8.2 | -3.1 | 33.54 | 108 | 10 | 215 |
| 7 Apr | 1330.00 | 11.3 | -0.75 | 35.7 | 99 | 20 | 202 |
| 6 Apr | 1340.40 | 11.85 | -5.2 | 37.72 | 133 | 40 | 180 |
| 2 Apr | 1333.70 | 17.05 | 1.6 | 39.58 | 411 | -26 | 141 |
| 1 Apr | 1342.10 | 15.5 | -12.05 | 38.36 | 221 | 46 | 167 |
| 30 Mar | 1304.40 | 28.3 | -0.55 | 39.98 | 180 | 7 | 120 |
| 27 Mar | 1314.20 | 29.1 | -0.15 | 41.85 | 94 | 31 | 109 |
| 25 Mar | 1307.80 | 28.8 | -14.85 | 39.57 | 111 | 63 | 76 |
| 24 Mar | 1281.60 | 43.65 | 6.55 | 43.57 | 2 | 1 | 12 |
| 23 Mar | 1278.70 | 37.1 | 9.75 | 38.88 | 10 | -1 | 10 |
| 20 Mar | 1291.40 | 27 | -101.9 | 32.52 | 21 | 10 | 10 |
| 19 Mar | 1247.50 | 128.9 | 0 | 1.84 | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 128.9 | 0 | 2.83 | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 128.9 | 0 | 3.92 | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 128.9 | 0 | 3.21 | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 128.9 | 0 | 4.4 | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 128.9 | 0 | 5.2 | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 128.9 | 0 | 4.78 | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 128.9 | 0 | 3.78 | 0 | 0 | 0 |
| 9 Mar | 1247.30 | 128.9 | 0 | 1.51 | 0 | 0 | 0 |
| 6 Mar | 1231.90 | 128.9 | 0 | 0.66 | 0 | 0 | 0 |
| 5 Mar | 1225.50 | 128.9 | 0 | 0.51 | 0 | 0 | 0 |
| 4 Mar | 1195.40 | 128.9 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1210.40 | 128.9 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1220.40 | 128.9 | 0 | 0.02 | 0 | 0 | 0 |
| 26 Feb | 1220.70 | 128.9 | 0 | 0.2 | 0 | 0 | 0 |
| 25 Feb | 1211.50 | 128.9 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1164.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 1150.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1158.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1171.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1159.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1186.70 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 1184.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1145.60 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1157.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1146.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1124.10 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1203.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1191.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1181.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1212.70 | 0 | 0 | 0.04 | 0 | 0 | 0 |
| 3 Feb | 1226.10 | 0 | 0 | 0.84 | 0 | 0 | 0 |
| 2 Feb | 1171.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1172.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1207.70 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1150.60 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1240 expiring on 28APR2026
Delta for 1240 PE is -0.01
Historical price for 1240 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 0.35, which was 0.35 higher than the previous day. The implied volatity was 53.44, the open interest changed by 0 which decreased total open position to 42
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 53.44, the open interest changed by -28 which decreased total open position to 43
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 0.7, which was -0.6000000000000001 lower than the previous day. The implied volatity was 50.56, the open interest changed by -167 which decreased total open position to 69
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 1.3, which was -0.9000000000000001 lower than the previous day. The implied volatity was 46.01, the open interest changed by -3 which decreased total open position to 236
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 2.15, which was 0.5 higher than the previous day. The implied volatity was 41.86, the open interest changed by 3 which increased total open position to 239
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 1.65, which was -0.8000000000000003 lower than the previous day. The implied volatity was 37.76, the open interest changed by 7 which increased total open position to 236
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 2.45, which was -0.7999999999999998 lower than the previous day. The implied volatity was 37.91, the open interest changed by 0 which decreased total open position to 229
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 3.2, which was -3.6499999999999995 lower than the previous day. The implied volatity was 37.98, the open interest changed by -1 which decreased total open position to 228
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 6.15, which was 0.8000000000000007 higher than the previous day. The implied volatity was 34.95, the open interest changed by 11 which increased total open position to 232
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 5.2, which was -2.05 lower than the previous day. The implied volatity was 32.45, the open interest changed by -4 which decreased total open position to 221
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 7.4, which was -0.75 lower than the previous day. The implied volatity was 33.95, the open interest changed by 9 which increased total open position to 224
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 8.2, which was -3.1 lower than the previous day. The implied volatity was 33.54, the open interest changed by 10 which increased total open position to 215
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 11.3, which was -0.75 lower than the previous day. The implied volatity was 35.7, the open interest changed by 20 which increased total open position to 202
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 11.85, which was -5.2 lower than the previous day. The implied volatity was 37.72, the open interest changed by 40 which increased total open position to 180
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 17.05, which was 1.6 higher than the previous day. The implied volatity was 39.58, the open interest changed by -26 which decreased total open position to 141
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 15.5, which was -12.05 lower than the previous day. The implied volatity was 38.36, the open interest changed by 46 which increased total open position to 167
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 28.3, which was -0.55 lower than the previous day. The implied volatity was 39.98, the open interest changed by 7 which increased total open position to 120
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 29.1, which was -0.15 lower than the previous day. The implied volatity was 41.85, the open interest changed by 31 which increased total open position to 109
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 28.8, which was -14.85 lower than the previous day. The implied volatity was 39.57, the open interest changed by 63 which increased total open position to 76
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 43.65, which was 6.55 higher than the previous day. The implied volatity was 43.57, the open interest changed by 1 which increased total open position to 12
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 37.1, which was 9.75 higher than the previous day. The implied volatity was 38.88, the open interest changed by -1 which decreased total open position to 10
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 27, which was -101.9 lower than the previous day. The implied volatity was 32.52, the open interest changed by 10 which increased total open position to 10
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 4.4, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 5.2, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 128.9, 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 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 128.9, 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 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 128.9, 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 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 128.9, 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 24 Feb AUROPHARMA was trading at 1164.40. 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 23 Feb AUROPHARMA was trading at 1150.60. 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 Feb AUROPHARMA was trading at 1158.80. 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 19 Feb AUROPHARMA was trading at 1171.40. 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 18 Feb AUROPHARMA was trading at 1159.60. 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 17 Feb AUROPHARMA was trading at 1186.70. 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 16 Feb AUROPHARMA was trading at 1184.60. 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 Feb AUROPHARMA was trading at 1145.60. 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 12 Feb AUROPHARMA was trading at 1157.90. 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 11 Feb AUROPHARMA was trading at 1146.60. 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 Feb AUROPHARMA was trading at 1124.10. 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 9 Feb AUROPHARMA was trading at 1203.70. 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 6 Feb AUROPHARMA was trading at 1191.00. 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 5 Feb AUROPHARMA was trading at 1181.60. 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 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 2 Feb AUROPHARMA was trading at 1171.00. 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 1 Feb AUROPHARMA was trading at 1172.10. 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 30 Jan AUROPHARMA was trading at 1207.70. 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 29 Jan AUROPHARMA was trading at 1150.60. 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
