AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
11 Mar 2026 04:10 PM IST
| AUROPHARMA 30-MAR-2026 1250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.91
Theta: -0.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 1304.80 | 71.5 | 10.6 | 29.2 | 221 | -16 | 519 | |||||||||
| 10 Mar | 1285.90 | 61.9 | 19.35 | 28.94 | 3,121 | -358 | 534 | |||||||||
| 9 Mar | 1247.30 | 41.9 | 11.6 | 32.95 | 4,057 | 401 | 920 | |||||||||
| 6 Mar | 1231.90 | 31.5 | 4.65 | 28.61 | 837 | -23 | 520 | |||||||||
| 5 Mar | 1225.50 | 26.5 | 7.1 | 26.84 | 810 | -89 | 543 | |||||||||
| 4 Mar | 1195.40 | 18.3 | -6.65 | 28.43 | 591 | 60 | 632 | |||||||||
| 2 Mar | 1210.40 | 25.4 | -2.55 | 28.01 | 692 | -11 | 573 | |||||||||
| 27 Feb | 1220.40 | 30 | 1.1 | 27.25 | 1,767 | 114 | 637 | |||||||||
| 26 Feb | 1220.70 | 28.8 | 2.75 | 25.36 | 3,798 | 182 | 524 | |||||||||
| 25 Feb | 1211.50 | 27 | 14.2 | 25.56 | 798 | 233 | 343 | |||||||||
| 24 Feb | 1164.40 | 12.7 | 0.95 | 27.01 | 66 | -1 | 109 | |||||||||
| 23 Feb | 1150.60 | 11.45 | -3 | 27.98 | 99 | 10 | 112 | |||||||||
| 20 Feb | 1158.80 | 14.75 | -5.55 | 28.28 | 159 | 26 | 104 | |||||||||
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| 19 Feb | 1171.40 | 19.45 | 0.05 | 28.37 | 266 | 23 | 78 | |||||||||
| 18 Feb | 1159.60 | 20.5 | -5.15 | 29.48 | 202 | 40 | 55 | |||||||||
| 17 Feb | 1186.70 | 25.5 | 8.5 | 29.78 | 19 | 14 | 15 | |||||||||
| 16 Feb | 1184.60 | 17 | -5.6 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 1145.60 | 17 | -5.6 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 1157.90 | 17 | -5.6 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 1146.60 | 17 | -5.6 | 29.51 | 1 | 0 | 0 | |||||||||
| 10 Feb | 1124.10 | 22.6 | 0 | 6.53 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1203.70 | 22.6 | 0 | 1.82 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1191.00 | 22.6 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1181.60 | 22.6 | 0 | 3.27 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1212.70 | 22.6 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1226.10 | 22.6 | 0 | 0.6 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1171.00 | 22.6 | 0 | 3.29 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1172.10 | 22.6 | 0 | 3.88 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1207.70 | 22.6 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1250 expiring on 30MAR2026
Delta for 1250 CE is 0.77
Historical price for 1250 CE is as follows
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 71.5, which was 10.6 higher than the previous day. The implied volatity was 29.2, the open interest changed by -16 which decreased total open position to 519
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 61.9, which was 19.35 higher than the previous day. The implied volatity was 28.94, the open interest changed by -358 which decreased total open position to 534
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 41.9, which was 11.6 higher than the previous day. The implied volatity was 32.95, the open interest changed by 401 which increased total open position to 920
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 31.5, which was 4.65 higher than the previous day. The implied volatity was 28.61, the open interest changed by -23 which decreased total open position to 520
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 26.5, which was 7.1 higher than the previous day. The implied volatity was 26.84, the open interest changed by -89 which decreased total open position to 543
On 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 18.3, which was -6.65 lower than the previous day. The implied volatity was 28.43, the open interest changed by 60 which increased total open position to 632
On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 25.4, which was -2.55 lower than the previous day. The implied volatity was 28.01, the open interest changed by -11 which decreased total open position to 573
On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 30, which was 1.1 higher than the previous day. The implied volatity was 27.25, the open interest changed by 114 which increased total open position to 637
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 28.8, which was 2.75 higher than the previous day. The implied volatity was 25.36, the open interest changed by 182 which increased total open position to 524
On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 27, which was 14.2 higher than the previous day. The implied volatity was 25.56, the open interest changed by 233 which increased total open position to 343
On 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 12.7, which was 0.95 higher than the previous day. The implied volatity was 27.01, the open interest changed by -1 which decreased total open position to 109
On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 11.45, which was -3 lower than the previous day. The implied volatity was 27.98, the open interest changed by 10 which increased total open position to 112
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 14.75, which was -5.55 lower than the previous day. The implied volatity was 28.28, the open interest changed by 26 which increased total open position to 104
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 19.45, which was 0.05 higher than the previous day. The implied volatity was 28.37, the open interest changed by 23 which increased total open position to 78
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 20.5, which was -5.15 lower than the previous day. The implied volatity was 29.48, the open interest changed by 40 which increased total open position to 55
On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 25.5, which was 8.5 higher than the previous day. The implied volatity was 29.78, the open interest changed by 14 which increased total open position to 15
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 17, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 17, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 17, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 17, which was -5.6 lower than the previous day. The implied volatity was 29.51, 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 22.6, which was 0 lower than the previous day. The implied volatity was 6.53, 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 22.6, which was 0 lower than the previous day. The implied volatity was 1.82, 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 22.6, which was 0 lower than the previous day. The implied volatity was 2.44, 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 22.6, which was 0 lower than the previous day. The implied volatity was 3.27, 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 22.6, which was 0 lower than the previous day. The implied volatity was 1.31, 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 22.6, which was 0 lower than the previous day. The implied volatity was 0.6, 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 22.6, 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 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 3.88, 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 22.6, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30MAR2026 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.96
Theta: -0.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 1304.80 | 16.05 | -3.9 | 33.42 | 957 | 347 | 641 |
| 10 Mar | 1285.90 | 20.5 | -21.5 | 31.46 | 1,317 | 194 | 296 |
| 9 Mar | 1247.30 | 41.8 | -2 | 37.22 | 233 | 40 | 102 |
| 6 Mar | 1231.90 | 42.3 | -27.15 | 29.4 | 56 | 8 | 62 |
| 5 Mar | 1225.50 | 71 | 10.15 | - | 13 | 5 | 0 |
| 4 Mar | 1195.40 | 71 | 10.15 | 34.06 | 13 | 4 | 53 |
| 2 Mar | 1210.40 | 60.85 | 11.85 | 33.38 | 53 | -10 | 48 |
| 27 Feb | 1220.40 | 47.15 | -2.05 | 25.62 | 155 | 18 | 58 |
| 26 Feb | 1220.70 | 48.8 | -81 | 27.18 | 204 | 38 | 38 |
| 25 Feb | 1211.50 | 129.8 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1164.40 | 129.8 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 1150.60 | 129.8 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1158.80 | 129.8 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1171.40 | 129.8 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1159.60 | 129.8 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1186.70 | 129.8 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 1184.60 | 129.8 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1145.60 | 129.8 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1157.90 | 129.8 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1146.60 | 129.8 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1124.10 | 129.8 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1203.70 | 129.8 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1191.00 | 129.8 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1181.60 | 129.8 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1212.70 | 129.8 | 0 | 0.29 | 0 | 0 | 0 |
| 3 Feb | 1226.10 | 129.8 | 0 | 0.09 | 0 | 0 | 0 |
| 2 Feb | 1171.00 | 129.8 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1172.10 | 129.8 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1207.70 | 129.8 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1250 expiring on 30MAR2026
Delta for 1250 PE is -0.26
Historical price for 1250 PE is as follows
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 16.05, which was -3.9 lower than the previous day. The implied volatity was 33.42, the open interest changed by 347 which increased total open position to 641
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 20.5, which was -21.5 lower than the previous day. The implied volatity was 31.46, the open interest changed by 194 which increased total open position to 296
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 41.8, which was -2 lower than the previous day. The implied volatity was 37.22, the open interest changed by 40 which increased total open position to 102
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 42.3, which was -27.15 lower than the previous day. The implied volatity was 29.4, the open interest changed by 8 which increased total open position to 62
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 71, which was 10.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 71, which was 10.15 higher than the previous day. The implied volatity was 34.06, the open interest changed by 4 which increased total open position to 53
On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 60.85, which was 11.85 higher than the previous day. The implied volatity was 33.38, the open interest changed by -10 which decreased total open position to 48
On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 47.15, which was -2.05 lower than the previous day. The implied volatity was 25.62, the open interest changed by 18 which increased total open position to 58
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 48.8, which was -81 lower than the previous day. The implied volatity was 27.18, the open interest changed by 38 which increased total open position to 38
On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 129.8, 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 3 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 129.8, which was 0 lower than the previous day. The implied volatity was 0.09, 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 129.8, 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 129.8, 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 129.8, 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
