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

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 1260 CE
Delta: 0.13 Vega: 0.58 Theta: -0.41 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	4.6 ₹ 2,530	-1.7 -935.00	27.09	361 1,98,550	37 20,350	1,534 8,43,700
8 Dec	1177.40	6.05 ₹ 3,327.5	-9.85 -5417.50	24.40	1,376 7,56,800	401 2,20,550	1,499 8,24,450
5 Dec	1217.60	15.5 ₹ 8,525	-5.1 -2805.00	22.69	911 5,01,050	21 11,550	1,099 6,04,450
4 Dec	1223.10	20.25 ₹ 11,137.5	4.65 2557.50	25.48	822 4,52,100	116 63,800	1,085 5,96,750
3 Dec	1208.90	15.6 ₹ 8,580	-2.3 -1265.00	24.15	525 2,88,750	29 15,950	971 5,34,050
2 Dec	1215.20	18.55 ₹ 10,202.5	-1.8 -990.00	24.73	337 1,85,350	8 4,400	946 5,20,300
1 Dec	1216.20	20 ₹ 11,000	-4.45 -2447.50	25.57	1,415 7,78,250	172 94,600	943 5,18,650
28 Nov	1226.70	22 ₹ 12,100	-6.25 -3437.50	23.72	1,198 6,58,900	317 1,74,350	771 4,24,050
27 Nov	1235.80	28.05 ₹ 15,427.5	1.15 632.50	23.50	693 3,81,150	35 19,250	454 2,49,700
26 Nov	1227.40	28.6 ₹ 15,730	6.85 3767.50	22.91	993 5,46,150	-10 -5,500	414 2,27,700
25 Nov	1208.00	20.7 ₹ 11,385	4.75 2612.50	25.37	651 3,58,050	150 82,500	422 2,32,100
24 Nov	1194.00	16.4 ₹ 9,020	-5.2 -2860.00	24.08	293 1,61,150	99 54,450	272 1,49,600
21 Nov	1205.90	21.9 ₹ 12,045	0.1 55.00	24.94	142 78,100	7 3,850	171 94,050
20 Nov	1207.70	22.25 ₹ 12,237.5	-9.45 -5197.50	23.21	177 97,350	66 36,300	162 89,100
19 Nov	1235.80	32 ₹ 17,600	-5.05 -2777.50	23.09	77 42,350	2 1,100	95 52,250
18 Nov	1239.30	35.95 ₹ 19,772.5	-2.15 -1182.50	23.90	84 46,200	19 10,450	92 50,600
17 Nov	1236.90	38.1 ₹ 20,955	1.3 715.00	23.91	24 13,200	0 0	72 39,600
14 Nov	1222.50	37.25 ₹ 20,487.5	9.45 5197.50	25.39	48 26,400	15 8,250	72 39,600

13 Nov	1210.20	27.8 ₹ 15,290	7.8 4290.00	24.48	67 36,850	29 15,950	60 33,000
12 Nov	1183.60	22 ₹ 12,100	2 1100.00	24.74	37 20,350	26 14,300	29 15,950
11 Nov	1168.20	20 ₹ 11,000	3.35 1842.50	28.20	3 1,650	0 0	0 0
10 Nov	1154.80	16.65 ₹ 9,157.5	0 0.00	5.51	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1260 expiring on 30DEC2025

Delta for 1260 CE is 0.13

Historical price for 1260 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 4.6, which was -1.7 lower than the previous day. The implied volatity was 27.09, the open interest changed by 37 which increased total open position to 1534

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 6.05, which was -9.85 lower than the previous day. The implied volatity was 24.40, the open interest changed by 401 which increased total open position to 1499

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 15.5, which was -5.1 lower than the previous day. The implied volatity was 22.69, the open interest changed by 21 which increased total open position to 1099

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 20.25, which was 4.65 higher than the previous day. The implied volatity was 25.48, the open interest changed by 116 which increased total open position to 1085

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 15.6, which was -2.3 lower than the previous day. The implied volatity was 24.15, the open interest changed by 29 which increased total open position to 971

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 18.55, which was -1.8 lower than the previous day. The implied volatity was 24.73, the open interest changed by 8 which increased total open position to 946

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 20, which was -4.45 lower than the previous day. The implied volatity was 25.57, the open interest changed by 172 which increased total open position to 943

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 22, which was -6.25 lower than the previous day. The implied volatity was 23.72, the open interest changed by 317 which increased total open position to 771

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 28.05, which was 1.15 higher than the previous day. The implied volatity was 23.50, the open interest changed by 35 which increased total open position to 454

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 28.6, which was 6.85 higher than the previous day. The implied volatity was 22.91, the open interest changed by -10 which decreased total open position to 414

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 20.7, which was 4.75 higher than the previous day. The implied volatity was 25.37, the open interest changed by 150 which increased total open position to 422

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 16.4, which was -5.2 lower than the previous day. The implied volatity was 24.08, the open interest changed by 99 which increased total open position to 272

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 21.9, which was 0.1 higher than the previous day. The implied volatity was 24.94, the open interest changed by 7 which increased total open position to 171

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 22.25, which was -9.45 lower than the previous day. The implied volatity was 23.21, the open interest changed by 66 which increased total open position to 162

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 32, which was -5.05 lower than the previous day. The implied volatity was 23.09, the open interest changed by 2 which increased total open position to 95

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 35.95, which was -2.15 lower than the previous day. The implied volatity was 23.90, the open interest changed by 19 which increased total open position to 92

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 38.1, which was 1.3 higher than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 72

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 37.25, which was 9.45 higher than the previous day. The implied volatity was 25.39, the open interest changed by 15 which increased total open position to 72

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 27.8, which was 7.8 higher than the previous day. The implied volatity was 24.48, the open interest changed by 29 which increased total open position to 60

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 24.74, the open interest changed by 26 which increased total open position to 29

On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 20, which was 3.35 higher than the previous day. The implied volatity was 28.20, 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 16.65, 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 1260 PE
Delta: -0.88 Vega: 0.55 Theta: -0.03 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	96.3 ₹ 52,965	16.3 8965.00	26.07	19 10,450	-4 -2,200	327 1,79,850
8 Dec	1177.40	80 ₹ 44,000	25.95 14272.50	25.78	14 7,700	-4 -2,200	332 1,82,600
5 Dec	1217.60	53.1 ₹ 29,205	2.55 1402.50	26.18	59 32,450	0 0	334 1,83,700
4 Dec	1223.10	52.3 ₹ 28,765	-7.25 -3987.50	26.29	30 16,500	1 550	332 1,82,600
3 Dec	1208.90	58.05 ₹ 31,927.5	2.1 1155.00	24.87	50 27,500	2 1,100	332 1,82,600
2 Dec	1215.20	55.45 ₹ 30,497.5	-2.95 -1622.50	25.15	45 24,750	2 1,100	327 1,79,850
1 Dec	1216.20	59.4 ₹ 32,670	10.55 5802.50	27.59	43 23,650	-5 -2,750	326 1,79,300
28 Nov	1226.70	54.55 ₹ 30,002.5	10.8 5940.00	25.89	443 2,43,650	284 1,56,200	330 1,81,500
27 Nov	1235.80	44.2 ₹ 24,310	-5.2 -2860.00	24.38	68 37,400	4 2,200	46 25,300
26 Nov	1227.40	47.25 ₹ 25,987.5	-13.25 -7287.50	26.80	64 35,200	7 3,850	40 22,000
25 Nov	1208.00	60.5 ₹ 33,275	-8.9 -4895.00	23.03	3 1,650	0 0	32 17,600
24 Nov	1194.00	68.25 ₹ 37,537.5	1.25 687.50	23.63	9 4,950	3 1,650	35 19,250
21 Nov	1205.90	66.75 ₹ 36,712.5	4.4 2420.00	26.07	9 4,950	1 550	32 17,600
20 Nov	1207.70	62.5 ₹ 34,375	12.65 6957.50	25.84	51 28,050	2 1,100	31 17,050
19 Nov	1235.80	51.1 ₹ 28,105	0.9 495.00	26.67	28 15,400	7 3,850	30 16,500
18 Nov	1239.30	50.15 ₹ 27,582.5	2.55 1402.50	27.20	33 18,150	5 2,750	23 12,650
17 Nov	1236.90	48.6 ₹ 26,730	-14.4 -7920.00	27.00	13 7,150	6 3,300	19 10,450
14 Nov	1222.50	63 ₹ 34,650	-2 -1100.00	31.45	2 1,100	0 0	14 7,700
13 Nov	1210.20	65 ₹ 35,750	-29.6 -16280.00	25.93	7 3,850	5 2,750	14 7,700
12 Nov	1183.60	94.8 ₹ 52,140	-18.2 -10010.00	-	0 0	3 1,650	0 0
11 Nov	1168.20	94.8 ₹ 52,140	-18.2 -10010.00	25.80	5 2,750	0 0	6 3,300
10 Nov	1154.80	113 ₹ 62,150	-14 -7700.00	32.61	4 2,200	0 0	2 1,100

For Aurobindo Pharma Ltd - strike price 1260 expiring on 30DEC2025

Delta for 1260 PE is -0.88

Historical price for 1260 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 96.3, which was 16.3 higher than the previous day. The implied volatity was 26.07, the open interest changed by -4 which decreased total open position to 327

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 80, which was 25.95 higher than the previous day. The implied volatity was 25.78, the open interest changed by -4 which decreased total open position to 332

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 53.1, which was 2.55 higher than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 334

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 52.3, which was -7.25 lower than the previous day. The implied volatity was 26.29, the open interest changed by 1 which increased total open position to 332

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 58.05, which was 2.1 higher than the previous day. The implied volatity was 24.87, the open interest changed by 2 which increased total open position to 332

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 55.45, which was -2.95 lower than the previous day. The implied volatity was 25.15, the open interest changed by 2 which increased total open position to 327

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 59.4, which was 10.55 higher than the previous day. The implied volatity was 27.59, the open interest changed by -5 which decreased total open position to 326

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 54.55, which was 10.8 higher than the previous day. The implied volatity was 25.89, the open interest changed by 284 which increased total open position to 330

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 44.2, which was -5.2 lower than the previous day. The implied volatity was 24.38, the open interest changed by 4 which increased total open position to 46

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 47.25, which was -13.25 lower than the previous day. The implied volatity was 26.80, the open interest changed by 7 which increased total open position to 40

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 60.5, which was -8.9 lower than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 32

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 68.25, which was 1.25 higher than the previous day. The implied volatity was 23.63, the open interest changed by 3 which increased total open position to 35

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 66.75, which was 4.4 higher than the previous day. The implied volatity was 26.07, the open interest changed by 1 which increased total open position to 32

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 62.5, which was 12.65 higher than the previous day. The implied volatity was 25.84, the open interest changed by 2 which increased total open position to 31

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 51.1, which was 0.9 higher than the previous day. The implied volatity was 26.67, the open interest changed by 7 which increased total open position to 30

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 50.15, which was 2.55 higher than the previous day. The implied volatity was 27.20, the open interest changed by 5 which increased total open position to 23

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 48.6, which was -14.4 lower than the previous day. The implied volatity was 27.00, the open interest changed by 6 which increased total open position to 19

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 63, which was -2 lower than the previous day. The implied volatity was 31.45, the open interest changed by 0 which decreased total open position to 14

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 65, which was -29.6 lower than the previous day. The implied volatity was 25.93, the open interest changed by 5 which increased total open position to 14

On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 94.8, which was -18.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 94.8, which was -18.2 lower than the previous day. The implied volatity was 25.80, the open interest changed by 0 which decreased total open position to 6

On 10 Nov AUROPHARMA was trading at 1154.80. The strike last trading price was 113, which was -14 lower than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 2

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