AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
12 Mar 2026 04:10 PM IST
| AUROPHARMA 30-MAR-2026 1270 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.99
Theta: -1.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 1311.90 | 62.9 | 5.1 | 30.59 | 62 | -9 | 198 | |||||||||
| 11 Mar | 1304.80 | 58 | 9.65 | 29.75 | 257 | -43 | 207 | |||||||||
| 10 Mar | 1285.90 | 49 | 15.9 | 28.95 | 6,613 | 151 | 268 | |||||||||
| 9 Mar | 1247.30 | 33.25 | 10.55 | 33.46 | 396 | 5 | 116 | |||||||||
| 6 Mar | 1231.90 | 23 | 3.3 | 28.16 | 129 | 4 | 112 | |||||||||
| 5 Mar | 1225.50 | 20.4 | 7.25 | 27.78 | 128 | -5 | 105 | |||||||||
| 4 Mar | 1195.40 | 12.95 | -6.7 | 28.27 | 86 | 21 | 110 | |||||||||
| 2 Mar | 1210.40 | 20.2 | -1.1 | 29.13 | 179 | 15 | 107 | |||||||||
| 27 Feb | 1220.40 | 19.9 | -1.9 | 25.12 | 338 | 2 | 92 | |||||||||
| 26 Feb | 1220.70 | 22 | 2.55 | 25.76 | 404 | 14 | 92 | |||||||||
| 25 Feb | 1211.50 | 20 | 10.4 | 25.48 | 188 | 51 | 74 | |||||||||
| 24 Feb | 1164.40 | 9.5 | -11.35 | 27.49 | 24 | 8 | 22 | |||||||||
| 23 Feb | 1150.60 | 20.85 | 6.6 | - | 0 | 0 | 14 | |||||||||
| 20 Feb | 1158.80 | 20.85 | 6.6 | - | 0 | 0 | 14 | |||||||||
| 19 Feb | 1171.40 | 20.85 | 6.6 | 33.29 | 18 | 7 | 13 | |||||||||
| 18 Feb | 1159.60 | 14.25 | -6.1 | 28.22 | 33 | 3 | 5 | |||||||||
| 17 Feb | 1186.70 | 20.35 | 1.9 | 30.05 | 3 | 1 | 1 | |||||||||
| 16 Feb | 1184.60 | 18.45 | 0 | 4.71 | 0 | 0 | 0 | |||||||||
| 13 Feb | 1145.60 | 18.45 | 0 | 6.24 | 0 | 0 | 0 | |||||||||
| 12 Feb | 1157.90 | 18.45 | 0 | 6.12 | 0 | 0 | 0 | |||||||||
| 11 Feb | 1146.60 | 18.45 | 0 | 6.86 | 0 | 0 | 0 | |||||||||
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| 10 Feb | 1124.10 | 18.45 | 0 | 7.59 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1203.70 | 18.45 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1191.00 | 18.45 | 0 | 3.59 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1181.60 | 18.45 | 0 | 4.33 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1212.70 | 18.45 | 0 | 2.46 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1226.10 | 18.45 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1171.00 | 18.45 | 0 | 4.38 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1172.10 | 18.45 | 0 | 4.94 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1207.70 | 18.45 | 0 | 3.05 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1270 expiring on 30MAR2026
Delta for 1270 CE is 0.71
Historical price for 1270 CE is as follows
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 62.9, which was 5.1 higher than the previous day. The implied volatity was 30.59, the open interest changed by -9 which decreased total open position to 198
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 58, which was 9.65 higher than the previous day. The implied volatity was 29.75, the open interest changed by -43 which decreased total open position to 207
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 49, which was 15.9 higher than the previous day. The implied volatity was 28.95, the open interest changed by 151 which increased total open position to 268
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 33.25, which was 10.55 higher than the previous day. The implied volatity was 33.46, the open interest changed by 5 which increased total open position to 116
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 23, which was 3.3 higher than the previous day. The implied volatity was 28.16, the open interest changed by 4 which increased total open position to 112
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 20.4, which was 7.25 higher than the previous day. The implied volatity was 27.78, the open interest changed by -5 which decreased total open position to 105
On 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 12.95, which was -6.7 lower than the previous day. The implied volatity was 28.27, the open interest changed by 21 which increased total open position to 110
On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 20.2, which was -1.1 lower than the previous day. The implied volatity was 29.13, the open interest changed by 15 which increased total open position to 107
On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 19.9, which was -1.9 lower than the previous day. The implied volatity was 25.12, the open interest changed by 2 which increased total open position to 92
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 22, which was 2.55 higher than the previous day. The implied volatity was 25.76, the open interest changed by 14 which increased total open position to 92
On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 20, which was 10.4 higher than the previous day. The implied volatity was 25.48, the open interest changed by 51 which increased total open position to 74
On 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 9.5, which was -11.35 lower than the previous day. The implied volatity was 27.49, the open interest changed by 8 which increased total open position to 22
On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 20.85, which was 6.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 20.85, which was 6.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 20.85, which was 6.6 higher than the previous day. The implied volatity was 33.29, the open interest changed by 7 which increased total open position to 13
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 14.25, which was -6.1 lower than the previous day. The implied volatity was 28.22, the open interest changed by 3 which increased total open position to 5
On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 20.35, which was 1.9 higher than the previous day. The implied volatity was 30.05, the open interest changed by 1 which increased total open position to 1
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 18.45, which was 0 lower than the previous day. The implied volatity was 4.71, 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 18.45, which was 0 lower than the previous day. The implied volatity was 6.24, 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 18.45, which was 0 lower than the previous day. The implied volatity was 6.12, 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 18.45, which was 0 lower than the previous day. The implied volatity was 6.86, 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 18.45, which was 0 lower than the previous day. The implied volatity was 7.59, 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 18.45, which was 0 lower than the previous day. The implied volatity was 3.01, 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 18.45, which was 0 lower than the previous day. The implied volatity was 3.59, 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 18.45, which was 0 lower than the previous day. The implied volatity was 4.33, 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 18.45, which was 0 lower than the previous day. The implied volatity was 2.46, 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 18.45, 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 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 18.45, which was 0 lower than the previous day. The implied volatity was 4.38, 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 18.45, which was 0 lower than the previous day. The implied volatity was 4.94, 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 18.45, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30MAR2026 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 1.01
Theta: -0.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 1311.90 | 19.7 | -2.45 | 33.83 | 573 | 8 | 369 |
| 11 Mar | 1304.80 | 21.9 | -4.8 | 32.94 | 390 | 26 | 359 |
| 10 Mar | 1285.90 | 26.35 | -119.1 | 29.84 | 1,325 | 331 | 331 |
| 9 Mar | 1247.30 | 145.45 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1231.90 | 145.45 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1225.50 | 145.45 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1195.40 | 145.45 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1210.40 | 145.45 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1220.40 | 145.45 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1220.70 | 145.45 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1211.50 | 145.45 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1164.40 | 145.45 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 1150.60 | 145.45 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1158.80 | 145.45 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1171.40 | 145.45 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1159.60 | 145.45 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1186.70 | 145.45 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 1184.60 | 145.45 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1145.60 | 145.45 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1157.90 | 145.45 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1146.60 | 145.45 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1124.10 | 145.45 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1203.70 | 145.45 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1191.00 | 145.45 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1181.60 | 145.45 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1212.70 | 145.45 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1226.10 | 145.45 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1171.00 | 145.45 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1172.10 | 145.45 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1207.70 | 145.45 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1270 expiring on 30MAR2026
Delta for 1270 PE is -0.3
Historical price for 1270 PE is as follows
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 19.7, which was -2.45 lower than the previous day. The implied volatity was 33.83, the open interest changed by 8 which increased total open position to 369
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 21.9, which was -4.8 lower than the previous day. The implied volatity was 32.94, the open interest changed by 26 which increased total open position to 359
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 26.35, which was -119.1 lower than the previous day. The implied volatity was 29.84, the open interest changed by 331 which increased total open position to 331
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 145.45, 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 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 145.45, 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 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 145.45, 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 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 145.45, 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 145.45, 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 145.45, 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 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 145.45, 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 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 145.45, 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 Feb AUROPHARMA was trading at 1226.10. The strike last trading price was 145.45, 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 145.45, 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 145.45, 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 145.45, 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
