[--[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 1280 CE
Delta: 0.09
Vega: 0.46
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 3.25 -0.85 28.18 214 31 417
8 Dec 1177.40 4 -6.9 26.02 388 60 387
5 Dec 1217.60 10.8 -3.85 23.32 249 18 329
4 Dec 1223.10 14.2 3.45 25.43 334 22 310
3 Dec 1208.90 10.85 -1.8 24.41 235 1 287
2 Dec 1215.20 13.1 -1.15 24.84 95 -4 291
1 Dec 1216.20 14.25 -3.2 25.54 246 56 295
28 Nov 1226.70 14.9 -5.8 23.26 276 -21 238
27 Nov 1235.80 20.25 -0.45 22.65 381 -2 259
26 Nov 1227.40 21.65 4.8 23.37 510 36 258
25 Nov 1208.00 16.65 4.6 26.35 177 89 223
24 Nov 1194.00 11.65 -5.25 24.07 111 45 134
21 Nov 1205.90 17 0.45 25.49 95 23 89
20 Nov 1207.70 16.8 -8.1 23.56 59 26 66
19 Nov 1235.80 24.9 -5.4 23.48 21 10 40
18 Nov 1239.30 30.3 1.05 25.43 14 7 29
17 Nov 1236.90 30.8 9.7 24.57 24 22 22
14 Nov 1222.50 21.1 0 2.15 0 0 0
13 Nov 1210.20 21.1 0 3.45 0 0 0
12 Nov 1183.60 21.1 0 4.54 0 0 0
11 Nov 1168.20 21.1 0 5.99 0 0 0
28 Oct 1099.40 21.1 0 8.38 0 0 0
21 Oct 1100.50 21.1 0 - 0 0 0
16 Oct 1106.30 21.1 0 - 0 0 0
15 Oct 1111.00 21.1 0 - 0 0 0
14 Oct 1124.80 21.1 0 - 0 0 0
13 Oct 1136.80 21.1 0 - 0 0 0
10 Oct 1130.30 21.1 0 - 0 0 0
9 Oct 1119.90 21.1 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 7.26 0 0 0


For Aurobindo Pharma Ltd - strike price 1280 expiring on 30DEC2025

Delta for 1280 CE is 0.09

Historical price for 1280 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was 28.18, the open interest changed by 31 which increased total open position to 417


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 4, which was -6.9 lower than the previous day. The implied volatity was 26.02, the open interest changed by 60 which increased total open position to 387


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 10.8, which was -3.85 lower than the previous day. The implied volatity was 23.32, the open interest changed by 18 which increased total open position to 329


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 14.2, which was 3.45 higher than the previous day. The implied volatity was 25.43, the open interest changed by 22 which increased total open position to 310


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 10.85, which was -1.8 lower than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 287


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 13.1, which was -1.15 lower than the previous day. The implied volatity was 24.84, the open interest changed by -4 which decreased total open position to 291


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 14.25, which was -3.2 lower than the previous day. The implied volatity was 25.54, the open interest changed by 56 which increased total open position to 295


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 14.9, which was -5.8 lower than the previous day. The implied volatity was 23.26, the open interest changed by -21 which decreased total open position to 238


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 20.25, which was -0.45 lower than the previous day. The implied volatity was 22.65, the open interest changed by -2 which decreased total open position to 259


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 21.65, which was 4.8 higher than the previous day. The implied volatity was 23.37, the open interest changed by 36 which increased total open position to 258


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 16.65, which was 4.6 higher than the previous day. The implied volatity was 26.35, the open interest changed by 89 which increased total open position to 223


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 11.65, which was -5.25 lower than the previous day. The implied volatity was 24.07, the open interest changed by 45 which increased total open position to 134


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 17, which was 0.45 higher than the previous day. The implied volatity was 25.49, the open interest changed by 23 which increased total open position to 89


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 16.8, which was -8.1 lower than the previous day. The implied volatity was 23.56, the open interest changed by 26 which increased total open position to 66


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 24.9, which was -5.4 lower than the previous day. The implied volatity was 23.48, the open interest changed by 10 which increased total open position to 40


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 30.3, which was 1.05 higher than the previous day. The implied volatity was 25.43, the open interest changed by 7 which increased total open position to 29


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 30.8, which was 9.7 higher than the previous day. The implied volatity was 24.57, the open interest changed by 22 which increased total open position to 22


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0


On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 3.45, 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 21.1, which was 0 lower than the previous day. The implied volatity was 4.54, 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 21.1, which was 0 lower than the previous day. The implied volatity was 5.99, 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 21.1, which was 0 lower than the previous day. The implied volatity was 8.38, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 7.26, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 30DEC2025 1280 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1163.60 112.05 44.4 - 6 -3 157
8 Dec 1177.40 67.6 2 - 0 0 160
5 Dec 1217.60 67.6 2 26.61 20 -1 163
4 Dec 1223.10 68.9 11.75 - 0 0 0
3 Dec 1208.90 68.9 11.75 - 0 0 0
2 Dec 1215.20 68.9 11.75 - 0 0 0
1 Dec 1216.20 68.9 11.75 - 0 15 0
28 Nov 1226.70 68.9 11.75 26.63 48 16 165
27 Nov 1235.80 57.6 -22.75 26.17 46 1 148
26 Nov 1227.40 80.35 -6.25 - 0 47 0
25 Nov 1208.00 80.35 -6.25 27.78 63 47 147
24 Nov 1194.00 86.6 4.6 26.38 44 38 100
21 Nov 1205.90 82.3 4.55 27.20 70 40 61
20 Nov 1207.70 76.65 15.6 26.27 22 7 21
19 Nov 1235.80 62.15 8.4 26.16 12 3 11
18 Nov 1239.30 53.75 -6.2 22.35 4 2 8
17 Nov 1236.90 60.3 -42.2 27.26 14 -6 5
14 Nov 1222.50 102.5 -6.5 - 0 0 0
13 Nov 1210.20 102.5 -6.5 - 0 3 0
12 Nov 1183.60 102.5 -6.5 33.25 4 2 10
11 Nov 1168.20 109 -70 24.60 7 3 4
28 Oct 1099.40 179 -18.85 - 1 0 0
21 Oct 1100.50 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
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 0 0


For Aurobindo Pharma Ltd - strike price 1280 expiring on 30DEC2025

Delta for 1280 PE is -

Historical price for 1280 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 112.05, which was 44.4 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 157


On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 67.6, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160


On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 67.6, which was 2 higher than the previous day. The implied volatity was 26.61, the open interest changed by -1 which decreased total open position to 163


On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 68.9, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 68.9, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 68.9, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 68.9, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 68.9, which was 11.75 higher than the previous day. The implied volatity was 26.63, the open interest changed by 16 which increased total open position to 165


On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 57.6, which was -22.75 lower than the previous day. The implied volatity was 26.17, the open interest changed by 1 which increased total open position to 148


On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 80.35, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 0


On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 80.35, which was -6.25 lower than the previous day. The implied volatity was 27.78, the open interest changed by 47 which increased total open position to 147


On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 86.6, which was 4.6 higher than the previous day. The implied volatity was 26.38, the open interest changed by 38 which increased total open position to 100


On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 82.3, which was 4.55 higher than the previous day. The implied volatity was 27.20, the open interest changed by 40 which increased total open position to 61


On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 76.65, which was 15.6 higher than the previous day. The implied volatity was 26.27, the open interest changed by 7 which increased total open position to 21


On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 62.15, which was 8.4 higher than the previous day. The implied volatity was 26.16, the open interest changed by 3 which increased total open position to 11


On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 53.75, which was -6.2 lower than the previous day. The implied volatity was 22.35, the open interest changed by 2 which increased total open position to 8


On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 60.3, which was -42.2 lower than the previous day. The implied volatity was 27.26, the open interest changed by -6 which decreased total open position to 5


On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 102.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 102.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 12 Nov AUROPHARMA was trading at 1183.60. The strike last trading price was 102.5, which was -6.5 lower than the previous day. The implied volatity was 33.25, the open interest changed by 2 which increased total open position to 10


On 11 Nov AUROPHARMA was trading at 1168.20. The strike last trading price was 109, which was -70 lower than the previous day. The implied volatity was 24.60, the open interest changed by 3 which increased total open position to 4


On 28 Oct AUROPHARMA was trading at 1099.40. The strike last trading price was 179, which was -18.85 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 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 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 -, the open interest changed by 0 which decreased total open position to 0