AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
09 Dec 2025 04:10 PM IST
| AUROPHARMA 30-DEC-2025 1280 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.46
Theta: -0.34
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































