AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
30 Mar 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (28d) 1290 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 1304.40 | 80 | 26.05 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1314.20 | 80 | 26.05 | - | 0 | 0 | 6 | |||||||||
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| 25 Mar | 1307.80 | 80 | 26.05 | 39.84 | 7 | 0 | 6 | |||||||||
| 24 Mar | 1281.60 | 53.95 | 6.2 | - | 0 | 0 | 6 | |||||||||
| 23 Mar | 1278.70 | 53.95 | 6.2 | 31.52 | 7 | 2 | 7 | |||||||||
| 20 Mar | 1291.40 | 47.75 | 4.45 | 23.53 | 7 | 1 | 6 | |||||||||
| 19 Mar | 1247.50 | 43.3 | 5.35 | - | 3 | 0 | 5 | |||||||||
| 18 Mar | 1269.00 | 43.3 | 5.35 | 27.65 | 3 | 1 | 5 | |||||||||
| 17 Mar | 1286.00 | 37.95 | 10.95 | - | 0 | 0 | 4 | |||||||||
| 16 Mar | 1279.60 | 37.95 | 10.95 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1296.50 | 37.95 | 10.95 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1311.90 | 37.95 | 10.95 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1304.80 | 37.95 | 10.95 | - | 0 | 0 | 4 | |||||||||
| 10 Mar | 1285.90 | 37.95 | 10.95 | 17.42 | 4 | 0 | 0 | |||||||||
| 9 Mar | 1247.30 | 27 | 0 | 1.5 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1231.90 | 27 | 0 | 2.34 | 0 | 0 | 0 | |||||||||
| 5 Mar | 1225.50 | 27 | 0 | 2.81 | 0 | 0 | 0 | |||||||||
| 4 Mar | 1195.40 | 27 | 0 | 4.43 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1210.40 | 27 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1220.40 | 27 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
| 26 Feb | 1220.70 | 27 | 0 | 2.46 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1290 expiring on 28APR2026
Delta for 1290 CE is -
Historical price for 1290 CE is as follows
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 80, which was 26.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 80, which was 26.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 80, which was 26.05 higher than the previous day. The implied volatity was 39.84, the open interest changed by 0 which decreased total open position to 6
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 53.95, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 53.95, which was 6.2 higher than the previous day. The implied volatity was 31.52, the open interest changed by 2 which increased total open position to 7
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 47.75, which was 4.45 higher than the previous day. The implied volatity was 23.53, the open interest changed by 1 which increased total open position to 6
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 43.3, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 43.3, which was 5.35 higher than the previous day. The implied volatity was 27.65, the open interest changed by 1 which increased total open position to 5
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 37.95, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 37.95, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 37.95, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 37.95, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 37.95, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 37.95, which was 10.95 higher than the previous day. The implied volatity was 17.42, the open interest changed by 0 which decreased total open position to 0
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 27, which was 0 lower than the previous day. The implied volatity was 1.5, 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 27, which was 0 lower than the previous day. The implied volatity was 2.34, 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 27, which was 0 lower than the previous day. The implied volatity was 2.81, 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 27, which was 0 lower than the previous day. The implied volatity was 4.43, 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 27, which was 0 lower than the previous day. The implied volatity was 3.41, 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 27, which was 0 lower than the previous day. The implied volatity was 2.74, 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 27, 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
| AUROPHARMA 28-Apr-2026 (28d) 1290 PE | |||||||
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Delta: -0.42
Vega: 1.43
Theta: -0.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 1304.40 | 46 | 0.75 | 38.62 | 96 | 7 | 39 |
| 27 Mar | 1314.20 | 45.25 | -0.2 | 40.22 | 15 | 7 | 30 |
| 25 Mar | 1307.80 | 44.7 | -17.95 | 37.67 | 30 | 22 | 24 |
| 24 Mar | 1281.60 | 62.65 | 1.1 | 40.35 | 3 | -1 | 1 |
| 23 Mar | 1278.70 | 61.55 | -76.3 | 40.43 | 3 | 1 | 1 |
| 20 Mar | 1291.40 | 137.85 | 0 | 1.08 | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 137.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 137.85 | 0 | 0.03 | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 137.85 | 0 | 1.04 | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 137.85 | 0 | 0.4 | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 137.85 | 0 | 1.59 | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 137.85 | 0 | 2.3 | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 137.85 | 0 | 1.82 | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 137.85 | 0 | 0.69 | 0 | 0 | 0 |
| 9 Mar | 1247.30 | 137.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1231.90 | 137.85 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1225.50 | 137.85 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1195.40 | 137.85 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1210.40 | 137.85 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1220.40 | 137.85 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1220.70 | 137.85 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1290 expiring on 28APR2026
Delta for 1290 PE is -0.42
Historical price for 1290 PE is as follows
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 46, which was 0.75 higher than the previous day. The implied volatity was 38.62, the open interest changed by 7 which increased total open position to 39
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 45.25, which was -0.2 lower than the previous day. The implied volatity was 40.22, the open interest changed by 7 which increased total open position to 30
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 44.7, which was -17.95 lower than the previous day. The implied volatity was 37.67, the open interest changed by 22 which increased total open position to 24
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 62.65, which was 1.1 higher than the previous day. The implied volatity was 40.35, the open interest changed by -1 which decreased total open position to 1
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 61.55, which was -76.3 lower than the previous day. The implied volatity was 40.43, the open interest changed by 1 which increased total open position to 1
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 137.85, 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 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 2.3, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 137.85, 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 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 137.85, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 137.85, 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 137.85, 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 137.85, 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 137.85, 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 137.85, 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 137.85, 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 137.85, 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
