AUROPHARMA

Aurobindo Pharma Ltd

1163.6 -13.80 (-1.17%)

L: 1160.5 H: 1178.3

Back to Option Chain

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 1300 CE
Delta: 0.07 Vega: 0.37 Theta: -0.28 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	2.45 ₹ 1,347.5	-0.45 -247.50	29.61	533 2,93,150	-7 -3,850	2,116 11,63,800
8 Dec	1177.40	2.85 ₹ 1,567.5	-4.3 -2365.00	26.33	638 3,50,900	41 22,550	2,123 11,67,650
5 Dec	1217.60	7.2 ₹ 3,960	-3.15 -1732.50	23.66	726 3,99,300	12 6,600	2,085 11,46,750
4 Dec	1223.10	10.2 ₹ 5,610	2.85 1567.50	25.97	1,475 8,11,250	508 2,79,400	2,073 11,40,150
3 Dec	1208.90	7.2 ₹ 3,960	-1.75 -962.50	24.45	667 3,66,850	32 17,600	1,574 8,65,700
2 Dec	1215.20	9.1 ₹ 5,005	-1.05 -577.50	25.04	333 1,83,150	27 14,850	1,537 8,45,350
1 Dec	1216.20	10.1 ₹ 5,555	-1.65 -907.50	25.74	540 2,97,000	17 9,350	1,512 8,31,600
28 Nov	1226.70	11 ₹ 6,050	-4.25 -2337.50	23.94	470 2,58,500	52 28,600	1,496 8,22,800
27 Nov	1235.80	15 ₹ 8,250	-0.5 -275.00	23.71	656 3,60,800	-17 -9,350	1,443 7,93,650
26 Nov	1227.40	16 ₹ 8,800	3.35 1842.50	23.68	1,193 6,56,150	168 92,400	1,517 8,34,350
25 Nov	1208.00	12.3 ₹ 6,765	3.55 1952.50	26.67	1,082 5,95,100	481 2,64,550	1,348 7,41,400
24 Nov	1194.00	8.6 ₹ 4,730	-4.15 -2282.50	24.60	414 2,27,700	1 550	867 4,76,850
21 Nov	1205.90	12.7 ₹ 6,985	0.4 220.00	25.67	1,219 6,70,450	540 2,97,000	866 4,76,300
20 Nov	1207.70	12.65 ₹ 6,957.5	-6 -3300.00	23.99	352 1,93,600	116 63,800	308 1,69,400
19 Nov	1235.80	18.65 ₹ 10,257.5	-4.25 -2337.50	23.51	138 75,900	3 1,650	192 1,05,600
18 Nov	1239.30	22.7 ₹ 12,485	-0.5 -275.00	24.94	139 76,450	19 10,450	191 1,05,050
17 Nov	1236.90	23.8 ₹ 13,090	1.7 935.00	25.28	233 1,28,150	19 10,450	174 95,700
14 Nov	1222.50	22.55 ₹ 12,402.5	6.55 3602.50	25.12	171 94,050	111 61,050	152 83,600

13 Nov	1210.20	16 ₹ 8,800	4.9 2695.00	24.34	96 52,800	40 22,000	40 22,000

For Aurobindo Pharma Ltd - strike price 1300 expiring on 30DEC2025

Delta for 1300 CE is 0.07

Historical price for 1300 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 29.61, the open interest changed by -7 which decreased total open position to 2116

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 2.85, which was -4.3 lower than the previous day. The implied volatity was 26.33, the open interest changed by 41 which increased total open position to 2123

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 7.2, which was -3.15 lower than the previous day. The implied volatity was 23.66, the open interest changed by 12 which increased total open position to 2085

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 10.2, which was 2.85 higher than the previous day. The implied volatity was 25.97, the open interest changed by 508 which increased total open position to 2073

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 7.2, which was -1.75 lower than the previous day. The implied volatity was 24.45, the open interest changed by 32 which increased total open position to 1574

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 9.1, which was -1.05 lower than the previous day. The implied volatity was 25.04, the open interest changed by 27 which increased total open position to 1537

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 10.1, which was -1.65 lower than the previous day. The implied volatity was 25.74, the open interest changed by 17 which increased total open position to 1512

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 11, which was -4.25 lower than the previous day. The implied volatity was 23.94, the open interest changed by 52 which increased total open position to 1496

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 15, which was -0.5 lower than the previous day. The implied volatity was 23.71, the open interest changed by -17 which decreased total open position to 1443

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 16, which was 3.35 higher than the previous day. The implied volatity was 23.68, the open interest changed by 168 which increased total open position to 1517

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 12.3, which was 3.55 higher than the previous day. The implied volatity was 26.67, the open interest changed by 481 which increased total open position to 1348

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 8.6, which was -4.15 lower than the previous day. The implied volatity was 24.60, the open interest changed by 1 which increased total open position to 867

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 12.7, which was 0.4 higher than the previous day. The implied volatity was 25.67, the open interest changed by 540 which increased total open position to 866

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 12.65, which was -6 lower than the previous day. The implied volatity was 23.99, the open interest changed by 116 which increased total open position to 308

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 18.65, which was -4.25 lower than the previous day. The implied volatity was 23.51, the open interest changed by 3 which increased total open position to 192

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 22.7, which was -0.5 lower than the previous day. The implied volatity was 24.94, the open interest changed by 19 which increased total open position to 191

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 23.8, which was 1.7 higher than the previous day. The implied volatity was 25.28, the open interest changed by 19 which increased total open position to 174

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 22.55, which was 6.55 higher than the previous day. The implied volatity was 25.12, the open interest changed by 111 which increased total open position to 152

On 13 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 16, which was 4.9 higher than the previous day. The implied volatity was 24.34, the open interest changed by 40 which increased total open position to 40

AUROPHARMA 30DEC2025 1300 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	89.9 ₹ 49,445	9.85 5417.50	-	0 0	0 0	0 0
8 Dec	1177.40	89.9 ₹ 49,445	9.85 5417.50	-	0 0	0 0	88 48,400
5 Dec	1217.60	89.9 ₹ 49,445	9.85 5417.50	-	0 0	0 0	0 0
4 Dec	1223.10	89.9 ₹ 49,445	9.85 5417.50	-	0 0	8 4,400	0 0
3 Dec	1208.90	89.9 ₹ 49,445	9.85 5417.50	26.05	17 9,350	8 4,400	88 48,400
2 Dec	1215.20	84.15 ₹ 46,282.5	13.85 7617.50	-	0 0	0 0	0 0
1 Dec	1216.20	84.15 ₹ 46,282.5	13.85 7617.50	-	0 0	19 10,450	0 0
28 Nov	1226.70	84.15 ₹ 46,282.5	13.85 7617.50	27.12	40 22,000	11 6,050	72 39,600
27 Nov	1235.80	71.1 ₹ 39,105	-7.65 -4207.50	24.97	28 15,400	6 3,300	60 33,000
26 Nov	1227.40	76.15 ₹ 41,882.5	-19.95 -10972.50	29.41	48 26,400	19 10,450	50 27,500
25 Nov	1208.00	96.1 ₹ 52,855	-1.25 -687.50	27.74	3 1,650	0 0	30 16,500
24 Nov	1194.00	97.35 ₹ 53,542.5	-0.35 -192.50	20.96	10 5,500	6 3,300	30 16,500
21 Nov	1205.90	97.85 ₹ 53,817.5	5.6 3080.00	27.62	23 12,650	6 3,300	24 13,200
20 Nov	1207.70	92.5 ₹ 50,875	17.55 9652.50	27.16	10 5,500	5 2,750	17 9,350
19 Nov	1235.80	75.35 ₹ 41,442.5	1.35 742.50	26.16	3 1,650	1 550	11 6,050
18 Nov	1239.30	74 ₹ 40,700	-7 -3850.00	26.92	4 2,200	3 1,650	9 4,950
17 Nov	1236.90	81 ₹ 44,550	-117.05 -64377.50	32.29	6 3,300	0 0	0 0
14 Nov	1222.50	198.05 ₹ 1,08,927.5	0 0.00	-	0 0	0 0	0 0
13 Nov	1210.20	198.05 ₹ 1,08,927.5	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1300 expiring on 30DEC2025

Delta for 1300 PE is -

Historical price for 1300 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 89.9, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 89.9, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 89.9, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 89.9, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 89.9, which was 9.85 higher than the previous day. The implied volatity was 26.05, the open interest changed by 8 which increased total open position to 88

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 84.15, which was 13.85 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 84.15, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 0

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 84.15, which was 13.85 higher than the previous day. The implied volatity was 27.12, the open interest changed by 11 which increased total open position to 72

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 71.1, which was -7.65 lower than the previous day. The implied volatity was 24.97, the open interest changed by 6 which increased total open position to 60

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 76.15, which was -19.95 lower than the previous day. The implied volatity was 29.41, the open interest changed by 19 which increased total open position to 50

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 96.1, which was -1.25 lower than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 30

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 97.35, which was -0.35 lower than the previous day. The implied volatity was 20.96, the open interest changed by 6 which increased total open position to 30

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 97.85, which was 5.6 higher than the previous day. The implied volatity was 27.62, the open interest changed by 6 which increased total open position to 24

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 92.5, which was 17.55 higher than the previous day. The implied volatity was 27.16, the open interest changed by 5 which increased total open position to 17

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 75.35, which was 1.35 higher than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 11

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 74, which was -7 lower than the previous day. The implied volatity was 26.92, the open interest changed by 3 which increased total open position to 9

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 81, which was -117.05 lower than the previous day. The implied volatity was 32.29, the open interest changed by 0 which decreased total open position to 0

On 14 Nov AUROPHARMA was trading at 1222.50. The strike last trading price was 198.05, 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 Nov AUROPHARMA was trading at 1210.20. The strike last trading price was 198.05, 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

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