AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
01 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (27d) 1300 CE | ||||||||||||||||
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Delta: 0.69
Vega: 1.28
Theta: -0.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 1342.10 | 73.95 | 20.15 | 30.92 | 395 | -5 | 696 | |||||||||
| 30 Mar | 1304.40 | 54.2 | -11.75 | 33.16 | 649 | 74 | 703 | |||||||||
| 27 Mar | 1314.20 | 66 | 1 | 33.8 | 722 | 188 | 629 | |||||||||
| 25 Mar | 1307.80 | 65.75 | 15.65 | 34.16 | 623 | -40 | 440 | |||||||||
| 24 Mar | 1281.60 | 49.8 | -0.2 | 33.82 | 426 | 15 | 483 | |||||||||
| 23 Mar | 1278.70 | 50.35 | 1.1 | 32.27 | 742 | 76 | 467 | |||||||||
| 20 Mar | 1291.40 | 49.45 | 17.8 | 27.66 | 401 | 36 | 392 | |||||||||
| 19 Mar | 1247.50 | 33 | -6.45 | 28.42 | 219 | 90 | 354 | |||||||||
| 18 Mar | 1269.00 | 39.15 | -10.55 | 27.76 | 97 | -6 | 263 | |||||||||
| 17 Mar | 1286.00 | 49.55 | 2.2 | 27.09 | 57 | -14 | 270 | |||||||||
| 16 Mar | 1279.60 | 46.15 | -13.15 | 30.02 | 167 | -17 | 283 | |||||||||
| 13 Mar | 1296.50 | 58.55 | -7.1 | 27.55 | 332 | -47 | 301 | |||||||||
| 12 Mar | 1311.90 | 65.3 | 3 | 27.35 | 85 | -4 | 349 | |||||||||
| 11 Mar | 1304.80 | 61.25 | 10.45 | 27.11 | 147 | 7 | 353 | |||||||||
| 10 Mar | 1285.90 | 51.15 | 12.65 | 27.17 | 409 | 214 | 347 | |||||||||
| 9 Mar | 1247.30 | 36.55 | 5.15 | 27.8 | 26 | 18 | 132 | |||||||||
| 6 Mar | 1231.90 | 30 | 7 | 26.65 | 113 | 104 | 112 | |||||||||
| 5 Mar | 1225.50 | 23 | 7.5 | 23.93 | 2 | -1 | 7 | |||||||||
| 4 Mar | 1195.40 | 15.5 | -4.5 | 24.13 | 3 | -1 | 8 | |||||||||
| 2 Mar | 1210.40 | 20 | -11.8 | 23.55 | 3 | 0 | 9 | |||||||||
| 27 Feb | 1220.40 | 31.8 | 4 | 27.92 | 6 | 2 | 6 | |||||||||
| 26 Feb | 1220.70 | 27.8 | 4.2 | 25.16 | 5 | 4 | 4 | |||||||||
| 18 Feb | 1159.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1186.70 | 0 | 0 | 3.61 | 0 | 0 | 0 | |||||||||
| 11 Feb | 1146.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1124.10 | 0 | 0 | 3.19 | 0 | 0 | 0 | |||||||||
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| 9 Feb | 1203.70 | 0 | 0 | 3.11 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1191.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1181.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1212.70 | 0 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1226.10 | 0 | 0 | 2.04 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1171.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1172.10 | 0 | 0 | 2.9 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1207.70 | 0 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1300 expiring on 28APR2026
Delta for 1300 CE is 0.69
Historical price for 1300 CE is as follows
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 73.95, which was 20.15 higher than the previous day. The implied volatity was 30.92, the open interest changed by -5 which decreased total open position to 696
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 54.2, which was -11.75 lower than the previous day. The implied volatity was 33.16, the open interest changed by 74 which increased total open position to 703
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 66, which was 1 higher than the previous day. The implied volatity was 33.8, the open interest changed by 188 which increased total open position to 629
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 65.75, which was 15.65 higher than the previous day. The implied volatity was 34.16, the open interest changed by -40 which decreased total open position to 440
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 49.8, which was -0.2 lower than the previous day. The implied volatity was 33.82, the open interest changed by 15 which increased total open position to 483
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 50.35, which was 1.1 higher than the previous day. The implied volatity was 32.27, the open interest changed by 76 which increased total open position to 467
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 49.45, which was 17.8 higher than the previous day. The implied volatity was 27.66, the open interest changed by 36 which increased total open position to 392
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 33, which was -6.45 lower than the previous day. The implied volatity was 28.42, the open interest changed by 90 which increased total open position to 354
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 39.15, which was -10.55 lower than the previous day. The implied volatity was 27.76, the open interest changed by -6 which decreased total open position to 263
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 49.55, which was 2.2 higher than the previous day. The implied volatity was 27.09, the open interest changed by -14 which decreased total open position to 270
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 46.15, which was -13.15 lower than the previous day. The implied volatity was 30.02, the open interest changed by -17 which decreased total open position to 283
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 58.55, which was -7.1 lower than the previous day. The implied volatity was 27.55, the open interest changed by -47 which decreased total open position to 301
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 65.3, which was 3 higher than the previous day. The implied volatity was 27.35, the open interest changed by -4 which decreased total open position to 349
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 61.25, which was 10.45 higher than the previous day. The implied volatity was 27.11, the open interest changed by 7 which increased total open position to 353
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 51.15, which was 12.65 higher than the previous day. The implied volatity was 27.17, the open interest changed by 214 which increased total open position to 347
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 36.55, which was 5.15 higher than the previous day. The implied volatity was 27.8, the open interest changed by 18 which increased total open position to 132
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 30, which was 7 higher than the previous day. The implied volatity was 26.65, the open interest changed by 104 which increased total open position to 112
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 23, which was 7.5 higher than the previous day. The implied volatity was 23.93, the open interest changed by -1 which decreased total open position to 7
On 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 15.5, which was -4.5 lower than the previous day. The implied volatity was 24.13, the open interest changed by -1 which decreased total open position to 8
On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 20, which was -11.8 lower than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 9
On 27 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 31.8, which was 4 higher than the previous day. The implied volatity was 27.92, the open interest changed by 2 which increased total open position to 6
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 27.8, which was 4.2 higher than the previous day. The implied volatity was 25.16, the open interest changed by 4 which increased total open position to 4
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was -, which was - 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 0, which was 0 lower than the previous day. The implied volatity was 3.61, 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 -, which was - 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 0, which was 0 lower than the previous day. The implied volatity was 3.19, 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 0, which was 0 lower than the previous day. The implied volatity was 3.11, 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 -, which was - 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 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 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.77, 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 0, which was 0 lower than the previous day. The implied volatity was 2.04, 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 -, which was - 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 0, which was 0 lower than the previous day. The implied volatity was 2.9, 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 0, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Apr-2026 (27d) 1300 PE | |||||||
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Delta: -0.33
Vega: 1.33
Theta: -0.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 1342.10 | 31.7 | -16.8 | 37.29 | 2,268 | 473 | 946 |
| 30 Mar | 1304.40 | 50.1 | 1 | 38.19 | 1,069 | 228 | 466 |
| 27 Mar | 1314.20 | 49.35 | 0 | 40.02 | 441 | 102 | 229 |
| 25 Mar | 1307.80 | 49 | -10.05 | 37.56 | 302 | 87 | 127 |
| 24 Mar | 1281.60 | 58.05 | -4.4 | 34.11 | 39 | -10 | 40 |
| 23 Mar | 1278.70 | 64.15 | 14.05 | 38.84 | 191 | -40 | 52 |
| 20 Mar | 1291.40 | 51 | -23.5 | 32.05 | 88 | 49 | 90 |
| 19 Mar | 1247.50 | 74.95 | 14.1 | 34.04 | 7 | 1 | 42 |
| 18 Mar | 1269.00 | 60.85 | 7.95 | 30.26 | 4 | 1 | 40 |
| 17 Mar | 1286.00 | 52.9 | -8.3 | 31.7 | 9 | 3 | 38 |
| 16 Mar | 1279.60 | 61.2 | 9.3 | 31.04 | 33 | 10 | 35 |
| 13 Mar | 1296.50 | 51.9 | 8.9 | 32.47 | 26 | 4 | 27 |
| 12 Mar | 1311.90 | 43 | -4.5 | 29.85 | 8 | 2 | 22 |
| 11 Mar | 1304.80 | 47.5 | -9.1 | 30.43 | 17 | 12 | 19 |
| 10 Mar | 1285.90 | 57 | -117 | 30.53 | 7 | 3 | 3 |
| 9 Mar | 1247.30 | 174 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1231.90 | 174 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1225.50 | 174 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1195.40 | 174 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1210.40 | 174 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1220.40 | 174 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1220.70 | 174 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1159.60 | - | - | - | 0 | 0 | 0 |
| 17 Feb | 1186.70 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1146.60 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 1124.10 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1203.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1191.00 | - | - | - | 0 | 0 | 0 |
| 5 Feb | 1181.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1212.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1226.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1171.00 | - | - | - | 0 | 0 | 0 |
| 1 Feb | 1172.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1207.70 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1300 expiring on 28APR2026
Delta for 1300 PE is -0.33
Historical price for 1300 PE is as follows
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 31.7, which was -16.8 lower than the previous day. The implied volatity was 37.29, the open interest changed by 473 which increased total open position to 946
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 50.1, which was 1 higher than the previous day. The implied volatity was 38.19, the open interest changed by 228 which increased total open position to 466
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 40.02, the open interest changed by 102 which increased total open position to 229
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 49, which was -10.05 lower than the previous day. The implied volatity was 37.56, the open interest changed by 87 which increased total open position to 127
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 58.05, which was -4.4 lower than the previous day. The implied volatity was 34.11, the open interest changed by -10 which decreased total open position to 40
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 64.15, which was 14.05 higher than the previous day. The implied volatity was 38.84, the open interest changed by -40 which decreased total open position to 52
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 51, which was -23.5 lower than the previous day. The implied volatity was 32.05, the open interest changed by 49 which increased total open position to 90
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 74.95, which was 14.1 higher than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 42
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 60.85, which was 7.95 higher than the previous day. The implied volatity was 30.26, the open interest changed by 1 which increased total open position to 40
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 52.9, which was -8.3 lower than the previous day. The implied volatity was 31.7, the open interest changed by 3 which increased total open position to 38
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 61.2, which was 9.3 higher than the previous day. The implied volatity was 31.04, the open interest changed by 10 which increased total open position to 35
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 51.9, which was 8.9 higher than the previous day. The implied volatity was 32.47, the open interest changed by 4 which increased total open position to 27
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 43, which was -4.5 lower than the previous day. The implied volatity was 29.85, the open interest changed by 2 which increased total open position to 22
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 47.5, which was -9.1 lower than the previous day. The implied volatity was 30.43, the open interest changed by 12 which increased total open position to 19
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 57, which was -117 lower than the previous day. The implied volatity was 30.53, the open interest changed by 3 which increased total open position to 3
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 174, 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 174, 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 174, 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 174, 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 174, 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 174, 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 174, 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 -, which was - 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 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 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was -, which was - 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 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 Feb AUROPHARMA was trading at 1203.70. 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 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was -, which was - 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 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 4 Feb AUROPHARMA was trading at 1212.70. 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 Feb AUROPHARMA was trading at 1226.10. 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 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was -, which was - 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 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 30 Jan AUROPHARMA was trading at 1207.70. 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
