AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (6d) 1320 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0
Theta: -0.94
Gamma: 0.0031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 1391.70 | 76.45 | 13.450000000000003 | 33.02 | 33 | -8 | 122 | |||||||||
| 20 Apr | 1367.80 | 63 | -11.799999999999997 | 34.87 | 13 | -7 | 131 | |||||||||
| 17 Apr | 1386.00 | 74.8 | 1.75 | 30.52 | 11 | -8 | 138 | |||||||||
| 16 Apr | 1386.50 | 72.35 | 5.799999999999997 | 22.34 | 55 | -4 | 139 | |||||||||
| 15 Apr | 1373.90 | 65.5 | 20.9 | 28.51 | 205 | -70 | 144 | |||||||||
| 13 Apr | 1339.80 | 41.3 | -14.300000000000004 | 29.58 | 99 | 20 | 213 | |||||||||
| 10 Apr | 1349.40 | 54.7 | 3.3000000000000043 | 29.97 | 106 | 1 | 195 | |||||||||
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| 9 Apr | 1340.40 | 51.85 | 1 | 31.09 | 136 | -8 | 201 | |||||||||
| 8 Apr | 1335.70 | 51.25 | 2 | 31.57 | 428 | -17 | 211 | |||||||||
| 7 Apr | 1330.00 | 49.9 | -6.1 | 32.05 | 400 | 49 | 232 | |||||||||
| 6 Apr | 1340.40 | 56 | -4.35 | 31.1 | 564 | 12 | 195 | |||||||||
| 2 Apr | 1333.70 | 60.55 | -1.25 | 33.21 | 855 | 2 | 182 | |||||||||
| 1 Apr | 1342.10 | 61.45 | 16.5 | 30.88 | 671 | -194 | 181 | |||||||||
| 30 Mar | 1304.40 | 43.05 | -12.5 | 32.14 | 816 | 52 | 382 | |||||||||
| 27 Mar | 1314.20 | 54.75 | -0.25 | 33.31 | 970 | 211 | 334 | |||||||||
| 25 Mar | 1307.80 | 54.15 | 14.15 | 33.28 | 285 | 121 | 123 | |||||||||
| 24 Mar | 1281.60 | 40 | 15.6 | - | 0 | 0 | 2 | |||||||||
| 23 Mar | 1278.70 | 40 | 15.6 | 31.24 | 1 | 0 | 2 | |||||||||
| 20 Mar | 1291.40 | 24.4 | 4.35 | 18.23 | 2 | 0 | 0 | |||||||||
| 19 Mar | 1247.50 | 20.05 | 0 | 3.48 | 0 | 0 | 0 | |||||||||
| 18 Mar | 1269.00 | 20.05 | 0 | 2.45 | 0 | 0 | 0 | |||||||||
| 17 Mar | 1286.00 | 20.05 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 16 Mar | 1279.60 | 20.05 | 0 | 2.12 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1296.50 | 20.05 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1311.90 | 20.05 | 0 | 0.25 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1304.80 | 20.05 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1285.90 | 20.05 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1181.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1212.70 | 0 | 0 | 2.56 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1226.10 | 0 | 0 | 2.92 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1320 expiring on 28APR2026
Delta for 1320 CE is 0.88
Historical price for 1320 CE is as follows
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 76.45, which was 13.450000000000003 higher than the previous day. The implied volatity was 33.02, the open interest changed by -8 which decreased total open position to 122
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 63, which was -11.799999999999997 lower than the previous day. The implied volatity was 34.87, the open interest changed by -7 which decreased total open position to 131
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 74.8, which was 1.75 higher than the previous day. The implied volatity was 30.52, the open interest changed by -8 which decreased total open position to 138
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 72.35, which was 5.799999999999997 higher than the previous day. The implied volatity was 22.34, the open interest changed by -4 which decreased total open position to 139
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 65.5, which was 20.9 higher than the previous day. The implied volatity was 28.51, the open interest changed by -70 which decreased total open position to 144
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 41.3, which was -14.300000000000004 lower than the previous day. The implied volatity was 29.58, the open interest changed by 20 which increased total open position to 213
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 54.7, which was 3.3000000000000043 higher than the previous day. The implied volatity was 29.97, the open interest changed by 1 which increased total open position to 195
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 51.85, which was 1 higher than the previous day. The implied volatity was 31.09, the open interest changed by -8 which decreased total open position to 201
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 51.25, which was 2 higher than the previous day. The implied volatity was 31.57, the open interest changed by -17 which decreased total open position to 211
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 49.9, which was -6.1 lower than the previous day. The implied volatity was 32.05, the open interest changed by 49 which increased total open position to 232
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 56, which was -4.35 lower than the previous day. The implied volatity was 31.1, the open interest changed by 12 which increased total open position to 195
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 60.55, which was -1.25 lower than the previous day. The implied volatity was 33.21, the open interest changed by 2 which increased total open position to 182
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 61.45, which was 16.5 higher than the previous day. The implied volatity was 30.88, the open interest changed by -194 which decreased total open position to 181
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 43.05, which was -12.5 lower than the previous day. The implied volatity was 32.14, the open interest changed by 52 which increased total open position to 382
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 54.75, which was -0.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by 211 which increased total open position to 334
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 54.15, which was 14.15 higher than the previous day. The implied volatity was 33.28, the open interest changed by 121 which increased total open position to 123
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 40, which was 15.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 40, which was 15.6 higher than the previous day. The implied volatity was 31.24, the open interest changed by 0 which decreased total open position to 2
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 24.4, which was 4.35 higher than the previous day. The implied volatity was 18.23, 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 20.05, which was 0 lower than the previous day. The implied volatity was 3.48, 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 20.05, which was 0 lower than the previous day. The implied volatity was 2.45, 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 20.05, which was 0 lower than the previous day. The implied volatity was 1.07, 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 20.05, which was 0 lower than the previous day. The implied volatity was 2.12, 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 20.05, which was 0 lower than the previous day. The implied volatity was 0.31, 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 20.05, which was 0 lower than the previous day. The implied volatity was 0.25, 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 20.05, which was 0 lower than the previous day. The implied volatity was 0.23, 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 20.05, which was 0 lower than the previous day. The implied volatity was 1.17, 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 -, 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 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 2.56, 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 2.92, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Apr-2026 (6d) 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0
Theta: -0.62
Gamma: 0.00292
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 1391.70 | 3.25 | -4.6 | 31.77 | 379 | 53 | 267 |
| 20 Apr | 1367.80 | 7.75 | 1.5 | 30.37 | 140 | -1 | 216 |
| 17 Apr | 1386.00 | 6.1 | -2.3000000000000007 | 28.88 | 403 | -13 | 218 |
| 16 Apr | 1386.50 | 8.35 | -3.6500000000000004 | 31.82 | 230 | 45 | 231 |
| 15 Apr | 1373.90 | 12 | -13.149999999999999 | 32.31 | 318 | 23 | 187 |
| 13 Apr | 1339.80 | 24 | 3.3999999999999986 | 31.58 | 219 | -27 | 164 |
| 10 Apr | 1349.40 | 20.25 | -6.199999999999999 | 29.55 | 304 | 14 | 191 |
| 9 Apr | 1340.40 | 25.6 | -3.05 | 30.75 | 230 | 7 | 178 |
| 8 Apr | 1335.70 | 28.15 | -7.2 | 31 | 502 | 25 | 175 |
| 7 Apr | 1330.00 | 35.25 | 1.2 | 34.4 | 428 | -22 | 151 |
| 6 Apr | 1340.40 | 33.85 | -8 | 35.87 | 513 | -85 | 173 |
| 2 Apr | 1333.70 | 42 | 4.05 | 38.15 | 554 | 38 | 181 |
| 1 Apr | 1342.10 | 39.1 | -19.1 | 36.9 | 575 | 46 | 143 |
| 30 Mar | 1304.40 | 60.5 | 2.35 | 38.29 | 271 | 19 | 97 |
| 27 Mar | 1314.20 | 58.1 | -0.6 | 39.5 | 225 | 18 | 78 |
| 25 Mar | 1307.80 | 58 | -132.15 | 37.11 | 111 | 60 | 60 |
| 24 Mar | 1281.60 | 190.15 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1278.70 | 190.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1291.40 | 190.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 190.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 190.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 190.15 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 190.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 190.15 | 0 | 0.04 | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 190.15 | 0 | 0.47 | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 190.15 | 0 | 0.01 | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 190.15 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1181.60 | - | - | - | 0 | 0 | 0 |
| 4 Feb | 1212.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1226.10 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1320 expiring on 28APR2026
Delta for 1320 PE is -0.11
Historical price for 1320 PE is as follows
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 3.25, which was -4.6 lower than the previous day. The implied volatity was 31.77, the open interest changed by 53 which increased total open position to 267
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 7.75, which was 1.5 higher than the previous day. The implied volatity was 30.37, the open interest changed by -1 which decreased total open position to 216
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 6.1, which was -2.3000000000000007 lower than the previous day. The implied volatity was 28.88, the open interest changed by -13 which decreased total open position to 218
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 8.35, which was -3.6500000000000004 lower than the previous day. The implied volatity was 31.82, the open interest changed by 45 which increased total open position to 231
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 12, which was -13.149999999999999 lower than the previous day. The implied volatity was 32.31, the open interest changed by 23 which increased total open position to 187
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 24, which was 3.3999999999999986 higher than the previous day. The implied volatity was 31.58, the open interest changed by -27 which decreased total open position to 164
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 20.25, which was -6.199999999999999 lower than the previous day. The implied volatity was 29.55, the open interest changed by 14 which increased total open position to 191
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 25.6, which was -3.05 lower than the previous day. The implied volatity was 30.75, the open interest changed by 7 which increased total open position to 178
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 28.15, which was -7.2 lower than the previous day. The implied volatity was 31, the open interest changed by 25 which increased total open position to 175
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 35.25, which was 1.2 higher than the previous day. The implied volatity was 34.4, the open interest changed by -22 which decreased total open position to 151
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 33.85, which was -8 lower than the previous day. The implied volatity was 35.87, the open interest changed by -85 which decreased total open position to 173
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 42, which was 4.05 higher than the previous day. The implied volatity was 38.15, the open interest changed by 38 which increased total open position to 181
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 39.1, which was -19.1 lower than the previous day. The implied volatity was 36.9, the open interest changed by 46 which increased total open position to 143
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 60.5, which was 2.35 higher than the previous day. The implied volatity was 38.29, the open interest changed by 19 which increased total open position to 97
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 58.1, which was -0.6 lower than the previous day. The implied volatity was 39.5, the open interest changed by 18 which increased total open position to 78
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 58, which was -132.15 lower than the previous day. The implied volatity was 37.11, the open interest changed by 60 which increased total open position to 60
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 190.15, 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 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 190.15, 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 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 190.15, 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 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 190.15, 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 190.15, 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 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 190.15, 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 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 190.15, 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 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 190.15, which was 0 lower than the previous day. The implied volatity was 0.04, 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 190.15, which was 0 lower than the previous day. The implied volatity was 0.47, 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 190.15, which was 0 lower than the previous day. The implied volatity was 0.01, 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 190.15, 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 Feb AUROPHARMA was trading at 1181.60. 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 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
