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 1320 CE
Delta: 0.05 Vega: 0.29 Theta: -0.23 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	1.8 ₹ 990	-0.2 -110.00	30.76	276 1,51,800	-85 -46,750	220 1,21,000
8 Dec	1177.40	1.95 ₹ 1,072.5	-2.55 -1402.50	27.96	471 2,59,050	-200 -1,10,000	306 1,68,300
5 Dec	1217.60	4.45 ₹ 2,447.5	-2.7 -1485.00	23.61	636 3,49,800	291 1,60,050	505 2,77,750
4 Dec	1223.10	6.7 ₹ 3,685	1.7 935.00	25.79	124 68,200	20 11,000	214 1,17,700
3 Dec	1208.90	4.75 ₹ 2,612.5	-1.25 -687.50	24.66	169 92,950	5 2,750	213 1,17,150
2 Dec	1215.20	6 ₹ 3,300	-0.95 -522.50	24.99	40 22,000	17 9,350	209 1,14,950
1 Dec	1216.20	6.9 ₹ 3,795	-1.25 -687.50	25.77	109 59,950	17 9,350	193 1,06,150
28 Nov	1226.70	7.2 ₹ 3,960	-3.5 -1925.00	23.63	105 57,750	15 8,250	176 96,800

27 Nov	1235.80	10.6 ₹ 5,830	-0.7 -385.00	23.35	161 88,550	29 15,950	161 88,550
26 Nov	1227.40	11.85 ₹ 6,517.5	2.65 1457.50	24.16	144 79,200	15 8,250	132 72,600
25 Nov	1208.00	9.2 ₹ 5,060	2.8 1540.00	26.88	58 31,900	21 11,550	116 63,800
24 Nov	1194.00	6.35 ₹ 3,492.5	-3.45 -1897.50	25.15	47 25,850	13 7,150	96 52,800
21 Nov	1205.90	10.05 ₹ 5,527.5	1.05 577.50	26.51	132 72,600	61 33,550	84 46,200
20 Nov	1207.70	9.45 ₹ 5,197.5	-4.75 -2612.50	24.41	29 15,950	13 7,150	23 12,650
19 Nov	1235.80	14 ₹ 7,700	-3 -1650.00	23.77	16 8,800	5 2,750	9 4,950
18 Nov	1239.30	17.05 ₹ 9,377.5	1.7 935.00	24.85	5 2,750	3 1,650	3 1,650
17 Nov	1236.90	15.35 ₹ 8,442.5	0 0.00	4.11	0 0	0 0	0 0
14 Oct	1124.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Oct	1136.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Oct	1130.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1320 expiring on 30DEC2025

Delta for 1320 CE is 0.05

Historical price for 1320 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 1.8, which was -0.2 lower than the previous day. The implied volatity was 30.76, the open interest changed by -85 which decreased total open position to 220

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 1.95, which was -2.55 lower than the previous day. The implied volatity was 27.96, the open interest changed by -200 which decreased total open position to 306

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 4.45, which was -2.7 lower than the previous day. The implied volatity was 23.61, the open interest changed by 291 which increased total open position to 505

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 6.7, which was 1.7 higher than the previous day. The implied volatity was 25.79, the open interest changed by 20 which increased total open position to 214

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 4.75, which was -1.25 lower than the previous day. The implied volatity was 24.66, the open interest changed by 5 which increased total open position to 213

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 6, which was -0.95 lower than the previous day. The implied volatity was 24.99, the open interest changed by 17 which increased total open position to 209

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 6.9, which was -1.25 lower than the previous day. The implied volatity was 25.77, the open interest changed by 17 which increased total open position to 193

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 7.2, which was -3.5 lower than the previous day. The implied volatity was 23.63, the open interest changed by 15 which increased total open position to 176

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 10.6, which was -0.7 lower than the previous day. The implied volatity was 23.35, the open interest changed by 29 which increased total open position to 161

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 11.85, which was 2.65 higher than the previous day. The implied volatity was 24.16, the open interest changed by 15 which increased total open position to 132

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 9.2, which was 2.8 higher than the previous day. The implied volatity was 26.88, the open interest changed by 21 which increased total open position to 116

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 6.35, which was -3.45 lower than the previous day. The implied volatity was 25.15, the open interest changed by 13 which increased total open position to 96

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 10.05, which was 1.05 higher than the previous day. The implied volatity was 26.51, the open interest changed by 61 which increased total open position to 84

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 9.45, which was -4.75 lower than the previous day. The implied volatity was 24.41, the open interest changed by 13 which increased total open position to 23

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was 23.77, the open interest changed by 5 which increased total open position to 9

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 17.05, which was 1.7 higher than the previous day. The implied volatity was 24.85, the open interest changed by 3 which increased total open position to 3

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 15.35, which was 0 lower than the previous day. The implied volatity was 4.11, 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

AUROPHARMA 30DEC2025 1320 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
8 Dec	1177.40	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
5 Dec	1217.60	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
4 Dec	1223.10	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
3 Dec	1208.90	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
2 Dec	1215.20	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
1 Dec	1216.20	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
28 Nov	1226.70	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
27 Nov	1235.80	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
26 Nov	1227.40	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
25 Nov	1208.00	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
24 Nov	1194.00	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
21 Nov	1205.90	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
20 Nov	1207.70	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
19 Nov	1235.80	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
18 Nov	1239.30	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
17 Nov	1236.90	231.45 ₹ 1,27,297.5	0 0.00	-	0 0	0 0	0 0
14 Oct	1124.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Oct	1136.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Oct	1130.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1320 expiring on 30DEC2025

Delta for 1320 PE is -

Historical price for 1320 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 231.45, 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 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 231.45, 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 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 231.45, 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 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 231.45, 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 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 231.45, 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 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 231.45, 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 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 231.45, 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 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 231.45, 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 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 231.45, 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 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 231.45, 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 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 231.45, 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 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 231.45, 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 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 231.45, 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 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 231.45, 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 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 231.45, 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 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 231.45, 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 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 231.45, 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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