AUROPHARMA

Aurobindo Pharma Ltd

1163.6 -13.80 (-1.17%)

L: 1160.5 H: 1178.3

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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 1340 CE
Delta: 0.04 Vega: 0.23 Theta: -0.19 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	1.35 ₹ 742.5	-0.05 -27.50	31.93	138 75,900	-19 -10,450	101 55,550
8 Dec	1177.40	1.4 ₹ 770	-1.1 -605.00	28.26	272 1,49,600	-147 -80,850	120 66,000
5 Dec	1217.60	2.5 ₹ 1,375	-2.25 -1237.50	23.25	92 50,600	-7 -3,850	267 1,46,850
4 Dec	1223.10	4.55 ₹ 2,502.5	1.45 797.50	26.12	65 35,750	16 8,800	274 1,50,700
3 Dec	1208.90	3.05 ₹ 1,677.5	-0.9 -495.00	24.82	129 70,950	3 1,650	244 1,34,200

2 Dec	1215.20	3.95 ₹ 2,172.5	-0.85 -467.50	25.13	58 31,900	6 3,300	241 1,32,550
1 Dec	1216.20	4.55 ₹ 2,502.5	-1.4 -770.00	25.73	135 74,250	20 11,000	236 1,29,800
28 Nov	1226.70	4.7 ₹ 2,585	-3 -1650.00	23.44	318 1,74,900	100 55,000	216 1,18,800
27 Nov	1235.80	7.6 ₹ 4,180	-0.45 -247.50	24.20	62 34,100	-7 -3,850	115 63,250
26 Nov	1227.40	8.8 ₹ 4,840	1.7 935.00	24.72	113 62,150	33 18,150	116 63,800
25 Nov	1208.00	7.1 ₹ 3,905	2.55 1402.50	27.75	73 40,150	27 14,850	84 46,200
24 Nov	1194.00	4.65 ₹ 2,557.5	-3.05 -1677.50	25.66	33 18,150	13 7,150	55 30,250
21 Nov	1205.90	7.7 ₹ 4,235	0.75 412.50	27.01	73 40,150	15 8,250	42 23,100
20 Nov	1207.70	7.05 ₹ 3,877.5	-3.4 -1870.00	24.86	25 13,750	3 1,650	29 15,950
19 Nov	1235.80	10.45 ₹ 5,747.5	-2.35 -1292.50	24.08	7 3,850	4 2,200	25 13,750
18 Nov	1239.30	12.8 ₹ 7,040	-0.15 -82.50	24.96	21 11,550	10 5,500	20 11,000
17 Nov	1236.90	12.95 ₹ 7,122.5	5.75 3162.50	24.18	12 6,600	10 5,500	10 5,500

For Aurobindo Pharma Ltd - strike price 1340 expiring on 30DEC2025

Delta for 1340 CE is 0.04

Historical price for 1340 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 31.93, the open interest changed by -19 which decreased total open position to 101

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 1.4, which was -1.1 lower than the previous day. The implied volatity was 28.26, the open interest changed by -147 which decreased total open position to 120

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 2.5, which was -2.25 lower than the previous day. The implied volatity was 23.25, the open interest changed by -7 which decreased total open position to 267

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 4.55, which was 1.45 higher than the previous day. The implied volatity was 26.12, the open interest changed by 16 which increased total open position to 274

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 3.05, which was -0.9 lower than the previous day. The implied volatity was 24.82, the open interest changed by 3 which increased total open position to 244

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 3.95, which was -0.85 lower than the previous day. The implied volatity was 25.13, the open interest changed by 6 which increased total open position to 241

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 4.55, which was -1.4 lower than the previous day. The implied volatity was 25.73, the open interest changed by 20 which increased total open position to 236

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 4.7, which was -3 lower than the previous day. The implied volatity was 23.44, the open interest changed by 100 which increased total open position to 216

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 7.6, which was -0.45 lower than the previous day. The implied volatity was 24.20, the open interest changed by -7 which decreased total open position to 115

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 8.8, which was 1.7 higher than the previous day. The implied volatity was 24.72, the open interest changed by 33 which increased total open position to 116

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 7.1, which was 2.55 higher than the previous day. The implied volatity was 27.75, the open interest changed by 27 which increased total open position to 84

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 4.65, which was -3.05 lower than the previous day. The implied volatity was 25.66, the open interest changed by 13 which increased total open position to 55

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 7.7, which was 0.75 higher than the previous day. The implied volatity was 27.01, the open interest changed by 15 which increased total open position to 42

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 7.05, which was -3.4 lower than the previous day. The implied volatity was 24.86, the open interest changed by 3 which increased total open position to 29

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 10.45, which was -2.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by 4 which increased total open position to 25

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 12.8, which was -0.15 lower than the previous day. The implied volatity was 24.96, the open interest changed by 10 which increased total open position to 20

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 12.95, which was 5.75 higher than the previous day. The implied volatity was 24.18, the open interest changed by 10 which increased total open position to 10

AUROPHARMA 30DEC2025 1340 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	103.95 ₹ 57,172.5	-1.05 -577.50	-	0 0	0 0	0 0
8 Dec	1177.40	103.95 ₹ 57,172.5	-1.05 -577.50	-	0 0	0 0	8 4,400
5 Dec	1217.60	103.95 ₹ 57,172.5	-1.05 -577.50	-	0 0	0 0	0 0
4 Dec	1223.10	103.95 ₹ 57,172.5	-1.05 -577.50	-	0 0	0 0	0 0
3 Dec	1208.90	103.95 ₹ 57,172.5	-1.05 -577.50	-	0 0	0 0	0 0
2 Dec	1215.20	103.95 ₹ 57,172.5	-1.05 -577.50	-	0 0	0 0	0 0
1 Dec	1216.20	103.95 ₹ 57,172.5	-1.05 -577.50	-	0 0	0 0	0 0
28 Nov	1226.70	103.95 ₹ 57,172.5	-1.05 -577.50	-	0 0	6 3,300	0 0
27 Nov	1235.80	103.95 ₹ 57,172.5	-1.05 -577.50	26.49	9 4,950	5 2,750	7 3,850
26 Nov	1227.40	105 ₹ 57,750	-128.75 -70812.50	-	0 0	0 0	0 0
25 Nov	1208.00	105 ₹ 57,750	-128.75 -70812.50	-	0 0	0 0	0 0
24 Nov	1194.00	105 ₹ 57,750	-128.75 -70812.50	-	0 0	0 0	0 0
21 Nov	1205.90	105 ₹ 57,750	-128.75 -70812.50	-	0 0	0 0	0 0
20 Nov	1207.70	105 ₹ 57,750	-128.75 -70812.50	-	0 0	2 1,100	0 0
19 Nov	1235.80	105 ₹ 57,750	-128.75 -70812.50	25.96	2 1,100	0 0	0 0
18 Nov	1239.30	233.75 ₹ 1,28,562.5	0 0.00	-	0 0	0 0	0 0
17 Nov	1236.90	233.75 ₹ 1,28,562.5	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1340 expiring on 30DEC2025

Delta for 1340 PE is -

Historical price for 1340 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 103.95, which was -1.05 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 103.95, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 103.95, which was -1.05 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 103.95, which was -1.05 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 103.95, which was -1.05 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 103.95, which was -1.05 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 103.95, which was -1.05 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 103.95, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 103.95, which was -1.05 lower than the previous day. The implied volatity was 26.49, the open interest changed by 5 which increased total open position to 7

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 105, which was -128.75 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 105, which was -128.75 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 105, which was -128.75 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 105, which was -128.75 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 105, which was -128.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 105, which was -128.75 lower than the previous day. The implied volatity was 25.96, 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 233.75, 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 233.75, 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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