AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (5d) 1340 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0
Theta: -0.53
Gamma: 0.00234
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 1421.20 | 79.65 | 21.250000000000007 | 32.77 | 46 | -3 | 177 | |||||||||
| 21 Apr | 1391.70 | 58.55 | 19.15 | 28.57 | 200 | -21 | 180 | |||||||||
| 20 Apr | 1367.80 | 40.65 | -15.600000000000001 | 29.87 | 34 | -17 | 201 | |||||||||
| 17 Apr | 1386.00 | 56.35 | -0.5 | 26.84 | 69 | -11 | 217 | |||||||||
| 16 Apr | 1386.50 | 56.95 | 5.050000000000004 | 25.29 | 200 | 26 | 218 | |||||||||
| 15 Apr | 1373.90 | 50.25 | 16.85 | 26.8 | 480 | -57 | 194 | |||||||||
| 13 Apr | 1339.80 | 34.5 | -8.200000000000003 | 30.1 | 535 | 42 | 260 | |||||||||
| 10 Apr | 1349.40 | 41.9 | 1.25 | 29.08 | 508 | -15 | 220 | |||||||||
| 9 Apr | 1340.40 | 41 | 1.05 | 31.21 | 477 | -42 | 231 | |||||||||
| 8 Apr | 1335.70 | 40 | 0.95 | 31.09 | 1,107 | 16 | 273 | |||||||||
| 7 Apr | 1330.00 | 39 | -5.8 | 31.52 | 736 | 52 | 258 | |||||||||
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| 6 Apr | 1340.40 | 45 | -4.9 | 31.14 | 794 | 59 | 210 | |||||||||
| 2 Apr | 1333.70 | 49.75 | -1.65 | 33.08 | 875 | 44 | 151 | |||||||||
| 1 Apr | 1342.10 | 51 | 15.65 | 31.31 | 613 | 63 | 107 | |||||||||
| 30 Mar | 1304.40 | 35.55 | -11.05 | 32.73 | 228 | -13 | 46 | |||||||||
| 27 Mar | 1314.20 | 46.2 | -3.3 | 33.79 | 98 | 44 | 59 | |||||||||
| 25 Mar | 1307.80 | 49.5 | 16.2 | 36.05 | 21 | 11 | 14 | |||||||||
| 24 Mar | 1281.60 | 33.3 | 13.65 | 32.13 | 1 | 0 | 2 | |||||||||
| 23 Mar | 1278.70 | 19.65 | 2.7 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 1291.40 | 19.65 | 2.7 | 20.38 | 2 | 0 | 0 | |||||||||
| 19 Mar | 1247.50 | 16.95 | 0 | 4.69 | 0 | 0 | 0 | |||||||||
| 18 Mar | 1269.00 | 16.95 | 0 | 3.67 | 0 | 0 | 0 | |||||||||
| 17 Mar | 1286.00 | 16.95 | 0 | 2.5 | 0 | 0 | 0 | |||||||||
| 16 Mar | 1279.60 | 16.95 | 0 | 3.14 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1296.50 | 16.95 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1311.90 | 16.95 | 0 | 0.84 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1304.80 | 16.95 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1285.90 | 16.95 | 0 | 2.17 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1212.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1226.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1340 expiring on 28APR2026
Delta for 1340 CE is 0.92
Historical price for 1340 CE is as follows
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 79.65, which was 21.250000000000007 higher than the previous day. The implied volatity was 32.77, the open interest changed by -3 which decreased total open position to 177
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 58.55, which was 19.15 higher than the previous day. The implied volatity was 28.57, the open interest changed by -21 which decreased total open position to 180
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 40.65, which was -15.600000000000001 lower than the previous day. The implied volatity was 29.87, the open interest changed by -17 which decreased total open position to 201
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 56.35, which was -0.5 lower than the previous day. The implied volatity was 26.84, the open interest changed by -11 which decreased total open position to 217
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 56.95, which was 5.050000000000004 higher than the previous day. The implied volatity was 25.29, the open interest changed by 26 which increased total open position to 218
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 50.25, which was 16.85 higher than the previous day. The implied volatity was 26.8, the open interest changed by -57 which decreased total open position to 194
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 34.5, which was -8.200000000000003 lower than the previous day. The implied volatity was 30.1, the open interest changed by 42 which increased total open position to 260
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 41.9, which was 1.25 higher than the previous day. The implied volatity was 29.08, the open interest changed by -15 which decreased total open position to 220
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 41, which was 1.05 higher than the previous day. The implied volatity was 31.21, the open interest changed by -42 which decreased total open position to 231
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 40, which was 0.95 higher than the previous day. The implied volatity was 31.09, the open interest changed by 16 which increased total open position to 273
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 39, which was -5.8 lower than the previous day. The implied volatity was 31.52, the open interest changed by 52 which increased total open position to 258
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 45, which was -4.9 lower than the previous day. The implied volatity was 31.14, the open interest changed by 59 which increased total open position to 210
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 49.75, which was -1.65 lower than the previous day. The implied volatity was 33.08, the open interest changed by 44 which increased total open position to 151
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 51, which was 15.65 higher than the previous day. The implied volatity was 31.31, the open interest changed by 63 which increased total open position to 107
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 35.55, which was -11.05 lower than the previous day. The implied volatity was 32.73, the open interest changed by -13 which decreased total open position to 46
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 46.2, which was -3.3 lower than the previous day. The implied volatity was 33.79, the open interest changed by 44 which increased total open position to 59
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 49.5, which was 16.2 higher than the previous day. The implied volatity was 36.05, the open interest changed by 11 which increased total open position to 14
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 33.3, which was 13.65 higher than the previous day. The implied volatity was 32.13, 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 19.65, which was 2.7 higher than the previous day. The implied volatity was -, 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 19.65, which was 2.7 higher than the previous day. The implied volatity was 20.38, 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 16.95, which was 0 lower than the previous day. The implied volatity was 4.69, 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 16.95, which was 0 lower than the previous day. The implied volatity was 3.67, 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 16.95, which was 0 lower than the previous day. The implied volatity was 2.5, 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 16.95, which was 0 lower than the previous day. The implied volatity was 3.14, 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 16.95, which was 0 lower than the previous day. The implied volatity was 1.71, 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 16.95, which was 0 lower than the previous day. The implied volatity was 0.84, 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 16.95, which was 0 lower than the previous day. The implied volatity was 1.18, 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 16.95, which was 0 lower than the previous day. The implied volatity was 2.17, 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 -, 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 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
| AUROPHARMA 28-Apr-2026 (5d) 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0
Theta: -0.57
Gamma: 0.00249
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 1421.20 | 2.35 | -2.65 | 32.76 | 332 | -5 | 261 |
| 21 Apr | 1391.70 | 5.1 | -6.6 | 28.48 | 488 | 11 | 265 |
| 20 Apr | 1367.80 | 11.75 | 2.3000000000000007 | 28.2 | 168 | 5 | 254 |
| 17 Apr | 1386.00 | 9.3 | -3.049999999999999 | 27.51 | 276 | -29 | 250 |
| 16 Apr | 1386.50 | 11.85 | -5.299999999999999 | 30.29 | 359 | 49 | 274 |
| 15 Apr | 1373.90 | 17.9 | -17.700000000000003 | 32.32 | 484 | 72 | 226 |
| 13 Apr | 1339.80 | 34.1 | 5.900000000000002 | 32.51 | 627 | -53 | 155 |
| 10 Apr | 1349.40 | 27.15 | -6.899999999999999 | 27.94 | 381 | 43 | 209 |
| 9 Apr | 1340.40 | 34.2 | -3.2 | 30.52 | 153 | -8 | 169 |
| 8 Apr | 1335.70 | 37.25 | -7.35 | 30.91 | 522 | 14 | 178 |
| 7 Apr | 1330.00 | 45.05 | 1.65 | 34.46 | 360 | -43 | 166 |
| 6 Apr | 1340.40 | 43.5 | -7.1 | 36.32 | 352 | -34 | 207 |
| 2 Apr | 1333.70 | 50 | 2.55 | 37.15 | 658 | 153 | 241 |
| 1 Apr | 1342.10 | 47.7 | -25.6 | 36.56 | 1,027 | 77 | 89 |
| 30 Mar | 1304.40 | 73.3 | -133.45 | 39.28 | 53 | 12 | 12 |
| 27 Mar | 1314.20 | 206.75 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1307.80 | 206.75 | 0 | 0 | 0 | 0 | 0 |
| 24 Mar | 1281.60 | 206.75 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1278.70 | 206.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1291.40 | 206.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 206.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 206.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 206.75 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 206.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 206.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 206.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 206.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 206.75 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1212.70 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 1226.10 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1340 expiring on 28APR2026
Delta for 1340 PE is -0.08
Historical price for 1340 PE is as follows
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 2.35, which was -2.65 lower than the previous day. The implied volatity was 32.76, the open interest changed by -5 which decreased total open position to 261
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 5.1, which was -6.6 lower than the previous day. The implied volatity was 28.48, the open interest changed by 11 which increased total open position to 265
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 11.75, which was 2.3000000000000007 higher than the previous day. The implied volatity was 28.2, the open interest changed by 5 which increased total open position to 254
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 9.3, which was -3.049999999999999 lower than the previous day. The implied volatity was 27.51, the open interest changed by -29 which decreased total open position to 250
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 11.85, which was -5.299999999999999 lower than the previous day. The implied volatity was 30.29, the open interest changed by 49 which increased total open position to 274
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 17.9, which was -17.700000000000003 lower than the previous day. The implied volatity was 32.32, the open interest changed by 72 which increased total open position to 226
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 34.1, which was 5.900000000000002 higher than the previous day. The implied volatity was 32.51, the open interest changed by -53 which decreased total open position to 155
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 27.15, which was -6.899999999999999 lower than the previous day. The implied volatity was 27.94, the open interest changed by 43 which increased total open position to 209
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 34.2, which was -3.2 lower than the previous day. The implied volatity was 30.52, the open interest changed by -8 which decreased total open position to 169
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 37.25, which was -7.35 lower than the previous day. The implied volatity was 30.91, the open interest changed by 14 which increased total open position to 178
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 45.05, which was 1.65 higher than the previous day. The implied volatity was 34.46, the open interest changed by -43 which decreased total open position to 166
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 43.5, which was -7.1 lower than the previous day. The implied volatity was 36.32, the open interest changed by -34 which decreased total open position to 207
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 50, which was 2.55 higher than the previous day. The implied volatity was 37.15, the open interest changed by 153 which increased total open position to 241
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 47.7, which was -25.6 lower than the previous day. The implied volatity was 36.56, the open interest changed by 77 which increased total open position to 89
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 73.3, which was -133.45 lower than the previous day. The implied volatity was 39.28, the open interest changed by 12 which increased total open position to 12
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 206.75, 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 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 206.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 206.75, 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 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 206.75, 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 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 206.75, 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 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 206.75, 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 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 206.75, 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 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 206.75, 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 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 206.75, 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 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 206.75, 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 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 206.75, 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 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 206.75, 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 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 206.75, 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 4 Feb AUROPHARMA was trading at 1212.70. 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 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
