AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
23 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1350 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0
Theta: -0.29
Gamma: 0.00172
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 1435.40 | 86.9 | 18.05000000000001 | 31.27 | 112 | -16 | 458 | |||||||||
| 22 Apr | 1421.20 | 68.4 | 20.050000000000004 | 31.29 | 117 | -10 | 474 | |||||||||
| 21 Apr | 1391.70 | 48.45 | 13.650000000000006 | 26.7 | 535 | -19 | 484 | |||||||||
| 20 Apr | 1367.80 | 33.9 | -14.850000000000001 | 28.56 | 202 | -19 | 509 | |||||||||
| 17 Apr | 1386.00 | 48.3 | -0.30000000000000426 | 26.55 | 336 | -23 | 529 | |||||||||
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| 16 Apr | 1386.50 | 48 | 2.799999999999997 | 23.48 | 389 | -3 | 552 | |||||||||
| 15 Apr | 1373.90 | 44.4 | 15.649999999999999 | 27.53 | 1,574 | -98 | 555 | |||||||||
| 13 Apr | 1339.80 | 29.7 | -7.2500000000000036 | 30.07 | 1,237 | -20 | 658 | |||||||||
| 10 Apr | 1349.40 | 36.9 | 1.2999999999999972 | 28.16 | 1,162 | -11 | 697 | |||||||||
| 9 Apr | 1340.40 | 35.9 | 0.75 | 31.03 | 976 | -326 | 708 | |||||||||
| 8 Apr | 1335.70 | 35 | 0.3 | 30.88 | 1,664 | 86 | 1,045 | |||||||||
| 7 Apr | 1330.00 | 35.25 | -5.2 | 32.14 | 1,807 | 194 | 975 | |||||||||
| 6 Apr | 1340.40 | 40 | -4.95 | 31.1 | 1,200 | 128 | 795 | |||||||||
| 2 Apr | 1333.70 | 45.6 | -0.85 | 33.54 | 1,375 | 26 | 667 | |||||||||
| 1 Apr | 1342.10 | 46.1 | 14.45 | 31.38 | 2,652 | 232 | 641 | |||||||||
| 30 Mar | 1304.40 | 31 | -10.75 | 31.22 | 503 | 123 | 409 | |||||||||
| 27 Mar | 1314.20 | 41.6 | 0.2 | 33.54 | 515 | 9 | 285 | |||||||||
| 25 Mar | 1307.80 | 41 | 10.9 | 33.29 | 417 | 69 | 278 | |||||||||
| 24 Mar | 1281.60 | 30 | -0.65 | 33.35 | 99 | 7 | 209 | |||||||||
| 23 Mar | 1278.70 | 30.3 | 0.8 | 32 | 114 | 0 | 203 | |||||||||
| 20 Mar | 1291.40 | 29 | 11.1 | 27.84 | 59 | -9 | 203 | |||||||||
| 19 Mar | 1247.50 | 18 | -4.5 | 28.35 | 39 | 3 | 212 | |||||||||
| 18 Mar | 1269.00 | 22.4 | -8.6 | 28.02 | 68 | 15 | 206 | |||||||||
| 17 Mar | 1286.00 | 31 | 1.65 | 28.3 | 35 | 2 | 191 | |||||||||
| 16 Mar | 1279.60 | 27.8 | -12.4 | 29.95 | 65 | -15 | 190 | |||||||||
| 13 Mar | 1296.50 | 40.2 | -2.65 | 29.77 | 11 | 2 | 205 | |||||||||
| 12 Mar | 1311.90 | 42.85 | 1.7 | 28.22 | 16 | -7 | 203 | |||||||||
| 11 Mar | 1304.80 | 39.1 | 8.55 | 27.57 | 398 | 203 | 211 | |||||||||
| 10 Mar | 1285.90 | 30.55 | 14.95 | 26.87 | 14 | 8 | 8 | |||||||||
For Aurobindo Pharma Ltd - strike price 1350 expiring on 28APR2026
Delta for 1350 CE is 0.96
Historical price for 1350 CE is as follows
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 86.9, which was 18.05000000000001 higher than the previous day. The implied volatity was 31.27, the open interest changed by -16 which decreased total open position to 458
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 68.4, which was 20.050000000000004 higher than the previous day. The implied volatity was 31.29, the open interest changed by -10 which decreased total open position to 474
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 48.45, which was 13.650000000000006 higher than the previous day. The implied volatity was 26.7, the open interest changed by -19 which decreased total open position to 484
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 33.9, which was -14.850000000000001 lower than the previous day. The implied volatity was 28.56, the open interest changed by -19 which decreased total open position to 509
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 48.3, which was -0.30000000000000426 lower than the previous day. The implied volatity was 26.55, the open interest changed by -23 which decreased total open position to 529
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 48, which was 2.799999999999997 higher than the previous day. The implied volatity was 23.48, the open interest changed by -3 which decreased total open position to 552
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 44.4, which was 15.649999999999999 higher than the previous day. The implied volatity was 27.53, the open interest changed by -98 which decreased total open position to 555
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 29.7, which was -7.2500000000000036 lower than the previous day. The implied volatity was 30.07, the open interest changed by -20 which decreased total open position to 658
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 36.9, which was 1.2999999999999972 higher than the previous day. The implied volatity was 28.16, the open interest changed by -11 which decreased total open position to 697
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 35.9, which was 0.75 higher than the previous day. The implied volatity was 31.03, the open interest changed by -326 which decreased total open position to 708
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 35, which was 0.3 higher than the previous day. The implied volatity was 30.88, the open interest changed by 86 which increased total open position to 1045
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 35.25, which was -5.2 lower than the previous day. The implied volatity was 32.14, the open interest changed by 194 which increased total open position to 975
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 40, which was -4.95 lower than the previous day. The implied volatity was 31.1, the open interest changed by 128 which increased total open position to 795
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 45.6, which was -0.85 lower than the previous day. The implied volatity was 33.54, the open interest changed by 26 which increased total open position to 667
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 46.1, which was 14.45 higher than the previous day. The implied volatity was 31.38, the open interest changed by 232 which increased total open position to 641
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 31, which was -10.75 lower than the previous day. The implied volatity was 31.22, the open interest changed by 123 which increased total open position to 409
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 41.6, which was 0.2 higher than the previous day. The implied volatity was 33.54, the open interest changed by 9 which increased total open position to 285
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 41, which was 10.9 higher than the previous day. The implied volatity was 33.29, the open interest changed by 69 which increased total open position to 278
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 30, which was -0.65 lower than the previous day. The implied volatity was 33.35, the open interest changed by 7 which increased total open position to 209
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 30.3, which was 0.8 higher than the previous day. The implied volatity was 32, the open interest changed by 0 which decreased total open position to 203
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 29, which was 11.1 higher than the previous day. The implied volatity was 27.84, the open interest changed by -9 which decreased total open position to 203
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 18, which was -4.5 lower than the previous day. The implied volatity was 28.35, the open interest changed by 3 which increased total open position to 212
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 22.4, which was -8.6 lower than the previous day. The implied volatity was 28.02, the open interest changed by 15 which increased total open position to 206
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 31, which was 1.65 higher than the previous day. The implied volatity was 28.3, the open interest changed by 2 which increased total open position to 191
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 27.8, which was -12.4 lower than the previous day. The implied volatity was 29.95, the open interest changed by -15 which decreased total open position to 190
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 40.2, which was -2.65 lower than the previous day. The implied volatity was 29.77, the open interest changed by 2 which increased total open position to 205
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 42.85, which was 1.7 higher than the previous day. The implied volatity was 28.22, the open interest changed by -7 which decreased total open position to 203
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 39.1, which was 8.55 higher than the previous day. The implied volatity was 27.57, the open interest changed by 203 which increased total open position to 211
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 30.55, which was 14.95 higher than the previous day. The implied volatity was 26.87, the open interest changed by 8 which increased total open position to 8
| AUROPHARMA 28-Apr-2026 (4d) 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0
Theta: -0.35
Gamma: 0.00174
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 1435.40 | 1.15 | -1.6 | 32.82 | 132 | -10 | 316 |
| 22 Apr | 1421.20 | 2.8 | -3.8500000000000005 | 31.09 | 300 | 47 | 327 |
| 21 Apr | 1391.70 | 6.75 | -8.65 | 27.74 | 554 | 35 | 282 |
| 20 Apr | 1367.80 | 15.8 | 4.15 | 28.85 | 284 | -39 | 246 |
| 17 Apr | 1386.00 | 11.3 | -3.6999999999999993 | 26.84 | 656 | -19 | 283 |
| 16 Apr | 1386.50 | 14.8 | -5.449999999999999 | 30.34 | 446 | 4 | 302 |
| 15 Apr | 1373.90 | 21.15 | -17.75 | 31.94 | 701 | 98 | 305 |
| 13 Apr | 1339.80 | 38.05 | 5.649999999999999 | 31.41 | 713 | -5 | 210 |
| 10 Apr | 1349.40 | 31.75 | -7.799999999999997 | 27.86 | 496 | 75 | 211 |
| 9 Apr | 1340.40 | 38.9 | -3.9 | 30.21 | 118 | 9 | 138 |
| 8 Apr | 1335.70 | 42.45 | -8.1 | 30.9 | 265 | 11 | 130 |
| 7 Apr | 1330.00 | 49 | 0.05 | 33.32 | 312 | 49 | 121 |
| 6 Apr | 1340.40 | 48.65 | -7.6 | 36.41 | 150 | 23 | 73 |
| 2 Apr | 1333.70 | 57 | 5 | 38.45 | 115 | -9 | 52 |
| 1 Apr | 1342.10 | 52.1 | -19.4 | 36.16 | 507 | 60 | 61 |
| 30 Mar | 1304.40 | 71.5 | -114.3 | - | 0 | 0 | 0 |
| 27 Mar | 1314.20 | 71.5 | -114.3 | - | 0 | 0 | 1 |
| 25 Mar | 1307.80 | 71.5 | -114.3 | 35.2 | 2 | 1 | 1 |
| 24 Mar | 1281.60 | 185.8 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1278.70 | 185.8 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1291.40 | 185.8 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 185.8 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 185.8 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 185.8 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 185.8 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 185.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 185.8 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 185.8 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 185.8 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1350 expiring on 28APR2026
Delta for 1350 PE is -0.05
Historical price for 1350 PE is as follows
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 1.15, which was -1.6 lower than the previous day. The implied volatity was 32.82, the open interest changed by -10 which decreased total open position to 316
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 2.8, which was -3.8500000000000005 lower than the previous day. The implied volatity was 31.09, the open interest changed by 47 which increased total open position to 327
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 6.75, which was -8.65 lower than the previous day. The implied volatity was 27.74, the open interest changed by 35 which increased total open position to 282
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 15.8, which was 4.15 higher than the previous day. The implied volatity was 28.85, the open interest changed by -39 which decreased total open position to 246
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 11.3, which was -3.6999999999999993 lower than the previous day. The implied volatity was 26.84, the open interest changed by -19 which decreased total open position to 283
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 14.8, which was -5.449999999999999 lower than the previous day. The implied volatity was 30.34, the open interest changed by 4 which increased total open position to 302
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 21.15, which was -17.75 lower than the previous day. The implied volatity was 31.94, the open interest changed by 98 which increased total open position to 305
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 38.05, which was 5.649999999999999 higher than the previous day. The implied volatity was 31.41, the open interest changed by -5 which decreased total open position to 210
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 31.75, which was -7.799999999999997 lower than the previous day. The implied volatity was 27.86, the open interest changed by 75 which increased total open position to 211
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 38.9, which was -3.9 lower than the previous day. The implied volatity was 30.21, the open interest changed by 9 which increased total open position to 138
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 42.45, which was -8.1 lower than the previous day. The implied volatity was 30.9, the open interest changed by 11 which increased total open position to 130
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 49, which was 0.05 higher than the previous day. The implied volatity was 33.32, the open interest changed by 49 which increased total open position to 121
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 48.65, which was -7.6 lower than the previous day. The implied volatity was 36.41, the open interest changed by 23 which increased total open position to 73
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 57, which was 5 higher than the previous day. The implied volatity was 38.45, the open interest changed by -9 which decreased total open position to 52
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 52.1, which was -19.4 lower than the previous day. The implied volatity was 36.16, the open interest changed by 60 which increased total open position to 61
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 71.5, which was -114.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 71.5, which was -114.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 71.5, which was -114.3 lower than the previous day. The implied volatity was 35.2, the open interest changed by 1 which increased total open position to 1
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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
