AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1360 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0
Theta: -0.19
Gamma: 0.00165
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1413.80 | 61.65 | -16.4 | 20.04 | 32 | -6 | 156 | |||||||||
| 23 Apr | 1435.40 | 78.5 | 19.15 | 29.87 | 32 | 1 | 161 | |||||||||
| 22 Apr | 1421.20 | 59.2 | 17.950000000000003 | 29.16 | 83 | -9 | 169 | |||||||||
| 21 Apr | 1391.70 | 40.95 | 12.000000000000004 | 26.96 | 261 | -7 | 179 | |||||||||
| 20 Apr | 1367.80 | 28.45 | -14.349999999999998 | 30.13 | 163 | -22 | 188 | |||||||||
| 17 Apr | 1386.00 | 40.45 | -1.9499999999999957 | 25.92 | 192 | 3 | 210 | |||||||||
| 16 Apr | 1386.50 | 41.9 | 2.8500000000000014 | 24.58 | 588 | -36 | 205 | |||||||||
| 15 Apr | 1373.90 | 38.15 | 13.099999999999998 | 27.28 | 1,158 | -22 | 242 | |||||||||
| 13 Apr | 1339.80 | 25.4 | -6.850000000000001 | 30.11 | 336 | -5 | 267 | |||||||||
| 10 Apr | 1349.40 | 32.05 | 0.9999999999999964 | 29.01 | 494 | -9 | 277 | |||||||||
| 9 Apr | 1340.40 | 31.3 | 0.65 | 30.91 | 279 | -40 | 286 | |||||||||
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| 8 Apr | 1335.70 | 30.35 | -0.25 | 30.61 | 697 | 17 | 331 | |||||||||
| 7 Apr | 1330.00 | 30.5 | -5.3 | 31.67 | 981 | 25 | 318 | |||||||||
| 6 Apr | 1340.40 | 35.2 | -5.15 | 30.92 | 638 | 38 | 294 | |||||||||
| 2 Apr | 1333.70 | 41.05 | -1.05 | 33.49 | 737 | 22 | 256 | |||||||||
| 1 Apr | 1342.10 | 41.15 | 12.8 | 31.17 | 1,269 | 108 | 237 | |||||||||
| 30 Mar | 1304.40 | 28 | -9.8 | 32.43 | 165 | 13 | 129 | |||||||||
| 27 Mar | 1314.20 | 37.6 | 1.05 | 33.48 | 228 | 74 | 116 | |||||||||
| 25 Mar | 1307.80 | 37 | 9.9 | 33.17 | 140 | 5 | 43 | |||||||||
| 24 Mar | 1281.60 | 27.1 | 3.1 | 33.43 | 40 | 32 | 37 | |||||||||
| 23 Mar | 1278.70 | 24 | 9.7 | - | 0 | 0 | 5 | |||||||||
| 20 Mar | 1291.40 | 24 | 9.7 | 26.7 | 5 | 2 | 2 | |||||||||
| 19 Mar | 1247.50 | 14.3 | 0 | 5.84 | 0 | 0 | 0 | |||||||||
| 18 Mar | 1269.00 | 14.3 | 0 | 4.84 | 0 | 0 | 0 | |||||||||
| 17 Mar | 1286.00 | 14.3 | 0 | 3.43 | 0 | 0 | 0 | |||||||||
| 16 Mar | 1279.60 | 14.3 | 0 | 4.3 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1296.50 | 14.3 | 0 | 2.87 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1311.90 | 14.3 | 0 | 1.94 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1304.80 | 14.3 | 0 | 2.33 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1285.90 | 14.3 | 0 | 3.34 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1360 expiring on 28APR2026
Delta for 1360 CE is 0.98
Historical price for 1360 CE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 61.65, which was -16.4 lower than the previous day. The implied volatity was 20.04, the open interest changed by -6 which decreased total open position to 156
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 78.5, which was 19.15 higher than the previous day. The implied volatity was 29.87, the open interest changed by 1 which increased total open position to 161
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 59.2, which was 17.950000000000003 higher than the previous day. The implied volatity was 29.16, the open interest changed by -9 which decreased total open position to 169
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 40.95, which was 12.000000000000004 higher than the previous day. The implied volatity was 26.96, the open interest changed by -7 which decreased total open position to 179
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 28.45, which was -14.349999999999998 lower than the previous day. The implied volatity was 30.13, the open interest changed by -22 which decreased total open position to 188
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 40.45, which was -1.9499999999999957 lower than the previous day. The implied volatity was 25.92, the open interest changed by 3 which increased total open position to 210
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 41.9, which was 2.8500000000000014 higher than the previous day. The implied volatity was 24.58, the open interest changed by -36 which decreased total open position to 205
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 38.15, which was 13.099999999999998 higher than the previous day. The implied volatity was 27.28, the open interest changed by -22 which decreased total open position to 242
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 25.4, which was -6.850000000000001 lower than the previous day. The implied volatity was 30.11, the open interest changed by -5 which decreased total open position to 267
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 32.05, which was 0.9999999999999964 higher than the previous day. The implied volatity was 29.01, the open interest changed by -9 which decreased total open position to 277
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 31.3, which was 0.65 higher than the previous day. The implied volatity was 30.91, the open interest changed by -40 which decreased total open position to 286
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 30.35, which was -0.25 lower than the previous day. The implied volatity was 30.61, the open interest changed by 17 which increased total open position to 331
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 30.5, which was -5.3 lower than the previous day. The implied volatity was 31.67, the open interest changed by 25 which increased total open position to 318
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 35.2, which was -5.15 lower than the previous day. The implied volatity was 30.92, the open interest changed by 38 which increased total open position to 294
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 41.05, which was -1.05 lower than the previous day. The implied volatity was 33.49, the open interest changed by 22 which increased total open position to 256
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 41.15, which was 12.8 higher than the previous day. The implied volatity was 31.17, the open interest changed by 108 which increased total open position to 237
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 28, which was -9.8 lower than the previous day. The implied volatity was 32.43, the open interest changed by 13 which increased total open position to 129
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 37.6, which was 1.05 higher than the previous day. The implied volatity was 33.48, the open interest changed by 74 which increased total open position to 116
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 37, which was 9.9 higher than the previous day. The implied volatity was 33.17, the open interest changed by 5 which increased total open position to 43
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 27.1, which was 3.1 higher than the previous day. The implied volatity was 33.43, the open interest changed by 32 which increased total open position to 37
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 24, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 24, which was 9.7 higher than the previous day. The implied volatity was 26.7, the open interest changed by 2 which increased total open position to 2
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 5.84, 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 14.3, which was 0 lower than the previous day. The implied volatity was 4.84, 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 14.3, which was 0 lower than the previous day. The implied volatity was 3.43, 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 14.3, which was 0 lower than the previous day. The implied volatity was 4.3, 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 14.3, which was 0 lower than the previous day. The implied volatity was 2.87, 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 14.3, which was 0 lower than the previous day. The implied volatity was 1.94, 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 14.3, which was 0 lower than the previous day. The implied volatity was 2.33, 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 14.3, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Apr-2026 (4d) 1360 PE | |||||||
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Delta: -0.05
Vega: 0
Theta: -0.2
Gamma: 0.00277
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1413.80 | 0.65 | -0.5499999999999999 | 22.37 | 121 | -37 | 263 |
| 23 Apr | 1435.40 | 1.2 | -2.3 | 30.09 | 285 | -9 | 300 |
| 22 Apr | 1421.20 | 3.25 | -5.35 | 28.97 | 581 | -6 | 311 |
| 21 Apr | 1391.70 | 8.9 | -10.35 | 26.23 | 974 | 45 | 322 |
| 20 Apr | 1367.80 | 19 | 4.6 | 27.26 | 511 | -9 | 275 |
| 17 Apr | 1386.00 | 14.5 | -3.6000000000000014 | 26.49 | 568 | -34 | 284 |
| 16 Apr | 1386.50 | 17.9 | -6.650000000000002 | 30.04 | 627 | 67 | 300 |
| 15 Apr | 1373.90 | 24.5 | -18.85 | 31.3 | 546 | 135 | 235 |
| 13 Apr | 1339.80 | 44.95 | 7.600000000000001 | 32.51 | 61 | -12 | 102 |
| 10 Apr | 1349.40 | 37.25 | -6.299999999999997 | 27.92 | 105 | 40 | 115 |
| 9 Apr | 1340.40 | 43.55 | -4.8 | 29.52 | 42 | 6 | 75 |
| 8 Apr | 1335.70 | 47.95 | -8.3 | 30.8 | 203 | -1 | 70 |
| 7 Apr | 1330.00 | 55.65 | 1.7 | 34.03 | 104 | 9 | 73 |
| 6 Apr | 1340.40 | 54 | -7.05 | 36.39 | 119 | -12 | 63 |
| 2 Apr | 1333.70 | 61.4 | 3.3 | 37.72 | 91 | 0 | 75 |
| 1 Apr | 1342.10 | 57.35 | -18.15 | 36.14 | 364 | 66 | 74 |
| 30 Mar | 1304.40 | 75.5 | 7.5 | 31.96 | 11 | 4 | 7 |
| 27 Mar | 1314.20 | 68 | -28.5 | - | 0 | 0 | 3 |
| 25 Mar | 1307.80 | 68 | -28.5 | 29.04 | 1 | 0 | 2 |
| 24 Mar | 1281.60 | 96.5 | -127.25 | 37.11 | 2 | 0 | 0 |
| 23 Mar | 1278.70 | 223.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1291.40 | 223.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 223.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 223.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 223.75 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 223.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 223.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 223.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 223.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 223.75 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1360 expiring on 28APR2026
Delta for 1360 PE is -0.05
Historical price for 1360 PE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 0.65, which was -0.5499999999999999 lower than the previous day. The implied volatity was 22.37, the open interest changed by -37 which decreased total open position to 263
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 1.2, which was -2.3 lower than the previous day. The implied volatity was 30.09, the open interest changed by -9 which decreased total open position to 300
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 3.25, which was -5.35 lower than the previous day. The implied volatity was 28.97, the open interest changed by -6 which decreased total open position to 311
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 8.9, which was -10.35 lower than the previous day. The implied volatity was 26.23, the open interest changed by 45 which increased total open position to 322
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 19, which was 4.6 higher than the previous day. The implied volatity was 27.26, the open interest changed by -9 which decreased total open position to 275
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 14.5, which was -3.6000000000000014 lower than the previous day. The implied volatity was 26.49, the open interest changed by -34 which decreased total open position to 284
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 17.9, which was -6.650000000000002 lower than the previous day. The implied volatity was 30.04, the open interest changed by 67 which increased total open position to 300
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 24.5, which was -18.85 lower than the previous day. The implied volatity was 31.3, the open interest changed by 135 which increased total open position to 235
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 44.95, which was 7.600000000000001 higher than the previous day. The implied volatity was 32.51, the open interest changed by -12 which decreased total open position to 102
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 37.25, which was -6.299999999999997 lower than the previous day. The implied volatity was 27.92, the open interest changed by 40 which increased total open position to 115
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 43.55, which was -4.8 lower than the previous day. The implied volatity was 29.52, the open interest changed by 6 which increased total open position to 75
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 47.95, which was -8.3 lower than the previous day. The implied volatity was 30.8, the open interest changed by -1 which decreased total open position to 70
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 55.65, which was 1.7 higher than the previous day. The implied volatity was 34.03, the open interest changed by 9 which increased total open position to 73
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 54, which was -7.05 lower than the previous day. The implied volatity was 36.39, the open interest changed by -12 which decreased total open position to 63
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 61.4, which was 3.3 higher than the previous day. The implied volatity was 37.72, the open interest changed by 0 which decreased total open position to 75
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 57.35, which was -18.15 lower than the previous day. The implied volatity was 36.14, the open interest changed by 66 which increased total open position to 74
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 75.5, which was 7.5 higher than the previous day. The implied volatity was 31.96, the open interest changed by 4 which increased total open position to 7
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 68, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 68, which was -28.5 lower than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 2
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 96.5, which was -127.25 lower than the previous day. The implied volatity was 37.11, 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 223.75, 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 223.75, 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 223.75, 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 223.75, 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 223.75, 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 223.75, 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 223.75, 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 223.75, 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 223.75, 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 223.75, 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
