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 1360 CE
Delta: 0.03 Vega: 0.19 Theta: -0.16 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	1.05 ₹ 577.5	0.15 82.50	33.22	211 1,16,050	-50 -27,500	187 1,02,850
8 Dec	1177.40	0.9 ₹ 495	-0.85 -467.50	29.38	79 43,450	-37 -20,350	238 1,30,900
5 Dec	1217.60	1.85 ₹ 1,017.5	-1.2 -660.00	24.51	152 83,600	-103 -56,650	275 1,51,250
4 Dec	1223.10	3.05 ₹ 1,677.5	1 550.00	26.44	40 22,000	9 4,950	378 2,07,900
3 Dec	1208.90	2 ₹ 1,100	-0.55 -302.50	25.21	68 37,400	0 0	370 2,03,500

2 Dec	1215.20	2.6 ₹ 1,430	-0.6 -330.00	25.39	70 38,500	5 2,750	370 2,03,500
1 Dec	1216.20	3.2 ₹ 1,760	-0.7 -385.00	26.25	132 72,600	-1 -550	364 2,00,200
28 Nov	1226.70	3.4 ₹ 1,870	-1.8 -990.00	24.31	434 2,38,700	155 85,250	365 2,00,750
27 Nov	1235.80	5.25 ₹ 2,887.5	-0.25 -137.50	24.01	115 63,250	34 18,700	209 1,14,950
26 Nov	1227.40	6.15 ₹ 3,382.5	0.85 467.50	24.84	260 1,43,000	71 39,050	172 94,600
25 Nov	1208.00	5.25 ₹ 2,887.5	1.7 935.00	27.95	81 44,550	49 26,950	96 52,800
24 Nov	1194.00	3.5 ₹ 1,925	-2.3 -1265.00	26.34	34 18,700	13 7,150	46 25,300
21 Nov	1205.90	5.8 ₹ 3,190	0.5 275.00	27.40	29 15,950	12 6,600	34 18,700
20 Nov	1207.70	5.3 ₹ 2,915	-3.5 -1925.00	25.38	31 17,050	7 3,850	22 12,100
19 Nov	1235.80	8.8 ₹ 4,840	-1.6 -880.00	25.46	4 2,200	1 550	16 8,800
18 Nov	1239.30	10.3 ₹ 5,665	1.3 715.00	25.82	21 11,550	9 4,950	11 6,050
17 Nov	1236.90	9 ₹ 4,950	-2 -1100.00	23.79	2 1,100	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1360 expiring on 30DEC2025

Delta for 1360 CE is 0.03

Historical price for 1360 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 33.22, the open interest changed by -50 which decreased total open position to 187

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was 29.38, the open interest changed by -37 which decreased total open position to 238

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 1.85, which was -1.2 lower than the previous day. The implied volatity was 24.51, the open interest changed by -103 which decreased total open position to 275

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 3.05, which was 1 higher than the previous day. The implied volatity was 26.44, the open interest changed by 9 which increased total open position to 378

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 370

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 2.6, which was -0.6 lower than the previous day. The implied volatity was 25.39, the open interest changed by 5 which increased total open position to 370

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 3.2, which was -0.7 lower than the previous day. The implied volatity was 26.25, the open interest changed by -1 which decreased total open position to 364

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 3.4, which was -1.8 lower than the previous day. The implied volatity was 24.31, the open interest changed by 155 which increased total open position to 365

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 5.25, which was -0.25 lower than the previous day. The implied volatity was 24.01, the open interest changed by 34 which increased total open position to 209

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 6.15, which was 0.85 higher than the previous day. The implied volatity was 24.84, the open interest changed by 71 which increased total open position to 172

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 5.25, which was 1.7 higher than the previous day. The implied volatity was 27.95, the open interest changed by 49 which increased total open position to 96

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 3.5, which was -2.3 lower than the previous day. The implied volatity was 26.34, the open interest changed by 13 which increased total open position to 46

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 5.8, which was 0.5 higher than the previous day. The implied volatity was 27.40, the open interest changed by 12 which increased total open position to 34

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 5.3, which was -3.5 lower than the previous day. The implied volatity was 25.38, the open interest changed by 7 which increased total open position to 22

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 8.8, which was -1.6 lower than the previous day. The implied volatity was 25.46, the open interest changed by 1 which increased total open position to 16

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 10.3, which was 1.3 higher than the previous day. The implied volatity was 25.82, the open interest changed by 9 which increased total open position to 11

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 9, which was -2 lower than the previous day. The implied volatity was 23.79, the open interest changed by 0 which decreased total open position to 0

AUROPHARMA 30DEC2025 1360 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
8 Dec	1177.40	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	1 550
5 Dec	1217.60	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
4 Dec	1223.10	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
3 Dec	1208.90	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
2 Dec	1215.20	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
1 Dec	1216.20	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
28 Nov	1226.70	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
27 Nov	1235.80	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
26 Nov	1227.40	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
25 Nov	1208.00	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
24 Nov	1194.00	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
21 Nov	1205.90	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	0 0	0 0
20 Nov	1207.70	125.3 ₹ 68,915	-141.2 -77660.00	-	0 0	1 550	0 0
19 Nov	1235.80	125.3 ₹ 68,915	-141.2 -77660.00	29.46	1 550	0 0	0 0
18 Nov	1239.30	266.5 ₹ 1,46,575	0 0.00	-	0 0	0 0	0 0
17 Nov	1236.90	266.5 ₹ 1,46,575	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1360 expiring on 30DEC2025

Delta for 1360 PE is -

Historical price for 1360 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 125.3, which was -141.2 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 125.3, which was -141.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 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 125.3, which was -141.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 125.3, which was -141.2 lower than the previous day. The implied volatity was 29.46, 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 266.5, 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 266.5, 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

Related Pages for AUROPHARMA

AUROPHARMA

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD