AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1380 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0
Theta: -1.09
Gamma: 0.00675
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1413.80 | 38.15 | -18.9 | 23.67 | 82 | -18 | 180 | |||||||||
| 23 Apr | 1435.40 | 58.15 | 16.299999999999997 | 26.56 | 74 | -15 | 198 | |||||||||
| 22 Apr | 1421.20 | 40.75 | 13.2 | 27.54 | 458 | -7 | 217 | |||||||||
| 21 Apr | 1391.70 | 27.2 | 7.949999999999999 | 28.2 | 1,745 | -128 | 228 | |||||||||
| 20 Apr | 1367.80 | 18.5 | -11.55 | 29.5 | 996 | 161 | 361 | |||||||||
| 17 Apr | 1386.00 | 28.15 | -2.25 | 25.6 | 838 | -23 | 203 | |||||||||
| 16 Apr | 1386.50 | 29.65 | 1.2999999999999972 | 24.53 | 1,645 | 1 | 226 | |||||||||
| 15 Apr | 1373.90 | 27.3 | 9.900000000000002 | 27.07 | 952 | 29 | 221 | |||||||||
| 13 Apr | 1339.80 | 17.8 | -5.849999999999998 | 29.74 | 239 | -9 | 194 | |||||||||
| 10 Apr | 1349.40 | 22.9 | -0.3000000000000007 | 28.42 | 308 | 17 | 206 | |||||||||
| 9 Apr | 1340.40 | 23.45 | 0.3 | 30.79 | 286 | 24 | 187 | |||||||||
| 8 Apr | 1335.70 | 22.9 | -0.6 | 30.63 | 508 | 11 | 167 | |||||||||
| 7 Apr | 1330.00 | 23.75 | -4.1 | 32.06 | 406 | 41 | 157 | |||||||||
| 6 Apr | 1340.40 | 28.2 | -4.25 | 31.7 | 212 | 5 | 115 | |||||||||
| 2 Apr | 1333.70 | 32.35 | -1.35 | 32.99 | 278 | 4 | 110 | |||||||||
| 1 Apr | 1342.10 | 33.9 | 11.15 | 31.91 | 286 | 38 | 102 | |||||||||
| 30 Mar | 1304.40 | 22.75 | -7.75 | 32.98 | 78 | 19 | 65 | |||||||||
| 27 Mar | 1314.20 | 30.3 | 0.65 | 33.28 | 67 | 11 | 41 | |||||||||
| 25 Mar | 1307.80 | 30.05 | 18.05 | 33.08 | 37 | 30 | 30 | |||||||||
| 24 Mar | 1281.60 | 12 | 0 | 5.48 | 0 | 0 | 0 | |||||||||
| 23 Mar | 1278.70 | 12 | 0 | 5.43 | 0 | 0 | 0 | |||||||||
| 20 Mar | 1291.40 | 12 | 0 | 4.74 | 0 | 0 | 0 | |||||||||
| 19 Mar | 1247.50 | 12 | 0 | 6.94 | 0 | 0 | 0 | |||||||||
| 18 Mar | 1269.00 | 12 | 0 | 5.96 | 0 | 0 | 0 | |||||||||
| 17 Mar | 1286.00 | 12 | 0 | 4.58 | 0 | 0 | 0 | |||||||||
| 16 Mar | 1279.60 | 12 | 0 | 5.58 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1296.50 | 12 | 0 | 3.98 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1311.90 | 12 | 0 | 3.06 | 0 | 0 | 0 | |||||||||
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| 11 Mar | 1304.80 | 12 | 0 | 3.42 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1285.90 | 12 | 0 | 4.34 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1380 expiring on 28APR2026
Delta for 1380 CE is 0.84
Historical price for 1380 CE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 38.15, which was -18.9 lower than the previous day. The implied volatity was 23.67, the open interest changed by -18 which decreased total open position to 180
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 58.15, which was 16.299999999999997 higher than the previous day. The implied volatity was 26.56, the open interest changed by -15 which decreased total open position to 198
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 40.75, which was 13.2 higher than the previous day. The implied volatity was 27.54, the open interest changed by -7 which decreased total open position to 217
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 27.2, which was 7.949999999999999 higher than the previous day. The implied volatity was 28.2, the open interest changed by -128 which decreased total open position to 228
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 18.5, which was -11.55 lower than the previous day. The implied volatity was 29.5, the open interest changed by 161 which increased total open position to 361
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 28.15, which was -2.25 lower than the previous day. The implied volatity was 25.6, the open interest changed by -23 which decreased total open position to 203
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 29.65, which was 1.2999999999999972 higher than the previous day. The implied volatity was 24.53, the open interest changed by 1 which increased total open position to 226
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 27.3, which was 9.900000000000002 higher than the previous day. The implied volatity was 27.07, the open interest changed by 29 which increased total open position to 221
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 17.8, which was -5.849999999999998 lower than the previous day. The implied volatity was 29.74, the open interest changed by -9 which decreased total open position to 194
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 22.9, which was -0.3000000000000007 lower than the previous day. The implied volatity was 28.42, the open interest changed by 17 which increased total open position to 206
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 23.45, which was 0.3 higher than the previous day. The implied volatity was 30.79, the open interest changed by 24 which increased total open position to 187
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 22.9, which was -0.6 lower than the previous day. The implied volatity was 30.63, the open interest changed by 11 which increased total open position to 167
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 23.75, which was -4.1 lower than the previous day. The implied volatity was 32.06, the open interest changed by 41 which increased total open position to 157
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 28.2, which was -4.25 lower than the previous day. The implied volatity was 31.7, the open interest changed by 5 which increased total open position to 115
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 32.35, which was -1.35 lower than the previous day. The implied volatity was 32.99, the open interest changed by 4 which increased total open position to 110
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 33.9, which was 11.15 higher than the previous day. The implied volatity was 31.91, the open interest changed by 38 which increased total open position to 102
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 22.75, which was -7.75 lower than the previous day. The implied volatity was 32.98, the open interest changed by 19 which increased total open position to 65
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 30.3, which was 0.65 higher than the previous day. The implied volatity was 33.28, the open interest changed by 11 which increased total open position to 41
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 30.05, which was 18.05 higher than the previous day. The implied volatity was 33.08, the open interest changed by 30 which increased total open position to 30
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 5.48, 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 12, which was 0 lower than the previous day. The implied volatity was 5.43, 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 12, which was 0 lower than the previous day. The implied volatity was 4.74, 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 12, which was 0 lower than the previous day. The implied volatity was 6.94, 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 12, which was 0 lower than the previous day. The implied volatity was 5.96, 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 12, which was 0 lower than the previous day. The implied volatity was 4.58, 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 12, which was 0 lower than the previous day. The implied volatity was 5.58, 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 12, which was 0 lower than the previous day. The implied volatity was 3.98, 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 12, which was 0 lower than the previous day. The implied volatity was 3.06, 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 12, which was 0 lower than the previous day. The implied volatity was 3.42, 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 12, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Apr-2026 (4d) 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0
Theta: -0.36
Gamma: 0.00584
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1413.80 | 1.2 | -0.7 | 18.21 | 225 | 6 | 639 |
| 23 Apr | 1435.40 | 1.6 | -4.5 | 25.62 | 1,088 | 141 | 632 |
| 22 Apr | 1421.20 | 5.85 | -8.950000000000001 | 28.86 | 1,250 | 121 | 491 |
| 21 Apr | 1391.70 | 15.1 | -14.299999999999999 | 25.52 | 1,127 | 100 | 363 |
| 20 Apr | 1367.80 | 29.5 | 7.449999999999999 | 27.19 | 560 | -49 | 263 |
| 17 Apr | 1386.00 | 22.45 | -3.6999999999999993 | 26.74 | 879 | 68 | 309 |
| 16 Apr | 1386.50 | 25.9 | -7.600000000000001 | 29.82 | 643 | 116 | 242 |
| 15 Apr | 1373.90 | 34.5 | -14.549999999999997 | 30.99 | 255 | 108 | 126 |
| 13 Apr | 1339.80 | 49.05 | 49.05 | 28.56 | 0 | 0 | 18 |
| 10 Apr | 1349.40 | 49.05 | -9.050000000000004 | 28.36 | 26 | 3 | 17 |
| 9 Apr | 1340.40 | 58.1 | -2.15 | 31.5 | 11 | 2 | 13 |
| 8 Apr | 1335.70 | 61.7 | -10.3 | 31.94 | 19 | 2 | 11 |
| 7 Apr | 1330.00 | 70.5 | -25.2 | - | 0 | 0 | 9 |
| 6 Apr | 1340.40 | 70.5 | -25.2 | - | 0 | 0 | 9 |
| 2 Apr | 1333.70 | 70.5 | -25.2 | 35.83 | 11 | 7 | 8 |
| 1 Apr | 1342.10 | 95.7 | -145.45 | - | 0 | 0 | 1 |
| 30 Mar | 1304.40 | 95.7 | -145.45 | 36.78 | 1 | 0 | 0 |
| 27 Mar | 1314.20 | 241.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1307.80 | 241.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1281.60 | 241.15 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1278.70 | 241.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1291.40 | 241.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 241.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 241.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 241.15 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 241.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 241.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 241.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 241.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 241.15 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1380 expiring on 28APR2026
Delta for 1380 PE is -0.09
Historical price for 1380 PE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 1.2, which was -0.7 lower than the previous day. The implied volatity was 18.21, the open interest changed by 6 which increased total open position to 639
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 1.6, which was -4.5 lower than the previous day. The implied volatity was 25.62, the open interest changed by 141 which increased total open position to 632
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 5.85, which was -8.950000000000001 lower than the previous day. The implied volatity was 28.86, the open interest changed by 121 which increased total open position to 491
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 15.1, which was -14.299999999999999 lower than the previous day. The implied volatity was 25.52, the open interest changed by 100 which increased total open position to 363
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 29.5, which was 7.449999999999999 higher than the previous day. The implied volatity was 27.19, the open interest changed by -49 which decreased total open position to 263
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 22.45, which was -3.6999999999999993 lower than the previous day. The implied volatity was 26.74, the open interest changed by 68 which increased total open position to 309
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 25.9, which was -7.600000000000001 lower than the previous day. The implied volatity was 29.82, the open interest changed by 116 which increased total open position to 242
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 34.5, which was -14.549999999999997 lower than the previous day. The implied volatity was 30.99, the open interest changed by 108 which increased total open position to 126
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 49.05, which was 49.05 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 18
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 49.05, which was -9.050000000000004 lower than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 17
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 58.1, which was -2.15 lower than the previous day. The implied volatity was 31.5, the open interest changed by 2 which increased total open position to 13
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 61.7, which was -10.3 lower than the previous day. The implied volatity was 31.94, the open interest changed by 2 which increased total open position to 11
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 70.5, which was -25.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 70.5, which was -25.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 70.5, which was -25.2 lower than the previous day. The implied volatity was 35.83, the open interest changed by 7 which increased total open position to 8
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 95.7, which was -145.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 95.7, which was -145.45 lower than the previous day. The implied volatity was 36.78, 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 241.15, 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 241.15, 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 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 241.15, 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 241.15, 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 241.15, 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 241.15, 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 241.15, 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 241.15, 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 241.15, 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 241.15, 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 241.15, 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 241.15, 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 241.15, 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
