AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1400 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.01
Theta: -1.34
Gamma: 0.01019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 24.5 | -15.600000000000001 | 21.27 | 126 | -45 | 494 | |||||||||
| 23 Apr | 1435.40 | 44.05 | 17.199999999999996 | 22.73 | 840 | -144 | 541 | |||||||||
| 22 Apr | 1421.20 | 26.15 | 8.899999999999999 | 17.2 | 2,802 | -214 | 692 | |||||||||
| 21 Apr | 1391.70 | 17.65 | 5.999999999999998 | 28.49 | 3,398 | 155 | 897 | |||||||||
| 20 Apr | 1367.80 | 11.1 | -8.799999999999999 | 28.86 | 1,049 | -43 | 740 | |||||||||
| 17 Apr | 1386.00 | 19 | -2.1499999999999986 | 25.36 | 2,017 | 28 | 795 | |||||||||
| 16 Apr | 1386.50 | 20.3 | 0.40000000000000213 | 24.87 | 1,605 | -54 | 767 | |||||||||
| 15 Apr | 1373.90 | 19.65 | 7.249999999999998 | 27.84 | 1,515 | 49 | 821 | |||||||||
| 13 Apr | 1339.80 | 12.9 | -4.1 | 30.41 | 675 | 56 | 776 | |||||||||
| 10 Apr | 1349.40 | 16.65 | -0.3500000000000014 | 28.65 | 742 | -1 | 720 | |||||||||
| 9 Apr | 1340.40 | 16.9 | -0.15 | 30.46 | 747 | 31 | 720 | |||||||||
| 8 Apr | 1335.70 | 16.8 | -0.9 | 30.54 | 1,548 | 23 | 701 | |||||||||
| 7 Apr | 1330.00 | 17.8 | -3.75 | 32 | 1,242 | -30 | 680 | |||||||||
| 6 Apr | 1340.40 | 21.45 | -4.05 | 31.61 | 1,203 | 110 | 721 | |||||||||
| 2 Apr | 1333.70 | 25.4 | -1.4 | 32.83 | 1,221 | -126 | 611 | |||||||||
| 1 Apr | 1342.10 | 26.6 | 9.25 | 31.73 | 2,686 | 192 | 737 | |||||||||
| 30 Mar | 1304.40 | 17.1 | -7.85 | 32.41 | 705 | -28 | 549 | |||||||||
| 27 Mar | 1314.20 | 25.1 | 0.4 | 33.82 | 1,036 | 70 | 575 | |||||||||
| 25 Mar | 1307.80 | 24.65 | 7 | 33.37 | 1,174 | -51 | 491 | |||||||||
| 24 Mar | 1281.60 | 17.85 | -0.9 | 33.86 | 373 | -8 | 542 | |||||||||
| 23 Mar | 1278.70 | 18.5 | 1.25 | 33.03 | 497 | 226 | 549 | |||||||||
| 20 Mar | 1291.40 | 16.7 | 6.8 | 28.71 | 486 | 74 | 321 | |||||||||
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| 19 Mar | 1247.50 | 10.45 | -2.05 | 29.71 | 71 | 19 | 247 | |||||||||
| 18 Mar | 1269.00 | 12.5 | -5 | 28.71 | 100 | -16 | 229 | |||||||||
| 17 Mar | 1286.00 | 17.5 | 0.65 | 28.46 | 35 | 15 | 244 | |||||||||
| 16 Mar | 1279.60 | 16.85 | -7.55 | 30.79 | 79 | 19 | 230 | |||||||||
| 13 Mar | 1296.50 | 24.2 | -3.8 | 29.66 | 297 | 181 | 213 | |||||||||
| 12 Mar | 1311.90 | 28 | 1.5 | 29.53 | 13 | 4 | 32 | |||||||||
| 11 Mar | 1304.80 | 26.5 | 6.5 | 29.64 | 40 | 21 | 26 | |||||||||
| 10 Mar | 1285.90 | 20 | 9.95 | 28.74 | 5 | 4 | 4 | |||||||||
For Aurobindo Pharma Ltd - strike price 1400 expiring on 28APR2026
Delta for 1400 CE is 0.72
Historical price for 1400 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 24.5, which was -15.600000000000001 lower than the previous day. The implied volatity was 21.27, the open interest changed by -45 which decreased total open position to 494
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 44.05, which was 17.199999999999996 higher than the previous day. The implied volatity was 22.73, the open interest changed by -144 which decreased total open position to 541
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 26.15, which was 8.899999999999999 higher than the previous day. The implied volatity was 17.2, the open interest changed by -214 which decreased total open position to 692
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 17.65, which was 5.999999999999998 higher than the previous day. The implied volatity was 28.49, the open interest changed by 155 which increased total open position to 897
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 11.1, which was -8.799999999999999 lower than the previous day. The implied volatity was 28.86, the open interest changed by -43 which decreased total open position to 740
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 19, which was -2.1499999999999986 lower than the previous day. The implied volatity was 25.36, the open interest changed by 28 which increased total open position to 795
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 20.3, which was 0.40000000000000213 higher than the previous day. The implied volatity was 24.87, the open interest changed by -54 which decreased total open position to 767
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 19.65, which was 7.249999999999998 higher than the previous day. The implied volatity was 27.84, the open interest changed by 49 which increased total open position to 821
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 12.9, which was -4.1 lower than the previous day. The implied volatity was 30.41, the open interest changed by 56 which increased total open position to 776
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 16.65, which was -0.3500000000000014 lower than the previous day. The implied volatity was 28.65, the open interest changed by -1 which decreased total open position to 720
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 16.9, which was -0.15 lower than the previous day. The implied volatity was 30.46, the open interest changed by 31 which increased total open position to 720
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 16.8, which was -0.9 lower than the previous day. The implied volatity was 30.54, the open interest changed by 23 which increased total open position to 701
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 17.8, which was -3.75 lower than the previous day. The implied volatity was 32, the open interest changed by -30 which decreased total open position to 680
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 21.45, which was -4.05 lower than the previous day. The implied volatity was 31.61, the open interest changed by 110 which increased total open position to 721
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 25.4, which was -1.4 lower than the previous day. The implied volatity was 32.83, the open interest changed by -126 which decreased total open position to 611
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 26.6, which was 9.25 higher than the previous day. The implied volatity was 31.73, the open interest changed by 192 which increased total open position to 737
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 17.1, which was -7.85 lower than the previous day. The implied volatity was 32.41, the open interest changed by -28 which decreased total open position to 549
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 25.1, which was 0.4 higher than the previous day. The implied volatity was 33.82, the open interest changed by 70 which increased total open position to 575
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 24.65, which was 7 higher than the previous day. The implied volatity was 33.37, the open interest changed by -51 which decreased total open position to 491
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 17.85, which was -0.9 lower than the previous day. The implied volatity was 33.86, the open interest changed by -8 which decreased total open position to 542
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 18.5, which was 1.25 higher than the previous day. The implied volatity was 33.03, the open interest changed by 226 which increased total open position to 549
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 16.7, which was 6.8 higher than the previous day. The implied volatity was 28.71, the open interest changed by 74 which increased total open position to 321
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 10.45, which was -2.05 lower than the previous day. The implied volatity was 29.71, the open interest changed by 19 which increased total open position to 247
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 12.5, which was -5 lower than the previous day. The implied volatity was 28.71, the open interest changed by -16 which decreased total open position to 229
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 17.5, which was 0.65 higher than the previous day. The implied volatity was 28.46, the open interest changed by 15 which increased total open position to 244
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was 16.85, which was -7.55 lower than the previous day. The implied volatity was 30.79, the open interest changed by 19 which increased total open position to 230
On 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was 24.2, which was -3.8 lower than the previous day. The implied volatity was 29.66, the open interest changed by 181 which increased total open position to 213
On 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 28, which was 1.5 higher than the previous day. The implied volatity was 29.53, the open interest changed by 4 which increased total open position to 32
On 11 Mar AUROPHARMA was trading at 1304.80. The strike last trading price was 26.5, which was 6.5 higher than the previous day. The implied volatity was 29.64, the open interest changed by 21 which increased total open position to 26
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 20, which was 9.95 higher than the previous day. The implied volatity was 28.74, the open interest changed by 4 which increased total open position to 4
| AUROPHARMA 28-Apr-2026 (4d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.01
Theta: -0.99
Gamma: 0.01082
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 4.95 | 1.25 | 19.44 | 534 | -129 | 410 |
| 23 Apr | 1435.40 | 3.35 | -7.800000000000001 | 23.79 | 1,408 | 139 | 536 |
| 22 Apr | 1421.20 | 10.65 | -13.499999999999998 | 26.32 | 829 | 186 | 402 |
| 21 Apr | 1391.70 | 25.2 | -17.400000000000002 | 24.87 | 778 | 45 | 218 |
| 20 Apr | 1367.80 | 41.5 | 9.200000000000003 | 26.01 | 187 | -20 | 173 |
| 17 Apr | 1386.00 | 33.05 | -3.5 | 26.26 | 507 | 50 | 189 |
| 16 Apr | 1386.50 | 36.65 | -9.649999999999999 | 30.27 | 182 | 67 | 139 |
| 15 Apr | 1373.90 | 46 | -19.349999999999994 | 31.94 | 174 | -6 | 72 |
| 13 Apr | 1339.80 | 65.35 | 3.4499999999999957 | 32.73 | 1 | 0 | 78 |
| 10 Apr | 1349.40 | 61.9 | -10.100000000000001 | 26.92 | 13 | -2 | 78 |
| 9 Apr | 1340.40 | 72 | -2.9 | 31.74 | 20 | -1 | 65 |
| 8 Apr | 1335.70 | 74.9 | -8.2 | 31.42 | 28 | 14 | 66 |
| 7 Apr | 1330.00 | 82.45 | 1.85 | 34.43 | 38 | 14 | 53 |
| 6 Apr | 1340.40 | 80.9 | -4.1 | 38.26 | 20 | -1 | 39 |
| 2 Apr | 1333.70 | 84.2 | 1.9 | 36.42 | 32 | -4 | 42 |
| 1 Apr | 1342.10 | 83.05 | -27.95 | 37.37 | 88 | 17 | 44 |
| 30 Mar | 1304.40 | 111 | 3.5 | 37.44 | 11 | 1 | 29 |
| 27 Mar | 1314.20 | 107.5 | -2.4 | 40.43 | 3 | 1 | 26 |
| 25 Mar | 1307.80 | 109.9 | -20.1 | 39.12 | 8 | 4 | 25 |
| 24 Mar | 1281.60 | 130 | -1 | 38.05 | 15 | 11 | 21 |
| 23 Mar | 1278.70 | 131 | -127.9 | 40.69 | 10 | 6 | 6 |
| 20 Mar | 1291.40 | 258.9 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 258.9 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 258.9 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 258.9 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 258.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 258.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 258.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 258.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 258.9 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1400 expiring on 28APR2026
Delta for 1400 PE is -0.27
Historical price for 1400 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 4.95, which was 1.25 higher than the previous day. The implied volatity was 19.44, the open interest changed by -129 which decreased total open position to 410
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 3.35, which was -7.800000000000001 lower than the previous day. The implied volatity was 23.79, the open interest changed by 139 which increased total open position to 536
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 10.65, which was -13.499999999999998 lower than the previous day. The implied volatity was 26.32, the open interest changed by 186 which increased total open position to 402
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 25.2, which was -17.400000000000002 lower than the previous day. The implied volatity was 24.87, the open interest changed by 45 which increased total open position to 218
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 41.5, which was 9.200000000000003 higher than the previous day. The implied volatity was 26.01, the open interest changed by -20 which decreased total open position to 173
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 33.05, which was -3.5 lower than the previous day. The implied volatity was 26.26, the open interest changed by 50 which increased total open position to 189
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 36.65, which was -9.649999999999999 lower than the previous day. The implied volatity was 30.27, the open interest changed by 67 which increased total open position to 139
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 46, which was -19.349999999999994 lower than the previous day. The implied volatity was 31.94, the open interest changed by -6 which decreased total open position to 72
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 65.35, which was 3.4499999999999957 higher than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 78
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 61.9, which was -10.100000000000001 lower than the previous day. The implied volatity was 26.92, the open interest changed by -2 which decreased total open position to 78
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 72, which was -2.9 lower than the previous day. The implied volatity was 31.74, the open interest changed by -1 which decreased total open position to 65
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 74.9, which was -8.2 lower than the previous day. The implied volatity was 31.42, the open interest changed by 14 which increased total open position to 66
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 82.45, which was 1.85 higher than the previous day. The implied volatity was 34.43, the open interest changed by 14 which increased total open position to 53
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 80.9, which was -4.1 lower than the previous day. The implied volatity was 38.26, the open interest changed by -1 which decreased total open position to 39
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 84.2, which was 1.9 higher than the previous day. The implied volatity was 36.42, the open interest changed by -4 which decreased total open position to 42
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 83.05, which was -27.95 lower than the previous day. The implied volatity was 37.37, the open interest changed by 17 which increased total open position to 44
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 111, which was 3.5 higher than the previous day. The implied volatity was 37.44, the open interest changed by 1 which increased total open position to 29
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 107.5, which was -2.4 lower than the previous day. The implied volatity was 40.43, the open interest changed by 1 which increased total open position to 26
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 109.9, which was -20.1 lower than the previous day. The implied volatity was 39.12, the open interest changed by 4 which increased total open position to 25
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 130, which was -1 lower than the previous day. The implied volatity was 38.05, the open interest changed by 11 which increased total open position to 21
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 131, which was -127.9 lower than the previous day. The implied volatity was 40.69, the open interest changed by 6 which increased total open position to 6
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 258.9, 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 258.9, 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 258.9, 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 258.9, 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 258.9, 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 258.9, 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 258.9, 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 258.9, 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 258.9, 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
