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 1400 CE
Delta: 0.02 Vega: 0.13 Theta: -0.11 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Dec	1163.60	0.65 ₹ 357.5	0.25 137.50	35.63	295 1,62,250	-7 -3,850	589 3,23,950
8 Dec	1177.40	0.4 ₹ 220	-0.4 -220.00	30.43	133 73,150	-11 -6,050	596 3,27,800
5 Dec	1217.60	0.8 ₹ 440	-0.5 -275.00	25.67	46 25,300	5 2,750	607 3,33,850
4 Dec	1223.10	1.25 ₹ 687.5	0.35 192.50	26.80	71 39,050	-5 -2,750	602 3,31,100
3 Dec	1208.90	0.9 ₹ 495	-0.25 -137.50	26.26	129 70,950	0 0	607 3,33,850
2 Dec	1215.20	1.2 ₹ 660	-0.4 -220.00	26.36	61 33,550	49 26,950	607 3,33,850
1 Dec	1216.20	1.6 ₹ 880	-0.3 -165.00	27.35	63 34,650	0 0	558 3,06,900
28 Nov	1226.70	1.6 ₹ 880	-0.95 -522.50	25.02	475 2,61,250	122 67,100	558 3,06,900
27 Nov	1235.80	2.5 ₹ 1,375	-0.3 -165.00	24.68	466 2,56,300	129 70,950	435 2,39,250
26 Nov	1227.40	3.2 ₹ 1,760	-0.1 -55.00	25.73	400 2,20,000	178 97,900	306 1,68,300
25 Nov	1208.00	4.1 ₹ 2,255	2.1 1155.00	31.13	72 39,600	21 11,550	128 70,400
24 Nov	1194.00	2 ₹ 1,100	-1.15 -632.50	27.64	90 49,500	-11 -6,050	107 58,850
21 Nov	1205.90	3.5 ₹ 1,925	0.5 275.00	28.60	164 90,200	55 30,250	118 64,900
20 Nov	1207.70	3 ₹ 1,650	-1.75 -962.50	26.40	109 59,950	34 18,700	62 34,100
19 Nov	1235.80	4.7 ₹ 2,585	-1.25 -687.50	25.80	33 18,150	-1 -550	28 15,400
18 Nov	1239.30	6 ₹ 3,300	-0.9 -495.00	26.57	37 20,350	26 14,300	29 15,950
17 Nov	1236.90	6.9 ₹ 3,795	-0.9 -495.00	26.83	3 1,650	2 1,100	2 1,100

For Aurobindo Pharma Ltd - strike price 1400 expiring on 30DEC2025

Delta for 1400 CE is 0.02

Historical price for 1400 CE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 35.63, the open interest changed by -7 which decreased total open position to 589

On 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 30.43, the open interest changed by -11 which decreased total open position to 596

On 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 25.67, the open interest changed by 5 which increased total open position to 607

On 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 26.80, the open interest changed by -5 which decreased total open position to 602

On 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 607

On 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 26.36, the open interest changed by 49 which increased total open position to 607

On 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 27.35, the open interest changed by 0 which decreased total open position to 558

On 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 1.6, which was -0.95 lower than the previous day. The implied volatity was 25.02, the open interest changed by 122 which increased total open position to 558

On 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 24.68, the open interest changed by 129 which increased total open position to 435

On 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 3.2, which was -0.1 lower than the previous day. The implied volatity was 25.73, the open interest changed by 178 which increased total open position to 306

On 25 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 4.1, which was 2.1 higher than the previous day. The implied volatity was 31.13, the open interest changed by 21 which increased total open position to 128

On 24 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 2, which was -1.15 lower than the previous day. The implied volatity was 27.64, the open interest changed by -11 which decreased total open position to 107

On 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 28.60, the open interest changed by 55 which increased total open position to 118

On 20 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 3, which was -1.75 lower than the previous day. The implied volatity was 26.40, the open interest changed by 34 which increased total open position to 62

On 19 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 4.7, which was -1.25 lower than the previous day. The implied volatity was 25.80, the open interest changed by -1 which decreased total open position to 28

On 18 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 6, which was -0.9 lower than the previous day. The implied volatity was 26.57, the open interest changed by 26 which increased total open position to 29

On 17 Nov AUROPHARMA was trading at 1236.90. The strike last trading price was 6.9, which was -0.9 lower than the previous day. The implied volatity was 26.83, the open interest changed by 2 which increased total open position to 2

AUROPHARMA 30DEC2025 1400 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1163.60	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
8 Dec	1177.40	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
5 Dec	1217.60	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
4 Dec	1223.10	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
3 Dec	1208.90	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
2 Dec	1215.20	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
1 Dec	1216.20	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
28 Nov	1226.70	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
27 Nov	1235.80	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
26 Nov	1227.40	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
25 Nov	1208.00	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
24 Nov	1194.00	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
21 Nov	1205.90	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
20 Nov	1207.70	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
19 Nov	1235.80	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
18 Nov	1239.30	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0
17 Nov	1236.90	302.7 ₹ 1,66,485	0 0.00	-	0 0	0 0	0 0

For Aurobindo Pharma Ltd - strike price 1400 expiring on 30DEC2025

Delta for 1400 PE is -

Historical price for 1400 PE is as follows

On 9 Dec AUROPHARMA was trading at 1163.60. The strike last trading price was 302.7, 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 8 Dec AUROPHARMA was trading at 1177.40. The strike last trading price was 302.7, 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 5 Dec AUROPHARMA was trading at 1217.60. The strike last trading price was 302.7, 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 4 Dec AUROPHARMA was trading at 1223.10. The strike last trading price was 302.7, 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 3 Dec AUROPHARMA was trading at 1208.90. The strike last trading price was 302.7, 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 2 Dec AUROPHARMA was trading at 1215.20. The strike last trading price was 302.7, 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 1 Dec AUROPHARMA was trading at 1216.20. The strike last trading price was 302.7, 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 28 Nov AUROPHARMA was trading at 1226.70. The strike last trading price was 302.7, 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 27 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 302.7, 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 26 Nov AUROPHARMA was trading at 1227.40. The strike last trading price was 302.7, 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 Nov AUROPHARMA was trading at 1208.00. The strike last trading price was 302.7, 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 Nov AUROPHARMA was trading at 1194.00. The strike last trading price was 302.7, 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 21 Nov AUROPHARMA was trading at 1205.90. The strike last trading price was 302.7, 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 Nov AUROPHARMA was trading at 1207.70. The strike last trading price was 302.7, 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 Nov AUROPHARMA was trading at 1235.80. The strike last trading price was 302.7, 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 Nov AUROPHARMA was trading at 1239.30. The strike last trading price was 302.7, 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 302.7, 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

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