AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
30 Apr 2026 11:50 PM IST
| AUROPHARMA 26-May-2026 (24d) 1400 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.01
Theta: -0.99
Gamma: 0.00334
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 1389.50 | 43.5 | -4.850000000000001 | 32.1 | 514 | 56 | 1,116 | |||||||||
| 29 Apr | 1396.80 | 47.85 | -15.799999999999997 | 31.02 | 831 | 81 | 1,062 | |||||||||
| 28 Apr | 1422.60 | 65 | 1.5 | 30.61 | 187 | 91 | 981 | |||||||||
| 27 Apr | 1416.70 | 65.3 | 2.4499999999999957 | 32.16 | 388 | 185 | 890 | |||||||||
| 24 Apr | 1413.80 | 63.15 | -15.850000000000001 | 31.16 | 198 | 78 | 705 | |||||||||
| 23 Apr | 1435.40 | 80 | 16.85 | 31.18 | 81 | -3 | 627 | |||||||||
| 22 Apr | 1421.20 | 63.95 | 12.650000000000006 | 27.99 | 273 | 25 | 630 | |||||||||
| 21 Apr | 1391.70 | 52.1 | 11.050000000000004 | 31.19 | 178 | 31 | 605 | |||||||||
| 20 Apr | 1367.80 | 38.8 | -12.400000000000006 | 29.33 | 579 | 272 | 574 | |||||||||
| 17 Apr | 1386.00 | 51.5 | 2.75 | 30.15 | 171 | 99 | 302 | |||||||||
| 16 Apr | 1386.50 | 47.6 | 2.8000000000000043 | 27.08 | 77 | 7 | 204 | |||||||||
| 15 Apr | 1373.90 | 42.75 | 8.600000000000001 | 27.22 | 186 | 81 | 197 | |||||||||
| 13 Apr | 1339.80 | 33.35 | -6.75 | 30.37 | 24 | 17 | 117 | |||||||||
| 10 Apr | 1349.40 | 40.1 | 2.1000000000000014 | 30.3 | 33 | 6 | 101 | |||||||||
| 9 Apr | 1340.40 | 38 | -2.05 | 29.27 | 3 | 0 | 95 | |||||||||
| 8 Apr | 1335.70 | 40.05 | 3.05 | 30.79 | 10 | 1 | 95 | |||||||||
| 7 Apr | 1330.00 | 37 | -2.65 | 29.87 | 146 | 92 | 94 | |||||||||
| 6 Apr | 1340.40 | 39.65 | 21.35 | 29 | 2 | 0 | 0 | |||||||||
| 2 Apr | 1333.70 | 18.3 | 0 | 2.65 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1342.10 | 18.3 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 30 Mar | 1304.40 | 18.3 | 0 | 3.88 | 0 | 0 | 0 | |||||||||
| 27 Mar | 1314.20 | 18.3 | 0 | 3.06 | 0 | 0 | 0 | |||||||||
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| 25 Mar | 1307.80 | 18.3 | 0 | 3 | 0 | 0 | 0 | |||||||||
| 24 Mar | 1281.60 | 0 | 0 | 4.86 | 0 | 0 | 0 | |||||||||
| 17 Mar | 1286.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1279.60 | 0 | 0 | 3.19 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1296.50 | 0 | 0 | 3.19 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1311.90 | 0 | 0 | 2.76 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1304.80 | 0 | 0 | 3.04 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1400 expiring on 26MAY2026
Delta for 1400 CE is 0.49
Historical price for 1400 CE is as follows
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 43.5, which was -4.850000000000001 lower than the previous day. The implied volatity was 32.1, the open interest changed by 56 which increased total open position to 1116
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 47.85, which was -15.799999999999997 lower than the previous day. The implied volatity was 31.02, the open interest changed by 81 which increased total open position to 1062
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 65, which was 1.5 higher than the previous day. The implied volatity was 30.61, the open interest changed by 91 which increased total open position to 981
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 65.3, which was 2.4499999999999957 higher than the previous day. The implied volatity was 32.16, the open interest changed by 185 which increased total open position to 890
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 63.15, which was -15.850000000000001 lower than the previous day. The implied volatity was 31.16, the open interest changed by 78 which increased total open position to 705
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 80, which was 16.85 higher than the previous day. The implied volatity was 31.18, the open interest changed by -3 which decreased total open position to 627
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 63.95, which was 12.650000000000006 higher than the previous day. The implied volatity was 27.99, the open interest changed by 25 which increased total open position to 630
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 52.1, which was 11.050000000000004 higher than the previous day. The implied volatity was 31.19, the open interest changed by 31 which increased total open position to 605
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 38.8, which was -12.400000000000006 lower than the previous day. The implied volatity was 29.33, the open interest changed by 272 which increased total open position to 574
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 51.5, which was 2.75 higher than the previous day. The implied volatity was 30.15, the open interest changed by 99 which increased total open position to 302
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 47.6, which was 2.8000000000000043 higher than the previous day. The implied volatity was 27.08, the open interest changed by 7 which increased total open position to 204
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 42.75, which was 8.600000000000001 higher than the previous day. The implied volatity was 27.22, the open interest changed by 81 which increased total open position to 197
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 33.35, which was -6.75 lower than the previous day. The implied volatity was 30.37, the open interest changed by 17 which increased total open position to 117
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 40.1, which was 2.1000000000000014 higher than the previous day. The implied volatity was 30.3, the open interest changed by 6 which increased total open position to 101
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 38, which was -2.05 lower than the previous day. The implied volatity was 29.27, the open interest changed by 0 which decreased total open position to 95
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 40.05, which was 3.05 higher than the previous day. The implied volatity was 30.79, the open interest changed by 1 which increased total open position to 95
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 37, which was -2.65 lower than the previous day. The implied volatity was 29.87, the open interest changed by 92 which increased total open position to 94
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 39.65, which was 21.35 higher than the previous day. The implied volatity was 29, the open interest changed by 0 which decreased total open position to 0
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 18.3, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 18.3, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 18.3, which was 0 lower than the previous day. The implied volatity was 3.88, 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 18.3, 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 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 18.3, which was 0 lower than the previous day. The implied volatity was 3, 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 0, which was 0 lower than the previous day. The implied volatity was 4.86, 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 -, which was - 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 0, which was 0 lower than the previous day. The implied volatity was 3.19, 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 0, which was 0 lower than the previous day. The implied volatity was 3.19, 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 0, which was 0 lower than the previous day. The implied volatity was 2.76, 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 0, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 26-May-2026 (24d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.01
Theta: -0.65
Gamma: 0.00388
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 1389.50 | 44.45 | 2.6000000000000014 | 27.54 | 386 | 11 | 599 |
| 29 Apr | 1396.80 | 41.8 | 6.849999999999994 | 28.65 | 783 | 24 | 588 |
| 28 Apr | 1422.60 | 33.1 | -3.8500000000000014 | 29.76 | 258 | 31 | 551 |
| 27 Apr | 1416.70 | 36.55 | -4.300000000000004 | 30.51 | 280 | 68 | 519 |
| 24 Apr | 1413.80 | 40.5 | 6.950000000000003 | 30.29 | 201 | 61 | 454 |
| 23 Apr | 1435.40 | 32.8 | -6.050000000000004 | 31.06 | 547 | 79 | 392 |
| 22 Apr | 1421.20 | 38.55 | -9.800000000000004 | 29.65 | 147 | 17 | 312 |
| 21 Apr | 1391.70 | 50.15 | -10.200000000000003 | 28.04 | 65 | -1 | 295 |
| 20 Apr | 1367.80 | 61.75 | 1.7999999999999972 | 27.15 | 507 | 288 | 298 |
| 17 Apr | 1386.00 | 59.95 | -2.049999999999997 | 30.52 | 10 | 7 | 10 |
| 16 Apr | 1386.50 | 62 | -24.5 | 32.51 | 2 | 1 | 2 |
| 15 Apr | 1373.90 | 86.5 | 86.5 | - | 0 | 0 | 1 |
| 13 Apr | 1339.80 | 86.5 | 86.5 | 33.69 | 0 | 0 | 1 |
| 10 Apr | 1349.40 | 86.5 | -144.35 | 33.69 | 1 | 0 | 0 |
| 9 Apr | 1340.40 | 230.85 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 230.85 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | 230.85 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 230.85 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 230.85 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1342.10 | 230.85 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 1304.40 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1314.20 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1307.80 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1281.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1286.00 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 1279.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1296.50 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1400 expiring on 26MAY2026
Delta for 1400 PE is -0.51
Historical price for 1400 PE is as follows
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 44.45, which was 2.6000000000000014 higher than the previous day. The implied volatity was 27.54, the open interest changed by 11 which increased total open position to 599
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 41.8, which was 6.849999999999994 higher than the previous day. The implied volatity was 28.65, the open interest changed by 24 which increased total open position to 588
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 33.1, which was -3.8500000000000014 lower than the previous day. The implied volatity was 29.76, the open interest changed by 31 which increased total open position to 551
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 36.55, which was -4.300000000000004 lower than the previous day. The implied volatity was 30.51, the open interest changed by 68 which increased total open position to 519
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 40.5, which was 6.950000000000003 higher than the previous day. The implied volatity was 30.29, the open interest changed by 61 which increased total open position to 454
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 32.8, which was -6.050000000000004 lower than the previous day. The implied volatity was 31.06, the open interest changed by 79 which increased total open position to 392
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 38.55, which was -9.800000000000004 lower than the previous day. The implied volatity was 29.65, the open interest changed by 17 which increased total open position to 312
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 50.15, which was -10.200000000000003 lower than the previous day. The implied volatity was 28.04, the open interest changed by -1 which decreased total open position to 295
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 61.75, which was 1.7999999999999972 higher than the previous day. The implied volatity was 27.15, the open interest changed by 288 which increased total open position to 298
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 59.95, which was -2.049999999999997 lower than the previous day. The implied volatity was 30.52, the open interest changed by 7 which increased total open position to 10
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 62, which was -24.5 lower than the previous day. The implied volatity was 32.51, the open interest changed by 1 which increased total open position to 2
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 86.5, which was 86.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 86.5, which was 86.5 higher than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 1
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 86.5, which was -144.35 lower than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 0
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 230.85, 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 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 230.85, 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 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 230.85, 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 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 230.85, 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 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 230.85, 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 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 230.85, 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 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 0, 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 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 0, 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 0, 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 0, 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 -, which was - 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 0, 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 0, 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 0, 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 0, 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
