Historical option data for AUROPHARMA
22 Jun 2026 01:20 PM IST
| AUROPHARMA 28-Jul-2026 (36d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.01
Theta: -0.58
Gamma: 0.00224
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1483.10 | 111 | -6 (-5.13%) | 27.56 | 53 | 0 | 327 | |||||||||
| 19 Jun | 1497.80 | 119.45 | 41.45 (53.14%) | 24.64 | 30 | 0 | 327 | |||||||||
| 18 Jun | 1443.70 | 77 | 14 (22.22%) | 23.65 | 20 | 0 | 327 | |||||||||
| 17 Jun | 1422.40 | 64 | 12 (23.08%) | 23.9 | 91 | 2 | 327 | |||||||||
| 16 Jun | 1396.70 | 53.65 | -10.35 (-16.17%) | 25.6 | 805 | 318 | 326 | |||||||||
| 15 Jun | 1408.30 | 62 | -53 (-46.09%) | 28.89 | 13 | 8 | 8 | |||||||||
| 12 Jun | 1472.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 1464.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 1453.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 1449.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 1451.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 1462.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 1463.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 1440.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 1429.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 1433.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 1426.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 1435.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1392.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1396.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1400 expiring on 28JUL2026
Delta for 1400 CE is 0.79
Historical price for 1400 CE is as follows
On 22 Jun AUROPHARMA was trading at 1483.10. The strike last trading price was 111, which was -6 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 327
On 19 Jun AUROPHARMA was trading at 1497.80. The strike last trading price was 119.45, which was 41.45 higher than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 327
On 18 Jun AUROPHARMA was trading at 1443.70. The strike last trading price was 77, which was 14 higher than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 327
On 17 Jun AUROPHARMA was trading at 1422.40. The strike last trading price was 64, which was 12 higher than the previous day. The implied volatity was 23.9, the open interest changed by 2 which increased total open position to 327
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 53.65, which was -10.35 lower than the previous day. The implied volatity was 25.6, the open interest changed by 318 which increased total open position to 326
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 62, which was -53 lower than the previous day. The implied volatity was 28.89, the open interest changed by 8 which increased total open position to 8
On 12 Jun AUROPHARMA was trading at 1472.80. 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 11 Jun AUROPHARMA was trading at 1464.10. 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 10 Jun AUROPHARMA was trading at 1453.60. 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 9 Jun AUROPHARMA was trading at 1449.00. 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 8 Jun AUROPHARMA was trading at 1451.80. 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 5 Jun AUROPHARMA was trading at 1462.30. 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 4 Jun AUROPHARMA was trading at 1463.60. 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 3 Jun AUROPHARMA was trading at 1440.40. 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 2 Jun AUROPHARMA was trading at 1429.20. 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 1 Jun AUROPHARMA was trading at 1433.70. 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 29 May AUROPHARMA was trading at 1426.40. 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 May AUROPHARMA was trading at 1435.90. 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 30 Apr AUROPHARMA was trading at 1392.00. 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 29 Apr AUROPHARMA was trading at 1396.80. 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
| AUROPHARMA 28-Jul-2026 (36d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.01
Theta: -0.35
Gamma: 0.00239
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1483.10 | 15.8 | 3.75 (31.12%) | 26.23 | 139 | -1 | 554 |
| 19 Jun | 1497.80 | 11.95 | -10.35 (-46.41%) | 25.18 | 253 | -21 | 553 |
| 18 Jun | 1443.70 | 21.4 | -9.4 (-30.52%) | 22.79 | 230 | -2 | 574 |
| 17 Jun | 1422.40 | 30.7 | -9 (-22.67%) | 23.08 | 94 | 5 | 576 |
| 16 Jun | 1396.70 | 37 | -4.65 (-11.16%) | 22.26 | 1,109 | 324 | 571 |
| 15 Jun | 1408.30 | 41 | 22.5 (121.62%) | 24.5 | 331 | 127 | 209 |
| 12 Jun | 1472.80 | 18.5 | -3.85 (-17.23%) | 24.46 | 37 | -6 | 82 |
| 11 Jun | 1464.10 | 22.35 | -5.2 (-18.87%) | 25.49 | 13 | 5 | 86 |
| 10 Jun | 1453.60 | 28 | 0 (0.00%) | 26.14 | 8 | 4 | 78 |
| 9 Jun | 1449.00 | 28.05 | 2.05 (7.88%) | 23.72 | 62 | 60 | 72 |
| 8 Jun | 1451.80 | 26 | 4 (18.18%) | 25.65 | 1 | 0 | 11 |
| 5 Jun | 1462.30 | 22 | -11 (-33.33%) | 25.56 | 3 | 0 | 10 |
| 4 Jun | 1463.60 | 33 | 0 (0.00%) | 24.65 | 1 | 0 | 10 |
| 3 Jun | 1440.40 | 33 | -2 (-5.71%) | 24.65 | 1 | 0 | 11 |
| 2 Jun | 1429.20 | 35 | -3.3 (-8.62%) | 24.31 | 2 | 0 | 10 |
| 1 Jun | 1433.70 | 38.3 | 1.8 (4.93%) | 24.53 | 5 | 5 | 10 |
| 29 May | 1426.40 | 38 | -0.95 (-2.44%) | 24.84 | 5 | 3 | 4 |
| 27 May | 1435.90 | 38.95 | -33.6 (-46.31%) | 25.84 | 1 | 1 | 1 |
| 30 Apr | 1392.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1396.80 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1400 expiring on 28JUL2026
Delta for 1400 PE is -0.22
Historical price for 1400 PE is as follows
On 22 Jun AUROPHARMA was trading at 1483.10. The strike last trading price was 15.8, which was 3.75 higher than the previous day. The implied volatity was 26.23, the open interest changed by -1 which decreased total open position to 554
On 19 Jun AUROPHARMA was trading at 1497.80. The strike last trading price was 11.95, which was -10.35 lower than the previous day. The implied volatity was 25.18, the open interest changed by -21 which decreased total open position to 553
On 18 Jun AUROPHARMA was trading at 1443.70. The strike last trading price was 21.4, which was -9.4 lower than the previous day. The implied volatity was 22.79, the open interest changed by -2 which decreased total open position to 574
On 17 Jun AUROPHARMA was trading at 1422.40. The strike last trading price was 30.7, which was -9 lower than the previous day. The implied volatity was 23.08, the open interest changed by 5 which increased total open position to 576
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 37, which was -4.65 lower than the previous day. The implied volatity was 22.26, the open interest changed by 324 which increased total open position to 571
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 41, which was 22.5 higher than the previous day. The implied volatity was 24.5, the open interest changed by 127 which increased total open position to 209
On 12 Jun AUROPHARMA was trading at 1472.80. The strike last trading price was 18.5, which was -3.85 lower than the previous day. The implied volatity was 24.46, the open interest changed by -6 which decreased total open position to 82
On 11 Jun AUROPHARMA was trading at 1464.10. The strike last trading price was 22.35, which was -5.2 lower than the previous day. The implied volatity was 25.49, the open interest changed by 5 which increased total open position to 86
On 10 Jun AUROPHARMA was trading at 1453.60. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 26.14, the open interest changed by 4 which increased total open position to 78
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 28.05, which was 2.05 higher than the previous day. The implied volatity was 23.72, the open interest changed by 60 which increased total open position to 72
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 26, which was 4 higher than the previous day. The implied volatity was 25.65, the open interest changed by 0 which decreased total open position to 11
On 5 Jun AUROPHARMA was trading at 1462.30. The strike last trading price was 22, which was -11 lower than the previous day. The implied volatity was 25.56, the open interest changed by 0 which decreased total open position to 10
On 4 Jun AUROPHARMA was trading at 1463.60. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 10
On 3 Jun AUROPHARMA was trading at 1440.40. The strike last trading price was 33, which was -2 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 11
On 2 Jun AUROPHARMA was trading at 1429.20. The strike last trading price was 35, which was -3.3 lower than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 10
On 1 Jun AUROPHARMA was trading at 1433.70. The strike last trading price was 38.3, which was 1.8 higher than the previous day. The implied volatity was 24.53, the open interest changed by 5 which increased total open position to 10
On 29 May AUROPHARMA was trading at 1426.40. The strike last trading price was 38, which was -0.95 lower than the previous day. The implied volatity was 24.84, the open interest changed by 3 which increased total open position to 4
On 27 May AUROPHARMA was trading at 1435.90. The strike last trading price was 38.95, which was -33.6 lower than the previous day. The implied volatity was 25.84, the open interest changed by 1 which increased total open position to 1
On 30 Apr AUROPHARMA was trading at 1392.00. 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 29 Apr AUROPHARMA was trading at 1396.80. 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
