AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1420 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.01
Theta: -1.53
Gamma: 0.01252
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 12 | -13.05 | 20.44 | 518 | -75 | 256 | |||||||||
| 23 Apr | 1435.40 | 26.9 | 11.149999999999999 | 20.07 | 2,274 | 65 | 334 | |||||||||
| 22 Apr | 1421.20 | 15.15 | 5.15 | 19.39 | 1,301 | 70 | 266 | |||||||||
| 21 Apr | 1391.70 | 10 | 3.25 | 27.61 | 799 | 62 | 193 | |||||||||
| 20 Apr | 1367.80 | 6.4 | -6.549999999999999 | 28.6 | 300 | 15 | 130 | |||||||||
| 17 Apr | 1386.00 | 12.1 | -1.9000000000000004 | 25.48 | 308 | -1 | 114 | |||||||||
| 16 Apr | 1386.50 | 13.4 | -0.29999999999999893 | 25.26 | 204 | 25 | 115 | |||||||||
| 15 Apr | 1373.90 | 12.55 | 4 | 27.12 | 248 | -7 | 88 | |||||||||
| 13 Apr | 1339.80 | 8.5 | -3.5 | 30.77 | 185 | 2 | 93 | |||||||||
| 10 Apr | 1349.40 | 12 | -0.1999999999999993 | 28.85 | 112 | -7 | 91 | |||||||||
| 9 Apr | 1340.40 | 12.2 | -0.35 | 30.57 | 161 | -8 | 99 | |||||||||
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| 8 Apr | 1335.70 | 12.15 | -1.2 | 30.57 | 282 | -1 | 108 | |||||||||
| 7 Apr | 1330.00 | 13.2 | -3.25 | 32.07 | 182 | 10 | 110 | |||||||||
| 6 Apr | 1340.40 | 16.5 | -3.15 | 31.98 | 216 | 11 | 100 | |||||||||
| 2 Apr | 1333.70 | 20 | -1.25 | 33 | 279 | -5 | 90 | |||||||||
| 1 Apr | 1342.10 | 21.05 | 7.45 | 31.97 | 186 | -1 | 94 | |||||||||
| 30 Mar | 1304.40 | 13.85 | -7.05 | 33.12 | 71 | 33 | 95 | |||||||||
| 27 Mar | 1314.20 | 19.75 | -0.15 | 33.58 | 153 | -51 | 63 | |||||||||
| 25 Mar | 1307.80 | 19.75 | 11.35 | 33.38 | 154 | 113 | 113 | |||||||||
| 24 Mar | 1281.60 | 8.4 | 0 | 8.04 | 0 | 0 | 0 | |||||||||
| 23 Mar | 1278.70 | 8.4 | 0 | 7.68 | 0 | 0 | 0 | |||||||||
| 20 Mar | 1291.40 | 8.4 | 0 | 6.88 | 0 | 0 | 0 | |||||||||
| 19 Mar | 1247.50 | 8.4 | 0 | 8.97 | 0 | 0 | 0 | |||||||||
| 18 Mar | 1269.00 | 8.4 | 0 | 8.03 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1420 expiring on 28APR2026
Delta for 1420 CE is 0.49
Historical price for 1420 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 12, which was -13.05 lower than the previous day. The implied volatity was 20.44, the open interest changed by -75 which decreased total open position to 256
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 26.9, which was 11.149999999999999 higher than the previous day. The implied volatity was 20.07, the open interest changed by 65 which increased total open position to 334
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 15.15, which was 5.15 higher than the previous day. The implied volatity was 19.39, the open interest changed by 70 which increased total open position to 266
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 10, which was 3.25 higher than the previous day. The implied volatity was 27.61, the open interest changed by 62 which increased total open position to 193
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 6.4, which was -6.549999999999999 lower than the previous day. The implied volatity was 28.6, the open interest changed by 15 which increased total open position to 130
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 12.1, which was -1.9000000000000004 lower than the previous day. The implied volatity was 25.48, the open interest changed by -1 which decreased total open position to 114
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 13.4, which was -0.29999999999999893 lower than the previous day. The implied volatity was 25.26, the open interest changed by 25 which increased total open position to 115
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 12.55, which was 4 higher than the previous day. The implied volatity was 27.12, the open interest changed by -7 which decreased total open position to 88
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 8.5, which was -3.5 lower than the previous day. The implied volatity was 30.77, the open interest changed by 2 which increased total open position to 93
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 12, which was -0.1999999999999993 lower than the previous day. The implied volatity was 28.85, the open interest changed by -7 which decreased total open position to 91
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 12.2, which was -0.35 lower than the previous day. The implied volatity was 30.57, the open interest changed by -8 which decreased total open position to 99
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 12.15, which was -1.2 lower than the previous day. The implied volatity was 30.57, the open interest changed by -1 which decreased total open position to 108
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 13.2, which was -3.25 lower than the previous day. The implied volatity was 32.07, the open interest changed by 10 which increased total open position to 110
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 16.5, which was -3.15 lower than the previous day. The implied volatity was 31.98, the open interest changed by 11 which increased total open position to 100
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 20, which was -1.25 lower than the previous day. The implied volatity was 33, the open interest changed by -5 which decreased total open position to 90
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 21.05, which was 7.45 higher than the previous day. The implied volatity was 31.97, the open interest changed by -1 which decreased total open position to 94
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 13.85, which was -7.05 lower than the previous day. The implied volatity was 33.12, the open interest changed by 33 which increased total open position to 95
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 19.75, which was -0.15 lower than the previous day. The implied volatity was 33.58, the open interest changed by -51 which decreased total open position to 63
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 19.75, which was 11.35 higher than the previous day. The implied volatity was 33.38, the open interest changed by 113 which increased total open position to 113
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 8.04, 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 8.4, which was 0 lower than the previous day. The implied volatity was 7.68, 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 8.4, which was 0 lower than the previous day. The implied volatity was 6.88, 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 8.4, which was 0 lower than the previous day. The implied volatity was 8.97, 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 8.4, which was 0 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Apr-2026 (4d) 1420 PE | |||||||
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Delta: -0.51
Vega: 0.01
Theta: -1.24
Gamma: 0.0132
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 12.8 | 4.350000000000001 | 19.38 | 890 | -131 | 268 |
| 23 Apr | 1435.40 | 7.45 | -12.7 | 22.96 | 1,645 | 206 | 382 |
| 22 Apr | 1421.20 | 19.5 | -17.6 | 27.04 | 219 | 119 | 174 |
| 21 Apr | 1391.70 | 36.25 | -13.549999999999997 | 26.5 | 134 | 29 | 54 |
| 20 Apr | 1367.80 | 49.8 | 4.649999999999999 | 28.92 | 8 | 0 | 24 |
| 17 Apr | 1386.00 | 45.75 | -72.85 | 25.92 | 4 | 1 | 24 |
| 16 Apr | 1386.50 | 118.6 | 118.6 | - | 0 | 0 | 23 |
| 15 Apr | 1373.90 | 118.6 | 118.6 | - | 0 | 0 | 23 |
| 13 Apr | 1339.80 | 118.6 | 118.6 | - | 0 | 0 | 23 |
| 10 Apr | 1349.40 | 118.6 | 118.6 | - | 0 | 0 | 23 |
| 9 Apr | 1340.40 | 118.6 | -5.05 | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 118.6 | -5.05 | - | 0 | 0 | 23 |
| 7 Apr | 1330.00 | 118.6 | -5.05 | - | 0 | 0 | 23 |
| 6 Apr | 1340.40 | 118.6 | -5.05 | - | 0 | 0 | 23 |
| 2 Apr | 1333.70 | 118.6 | -5.05 | - | 0 | 0 | 23 |
| 1 Apr | 1342.10 | 118.6 | -5.05 | - | 0 | 0 | 23 |
| 30 Mar | 1304.40 | 118.6 | -5.05 | - | 0 | 1 | 0 |
| 27 Mar | 1314.20 | 118.6 | -5.05 | 38.14 | 2 | 1 | 23 |
| 25 Mar | 1307.80 | 121.3 | -155.65 | 36.95 | 24 | 21 | 21 |
| 24 Mar | 1281.60 | 276.95 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1278.70 | 276.95 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1291.40 | 276.95 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 276.95 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 276.95 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1420 expiring on 28APR2026
Delta for 1420 PE is -0.51
Historical price for 1420 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 12.8, which was 4.350000000000001 higher than the previous day. The implied volatity was 19.38, the open interest changed by -131 which decreased total open position to 268
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 7.45, which was -12.7 lower than the previous day. The implied volatity was 22.96, the open interest changed by 206 which increased total open position to 382
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 19.5, which was -17.6 lower than the previous day. The implied volatity was 27.04, the open interest changed by 119 which increased total open position to 174
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 36.25, which was -13.549999999999997 lower than the previous day. The implied volatity was 26.5, the open interest changed by 29 which increased total open position to 54
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 49.8, which was 4.649999999999999 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 24
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 45.75, which was -72.85 lower than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 24
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 118.6, which was 118.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 118.6, which was 118.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 118.6, which was 118.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 118.6, which was 118.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 118.6, which was -5.05 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 118.6, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 118.6, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 118.6, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 118.6, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 118.6, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 118.6, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 118.6, which was -5.05 lower than the previous day. The implied volatity was 38.14, the open interest changed by 1 which increased total open position to 23
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 121.3, which was -155.65 lower than the previous day. The implied volatity was 36.95, the open interest changed by 21 which increased total open position to 21
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 276.95, 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 276.95, 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 276.95, 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 276.95, 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 276.95, 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
