AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
07 May 2026 12:02 PM IST
| AUROPHARMA 26-May-2026 (19d) 1420 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.01
Theta: -0.79
Gamma: 0.00318
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 1486.40 | 79.45 | -5.599999999999994 (-6.58%) | 27.58 | 23 | -11 | 169 | |||||||||
| 6 May | 1484.00 | 85 | 36.4 (74.90%) | 31.16 | 549 | -196 | 186 | |||||||||
| 5 May | 1428.10 | 49.8 | 24.799999999999997 (99.20%) | 30.75 | 1,385 | 59 | 382 | |||||||||
| 4 May | 1376.00 | 25.25 | -8.649999999999999 (-25.52%) | 31.26 | 280 | 79 | 323 | |||||||||
| 30 Apr | 1389.50 | 34 | -4.549999999999997 (-11.80%) | 30.7 | 192 | 28 | 272 | |||||||||
| 29 Apr | 1396.80 | 37.8 | -15.600000000000001 (-29.21%) | 30.35 | 607 | 118 | 249 | |||||||||
| 28 Apr | 1422.60 | 52.8 | -0.30000000000000426 (-0.56%) | 30.16 | 262 | 52 | 131 | |||||||||
| 27 Apr | 1416.70 | 53.8 | -4.75 (-8.11%) | 31.59 | 193 | 74 | 80 | |||||||||
| 24 Apr | 1413.80 | 58.55 | -8.450000000000003 (-12.61%) | 31.73 | 1 | 0 | 5 | |||||||||
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| 23 Apr | 1435.40 | 67 | 30.9 (85.60%) | 31.81 | 11 | 4 | 6 | |||||||||
| 22 Apr | 1421.20 | 36.1 | -2.6499999999999986 (-6.84%) | - | 0 | 0 | 2 | |||||||||
| 21 Apr | 1391.70 | 36.1 | -2.6499999999999986 (-6.84%) | 28.69 | 0 | 0 | 2 | |||||||||
| 20 Apr | 1367.80 | 36.1 | 0.10000000000000142 (0.28%) | 28.69 | 1 | 0 | 1 | |||||||||
| 17 Apr | 1386.00 | 36 | 20.3 (129.30%) | 26.3 | 1 | 0 | 0 | |||||||||
| 16 Apr | 1386.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1373.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1339.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1349.40 | 0 | 0 (0.00%) | 3.07 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1340.40 | 15.7 | 0 (0.00%) | 3.53 | 0 | 0 | 0 | |||||||||
| 8 Apr | 1335.70 | 15.7 | 0 (0.00%) | 3.7 | 0 | 0 | 0 | |||||||||
| 7 Apr | 1330.00 | 15.7 | 0 (0.00%) | 3.96 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1340.40 | 15.7 | 0 (0.00%) | 3.41 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1333.70 | 0 | 0 (0.00%) | 3.68 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1342.10 | 0 | 0 (0.00%) | 3.04 | 0 | 0 | 0 | |||||||||
| 30 Mar | 1304.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1314.20 | 0 | 0 (0.00%) | 3.84 | 0 | 0 | 0 | |||||||||
| 25 Mar | 1307.80 | 0 | 0 (0.00%) | 3.64 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1420 expiring on 26MAY2026
Delta for 1420 CE is 0.77
Historical price for 1420 CE is as follows
On 7 May AUROPHARMA was trading at 1486.40. The strike last trading price was 79.45, which was -5.599999999999994 lower than the previous day. The implied volatity was 27.58, the open interest changed by -11 which decreased total open position to 169
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 85, which was 36.4 higher than the previous day. The implied volatity was 31.16, the open interest changed by -196 which decreased total open position to 186
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 49.8, which was 24.799999999999997 higher than the previous day. The implied volatity was 30.75, the open interest changed by 59 which increased total open position to 382
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 25.25, which was -8.649999999999999 lower than the previous day. The implied volatity was 31.26, the open interest changed by 79 which increased total open position to 323
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 34, which was -4.549999999999997 lower than the previous day. The implied volatity was 30.7, the open interest changed by 28 which increased total open position to 272
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 37.8, which was -15.600000000000001 lower than the previous day. The implied volatity was 30.35, the open interest changed by 118 which increased total open position to 249
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 52.8, which was -0.30000000000000426 lower than the previous day. The implied volatity was 30.16, the open interest changed by 52 which increased total open position to 131
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 53.8, which was -4.75 lower than the previous day. The implied volatity was 31.59, the open interest changed by 74 which increased total open position to 80
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 58.55, which was -8.450000000000003 lower than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 5
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 67, which was 30.9 higher than the previous day. The implied volatity was 31.81, the open interest changed by 4 which increased total open position to 6
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 36.1, which was -2.6499999999999986 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 36.1, which was -2.6499999999999986 lower than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 2
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 36.1, which was 0.10000000000000142 higher than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 1
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 36, which was 20.3 higher than the previous day. The implied volatity was 26.3, the open interest changed by 0 which decreased total open position to 0
On 16 Apr AUROPHARMA was trading at 1386.50. 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 15 Apr AUROPHARMA was trading at 1373.90. 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 13 Apr AUROPHARMA was trading at 1339.80. 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 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.07, 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 15.7, which was 0 lower than the previous day. The implied volatity was 3.53, 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 15.7, which was 0 lower than the previous day. The implied volatity was 3.7, 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 15.7, which was 0 lower than the previous day. The implied volatity was 3.96, 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 15.7, which was 0 lower than the previous day. The implied volatity was 3.41, 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 0, which was 0 lower than the previous day. The implied volatity was 3.68, 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 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
On 30 Mar AUROPHARMA was trading at 1304.40. 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 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 3.84, 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 3.64, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 26-May-2026 (19d) 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.01
Theta: -0.64
Gamma: 0.00301
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 1486.40 | 13.8 | -1.3499999999999996 (-8.91%) | 29.28 | 178 | 12 | 278 |
| 6 May | 1484.00 | 14.4 | -21.75 (-60.17%) | 28.92 | 996 | 64 | 284 |
| 5 May | 1428.10 | 35.75 | -27.799999999999997 (-43.75%) | 31.05 | 299 | 28 | 215 |
| 4 May | 1376.00 | 63.3 | 6.549999999999997 (11.54%) | 28.19 | 119 | 22 | 188 |
| 30 Apr | 1389.50 | 56.85 | 3.6000000000000014 (6.76%) | 28.97 | 47 | -9 | 157 |
| 29 Apr | 1396.80 | 52.15 | 9.149999999999999 (21.28%) | 28.41 | 476 | 53 | 167 |
| 28 Apr | 1422.60 | 44.15 | -1.8500000000000014 (-4.02%) | 30.13 | 156 | 12 | 114 |
| 27 Apr | 1416.70 | 45.6 | -4.149999999999999 (-8.34%) | 30.38 | 254 | 87 | 104 |
| 24 Apr | 1413.80 | 49.35 | 8.350000000000001 (20.37%) | 30.22 | 28 | 11 | 13 |
| 23 Apr | 1435.40 | 41 | -206.9 (-83.46%) | 31.1 | 2 | 1 | 1 |
| 22 Apr | 1421.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1391.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 1367.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1386.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1386.50 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1373.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1339.80 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1349.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1340.40 | 247.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 247.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | 247.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 247.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 247.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 1342.10 | 247.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Mar | 1304.40 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 1314.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 Mar | 1307.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1420 expiring on 26MAY2026
Delta for 1420 PE is -0.23
Historical price for 1420 PE is as follows
On 7 May AUROPHARMA was trading at 1486.40. The strike last trading price was 13.8, which was -1.3499999999999996 lower than the previous day. The implied volatity was 29.28, the open interest changed by 12 which increased total open position to 278
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 14.4, which was -21.75 lower than the previous day. The implied volatity was 28.92, the open interest changed by 64 which increased total open position to 284
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 35.75, which was -27.799999999999997 lower than the previous day. The implied volatity was 31.05, the open interest changed by 28 which increased total open position to 215
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 63.3, which was 6.549999999999997 higher than the previous day. The implied volatity was 28.19, the open interest changed by 22 which increased total open position to 188
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 56.85, which was 3.6000000000000014 higher than the previous day. The implied volatity was 28.97, the open interest changed by -9 which decreased total open position to 157
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 52.15, which was 9.149999999999999 higher than the previous day. The implied volatity was 28.41, the open interest changed by 53 which increased total open position to 167
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 44.15, which was -1.8500000000000014 lower than the previous day. The implied volatity was 30.13, the open interest changed by 12 which increased total open position to 114
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 45.6, which was -4.149999999999999 lower than the previous day. The implied volatity was 30.38, the open interest changed by 87 which increased total open position to 104
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 49.35, which was 8.350000000000001 higher than the previous day. The implied volatity was 30.22, the open interest changed by 11 which increased total open position to 13
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 41, which was -206.9 lower than the previous day. The implied volatity was 31.1, the open interest changed by 1 which increased total open position to 1
On 22 Apr AUROPHARMA was trading at 1421.20. 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 21 Apr AUROPHARMA was trading at 1391.70. 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 20 Apr AUROPHARMA was trading at 1367.80. 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 17 Apr AUROPHARMA was trading at 1386.00. 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 16 Apr AUROPHARMA was trading at 1386.50. 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 15 Apr AUROPHARMA was trading at 1373.90. 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 13 Apr AUROPHARMA was trading at 1339.80. 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 10 Apr AUROPHARMA was trading at 1349.40. 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 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 247.9, 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 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 247.9, 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 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 247.9, 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 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 247.9, 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 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 247.9, 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 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 247.9, 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 30 Mar AUROPHARMA was trading at 1304.40. 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 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
