AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0
Theta: -1.16
Gamma: 0.00986
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1413.80 | 4.15 | -9.65 | 20.07 | 1,854 | -125 | 384 | |||||||||
| 23 Apr | 1435.40 | 15.65 | 7.200000000000001 | 21.7 | 3,883 | 149 | 535 | |||||||||
| 22 Apr | 1421.20 | 8.1 | 2.8 | 20.88 | 1,008 | 21 | 390 | |||||||||
| 21 Apr | 1391.70 | 5.3 | 1.5999999999999996 | 27.32 | 668 | 9 | 369 | |||||||||
| 20 Apr | 1367.80 | 3.9 | -3.85 | 29.82 | 276 | -2 | 360 | |||||||||
| 17 Apr | 1386.00 | 7.6 | -1.4000000000000004 | 26.31 | 607 | 11 | 370 | |||||||||
| 16 Apr | 1386.50 | 9 | -0.05000000000000071 | 26.26 | 177 | 3 | 359 | |||||||||
| 15 Apr | 1373.90 | 8.7 | 2.8499999999999996 | 28.49 | 287 | 15 | 356 | |||||||||
| 13 Apr | 1339.80 | 6.3 | -1.6000000000000005 | 31.33 | 166 | 1 | 341 | |||||||||
| 10 Apr | 1349.40 | 7.8 | -0.7999999999999998 | 28.68 | 340 | -10 | 340 | |||||||||
| 9 Apr | 1340.40 | 8.6 | -0.45 | 30.64 | 458 | 212 | 351 | |||||||||
| 8 Apr | 1335.70 | 8.8 | -1.1 | 30.86 | 243 | -11 | 139 | |||||||||
| 7 Apr | 1330.00 | 9.7 | -3.1 | 32.23 | 163 | 3 | 150 | |||||||||
| 6 Apr | 1340.40 | 12.6 | -2.8 | 32.38 | 83 | 10 | 146 | |||||||||
|
|
||||||||||||||||
| 2 Apr | 1333.70 | 15.2 | -1.5 | 32.81 | 211 | 15 | 136 | |||||||||
| 1 Apr | 1342.10 | 16.3 | 5.75 | 32.04 | 372 | 67 | 121 | |||||||||
| 30 Mar | 1304.40 | 10.5 | -5.55 | 33.05 | 60 | 17 | 54 | |||||||||
| 27 Mar | 1314.20 | 15.8 | 0 | 33.77 | 50 | 10 | 35 | |||||||||
| 25 Mar | 1307.80 | 15.75 | 3.25 | 33.46 | 62 | 8 | 25 | |||||||||
| 24 Mar | 1281.60 | 12.5 | 2.1 | - | 0 | 0 | 17 | |||||||||
| 23 Mar | 1278.70 | 12.5 | 2.1 | 34.04 | 11 | 0 | 16 | |||||||||
| 20 Mar | 1291.40 | 10.5 | 3.55 | 29.4 | 21 | 15 | 15 | |||||||||
For Aurobindo Pharma Ltd - strike price 1440 expiring on 28APR2026
Delta for 1440 CE is 0.23
Historical price for 1440 CE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 4.15, which was -9.65 lower than the previous day. The implied volatity was 20.07, the open interest changed by -125 which decreased total open position to 384
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 15.65, which was 7.200000000000001 higher than the previous day. The implied volatity was 21.7, the open interest changed by 149 which increased total open position to 535
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 8.1, which was 2.8 higher than the previous day. The implied volatity was 20.88, the open interest changed by 21 which increased total open position to 390
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 5.3, which was 1.5999999999999996 higher than the previous day. The implied volatity was 27.32, the open interest changed by 9 which increased total open position to 369
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 3.9, which was -3.85 lower than the previous day. The implied volatity was 29.82, the open interest changed by -2 which decreased total open position to 360
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 7.6, which was -1.4000000000000004 lower than the previous day. The implied volatity was 26.31, the open interest changed by 11 which increased total open position to 370
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 9, which was -0.05000000000000071 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 359
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 8.7, which was 2.8499999999999996 higher than the previous day. The implied volatity was 28.49, the open interest changed by 15 which increased total open position to 356
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 6.3, which was -1.6000000000000005 lower than the previous day. The implied volatity was 31.33, the open interest changed by 1 which increased total open position to 341
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 7.8, which was -0.7999999999999998 lower than the previous day. The implied volatity was 28.68, the open interest changed by -10 which decreased total open position to 340
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 8.6, which was -0.45 lower than the previous day. The implied volatity was 30.64, the open interest changed by 212 which increased total open position to 351
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 8.8, which was -1.1 lower than the previous day. The implied volatity was 30.86, the open interest changed by -11 which decreased total open position to 139
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 9.7, which was -3.1 lower than the previous day. The implied volatity was 32.23, the open interest changed by 3 which increased total open position to 150
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 12.6, which was -2.8 lower than the previous day. The implied volatity was 32.38, the open interest changed by 10 which increased total open position to 146
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 15.2, which was -1.5 lower than the previous day. The implied volatity was 32.81, the open interest changed by 15 which increased total open position to 136
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 16.3, which was 5.75 higher than the previous day. The implied volatity was 32.04, the open interest changed by 67 which increased total open position to 121
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 10.5, which was -5.55 lower than the previous day. The implied volatity was 33.05, the open interest changed by 17 which increased total open position to 54
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 33.77, the open interest changed by 10 which increased total open position to 35
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 15.75, which was 3.25 higher than the previous day. The implied volatity was 33.46, the open interest changed by 8 which increased total open position to 25
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 12.5, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 12.5, which was 2.1 higher than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 16
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 10.5, which was 3.55 higher than the previous day. The implied volatity was 29.4, the open interest changed by 15 which increased total open position to 15
| AUROPHARMA 28-Apr-2026 (4d) 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0
Theta: -0.44
Gamma: 0.01061
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1413.80 | 24.9 | 7.75 | 14.38 | 752 | -117 | 149 |
| 23 Apr | 1435.40 | 15.05 | -51.95 | 22.5 | 1,296 | 250 | 270 |
| 22 Apr | 1421.20 | 67 | 67 | - | 0 | 0 | 20 |
| 21 Apr | 1391.70 | 67 | 67 | - | 0 | 0 | 20 |
| 20 Apr | 1367.80 | 67 | 67 | - | 0 | 0 | 20 |
| 17 Apr | 1386.00 | 67 | 3 | 32.38 | 2 | 0 | 21 |
| 16 Apr | 1386.50 | 64 | -9 | 32.01 | 4 | 3 | 20 |
| 15 Apr | 1373.90 | 74 | -21.150000000000006 | 32.08 | 22 | 17 | 18 |
| 13 Apr | 1339.80 | 95.15 | -200.04999999999998 | 31.33 | 2 | 1 | 1 |
| 10 Apr | 1349.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1340.40 | 295.2 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 295.2 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | 295.2 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 295.2 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 295.2 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1342.10 | 295.2 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 1304.40 | 295.2 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1314.20 | 295.2 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1307.80 | 295.2 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1281.60 | 295.2 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1278.70 | 295.2 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1291.40 | 295.2 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1440 expiring on 28APR2026
Delta for 1440 PE is -0.85
Historical price for 1440 PE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 24.9, which was 7.75 higher than the previous day. The implied volatity was 14.38, the open interest changed by -117 which decreased total open position to 149
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 15.05, which was -51.95 lower than the previous day. The implied volatity was 22.5, the open interest changed by 250 which increased total open position to 270
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 67, which was 67 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 67, which was 67 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 67, which was 67 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 67, which was 3 higher than the previous day. The implied volatity was 32.38, the open interest changed by 0 which decreased total open position to 21
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 64, which was -9 lower than the previous day. The implied volatity was 32.01, the open interest changed by 3 which increased total open position to 20
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 74, which was -21.150000000000006 lower than the previous day. The implied volatity was 32.08, the open interest changed by 17 which increased total open position to 18
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 95.15, which was -200.04999999999998 lower than the previous day. The implied volatity was 31.33, the open interest changed by 1 which increased total open position to 1
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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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
