Historical option data for AUROPHARMA
16 Jun 2026 04:10 PM IST
| AUROPHARMA 30-Jun-2026 (13d) 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.01
Theta: -1.05
Gamma: 0.00477
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 1396.70 | 16.5 | -5.8 (-26.01%) | 27.5 | 1,370 | 120 | 821 | |||||||||
| 15 Jun | 1408.30 | 20.75 | -36.75 (-63.91%) | 29.85 | 3,249 | 560 | 701 | |||||||||
| 12 Jun | 1472.80 | 57.15 | 5.75 (11.19%) | 26.33 | 61 | -14 | 141 | |||||||||
| 11 Jun | 1464.10 | 51.3 | 7.05 (15.93%) | 26.12 | 98 | -4 | 155 | |||||||||
| 10 Jun | 1453.60 | 45.9 | 0.3 (0.66%) | 25.3 | 420 | -20 | 161 | |||||||||
| 9 Jun | 1449.00 | 41.55 | -4.9 (-10.55%) | 28.31 | 135 | -1 | 179 | |||||||||
| 8 Jun | 1451.80 | 45.35 | -9 (-16.56%) | 23.38 | 72 | 0 | 180 | |||||||||
| 5 Jun | 1462.30 | 53.8 | -4.35 (-7.48%) | 26.77 | 112 | -13 | 181 | |||||||||
| 4 Jun | 1463.60 | 57.25 | 12.4 (27.65%) | 26.58 | 645 | -88 | 201 | |||||||||
| 3 Jun | 1440.40 | 43.3 | 5.4 (14.25%) | 26.96 | 1,724 | 29 | 290 | |||||||||
| 2 Jun | 1429.20 | 37.3 | -2.5 (-6.28%) | 25.69 | 533 | -41 | 263 | |||||||||
| 1 Jun | 1433.70 | 40 | -1 (-2.44%) | 24.88 | 1,327 | 104 | 301 | |||||||||
| 29 May | 1426.40 | 45.5 | -0.15 (-0.33%) | 29.99 | 541 | 23 | 198 | |||||||||
| 27 May | 1435.90 | 44.25 | -19.25 (-30.31%) | 25.45 | 298 | 111 | 174 | |||||||||
| 26 May | 1461.20 | 61.2 | 2.7 (4.62%) | 25.28 | 110 | 30 | 65 | |||||||||
| 25 May | 1454.60 | 59.6 | -8 (-11.83%) | 26.04 | 81 | 27 | 34 | |||||||||
| 22 May | 1463.50 | 70.55 | 23.8 (50.91%) | 26.45 | 9 | 4 | 4 | |||||||||
| 21 May | 1546.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 1517.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 1512.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1500.50 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1511.80 | 0 | -46.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1510.90 | 0 | -46.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1497.50 | 0 | -46.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1488.20 | 0 | -46.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1486.60 | 0 | -46.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1487.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1478.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1484.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1428.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1376.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1389.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1339.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1349.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1340.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1330.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1340.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1333.70 | 0 | 0 (0.00%) | 3.22 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1440 expiring on 30JUN2026
Delta for 1440 CE is 0.34
Historical price for 1440 CE is as follows
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 16.5, which was -5.8 lower than the previous day. The implied volatity was 27.5, the open interest changed by 120 which increased total open position to 821
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 20.75, which was -36.75 lower than the previous day. The implied volatity was 29.85, the open interest changed by 560 which increased total open position to 701
On 12 Jun AUROPHARMA was trading at 1472.80. The strike last trading price was 57.15, which was 5.75 higher than the previous day. The implied volatity was 26.33, the open interest changed by -14 which decreased total open position to 141
On 11 Jun AUROPHARMA was trading at 1464.10. The strike last trading price was 51.3, which was 7.05 higher than the previous day. The implied volatity was 26.12, the open interest changed by -4 which decreased total open position to 155
On 10 Jun AUROPHARMA was trading at 1453.60. The strike last trading price was 45.9, which was 0.3 higher than the previous day. The implied volatity was 25.3, the open interest changed by -20 which decreased total open position to 161
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 41.55, which was -4.9 lower than the previous day. The implied volatity was 28.31, the open interest changed by -1 which decreased total open position to 179
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 45.35, which was -9 lower than the previous day. The implied volatity was 23.38, the open interest changed by 0 which decreased total open position to 180
On 5 Jun AUROPHARMA was trading at 1462.30. The strike last trading price was 53.8, which was -4.35 lower than the previous day. The implied volatity was 26.77, the open interest changed by -13 which decreased total open position to 181
On 4 Jun AUROPHARMA was trading at 1463.60. The strike last trading price was 57.25, which was 12.4 higher than the previous day. The implied volatity was 26.58, the open interest changed by -88 which decreased total open position to 201
On 3 Jun AUROPHARMA was trading at 1440.40. The strike last trading price was 43.3, which was 5.4 higher than the previous day. The implied volatity was 26.96, the open interest changed by 29 which increased total open position to 290
On 2 Jun AUROPHARMA was trading at 1429.20. The strike last trading price was 37.3, which was -2.5 lower than the previous day. The implied volatity was 25.69, the open interest changed by -41 which decreased total open position to 263
On 1 Jun AUROPHARMA was trading at 1433.70. The strike last trading price was 40, which was -1 lower than the previous day. The implied volatity was 24.88, the open interest changed by 104 which increased total open position to 301
On 29 May AUROPHARMA was trading at 1426.40. The strike last trading price was 45.5, which was -0.15 lower than the previous day. The implied volatity was 29.99, the open interest changed by 23 which increased total open position to 198
On 27 May AUROPHARMA was trading at 1435.90. The strike last trading price was 44.25, which was -19.25 lower than the previous day. The implied volatity was 25.45, the open interest changed by 111 which increased total open position to 174
On 26 May AUROPHARMA was trading at 1461.20. The strike last trading price was 61.2, which was 2.7 higher than the previous day. The implied volatity was 25.28, the open interest changed by 30 which increased total open position to 65
On 25 May AUROPHARMA was trading at 1454.60. The strike last trading price was 59.6, which was -8 lower than the previous day. The implied volatity was 26.04, the open interest changed by 27 which increased total open position to 34
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 70.55, which was 23.8 higher than the previous day. The implied volatity was 26.45, the open interest changed by 4 which increased total open position to 4
On 21 May AUROPHARMA was trading at 1546.70. 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 May AUROPHARMA was trading at 1517.50. 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 19 May AUROPHARMA was trading at 1512.80. 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 18 May AUROPHARMA was trading at 1500.50. 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 May AUROPHARMA was trading at 1511.80. The strike last trading price was 0, which was -46.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 0, which was -46.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 0, which was -46.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 0, which was -46.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 0, which was -46.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May AUROPHARMA was trading at 1487.30. 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 7 May AUROPHARMA was trading at 1478.70. 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 6 May AUROPHARMA was trading at 1484.00. 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 5 May AUROPHARMA was trading at 1428.10. 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 4 May AUROPHARMA was trading at 1376.00. 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 30 Apr AUROPHARMA was trading at 1389.50. 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 13 Apr AUROPHARMA was trading at 1339.80. 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 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 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 7 Apr AUROPHARMA was trading at 1330.00. 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 6 Apr AUROPHARMA was trading at 1340.40. 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 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 3.22, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30-Jun-2026 (13d) 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.7
Vega: 0.01
Theta: -0.65
Gamma: 0.00534
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 1396.70 | 48 | 0 (0.00%) | 23.5 | 130 | -19 | 339 |
| 15 Jun | 1408.30 | 50 | 34 (212.50%) | 26.68 | 2,912 | 134 | 358 |
| 12 Jun | 1472.80 | 16 | -4 (-20.00%) | 23.08 | 180 | -14 | 227 |
| 11 Jun | 1464.10 | 20 | -5 (-20.00%) | 24.75 | 214 | 7 | 243 |
| 10 Jun | 1453.60 | 24 | -2 (-7.69%) | 24.78 | 327 | -28 | 235 |
| 9 Jun | 1449.00 | 30 | 3 (11.11%) | 22.95 | 276 | -27 | 264 |
| 8 Jun | 1451.80 | 28 | 5 (21.74%) | 23.53 | 351 | -21 | 290 |
| 5 Jun | 1462.30 | 24 | 1 (4.35%) | 22.79 | 558 | 37 | 368 |
| 4 Jun | 1463.60 | 23 | -9 (-28.13%) | 23.49 | 620 | 63 | 332 |
| 3 Jun | 1440.40 | 34 | -3 (-8.11%) | 22.01 | 743 | 65 | 273 |
| 2 Jun | 1429.20 | 38 | 1 (2.70%) | 21.58 | 436 | -54 | 207 |
| 1 Jun | 1433.70 | 38 | -2 (-5.00%) | 24.25 | 531 | 47 | 260 |
| 29 May | 1426.40 | 37 | -1 (-2.63%) | 23.81 | 446 | 30 | 220 |
| 27 May | 1435.90 | 38 | 11 (40.74%) | 21.61 | 303 | 39 | 190 |
| 26 May | 1461.20 | 28 | -3 (-9.68%) | 21.66 | 211 | 50 | 151 |
| 25 May | 1454.60 | 30 | -3 (-9.09%) | 22.8 | 208 | 49 | 100 |
| 22 May | 1463.50 | 31.3 | 3.2 (11.39%) | 24.94 | 153 | 50 | 51 |
| 21 May | 1546.70 | 28.1 | 0.1 (0.36%) | - | 0 | 0 | 1 |
| 20 May | 1517.50 | 28.1 | 0 (0.00%) | - | 0 | 0 | 1 |
| 19 May | 1512.80 | 28.1 | 0.1 (0.36%) | 28.42 | 0 | 0 | 1 |
| 18 May | 1500.50 | 28.1 | -6.9 (-19.71%) | 28.42 | 1 | 0 | 1 |
| 15 May | 1511.80 | 35.35 | 0 (0.00%) | 32.41 | 0 | 0 | 1 |
| 14 May | 1510.90 | 35.35 | -121.2 (-77.42%) | 32.41 | 1 | 1 | 1 |
| 13 May | 1497.50 | 0 | -156.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1488.20 | 0 | -156.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1486.60 | 0 | -156.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1487.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1478.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1484.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1428.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1376.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1389.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1339.80 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1349.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1340.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1440 expiring on 30JUN2026
Delta for 1440 PE is -0.7
Historical price for 1440 PE is as follows
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was 23.5, the open interest changed by -19 which decreased total open position to 339
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 50, which was 34 higher than the previous day. The implied volatity was 26.68, the open interest changed by 134 which increased total open position to 358
On 12 Jun AUROPHARMA was trading at 1472.80. The strike last trading price was 16, which was -4 lower than the previous day. The implied volatity was 23.08, the open interest changed by -14 which decreased total open position to 227
On 11 Jun AUROPHARMA was trading at 1464.10. The strike last trading price was 20, which was -5 lower than the previous day. The implied volatity was 24.75, the open interest changed by 7 which increased total open position to 243
On 10 Jun AUROPHARMA was trading at 1453.60. The strike last trading price was 24, which was -2 lower than the previous day. The implied volatity was 24.78, the open interest changed by -28 which decreased total open position to 235
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 30, which was 3 higher than the previous day. The implied volatity was 22.95, the open interest changed by -27 which decreased total open position to 264
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 28, which was 5 higher than the previous day. The implied volatity was 23.53, the open interest changed by -21 which decreased total open position to 290
On 5 Jun AUROPHARMA was trading at 1462.30. The strike last trading price was 24, which was 1 higher than the previous day. The implied volatity was 22.79, the open interest changed by 37 which increased total open position to 368
On 4 Jun AUROPHARMA was trading at 1463.60. The strike last trading price was 23, which was -9 lower than the previous day. The implied volatity was 23.49, the open interest changed by 63 which increased total open position to 332
On 3 Jun AUROPHARMA was trading at 1440.40. The strike last trading price was 34, which was -3 lower than the previous day. The implied volatity was 22.01, the open interest changed by 65 which increased total open position to 273
On 2 Jun AUROPHARMA was trading at 1429.20. The strike last trading price was 38, which was 1 higher than the previous day. The implied volatity was 21.58, the open interest changed by -54 which decreased total open position to 207
On 1 Jun AUROPHARMA was trading at 1433.70. The strike last trading price was 38, which was -2 lower than the previous day. The implied volatity was 24.25, the open interest changed by 47 which increased total open position to 260
On 29 May AUROPHARMA was trading at 1426.40. The strike last trading price was 37, which was -1 lower than the previous day. The implied volatity was 23.81, the open interest changed by 30 which increased total open position to 220
On 27 May AUROPHARMA was trading at 1435.90. The strike last trading price was 38, which was 11 higher than the previous day. The implied volatity was 21.61, the open interest changed by 39 which increased total open position to 190
On 26 May AUROPHARMA was trading at 1461.20. The strike last trading price was 28, which was -3 lower than the previous day. The implied volatity was 21.66, the open interest changed by 50 which increased total open position to 151
On 25 May AUROPHARMA was trading at 1454.60. The strike last trading price was 30, which was -3 lower than the previous day. The implied volatity was 22.8, the open interest changed by 49 which increased total open position to 100
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 31.3, which was 3.2 higher than the previous day. The implied volatity was 24.94, the open interest changed by 50 which increased total open position to 51
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 28.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 28.1, which was 0.1 higher than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 1
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 28.1, which was -6.9 lower than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 1
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 35.35, which was 0 lower than the previous day. The implied volatity was 32.41, the open interest changed by 0 which decreased total open position to 1
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 35.35, which was -121.2 lower than the previous day. The implied volatity was 32.41, the open interest changed by 1 which increased total open position to 1
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 0, which was -156.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 0, which was -156.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 0, which was -156.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May AUROPHARMA was trading at 1487.30. 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 7 May AUROPHARMA was trading at 1478.70. 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 6 May AUROPHARMA was trading at 1484.00. 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 5 May AUROPHARMA was trading at 1428.10. 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 4 May AUROPHARMA was trading at 1376.00. 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 30 Apr AUROPHARMA was trading at 1389.50. 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 13 Apr AUROPHARMA was trading at 1339.80. 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 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 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 7 Apr AUROPHARMA was trading at 1330.00. 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 6 Apr AUROPHARMA was trading at 1340.40. 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 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 -, the open interest changed by 0 which decreased total open position to 0
