AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
13 May 2026 11:25 AM IST
| AUROPHARMA 26-May-2026 (13d) 1440 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 1488.80 | 71 | 1.4500000000000028 (2.08%) | 0 | 5 | -4 | 347 | |||||||||
| 12 May | 1488.20 | 69.55 | 3.799999999999997 (5.78%) | 0 | 20 | -5 | 352 | |||||||||
| 11 May | 1486.60 | 63.4 | -5.399999999999999 (-7.85%) | 0 | 32 | -8 | 358 | |||||||||
| 8 May | 1487.30 | 68.8 | 5.449999999999996 (8.60%) | 29 | 44 | -6 | 366 | |||||||||
| 7 May | 1478.70 | 63.35 | -7.199999999999996 (-10.21%) | 27.88 | 152 | -29 | 372 | |||||||||
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| 6 May | 1484.00 | 70.55 | 31.699999999999996 (81.60%) | 30.66 | 2,247 | -639 | 403 | |||||||||
| 5 May | 1428.10 | 39.95 | 20.650000000000002 (106.99%) | 30.86 | 2,045 | -262 | 1,060 | |||||||||
| 4 May | 1376.00 | 19 | -7.649999999999999 (-28.71%) | 31.63 | 580 | 14 | 1,334 | |||||||||
| 30 Apr | 1389.50 | 26.2 | -4.75 (-15.35%) | 30.82 | 518 | -45 | 1,275 | |||||||||
| 29 Apr | 1396.80 | 30.5 | -13.600000000000001 (-30.84%) | 29.97 | 3,268 | 580 | 1,324 | |||||||||
| 28 Apr | 1422.60 | 43.8 | -0.10000000000000142 (-0.23%) | 30.28 | 1,212 | 320 | 733 | |||||||||
| 27 Apr | 1416.70 | 44.15 | 1.1000000000000014 (2.56%) | 31.42 | 386 | 85 | 413 | |||||||||
| 24 Apr | 1413.80 | 42.75 | -14.100000000000001 (-24.80%) | 30.51 | 151 | 28 | 328 | |||||||||
| 23 Apr | 1435.40 | 58.6 | 16.1 (37.88%) | 31.72 | 255 | 8 | 303 | |||||||||
| 22 Apr | 1421.20 | 43 | 8.850000000000001 (25.92%) | 28.1 | 220 | 94 | 297 | |||||||||
| 21 Apr | 1391.70 | 34.65 | 8.149999999999999 (30.75%) | 29.67 | 29 | 0 | 200 | |||||||||
| 20 Apr | 1367.80 | 26 | -4 (-13.33%) | 29.98 | 252 | 197 | 200 | |||||||||
| 17 Apr | 1386.00 | 30 | -8.649999999999999 (-22.38%) | - | 0 | 0 | 3 | |||||||||
| 16 Apr | 1386.50 | 30 | -8.649999999999999 (-22.38%) | 29.19 | 0 | 0 | 3 | |||||||||
| 15 Apr | 1373.90 | 30 | 3 (11.11%) | 29.19 | 2 | 1 | 2 | |||||||||
| 13 Apr | 1339.80 | 27 | -4.5 (-14.29%) | - | 0 | 0 | 1 | |||||||||
| 10 Apr | 1349.40 | 27 | -4.5 (-14.29%) | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 1340.40 | 27 | 13.6 (101.49%) | 30.07 | 1 | 0 | 0 | |||||||||
| 8 Apr | 1335.70 | 13.4 | 0 (0.00%) | 4.72 | 0 | 0 | 0 | |||||||||
| 7 Apr | 1330.00 | 13.4 | 0 (0.00%) | 5.08 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1340.40 | 13.4 | 0 (0.00%) | 4.42 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1333.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1342.10 | 0 | 0 (0.00%) | 4.01 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1440 expiring on 26MAY2026
Delta for 1440 CE is 0
Historical price for 1440 CE is as follows
On 13 May AUROPHARMA was trading at 1488.80. The strike last trading price was 71, which was 1.4500000000000028 higher than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 347
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 69.55, which was 3.799999999999997 higher than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 352
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 63.4, which was -5.399999999999999 lower than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 358
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 68.8, which was 5.449999999999996 higher than the previous day. The implied volatity was 29, the open interest changed by -6 which decreased total open position to 366
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 63.35, which was -7.199999999999996 lower than the previous day. The implied volatity was 27.88, the open interest changed by -29 which decreased total open position to 372
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 70.55, which was 31.699999999999996 higher than the previous day. The implied volatity was 30.66, the open interest changed by -639 which decreased total open position to 403
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 39.95, which was 20.650000000000002 higher than the previous day. The implied volatity was 30.86, the open interest changed by -262 which decreased total open position to 1060
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 19, which was -7.649999999999999 lower than the previous day. The implied volatity was 31.63, the open interest changed by 14 which increased total open position to 1334
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 26.2, which was -4.75 lower than the previous day. The implied volatity was 30.82, the open interest changed by -45 which decreased total open position to 1275
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 30.5, which was -13.600000000000001 lower than the previous day. The implied volatity was 29.97, the open interest changed by 580 which increased total open position to 1324
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 43.8, which was -0.10000000000000142 lower than the previous day. The implied volatity was 30.28, the open interest changed by 320 which increased total open position to 733
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 44.15, which was 1.1000000000000014 higher than the previous day. The implied volatity was 31.42, the open interest changed by 85 which increased total open position to 413
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 42.75, which was -14.100000000000001 lower than the previous day. The implied volatity was 30.51, the open interest changed by 28 which increased total open position to 328
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 58.6, which was 16.1 higher than the previous day. The implied volatity was 31.72, the open interest changed by 8 which increased total open position to 303
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 43, which was 8.850000000000001 higher than the previous day. The implied volatity was 28.1, the open interest changed by 94 which increased total open position to 297
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 34.65, which was 8.149999999999999 higher than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 200
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 26, which was -4 lower than the previous day. The implied volatity was 29.98, the open interest changed by 197 which increased total open position to 200
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 30, which was -8.649999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 30, which was -8.649999999999999 lower than the previous day. The implied volatity was 29.19, the open interest changed by 0 which decreased total open position to 3
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 30, which was 3 higher than the previous day. The implied volatity was 29.19, the open interest changed by 1 which increased total open position to 2
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 27, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 27, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 27, which was 13.6 higher than the previous day. The implied volatity was 30.07, 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 13.4, which was 0 lower than the previous day. The implied volatity was 4.72, 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 13.4, which was 0 lower than the previous day. The implied volatity was 5.08, 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 13.4, which was 0 lower than the previous day. The implied volatity was 4.42, 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
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 4.01, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 26-May-2026 (13d) 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 0
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 1488.80 | 15 | 0 (0.00%) | 0 | 67 | 0 | 329 |
| 12 May | 1488.20 | 14 | -2 (-12.50%) | 0 | 193 | -16 | 332 |
| 11 May | 1486.60 | 17 | 1 (6.25%) | 28.72 | 362 | -17 | 348 |
| 8 May | 1487.30 | 16.9 | -2.8500000000000014 (-14.43%) | 27.97 | 544 | -5 | 363 |
| 7 May | 1478.70 | 19.3 | -1.3999999999999986 (-6.76%) | 27.82 | 638 | -29 | 367 |
| 6 May | 1484.00 | 19.75 | -26.5 (-57.30%) | 28.55 | 1,450 | 120 | 411 |
| 5 May | 1428.10 | 45 | -32.849999999999994 (-42.20%) | 30.55 | 164 | -14 | 296 |
| 4 May | 1376.00 | 78.7 | 11.25 (16.68%) | 30.9 | 92 | 48 | 297 |
| 30 Apr | 1389.50 | 68.25 | 2.3499999999999943 (3.57%) | 27.75 | 45 | 30 | 279 |
| 29 Apr | 1396.80 | 62.8 | 10.399999999999999 (19.85%) | 27.81 | 375 | 140 | 256 |
| 28 Apr | 1422.60 | 52.4 | -4.450000000000003 (-7.83%) | 30.74 | 59 | 18 | 115 |
| 27 Apr | 1416.70 | 55.85 | -2.6000000000000014 (-4.45%) | 30.2 | 82 | 32 | 100 |
| 24 Apr | 1413.80 | 58.45 | 8.150000000000006 (16.20%) | 30.7 | 110 | 9 | 64 |
| 23 Apr | 1435.40 | 49.7 | -215.60000000000002 (-81.27%) | 30.75 | 107 | 42 | 42 |
| 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 | 265.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 265.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | 265.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 265.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 265.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 1342.10 | 265.3 | 0 (0.00%) | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1440 expiring on 26MAY2026
Delta for 1440 PE is 0
Historical price for 1440 PE is as follows
On 13 May AUROPHARMA was trading at 1488.80. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 329
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 14, which was -2 lower than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 332
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 17, which was 1 higher than the previous day. The implied volatity was 28.72, the open interest changed by -17 which decreased total open position to 348
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 16.9, which was -2.8500000000000014 lower than the previous day. The implied volatity was 27.97, the open interest changed by -5 which decreased total open position to 363
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 19.3, which was -1.3999999999999986 lower than the previous day. The implied volatity was 27.82, the open interest changed by -29 which decreased total open position to 367
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 19.75, which was -26.5 lower than the previous day. The implied volatity was 28.55, the open interest changed by 120 which increased total open position to 411
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 45, which was -32.849999999999994 lower than the previous day. The implied volatity was 30.55, the open interest changed by -14 which decreased total open position to 296
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 78.7, which was 11.25 higher than the previous day. The implied volatity was 30.9, the open interest changed by 48 which increased total open position to 297
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 68.25, which was 2.3499999999999943 higher than the previous day. The implied volatity was 27.75, the open interest changed by 30 which increased total open position to 279
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 62.8, which was 10.399999999999999 higher than the previous day. The implied volatity was 27.81, the open interest changed by 140 which increased total open position to 256
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 52.4, which was -4.450000000000003 lower than the previous day. The implied volatity was 30.74, the open interest changed by 18 which increased total open position to 115
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 55.85, which was -2.6000000000000014 lower than the previous day. The implied volatity was 30.2, the open interest changed by 32 which increased total open position to 100
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 58.45, which was 8.150000000000006 higher than the previous day. The implied volatity was 30.7, the open interest changed by 9 which increased total open position to 64
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 49.7, which was -215.60000000000002 lower than the previous day. The implied volatity was 30.75, the open interest changed by 42 which increased total open position to 42
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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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
