Historical option data for AUROPHARMA
23 Jun 2026 01:32 PM IST
| AUROPHARMA 28-Jul-2026 (35d) 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.02
Theta: -0.64
Gamma: 0.00256
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1538.90 | 95 | 0 (0.00%) | 26.75 | 3 | 0 | 12 | |||||||||
| 22 Jun | 1491.90 | 95 | 5 (5.56%) | 26.75 | 3 | -1 | 12 | |||||||||
| 19 Jun | 1497.80 | 89.95 | 37.95 (72.98%) | 25.36 | 10 | 0 | 13 | |||||||||
| 18 Jun | 1443.70 | 52 | 10 (23.81%) | 25.08 | 11 | 4 | 15 | |||||||||
| 17 Jun | 1422.40 | 42.55 | -4.45 (-9.47%) | 25.02 | 14 | 6 | 11 | |||||||||
| 16 Jun | 1396.70 | 47 | 0 (0.00%) | 30.6 | 5 | 0 | 5 | |||||||||
| 15 Jun | 1408.30 | 47 | -48 (-50.53%) | 30.6 | 5 | 4 | 4 | |||||||||
| 12 Jun | 1472.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 1464.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 1453.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 1449.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 1451.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1440 expiring on 28JUL2026
Delta for 1440 CE is 0.74
Historical price for 1440 CE is as follows
On 23 Jun AUROPHARMA was trading at 1538.90. The strike last trading price was 95, which was 0 lower than the previous day. The implied volatity was 26.75, the open interest changed by 0 which decreased total open position to 12
On 22 Jun AUROPHARMA was trading at 1491.90. The strike last trading price was 95, which was 5 higher than the previous day. The implied volatity was 26.75, the open interest changed by -1 which decreased total open position to 12
On 19 Jun AUROPHARMA was trading at 1497.80. The strike last trading price was 89.95, which was 37.95 higher than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 13
On 18 Jun AUROPHARMA was trading at 1443.70. The strike last trading price was 52, which was 10 higher than the previous day. The implied volatity was 25.08, the open interest changed by 4 which increased total open position to 15
On 17 Jun AUROPHARMA was trading at 1422.40. The strike last trading price was 42.55, which was -4.45 lower than the previous day. The implied volatity was 25.02, the open interest changed by 6 which increased total open position to 11
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 30.6, the open interest changed by 0 which decreased total open position to 5
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 47, which was -48 lower than the previous day. The implied volatity was 30.6, the open interest changed by 4 which increased total open position to 4
On 12 Jun AUROPHARMA was trading at 1472.80. 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 11 Jun AUROPHARMA was trading at 1464.10. 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 10 Jun AUROPHARMA was trading at 1453.60. 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 Jun AUROPHARMA was trading at 1449.00. 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 8 Jun AUROPHARMA was trading at 1451.80. 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
| AUROPHARMA 28-Jul-2026 (35d) 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.01
Theta: -0.34
Gamma: 0.00206
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1538.90 | 13.85 | -8.8 (-38.85%) | 27.17 | 42 | 14 | 37 |
| 22 Jun | 1491.90 | 22.65 | 1.9 (9.16%) | 25.21 | 35 | 14 | 24 |
| 19 Jun | 1497.80 | 20.25 | -26.65 (-56.82%) | 24.16 | 19 | 4 | 7 |
| 18 Jun | 1443.70 | 46.9 | 9.7 (26.08%) | 22.58 | 1 | 1 | 3 |
| 17 Jun | 1422.40 | 37.2 | 37.2 | - | 2 | 0 | 2 |
| 16 Jun | 1396.70 | 37.2 | 37.2 (0.00%) | - | 2 | 0 | 2 |
| 15 Jun | 1408.30 | 37.2 | 0 (0.00%) | - | 2 | 0 | 2 |
| 12 Jun | 1472.80 | 37.2 | 0 (0.00%) | - | 2 | 0 | 2 |
| 11 Jun | 1464.10 | 37.2 | 0 (0.00%) | - | 2 | 0 | 2 |
| 10 Jun | 1453.60 | 37.2 | 0 (0.00%) | - | 2 | 0 | 2 |
| 9 Jun | 1449.00 | 37.2 | 0 (0.00%) | 21.22 | 2 | 0 | 2 |
| 8 Jun | 1451.80 | 37.2 | -54.8 (-59.57%) | 21.22 | 2 | 2 | 2 |
For Aurobindo Pharma Ltd - strike price 1440 expiring on 28JUL2026
Delta for 1440 PE is -0.19
Historical price for 1440 PE is as follows
On 23 Jun AUROPHARMA was trading at 1538.90. The strike last trading price was 13.85, which was -8.8 lower than the previous day. The implied volatity was 27.17, the open interest changed by 14 which increased total open position to 37
On 22 Jun AUROPHARMA was trading at 1491.90. The strike last trading price was 22.65, which was 1.9 higher than the previous day. The implied volatity was 25.21, the open interest changed by 14 which increased total open position to 24
On 19 Jun AUROPHARMA was trading at 1497.80. The strike last trading price was 20.25, which was -26.65 lower than the previous day. The implied volatity was 24.16, the open interest changed by 4 which increased total open position to 7
On 18 Jun AUROPHARMA was trading at 1443.70. The strike last trading price was 46.9, which was 9.7 higher than the previous day. The implied volatity was 22.58, the open interest changed by 1 which increased total open position to 3
On 17 Jun AUROPHARMA was trading at 1422.40. The strike last trading price was 37.2, which was 37.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 37.2, which was 37.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun AUROPHARMA was trading at 1472.80. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun AUROPHARMA was trading at 1464.10. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun AUROPHARMA was trading at 1453.60. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 21.22, the open interest changed by 0 which decreased total open position to 2
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 37.2, which was -54.8 lower than the previous day. The implied volatity was 21.22, the open interest changed by 2 which increased total open position to 2
