Historical option data for AUROPHARMA
20 May 2026 04:10 PM IST
| AUROPHARMA 26-May-2026 (5d) 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0.01
Theta: -1.99
Gamma: 0.00358
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 1517.50 | 71.05 | 4.15 (6.20%) | 41.22 | 72 | -43 | 271 | |||||||||
| 19 May | 1512.80 | 66.9 | 3.2 (5.02%) | 39.26 | 55 | -30 | 314 | |||||||||
| 18 May | 1500.50 | 63.7 | -2.3 (-3.48%) | 38.66 | 10 | -5 | 344 | |||||||||
| 15 May | 1511.80 | 67 | -3.55 (-5.03%) | 32.93 | 57 | -20 | 349 | |||||||||
| 14 May | 1510.90 | 71 | 9.45 (15.35%) | 36.04 | 94 | -47 | 369 | |||||||||
| 13 May | 1497.50 | 61.2 | 10.1 (19.77%) | 0 | 73 | -21 | 417 | |||||||||
| 12 May | 1488.20 | 53.95 | 3.65 (7.26%) | 0 | 74 | -13 | 438 | |||||||||
| 11 May | 1486.60 | 49 | -7 (-12.50%) | 0 | 94 | -14 | 452 | |||||||||
| 8 May | 1487.30 | 55.35 | 3.9 (7.58%) | 29.07 | 258 | -89 | 467 | |||||||||
| 7 May | 1478.70 | 51.55 | -5.85 (-10.19%) | 28.45 | 341 | -10 | 557 | |||||||||
| 6 May | 1484.00 | 57.3 | 26.8 (87.87%) | 30.93 | 5,150 | 57 | 568 | |||||||||
| 5 May | 1428.10 | 31.2 | 16.7 (115.17%) | 30.7 | 999 | -9 | 525 | |||||||||
| 4 May | 1376.00 | 14.4 | -6.25 (-30.27%) | 31.28 | 313 | 122 | 534 | |||||||||
| 30 Apr | 1389.50 | 20.85 | -3.3 (-13.66%) | 31.22 | 396 | 79 | 491 | |||||||||
| 29 Apr | 1396.80 | 25 | -10.5 (-29.58%) | 30.69 | 568 | 65 | 417 | |||||||||
| 28 Apr | 1422.60 | 34.35 | -1.4 (-3.92%) | 29.61 | 161 | 70 | 353 | |||||||||
| 27 Apr | 1416.70 | 36 | 0.3 (0.84%) | 31.42 | 163 | 37 | 283 | |||||||||
| 24 Apr | 1413.80 | 35.65 | -11.95 (-25.11%) | 30.78 | 155 | 8 | 246 | |||||||||
| 23 Apr | 1435.40 | 49 | 13.95 (39.80%) | 31.62 | 384 | 141 | 234 | |||||||||
| 22 Apr | 1421.20 | 34.2 | 6.9 (25.27%) | 27.69 | 17 | 4 | 94 | |||||||||
| 21 Apr | 1391.70 | 27.3 | 5.35 (24.37%) | 28.99 | 28 | 1 | 90 | |||||||||
| 20 Apr | 1367.80 | 20.05 | -7.45 (-27.09%) | 29.62 | 112 | 59 | 89 | |||||||||
| 17 Apr | 1386.00 | 28.45 | 3.8 (15.42%) | 29.19 | 16 | 0 | 29 | |||||||||
| 16 Apr | 1386.50 | 24.65 | 4.65 (23.25%) | 27.25 | 1 | 0 | 30 | |||||||||
| 15 Apr | 1373.90 | 20 | -3.45 (-14.71%) | - | 0 | 0 | 30 | |||||||||
| 13 Apr | 1339.80 | 20 | -1.55 (-7.19%) | 30.52 | 1 | 0 | 30 | |||||||||
| 10 Apr | 1349.40 | 21.55 | 0 (0.00%) | 29.9 | 3 | 2 | 30 | |||||||||
| 9 Apr | 1340.40 | 23.1 | 0.55 (2.44%) | 30.74 | 16 | 10 | 30 | |||||||||
| 8 Apr | 1335.70 | 22.55 | 1.55 (7.38%) | 30.65 | 5 | -3 | 19 | |||||||||
| 7 Apr | 1330.00 | 21 | 9.55 (83.41%) | 30.15 | 30 | 22 | 22 | |||||||||
For Aurobindo Pharma Ltd - strike price 1460 expiring on 26MAY2026
Delta for 1460 CE is 0.78
Historical price for 1460 CE is as follows
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 71.05, which was 4.15 higher than the previous day. The implied volatity was 41.22, the open interest changed by -43 which decreased total open position to 271
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 66.9, which was 3.2 higher than the previous day. The implied volatity was 39.26, the open interest changed by -30 which decreased total open position to 314
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 63.7, which was -2.3 lower than the previous day. The implied volatity was 38.66, the open interest changed by -5 which decreased total open position to 344
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 67, which was -3.55 lower than the previous day. The implied volatity was 32.93, the open interest changed by -20 which decreased total open position to 349
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 71, which was 9.45 higher than the previous day. The implied volatity was 36.04, the open interest changed by -47 which decreased total open position to 369
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 61.2, which was 10.1 higher than the previous day. The implied volatity was 0, the open interest changed by -21 which decreased total open position to 417
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 53.95, which was 3.65 higher than the previous day. The implied volatity was 0, the open interest changed by -13 which decreased total open position to 438
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 49, which was -7 lower than the previous day. The implied volatity was 0, the open interest changed by -14 which decreased total open position to 452
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 55.35, which was 3.9 higher than the previous day. The implied volatity was 29.07, the open interest changed by -89 which decreased total open position to 467
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 51.55, which was -5.85 lower than the previous day. The implied volatity was 28.45, the open interest changed by -10 which decreased total open position to 557
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 57.3, which was 26.8 higher than the previous day. The implied volatity was 30.93, the open interest changed by 57 which increased total open position to 568
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 31.2, which was 16.7 higher than the previous day. The implied volatity was 30.7, the open interest changed by -9 which decreased total open position to 525
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 14.4, which was -6.25 lower than the previous day. The implied volatity was 31.28, the open interest changed by 122 which increased total open position to 534
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 20.85, which was -3.3 lower than the previous day. The implied volatity was 31.22, the open interest changed by 79 which increased total open position to 491
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 25, which was -10.5 lower than the previous day. The implied volatity was 30.69, the open interest changed by 65 which increased total open position to 417
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 34.35, which was -1.4 lower than the previous day. The implied volatity was 29.61, the open interest changed by 70 which increased total open position to 353
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 36, which was 0.3 higher than the previous day. The implied volatity was 31.42, the open interest changed by 37 which increased total open position to 283
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 35.65, which was -11.95 lower than the previous day. The implied volatity was 30.78, the open interest changed by 8 which increased total open position to 246
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 49, which was 13.95 higher than the previous day. The implied volatity was 31.62, the open interest changed by 141 which increased total open position to 234
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 34.2, which was 6.9 higher than the previous day. The implied volatity was 27.69, the open interest changed by 4 which increased total open position to 94
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 27.3, which was 5.35 higher than the previous day. The implied volatity was 28.99, the open interest changed by 1 which increased total open position to 90
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 20.05, which was -7.45 lower than the previous day. The implied volatity was 29.62, the open interest changed by 59 which increased total open position to 89
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 28.45, which was 3.8 higher than the previous day. The implied volatity was 29.19, the open interest changed by 0 which decreased total open position to 29
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 24.65, which was 4.65 higher than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 30
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 20, which was -1.55 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 30
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 29.9, the open interest changed by 2 which increased total open position to 30
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 23.1, which was 0.55 higher than the previous day. The implied volatity was 30.74, the open interest changed by 10 which increased total open position to 30
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 22.55, which was 1.55 higher than the previous day. The implied volatity was 30.65, the open interest changed by -3 which decreased total open position to 19
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 21, which was 9.55 higher than the previous day. The implied volatity was 30.15, the open interest changed by 22 which increased total open position to 22
| AUROPHARMA 26-May-2026 (5d) 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.01
Theta: -1.76
Gamma: 0.00353
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 1517.50 | 10 | -2 (-16.67%) | 41.36 | 408 | 9 | 445 |
| 19 May | 1512.80 | 13 | -1 (-7.14%) | 38.06 | 244 | 14 | 436 |
| 18 May | 1500.50 | 15 | 2 (15.38%) | 34.92 | 208 | 29 | 423 |
| 15 May | 1511.80 | 13 | 0 (0.00%) | 31.61 | 175 | -14 | 394 |
| 14 May | 1510.90 | 13 | -5 (-27.78%) | 30.62 | 440 | -9 | 409 |
| 13 May | 1497.50 | 18 | -4 (-18.18%) | 0 | 612 | 157 | 415 |
| 12 May | 1488.20 | 21 | -2 (-8.70%) | 0 | 410 | -7 | 259 |
| 11 May | 1486.60 | 24 | 1 (4.35%) | 0 | 363 | -41 | 266 |
| 8 May | 1487.30 | 23 | -3.75 (-14.02%) | 27.9 | 482 | -11 | 316 |
| 7 May | 1478.70 | 26 | -1.5 (-5.45%) | 26.67 | 537 | 28 | 328 |
| 6 May | 1484.00 | 26.35 | -29.85 (-53.11%) | 27.58 | 1,157 | 241 | 305 |
| 5 May | 1428.10 | 56.65 | -24.15 (-29.89%) | 30.47 | 7 | 1 | 63 |
| 4 May | 1376.00 | 76.95 | 76.95 | - | 0 | 0 | 62 |
| 30 Apr | 1389.50 | 76.95 | 76.95 (-72.81%) | 26.81 | 0 | 0 | 62 |
| 29 Apr | 1396.80 | 76.95 | -206.05 (-72.81%) | 26.81 | 89 | 59 | 59 |
| 28 Apr | 1422.60 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 1416.70 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 1413.80 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1435.40 | 0 | 0 | - | 0 | 0 | 0 |
| 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 | 283 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 283 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | 283 | 0 (0.00%) | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1460 expiring on 26MAY2026
Delta for 1460 PE is -0.22
Historical price for 1460 PE is as follows
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 41.36, the open interest changed by 9 which increased total open position to 445
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was 38.06, the open interest changed by 14 which increased total open position to 436
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 15, which was 2 higher than the previous day. The implied volatity was 34.92, the open interest changed by 29 which increased total open position to 423
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 31.61, the open interest changed by -14 which decreased total open position to 394
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 13, which was -5 lower than the previous day. The implied volatity was 30.62, the open interest changed by -9 which decreased total open position to 409
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 18, which was -4 lower than the previous day. The implied volatity was 0, the open interest changed by 157 which increased total open position to 415
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 21, which was -2 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 259
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 24, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by -41 which decreased total open position to 266
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 23, which was -3.75 lower than the previous day. The implied volatity was 27.9, the open interest changed by -11 which decreased total open position to 316
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 26, which was -1.5 lower than the previous day. The implied volatity was 26.67, the open interest changed by 28 which increased total open position to 328
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 26.35, which was -29.85 lower than the previous day. The implied volatity was 27.58, the open interest changed by 241 which increased total open position to 305
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 56.65, which was -24.15 lower than the previous day. The implied volatity was 30.47, the open interest changed by 1 which increased total open position to 63
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 76.95, which was 76.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 76.95, which was 76.95 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 62
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 76.95, which was -206.05 lower than the previous day. The implied volatity was 26.81, the open interest changed by 59 which increased total open position to 59
On 28 Apr AUROPHARMA was trading at 1422.60. 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 27 Apr AUROPHARMA was trading at 1416.70. 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 24 Apr AUROPHARMA was trading at 1413.80. 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 23 Apr AUROPHARMA was trading at 1435.40. 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 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 283, 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 283, 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 283, 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
