Historical option data for AUROPHARMA
10 Jun 2026 11:20 AM IST
| AUROPHARMA 30-Jun-2026 (20d) 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.01
Theta: -0.99
Gamma: 0.00424
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 1462.10 | 41.35 | 7.4 (21.80%) | 26.97 | 645 | -57 | 641 | |||||||||
| 9 Jun | 1449.00 | 31.05 | -6.05 (-16.31%) | 27.38 | 646 | 67 | 699 | |||||||||
| 8 Jun | 1451.80 | 35.05 | -7.5 (-17.63%) | 27.55 | 522 | 39 | 632 | |||||||||
| 5 Jun | 1462.30 | 40.65 | -5.5 (-11.92%) | 25.38 | 906 | -6 | 591 | |||||||||
| 4 Jun | 1463.60 | 46.05 | 10.9 (31.01%) | 25.68 | 2,455 | -88 | 598 | |||||||||
| 3 Jun | 1440.40 | 33.8 | 5.2 (18.18%) | 27.04 | 2,011 | -63 | 686 | |||||||||
| 2 Jun | 1429.20 | 28.7 | -2.05 (-6.67%) | 25.45 | 783 | 55 | 732 | |||||||||
| 1 Jun | 1433.70 | 30.5 | -1.15 (-3.63%) | 24.04 | 902 | -12 | 678 | |||||||||
| 29 May | 1426.40 | 35 | -1 (-2.78%) | 21.14 | 940 | 33 | 696 | |||||||||
| 27 May | 1435.90 | 34.9 | -17.9 (-33.90%) | 25.18 | 1,031 | 10 | 664 | |||||||||
| 26 May | 1461.20 | 51.5 | 3.65 (7.63%) | 27.05 | 1,125 | 182 | 654 | |||||||||
| 25 May | 1454.60 | 48.8 | -6.45 (-11.67%) | 25.86 | 1,081 | 121 | 472 | |||||||||
| 22 May | 1463.50 | 56.15 | -43.85 (-43.85%) | 24.79 | 1,131 | 348 | 351 | |||||||||
| 21 May | 1546.70 | 100 | 0 (0.00%) | 30.06 | 1 | 0 | 3 | |||||||||
| 20 May | 1517.50 | 100 | -10 (-9.09%) | 30.06 | 1 | 0 | 2 | |||||||||
| 19 May | 1512.80 | 110 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 18 May | 1500.50 | 110 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 15 May | 1511.80 | 110 | 0 (0.00%) | 35.59 | 0 | 0 | 2 | |||||||||
| 14 May | 1510.90 | 110 | 16 (17.02%) | 35.59 | 2 | 1 | 2 | |||||||||
| 13 May | 1497.50 | 94 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 1488.20 | 94 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 1486.60 | 94 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 1487.30 | 94 | 26.25 (38.75%) | 32.46 | 1 | 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 | |||||||||
For Aurobindo Pharma Ltd - strike price 1460 expiring on 30JUN2026
Delta for 1460 CE is 0.55
Historical price for 1460 CE is as follows
On 10 Jun AUROPHARMA was trading at 1462.10. The strike last trading price was 41.35, which was 7.4 higher than the previous day. The implied volatity was 26.97, the open interest changed by -57 which decreased total open position to 641
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 31.05, which was -6.05 lower than the previous day. The implied volatity was 27.38, the open interest changed by 67 which increased total open position to 699
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 35.05, which was -7.5 lower than the previous day. The implied volatity was 27.55, the open interest changed by 39 which increased total open position to 632
On 5 Jun AUROPHARMA was trading at 1462.30. The strike last trading price was 40.65, which was -5.5 lower than the previous day. The implied volatity was 25.38, the open interest changed by -6 which decreased total open position to 591
On 4 Jun AUROPHARMA was trading at 1463.60. The strike last trading price was 46.05, which was 10.9 higher than the previous day. The implied volatity was 25.68, the open interest changed by -88 which decreased total open position to 598
On 3 Jun AUROPHARMA was trading at 1440.40. The strike last trading price was 33.8, which was 5.2 higher than the previous day. The implied volatity was 27.04, the open interest changed by -63 which decreased total open position to 686
On 2 Jun AUROPHARMA was trading at 1429.20. The strike last trading price was 28.7, which was -2.05 lower than the previous day. The implied volatity was 25.45, the open interest changed by 55 which increased total open position to 732
On 1 Jun AUROPHARMA was trading at 1433.70. The strike last trading price was 30.5, which was -1.15 lower than the previous day. The implied volatity was 24.04, the open interest changed by -12 which decreased total open position to 678
On 29 May AUROPHARMA was trading at 1426.40. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was 21.14, the open interest changed by 33 which increased total open position to 696
On 27 May AUROPHARMA was trading at 1435.90. The strike last trading price was 34.9, which was -17.9 lower than the previous day. The implied volatity was 25.18, the open interest changed by 10 which increased total open position to 664
On 26 May AUROPHARMA was trading at 1461.20. The strike last trading price was 51.5, which was 3.65 higher than the previous day. The implied volatity was 27.05, the open interest changed by 182 which increased total open position to 654
On 25 May AUROPHARMA was trading at 1454.60. The strike last trading price was 48.8, which was -6.45 lower than the previous day. The implied volatity was 25.86, the open interest changed by 121 which increased total open position to 472
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 56.15, which was -43.85 lower than the previous day. The implied volatity was 24.79, the open interest changed by 348 which increased total open position to 351
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 3
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 100, which was -10 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 2
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 110, 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 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 110, 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 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 110, which was 0 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 2
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 110, which was 16 higher than the previous day. The implied volatity was 35.59, the open interest changed by 1 which increased total open position to 2
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 94, 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 1
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 94, 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 1
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 94, 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 1
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 94, which was 26.25 higher than the previous day. The implied volatity was 32.46, 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
| AUROPHARMA 30-Jun-2026 (20d) 1460 PE | |||||||
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Delta: -0.46
Vega: 0.01
Theta: -0.67
Gamma: 0.00479
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 1462.10 | 30 | -6 (-16.67%) | 23.89 | 247 | 6 | 780 |
| 9 Jun | 1449.00 | 40 | 4 (11.11%) | 22.75 | 397 | -5 | 773 |
| 8 Jun | 1451.80 | 38 | 6 (18.75%) | 23.68 | 494 | 14 | 772 |
| 5 Jun | 1462.30 | 32 | 1 (3.23%) | 22.12 | 779 | 192 | 940 |
| 4 Jun | 1463.60 | 31 | -11 (-26.19%) | 23.14 | 683 | -9 | 748 |
| 3 Jun | 1440.40 | 42 | -6 (-12.50%) | 20.22 | 208 | -7 | 757 |
| 2 Jun | 1429.20 | 49 | 1 (2.08%) | 21.2 | 123 | 27 | 764 |
| 1 Jun | 1433.70 | 47 | -4 (-7.84%) | 22.59 | 104 | -4 | 736 |
| 29 May | 1426.40 | 42 | -7 (-14.29%) | 23.79 | 265 | 21 | 737 |
| 27 May | 1435.90 | 50 | 15 (42.86%) | 22.25 | 509 | 162 | 716 |
| 26 May | 1461.20 | 38 | -2 (-5.00%) | 22.82 | 370 | 20 | 560 |
| 25 May | 1454.60 | 38 | -4 (-9.52%) | 21.77 | 348 | 171 | 540 |
| 22 May | 1463.50 | 39.45 | 12.45 (46.11%) | 24.07 | 757 | 348 | 370 |
| 21 May | 1546.70 | 27 | -4 (-12.90%) | 31.69 | 5 | 2 | 22 |
| 20 May | 1517.50 | 30.85 | -2.35 (-7.08%) | 30.45 | 19 | 8 | 19 |
| 19 May | 1512.80 | 33.2 | 33.2 (10.00%) | 26.7 | 0 | 0 | 11 |
| 18 May | 1500.50 | 33 | 3 (10.00%) | 26.7 | 13 | 5 | 8 |
| 15 May | 1511.80 | 30.35 | -2.65 (-8.03%) | 26.91 | 1 | 0 | 3 |
| 14 May | 1510.90 | 33 | -4 (-10.81%) | 27.18 | 1 | 0 | 2 |
| 13 May | 1497.50 | 37 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 1488.20 | 37 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 1486.60 | 37 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 1487.30 | 37 | -6.3 (-14.55%) | 26.96 | 2 | 0 | 1 |
| 7 May | 1478.70 | 43.3 | -47.3 (-52.21%) | 25.63 | 1 | 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 |
For Aurobindo Pharma Ltd - strike price 1460 expiring on 30JUN2026
Delta for 1460 PE is -0.46
Historical price for 1460 PE is as follows
On 10 Jun AUROPHARMA was trading at 1462.10. The strike last trading price was 30, which was -6 lower than the previous day. The implied volatity was 23.89, the open interest changed by 6 which increased total open position to 780
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 40, which was 4 higher than the previous day. The implied volatity was 22.75, the open interest changed by -5 which decreased total open position to 773
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 38, which was 6 higher than the previous day. The implied volatity was 23.68, the open interest changed by 14 which increased total open position to 772
On 5 Jun AUROPHARMA was trading at 1462.30. The strike last trading price was 32, which was 1 higher than the previous day. The implied volatity was 22.12, the open interest changed by 192 which increased total open position to 940
On 4 Jun AUROPHARMA was trading at 1463.60. The strike last trading price was 31, which was -11 lower than the previous day. The implied volatity was 23.14, the open interest changed by -9 which decreased total open position to 748
On 3 Jun AUROPHARMA was trading at 1440.40. The strike last trading price was 42, which was -6 lower than the previous day. The implied volatity was 20.22, the open interest changed by -7 which decreased total open position to 757
On 2 Jun AUROPHARMA was trading at 1429.20. The strike last trading price was 49, which was 1 higher than the previous day. The implied volatity was 21.2, the open interest changed by 27 which increased total open position to 764
On 1 Jun AUROPHARMA was trading at 1433.70. The strike last trading price was 47, which was -4 lower than the previous day. The implied volatity was 22.59, the open interest changed by -4 which decreased total open position to 736
On 29 May AUROPHARMA was trading at 1426.40. The strike last trading price was 42, which was -7 lower than the previous day. The implied volatity was 23.79, the open interest changed by 21 which increased total open position to 737
On 27 May AUROPHARMA was trading at 1435.90. The strike last trading price was 50, which was 15 higher than the previous day. The implied volatity was 22.25, the open interest changed by 162 which increased total open position to 716
On 26 May AUROPHARMA was trading at 1461.20. The strike last trading price was 38, which was -2 lower than the previous day. The implied volatity was 22.82, the open interest changed by 20 which increased total open position to 560
On 25 May AUROPHARMA was trading at 1454.60. The strike last trading price was 38, which was -4 lower than the previous day. The implied volatity was 21.77, the open interest changed by 171 which increased total open position to 540
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 39.45, which was 12.45 higher than the previous day. The implied volatity was 24.07, the open interest changed by 348 which increased total open position to 370
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 27, which was -4 lower than the previous day. The implied volatity was 31.69, the open interest changed by 2 which increased total open position to 22
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 30.85, which was -2.35 lower than the previous day. The implied volatity was 30.45, the open interest changed by 8 which increased total open position to 19
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 33.2, which was 33.2 higher than the previous day. The implied volatity was 26.7, the open interest changed by 0 which decreased total open position to 11
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 33, which was 3 higher than the previous day. The implied volatity was 26.7, the open interest changed by 5 which increased total open position to 8
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 30.35, which was -2.65 lower than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 3
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 33, which was -4 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 2
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 37, 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 2
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 37, 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 2
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 37, 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 2
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 37, which was -6.3 lower than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 1
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 43.3, which was -47.3 lower than the previous day. The implied volatity was 25.63, 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
