AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1460 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0
Theta: -1.02
Gamma: 0.00597
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 2.75 | -4.75 | 24.3 | 1,257 | 80 | 430 | |||||||||
| 23 Apr | 1435.40 | 7.95 | 3.25 | 22.3 | 3,888 | 18 | 375 | |||||||||
| 22 Apr | 1421.20 | 4.35 | 1.2999999999999998 | 22.71 | 634 | 40 | 358 | |||||||||
| 21 Apr | 1391.70 | 3 | 0.6000000000000001 | 27.49 | 542 | -38 | 322 | |||||||||
| 20 Apr | 1367.80 | 2.25 | -2.8 | 30.5 | 383 | 22 | 360 | |||||||||
| 17 Apr | 1386.00 | 4.7 | -1.0999999999999996 | 26.86 | 477 | 28 | 341 | |||||||||
| 16 Apr | 1386.50 | 5.7 | -0.25 | 26.78 | 512 | 37 | 317 | |||||||||
| 15 Apr | 1373.90 | 5.8 | 1.4500000000000002 | 28.71 | 792 | -147 | 280 | |||||||||
| 13 Apr | 1339.80 | 4.15 | -1.3999999999999995 | 32 | 714 | 321 | 429 | |||||||||
| 10 Apr | 1349.40 | 5.45 | -0.5 | 29 | 151 | -6 | 105 | |||||||||
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| 9 Apr | 1340.40 | 5.95 | -0.55 | 30.73 | 83 | 18 | 112 | |||||||||
| 8 Apr | 1335.70 | 6.45 | -1 | 31.37 | 164 | -19 | 93 | |||||||||
| 7 Apr | 1330.00 | 7.4 | -1.9 | 32.92 | 131 | 16 | 111 | |||||||||
| 6 Apr | 1340.40 | 9.35 | -2.15 | 32.55 | 163 | 15 | 96 | |||||||||
| 2 Apr | 1333.70 | 11.65 | -1.25 | 32.94 | 197 | 6 | 81 | |||||||||
| 1 Apr | 1342.10 | 12.75 | 4.55 | 32.38 | 239 | -9 | 75 | |||||||||
| 30 Mar | 1304.40 | 8.25 | -5.05 | 33.47 | 73 | 29 | 84 | |||||||||
| 27 Mar | 1314.20 | 13.3 | 0.15 | 34.67 | 50 | -3 | 56 | |||||||||
| 25 Mar | 1307.80 | 12.4 | 3.3 | 33.48 | 159 | 2 | 62 | |||||||||
| 24 Mar | 1281.60 | 9 | -1.2 | 34.34 | 15 | 3 | 60 | |||||||||
| 23 Mar | 1278.70 | 10.2 | 2 | 34.47 | 54 | 31 | 58 | |||||||||
| 20 Mar | 1291.40 | 8.2 | 2.45 | 29.65 | 30 | 26 | 26 | |||||||||
For Aurobindo Pharma Ltd - strike price 1460 expiring on 28APR2026
Delta for 1460 CE is 0.14
Historical price for 1460 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 2.75, which was -4.75 lower than the previous day. The implied volatity was 24.3, the open interest changed by 80 which increased total open position to 430
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 7.95, which was 3.25 higher than the previous day. The implied volatity was 22.3, the open interest changed by 18 which increased total open position to 375
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 4.35, which was 1.2999999999999998 higher than the previous day. The implied volatity was 22.71, the open interest changed by 40 which increased total open position to 358
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 3, which was 0.6000000000000001 higher than the previous day. The implied volatity was 27.49, the open interest changed by -38 which decreased total open position to 322
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 2.25, which was -2.8 lower than the previous day. The implied volatity was 30.5, the open interest changed by 22 which increased total open position to 360
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 4.7, which was -1.0999999999999996 lower than the previous day. The implied volatity was 26.86, the open interest changed by 28 which increased total open position to 341
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 5.7, which was -0.25 lower than the previous day. The implied volatity was 26.78, the open interest changed by 37 which increased total open position to 317
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 5.8, which was 1.4500000000000002 higher than the previous day. The implied volatity was 28.71, the open interest changed by -147 which decreased total open position to 280
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 4.15, which was -1.3999999999999995 lower than the previous day. The implied volatity was 32, the open interest changed by 321 which increased total open position to 429
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 5.45, which was -0.5 lower than the previous day. The implied volatity was 29, the open interest changed by -6 which decreased total open position to 105
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 5.95, which was -0.55 lower than the previous day. The implied volatity was 30.73, the open interest changed by 18 which increased total open position to 112
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 6.45, which was -1 lower than the previous day. The implied volatity was 31.37, the open interest changed by -19 which decreased total open position to 93
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 7.4, which was -1.9 lower than the previous day. The implied volatity was 32.92, the open interest changed by 16 which increased total open position to 111
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 9.35, which was -2.15 lower than the previous day. The implied volatity was 32.55, the open interest changed by 15 which increased total open position to 96
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 11.65, which was -1.25 lower than the previous day. The implied volatity was 32.94, the open interest changed by 6 which increased total open position to 81
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 12.75, which was 4.55 higher than the previous day. The implied volatity was 32.38, the open interest changed by -9 which decreased total open position to 75
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 8.25, which was -5.05 lower than the previous day. The implied volatity was 33.47, the open interest changed by 29 which increased total open position to 84
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 13.3, which was 0.15 higher than the previous day. The implied volatity was 34.67, the open interest changed by -3 which decreased total open position to 56
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 12.4, which was 3.3 higher than the previous day. The implied volatity was 33.48, the open interest changed by 2 which increased total open position to 62
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 9, which was -1.2 lower than the previous day. The implied volatity was 34.34, the open interest changed by 3 which increased total open position to 60
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 10.2, which was 2 higher than the previous day. The implied volatity was 34.47, the open interest changed by 31 which increased total open position to 58
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 8.2, which was 2.45 higher than the previous day. The implied volatity was 29.65, the open interest changed by 26 which increased total open position to 26
| AUROPHARMA 28-Apr-2026 (4d) 1460 PE | |||||||
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Delta: -0.8
Vega: 0
Theta: -1.25
Gamma: 0.0061
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 44.95 | 13.700000000000003 | 28.99 | 27 | 10 | 42 |
| 23 Apr | 1435.40 | 27.85 | -22.799999999999997 | 24.01 | 164 | 5 | 33 |
| 22 Apr | 1421.20 | 50.5 | -19.25 | 35.53 | 62 | 22 | 28 |
| 21 Apr | 1391.70 | 69.75 | -43.150000000000006 | 26.66 | 6 | 3 | 4 |
| 20 Apr | 1367.80 | 112.9 | 112.9 | - | 0 | 0 | 1 |
| 17 Apr | 1386.00 | 112.9 | 112.9 | - | 0 | 0 | 1 |
| 16 Apr | 1386.50 | 112.9 | 112.9 | - | 0 | 0 | 1 |
| 15 Apr | 1373.90 | 112.9 | 112.9 | - | 0 | 0 | 1 |
| 13 Apr | 1339.80 | 112.9 | -200.79999999999998 | 31.46 | 2 | 1 | 1 |
| 10 Apr | 1349.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1340.40 | 313.7 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 313.7 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | 313.7 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 313.7 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 313.7 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1342.10 | 313.7 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 1304.40 | 313.7 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1314.20 | 313.7 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1307.80 | 313.7 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1281.60 | 313.7 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1278.70 | 313.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1291.40 | 313.7 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1460 expiring on 28APR2026
Delta for 1460 PE is -0.8
Historical price for 1460 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 44.95, which was 13.700000000000003 higher than the previous day. The implied volatity was 28.99, the open interest changed by 10 which increased total open position to 42
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 27.85, which was -22.799999999999997 lower than the previous day. The implied volatity was 24.01, the open interest changed by 5 which increased total open position to 33
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 50.5, which was -19.25 lower than the previous day. The implied volatity was 35.53, the open interest changed by 22 which increased total open position to 28
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 69.75, which was -43.150000000000006 lower than the previous day. The implied volatity was 26.66, the open interest changed by 3 which increased total open position to 4
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 112.9, which was 112.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 112.9, which was 112.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 112.9, which was 112.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 112.9, which was 112.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 112.9, which was -200.79999999999998 lower than the previous day. The implied volatity was 31.46, the open interest changed by 1 which increased total open position to 1
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 313.7, 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 313.7, 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 313.7, 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 313.7, 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 313.7, 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 313.7, 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 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 313.7, 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 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 313.7, 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 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 313.7, 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 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 313.7, 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 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 313.7, 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 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 313.7, 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
