Historical option data for AUROPHARMA
23 Jun 2026 02:38 PM IST
| AUROPHARMA 28-Jul-2026 (35d) 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.01
Theta: -0.65
Gamma: 0.00233
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1533.50 | 106.1 | 33.95 (47.05%) | 27.66 | 3 | -1 | 44 | |||||||||
| 22 Jun | 1491.90 | 72.85 | -0.15 (-0.21%) | 26.86 | 38 | -3 | 45 | |||||||||
| 19 Jun | 1497.80 | 75 | 32 (74.42%) | 24.22 | 108 | -4 | 49 | |||||||||
| 18 Jun | 1443.70 | 42.15 | 9.15 (27.73%) | 23.26 | 43 | -13 | 52 | |||||||||
| 17 Jun | 1422.40 | 33.25 | 7.25 (27.88%) | 23.73 | 46 | 12 | 58 | |||||||||
| 16 Jun | 1396.70 | 25.5 | -11.5 (-31.08%) | 25.65 | 35 | 24 | 45 | |||||||||
| 15 Jun | 1408.30 | 36.7 | -52.3 (-58.76%) | 29.15 | 29 | 20 | 20 | |||||||||
For Aurobindo Pharma Ltd - strike price 1460 expiring on 28JUL2026
Delta for 1460 CE is 0.76
Historical price for 1460 CE is as follows
On 23 Jun AUROPHARMA was trading at 1533.50. The strike last trading price was 106.1, which was 33.95 higher than the previous day. The implied volatity was 27.66, the open interest changed by -1 which decreased total open position to 44
On 22 Jun AUROPHARMA was trading at 1491.90. The strike last trading price was 72.85, which was -0.15 lower than the previous day. The implied volatity was 26.86, the open interest changed by -3 which decreased total open position to 45
On 19 Jun AUROPHARMA was trading at 1497.80. The strike last trading price was 75, which was 32 higher than the previous day. The implied volatity was 24.22, the open interest changed by -4 which decreased total open position to 49
On 18 Jun AUROPHARMA was trading at 1443.70. The strike last trading price was 42.15, which was 9.15 higher than the previous day. The implied volatity was 23.26, the open interest changed by -13 which decreased total open position to 52
On 17 Jun AUROPHARMA was trading at 1422.40. The strike last trading price was 33.25, which was 7.25 higher than the previous day. The implied volatity was 23.73, the open interest changed by 12 which increased total open position to 58
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 25.5, which was -11.5 lower than the previous day. The implied volatity was 25.65, the open interest changed by 24 which increased total open position to 45
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 36.7, which was -52.3 lower than the previous day. The implied volatity was 29.15, the open interest changed by 20 which increased total open position to 20
| AUROPHARMA 28-Jul-2026 (35d) 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.01
Theta: -0.4
Gamma: 0.00247
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1533.50 | 18.25 | -10.8 (-37.18%) | 26.23 | 233 | -25 | 161 |
| 22 Jun | 1491.90 | 29.05 | 2.25 (8.40%) | 24.8 | 275 | 129 | 186 |
| 19 Jun | 1497.80 | 26.25 | -21.5 (-45.03%) | 24.02 | 70 | 49 | 56 |
| 18 Jun | 1443.70 | 47.75 | -15.25 (-24.21%) | 23.49 | 2 | -1 | 6 |
| 17 Jun | 1422.40 | 63 | -11.35 (-15.27%) | 23.78 | 2 | -1 | 6 |
| 16 Jun | 1396.70 | 74.35 | 74.35 (1.58%) | 23.84 | 13 | 0 | 7 |
| 15 Jun | 1408.30 | 73.95 | 1.15 (1.58%) | 23.84 | 13 | 7 | 7 |
For Aurobindo Pharma Ltd - strike price 1460 expiring on 28JUL2026
Delta for 1460 PE is -0.24
Historical price for 1460 PE is as follows
On 23 Jun AUROPHARMA was trading at 1533.50. The strike last trading price was 18.25, which was -10.8 lower than the previous day. The implied volatity was 26.23, the open interest changed by -25 which decreased total open position to 161
On 22 Jun AUROPHARMA was trading at 1491.90. The strike last trading price was 29.05, which was 2.25 higher than the previous day. The implied volatity was 24.8, the open interest changed by 129 which increased total open position to 186
On 19 Jun AUROPHARMA was trading at 1497.80. The strike last trading price was 26.25, which was -21.5 lower than the previous day. The implied volatity was 24.02, the open interest changed by 49 which increased total open position to 56
On 18 Jun AUROPHARMA was trading at 1443.70. The strike last trading price was 47.75, which was -15.25 lower than the previous day. The implied volatity was 23.49, the open interest changed by -1 which decreased total open position to 6
On 17 Jun AUROPHARMA was trading at 1422.40. The strike last trading price was 63, which was -11.35 lower than the previous day. The implied volatity was 23.78, the open interest changed by -1 which decreased total open position to 6
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 74.35, which was 74.35 higher than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 7
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 73.95, which was 1.15 higher than the previous day. The implied volatity was 23.84, the open interest changed by 7 which increased total open position to 7
