AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 04:10 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1480 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0
Theta: -0.6
Gamma: 0.00311
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1413.80 | 1.1 | -2.9499999999999997 | 26.02 | 625 | -9 | 383 | |||||||||
| 23 Apr | 1435.40 | 4.55 | 1.9 | 24.91 | 1,924 | -86 | 392 | |||||||||
| 22 Apr | 1421.20 | 2.5 | 0.5 | 24.92 | 474 | 238 | 478 | |||||||||
| 21 Apr | 1391.70 | 1.95 | 0.34999999999999987 | 28.56 | 189 | 83 | 241 | |||||||||
| 20 Apr | 1367.80 | 1.55 | -1.8499999999999999 | 32.45 | 82 | 4 | 158 | |||||||||
| 17 Apr | 1386.00 | 3.45 | -0.44999999999999973 | 28.6 | 111 | -23 | 158 | |||||||||
| 16 Apr | 1386.50 | 3.75 | -0.25 | 27.76 | 166 | -21 | 181 | |||||||||
| 15 Apr | 1373.90 | 3.8 | 0.25 | 29.58 | 257 | 69 | 205 | |||||||||
| 13 Apr | 1339.80 | 3.55 | -0.5 | 32.2 | 51 | 24 | 136 | |||||||||
| 10 Apr | 1349.40 | 4 | 0.04999999999999982 | 29.91 | 51 | -15 | 112 | |||||||||
| 9 Apr | 1340.40 | 3.95 | -0.7 | 30.65 | 157 | -55 | 128 | |||||||||
| 8 Apr | 1335.70 | 4.5 | -0.9 | 31.52 | 173 | 28 | 183 | |||||||||
| 7 Apr | 1330.00 | 5.35 | -1.9 | 33.11 | 239 | 4 | 156 | |||||||||
| 6 Apr | 1340.40 | 7.05 | -2 | 32.99 | 288 | 92 | 153 | |||||||||
| 2 Apr | 1333.70 | 9.1 | -0.8 | 33.38 | 173 | -36 | 62 | |||||||||
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| 1 Apr | 1342.10 | 9.8 | 3.5 | 32.6 | 150 | 59 | 97 | |||||||||
| 30 Mar | 1304.40 | 6.7 | -4.25 | 34.23 | 59 | -7 | 38 | |||||||||
| 27 Mar | 1314.20 | 10.75 | 0.55 | 35.04 | 24 | -2 | 46 | |||||||||
| 25 Mar | 1307.80 | 10.05 | 2.85 | 33.91 | 83 | 24 | 48 | |||||||||
| 24 Mar | 1281.60 | 7.2 | -0.8 | 34.66 | 25 | 12 | 24 | |||||||||
| 23 Mar | 1278.70 | 8 | 3.25 | 34.51 | 17 | 9 | 9 | |||||||||
For Aurobindo Pharma Ltd - strike price 1480 expiring on 28APR2026
Delta for 1480 CE is 0.06
Historical price for 1480 CE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 1.1, which was -2.9499999999999997 lower than the previous day. The implied volatity was 26.02, the open interest changed by -9 which decreased total open position to 383
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 4.55, which was 1.9 higher than the previous day. The implied volatity was 24.91, the open interest changed by -86 which decreased total open position to 392
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 2.5, which was 0.5 higher than the previous day. The implied volatity was 24.92, the open interest changed by 238 which increased total open position to 478
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 1.95, which was 0.34999999999999987 higher than the previous day. The implied volatity was 28.56, the open interest changed by 83 which increased total open position to 241
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 1.55, which was -1.8499999999999999 lower than the previous day. The implied volatity was 32.45, the open interest changed by 4 which increased total open position to 158
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 3.45, which was -0.44999999999999973 lower than the previous day. The implied volatity was 28.6, the open interest changed by -23 which decreased total open position to 158
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by -21 which decreased total open position to 181
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 3.8, which was 0.25 higher than the previous day. The implied volatity was 29.58, the open interest changed by 69 which increased total open position to 205
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 3.55, which was -0.5 lower than the previous day. The implied volatity was 32.2, the open interest changed by 24 which increased total open position to 136
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 4, which was 0.04999999999999982 higher than the previous day. The implied volatity was 29.91, the open interest changed by -15 which decreased total open position to 112
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 3.95, which was -0.7 lower than the previous day. The implied volatity was 30.65, the open interest changed by -55 which decreased total open position to 128
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 4.5, which was -0.9 lower than the previous day. The implied volatity was 31.52, the open interest changed by 28 which increased total open position to 183
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 5.35, which was -1.9 lower than the previous day. The implied volatity was 33.11, the open interest changed by 4 which increased total open position to 156
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 7.05, which was -2 lower than the previous day. The implied volatity was 32.99, the open interest changed by 92 which increased total open position to 153
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 9.1, which was -0.8 lower than the previous day. The implied volatity was 33.38, the open interest changed by -36 which decreased total open position to 62
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 9.8, which was 3.5 higher than the previous day. The implied volatity was 32.6, the open interest changed by 59 which increased total open position to 97
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 6.7, which was -4.25 lower than the previous day. The implied volatity was 34.23, the open interest changed by -7 which decreased total open position to 38
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 10.75, which was 0.55 higher than the previous day. The implied volatity was 35.04, the open interest changed by -2 which decreased total open position to 46
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 10.05, which was 2.85 higher than the previous day. The implied volatity was 33.91, the open interest changed by 24 which increased total open position to 48
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 7.2, which was -0.8 lower than the previous day. The implied volatity was 34.66, the open interest changed by 12 which increased total open position to 24
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 8, which was 3.25 higher than the previous day. The implied volatity was 34.51, the open interest changed by 9 which increased total open position to 9
| AUROPHARMA 28-Apr-2026 (4d) 1480 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1413.80 | 131.15 | 131.15 | - | 0 | 0 | 1 |
| 23 Apr | 1435.40 | 131.15 | 131.15 | - | 0 | 0 | 1 |
| 22 Apr | 1421.20 | 131.15 | 131.15 | - | 0 | 0 | 1 |
| 21 Apr | 1391.70 | 131.15 | 131.15 | - | 0 | 0 | 1 |
| 20 Apr | 1367.80 | 131.15 | 131.15 | - | 0 | 0 | 1 |
| 17 Apr | 1386.00 | 131.15 | 131.15 | - | 0 | 0 | 1 |
| 16 Apr | 1386.50 | 131.15 | 131.15 | - | 0 | 0 | 1 |
| 15 Apr | 1373.90 | 131.15 | 131.15 | - | 0 | 0 | 1 |
| 13 Apr | 1339.80 | 131.15 | -201.24999999999997 | 33.77 | 2 | 1 | 1 |
| 10 Apr | 1349.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1340.40 | 332.4 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 332.4 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | 332.4 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 332.4 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 332.4 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1342.10 | 332.4 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 1304.40 | 332.4 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1314.20 | 332.4 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1307.80 | 332.4 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1281.60 | 332.4 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1278.70 | 332.4 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1480 expiring on 28APR2026
Delta for 1480 PE is -
Historical price for 1480 PE is as follows
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 131.15, which was 131.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 131.15, which was 131.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 131.15, which was 131.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 131.15, which was 131.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 131.15, which was 131.15 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 131.15, which was 131.15 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 131.15, which was 131.15 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 131.15, which was 131.15 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 131.15, which was -201.24999999999997 lower than the previous day. The implied volatity was 33.77, 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 332.4, 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 332.4, 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 332.4, 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 332.4, 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 332.4, 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 332.4, 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 332.4, 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 332.4, 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 332.4, 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 332.4, 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 332.4, 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
