Historical option data for AUROPHARMA
22 May 2026 04:10 PM IST
| AUROPHARMA 26-May-2026 (3d) 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 0.01
Theta: -1.86
Gamma: 0.00964
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 1463.50 | 11.1 | -66.75 (-85.74%) | 25.01 | 5,205 | 372 | 522 | |||||||||
| 21 May | 1546.70 | 78.5 | 23.05 (41.57%) | 45.83 | 132 | -33 | 150 | |||||||||
| 20 May | 1517.50 | 55.4 | 2.95 (5.62%) | 38.14 | 67 | -6 | 183 | |||||||||
| 19 May | 1512.80 | 52.45 | 7.45 (16.56%) | 38.46 | 68 | -13 | 188 | |||||||||
| 18 May | 1500.50 | 45.1 | -4.25 (-8.61%) | 37.22 | 266 | -2 | 201 | |||||||||
| 15 May | 1511.80 | 49.6 | -6.4 (-11.43%) | 27.81 | 55 | -13 | 204 | |||||||||
| 14 May | 1510.90 | 55.75 | 7.3 (15.07%) | 33.31 | 346 | -52 | 218 | |||||||||
| 13 May | 1497.50 | 50.05 | 10.7 (27.19%) | 0 | 428 | -49 | 270 | |||||||||
| 12 May | 1488.20 | 41.5 | 1.45 (3.62%) | 0 | 447 | 2 | 319 | |||||||||
| 11 May | 1486.60 | 37.75 | -6.5 (-14.69%) | 0 | 428 | 21 | 318 | |||||||||
| 8 May | 1487.30 | 42.55 | 2.3 (5.71%) | 26.88 | 554 | -53 | 306 | |||||||||
| 7 May | 1478.70 | 40.8 | -5.3 (-11.50%) | 28.58 | 879 | -37 | 359 | |||||||||
| 6 May | 1484.00 | 46.05 | 22.45 (95.13%) | 30.64 | 2,764 | 171 | 397 | |||||||||
| 5 May | 1428.10 | 24 | 13.3 (124.30%) | 30.64 | 462 | 55 | 191 | |||||||||
| 4 May | 1376.00 | 10.8 | -4.85 (-30.99%) | 31.2 | 91 | 4 | 135 | |||||||||
| 30 Apr | 1389.50 | 15.4 | -3.7 (-19.37%) | 30.68 | 136 | 4 | 135 | |||||||||
| 29 Apr | 1396.80 | 18.95 | -9.85 (-34.20%) | 30.3 | 225 | 67 | 133 | |||||||||
| 28 Apr | 1422.60 | 28.45 | 0.1 (0.35%) | 30.64 | 63 | 29 | 66 | |||||||||
| 27 Apr | 1416.70 | 29 | 6.5 (28.89%) | 31.41 | 43 | 16 | 38 | |||||||||
| 24 Apr | 1413.80 | 22.5 | -17.5 (-43.75%) | 25.96 | 20 | 8 | 22 | |||||||||
| 23 Apr | 1435.40 | 40 | 13.35 (50.09%) | 32.11 | 9 | 3 | 13 | |||||||||
| 22 Apr | 1421.20 | 26.65 | 5.4 (25.41%) | 27.36 | 10 | 0 | 12 | |||||||||
| 21 Apr | 1391.70 | 21.25 | 1.35 (6.78%) | 29.07 | 1 | 0 | 12 | |||||||||
| 20 Apr | 1367.80 | 19.9 | 0.65 (3.38%) | 29.92 | 2 | 0 | 10 | |||||||||
| 17 Apr | 1386.00 | 19.25 | 0 (0.00%) | 27.46 | 1 | 0 | 10 | |||||||||
| 16 Apr | 1386.50 | 19.25 | 0.25 (1.32%) | 28.84 | 4 | 2 | 8 | |||||||||
| 15 Apr | 1373.90 | 19 | 9.3 (95.88%) | 28.27 | 7 | 6 | 6 | |||||||||
| 13 Apr | 1339.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1480 expiring on 26MAY2026
Delta for 1480 CE is 0.4
Historical price for 1480 CE is as follows
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 11.1, which was -66.75 lower than the previous day. The implied volatity was 25.01, the open interest changed by 372 which increased total open position to 522
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 78.5, which was 23.05 higher than the previous day. The implied volatity was 45.83, the open interest changed by -33 which decreased total open position to 150
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 55.4, which was 2.95 higher than the previous day. The implied volatity was 38.14, the open interest changed by -6 which decreased total open position to 183
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 52.45, which was 7.45 higher than the previous day. The implied volatity was 38.46, the open interest changed by -13 which decreased total open position to 188
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 45.1, which was -4.25 lower than the previous day. The implied volatity was 37.22, the open interest changed by -2 which decreased total open position to 201
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 49.6, which was -6.4 lower than the previous day. The implied volatity was 27.81, the open interest changed by -13 which decreased total open position to 204
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 55.75, which was 7.3 higher than the previous day. The implied volatity was 33.31, the open interest changed by -52 which decreased total open position to 218
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 50.05, which was 10.7 higher than the previous day. The implied volatity was 0, the open interest changed by -49 which decreased total open position to 270
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 41.5, which was 1.45 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 319
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 37.75, which was -6.5 lower than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 318
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 42.55, which was 2.3 higher than the previous day. The implied volatity was 26.88, the open interest changed by -53 which decreased total open position to 306
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 40.8, which was -5.3 lower than the previous day. The implied volatity was 28.58, the open interest changed by -37 which decreased total open position to 359
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 46.05, which was 22.45 higher than the previous day. The implied volatity was 30.64, the open interest changed by 171 which increased total open position to 397
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 24, which was 13.3 higher than the previous day. The implied volatity was 30.64, the open interest changed by 55 which increased total open position to 191
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 10.8, which was -4.85 lower than the previous day. The implied volatity was 31.2, the open interest changed by 4 which increased total open position to 135
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 15.4, which was -3.7 lower than the previous day. The implied volatity was 30.68, the open interest changed by 4 which increased total open position to 135
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 18.95, which was -9.85 lower than the previous day. The implied volatity was 30.3, the open interest changed by 67 which increased total open position to 133
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 28.45, which was 0.1 higher than the previous day. The implied volatity was 30.64, the open interest changed by 29 which increased total open position to 66
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 29, which was 6.5 higher than the previous day. The implied volatity was 31.41, the open interest changed by 16 which increased total open position to 38
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 22.5, which was -17.5 lower than the previous day. The implied volatity was 25.96, the open interest changed by 8 which increased total open position to 22
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 40, which was 13.35 higher than the previous day. The implied volatity was 32.11, the open interest changed by 3 which increased total open position to 13
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 26.65, which was 5.4 higher than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 12
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 21.25, which was 1.35 higher than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 12
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 19.9, which was 0.65 higher than the previous day. The implied volatity was 29.92, the open interest changed by 0 which decreased total open position to 10
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 10
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 19.25, which was 0.25 higher than the previous day. The implied volatity was 28.84, the open interest changed by 2 which increased total open position to 8
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 19, which was 9.3 higher than the previous day. The implied volatity was 28.27, the open interest changed by 6 which increased total open position to 6
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
| AUROPHARMA 26-May-2026 (3d) 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.6
Vega: 0.01
Theta: -1.77
Gamma: 0.00906
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 1463.50 | 23 | 13 (130.00%) | 26.73 | 3,977 | -182 | 245 |
| 21 May | 1546.70 | 9 | -7 (-43.75%) | 44.96 | 812 | 64 | 419 |
| 20 May | 1517.50 | 15 | -2 (-11.76%) | 40.07 | 400 | -68 | 360 |
| 19 May | 1512.80 | 18 | -3 (-14.29%) | 36.95 | 529 | 148 | 433 |
| 18 May | 1500.50 | 21 | 3 (16.67%) | 33.94 | 415 | 13 | 287 |
| 15 May | 1511.80 | 18 | -1 (-5.26%) | 30.86 | 193 | -21 | 264 |
| 14 May | 1510.90 | 19 | -6 (-24.00%) | 30.35 | 486 | -39 | 283 |
| 13 May | 1497.50 | 25 | -5 (-16.67%) | 0 | 693 | 38 | 322 |
| 12 May | 1488.20 | 28 | -3 (-9.68%) | 0 | 410 | -2 | 285 |
| 11 May | 1486.60 | 33 | 2 (6.45%) | 0 | 706 | -57 | 287 |
| 8 May | 1487.30 | 31.45 | -4.95 (-13.60%) | 28.39 | 791 | 74 | 351 |
| 7 May | 1478.70 | 35.9 | -0.7 (-1.91%) | 27.95 | 484 | 14 | 276 |
| 6 May | 1484.00 | 35.05 | -35.5 (-50.32%) | 28.05 | 903 | 229 | 264 |
| 5 May | 1428.10 | 70 | -32.4 (-31.64%) | 31.15 | 24 | 7 | 25 |
| 4 May | 1376.00 | 102.4 | 11.6 (12.78%) | 29.11 | 16 | -11 | 17 |
| 30 Apr | 1389.50 | 90.8 | 90.8 (13.50%) | 31.31 | 0 | 0 | 28 |
| 29 Apr | 1396.80 | 90.8 | 10.8 (13.50%) | 31.31 | 24 | 11 | 27 |
| 28 Apr | 1422.60 | 80 | -22 (-21.57%) | 32.28 | 15 | 0 | 1 |
| 27 Apr | 1416.70 | 102 | 102 | - | 0 | 0 | 1 |
| 24 Apr | 1413.80 | 102 | 102 | - | 0 | 0 | 1 |
| 23 Apr | 1435.40 | 102 | 102 | - | 0 | 0 | 1 |
| 22 Apr | 1421.20 | 102 | 102 | - | 0 | 0 | 1 |
| 21 Apr | 1391.70 | 102 | 102 | - | 0 | 0 | 1 |
| 20 Apr | 1367.80 | 102 | 102 | - | 0 | 0 | 1 |
| 17 Apr | 1386.00 | 102 | -198.95 (-66.11%) | 25.01 | 1 | 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 |
For Aurobindo Pharma Ltd - strike price 1480 expiring on 26MAY2026
Delta for 1480 PE is -0.6
Historical price for 1480 PE is as follows
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 23, which was 13 higher than the previous day. The implied volatity was 26.73, the open interest changed by -182 which decreased total open position to 245
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 9, which was -7 lower than the previous day. The implied volatity was 44.96, the open interest changed by 64 which increased total open position to 419
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was 40.07, the open interest changed by -68 which decreased total open position to 360
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 18, which was -3 lower than the previous day. The implied volatity was 36.95, the open interest changed by 148 which increased total open position to 433
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 21, which was 3 higher than the previous day. The implied volatity was 33.94, the open interest changed by 13 which increased total open position to 287
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 18, which was -1 lower than the previous day. The implied volatity was 30.86, the open interest changed by -21 which decreased total open position to 264
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 19, which was -6 lower than the previous day. The implied volatity was 30.35, the open interest changed by -39 which decreased total open position to 283
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 25, which was -5 lower than the previous day. The implied volatity was 0, the open interest changed by 38 which increased total open position to 322
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 28, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 285
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 33, which was 2 higher than the previous day. The implied volatity was 0, the open interest changed by -57 which decreased total open position to 287
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 31.45, which was -4.95 lower than the previous day. The implied volatity was 28.39, the open interest changed by 74 which increased total open position to 351
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 35.9, which was -0.7 lower than the previous day. The implied volatity was 27.95, the open interest changed by 14 which increased total open position to 276
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 35.05, which was -35.5 lower than the previous day. The implied volatity was 28.05, the open interest changed by 229 which increased total open position to 264
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 70, which was -32.4 lower than the previous day. The implied volatity was 31.15, the open interest changed by 7 which increased total open position to 25
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 102.4, which was 11.6 higher than the previous day. The implied volatity was 29.11, the open interest changed by -11 which decreased total open position to 17
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 90.8, which was 90.8 higher than the previous day. The implied volatity was 31.31, the open interest changed by 0 which decreased total open position to 28
On 29 Apr AUROPHARMA was trading at 1396.80. The strike last trading price was 90.8, which was 10.8 higher than the previous day. The implied volatity was 31.31, the open interest changed by 11 which increased total open position to 27
On 28 Apr AUROPHARMA was trading at 1422.60. The strike last trading price was 80, which was -22 lower than the previous day. The implied volatity was 32.28, the open interest changed by 0 which decreased total open position to 1
On 27 Apr AUROPHARMA was trading at 1416.70. The strike last trading price was 102, which was 102 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr AUROPHARMA was trading at 1413.80. The strike last trading price was 102, which was 102 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 102, which was 102 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 102, which was 102 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 102, which was 102 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 102, which was 102 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 102, which was -198.95 lower than the previous day. The implied volatity was 25.01, 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
