Historical option data for AUROPHARMA
12 Jun 2026 04:10 PM IST
| AUROPHARMA 30-Jun-2026 (17d) 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.01
Theta: -1
Gamma: 0.00473
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 1472.80 | 30.45 | 0.9 (3.05%) | 25.6 | 2,256 | -43 | 963 | |||||||||
| 11 Jun | 1464.10 | 29.75 | 4 (15.53%) | 25.46 | 2,679 | 356 | 1,014 | |||||||||
| 10 Jun | 1453.60 | 26.75 | 1 (3.88%) | 24.55 | 927 | -25 | 674 | |||||||||
| 9 Jun | 1449.00 | 23.4 | -4.95 (-17.46%) | 27.41 | 807 | -4 | 697 | |||||||||
| 8 Jun | 1451.80 | 26.75 | -5.95 (-18.20%) | 27.47 | 1,682 | 203 | 704 | |||||||||
| 5 Jun | 1462.30 | 31.45 | -4.9 (-13.48%) | 25.37 | 2,574 | 129 | 518 | |||||||||
| 4 Jun | 1463.60 | 36.1 | 8.95 (32.97%) | 25.57 | 1,549 | 40 | 389 | |||||||||
| 3 Jun | 1440.40 | 25.8 | 4.05 (18.62%) | 26.62 | 1,211 | 5 | 352 | |||||||||
| 2 Jun | 1429.20 | 21.05 | -2.05 (-8.87%) | 25.01 | 364 | 13 | 348 | |||||||||
| 1 Jun | 1433.70 | 23.05 | -1.65 (-6.68%) | 24.39 | 525 | -8 | 336 | |||||||||
| 29 May | 1426.40 | 25.45 | -2.8 (-9.91%) | 27.07 | 407 | 37 | 342 | |||||||||
| 27 May | 1435.90 | 27.6 | -13.9 (-33.49%) | 25.07 | 536 | 111 | 304 | |||||||||
| 26 May | 1461.20 | 41.5 | 2.35 (6.00%) | 27 | 305 | 19 | 192 | |||||||||
| 25 May | 1454.60 | 39.1 | -5.3 (-11.94%) | 25.06 | 339 | 51 | 172 | |||||||||
| 22 May | 1463.50 | 46 | -30.85 (-40.14%) | 24.74 | 730 | 112 | 121 | |||||||||
| 21 May | 1546.70 | 76.85 | 0 (0.00%) | 24.38 | 2 | 0 | 9 | |||||||||
| 20 May | 1517.50 | 76.85 | 1.35 (1.79%) | 24.38 | 2 | 1 | 9 | |||||||||
| 19 May | 1512.80 | 75.5 | 0 (0.00%) | - | 2 | 0 | 8 | |||||||||
| 18 May | 1500.50 | 75.5 | 0 (0.00%) | - | 2 | 0 | 8 | |||||||||
| 15 May | 1511.80 | 75.5 | 0 (0.00%) | - | 0 | 0 | 8 | |||||||||
| 14 May | 1510.90 | 75.5 | 0 (0.00%) | 0 | 0 | 0 | 8 | |||||||||
| 13 May | 1497.50 | 75.5 | 0.5 (0.67%) | 0 | 2 | 1 | 8 | |||||||||
| 12 May | 1488.20 | 75 | 0 (0.00%) | 0 | 0 | 0 | 7 | |||||||||
| 11 May | 1486.60 | 75 | 0 (0.00%) | 0 | 1 | -1 | 7 | |||||||||
| 8 May | 1487.30 | 75 | 0 (0.00%) | 25.77 | 0 | 0 | 8 | |||||||||
| 7 May | 1478.70 | 75 | 5 (7.14%) | 25.77 | 2 | 0 | 9 | |||||||||
| 6 May | 1484.00 | 70 | 25 (55.56%) | 26.46 | 12 | 4 | 9 | |||||||||
| 5 May | 1428.10 | 45 | 7 (18.42%) | 28.27 | 4 | 3 | 4 | |||||||||
| 4 May | 1376.00 | 38 | -7.05 (-15.65%) | - | 0 | 0 | 1 | |||||||||
| 30 Apr | 1389.50 | 38 | 1.35 (3.68%) | 30.57 | 1 | 0 | 0 | |||||||||
| 13 Apr | 1339.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1349.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1340.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1330.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1340.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1333.70 | 0 | 0 (0.00%) | 4.61 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1480 expiring on 30JUN2026
Delta for 1480 CE is 0.48
Historical price for 1480 CE is as follows
On 12 Jun AUROPHARMA was trading at 1472.80. The strike last trading price was 30.45, which was 0.9 higher than the previous day. The implied volatity was 25.6, the open interest changed by -43 which decreased total open position to 963
On 11 Jun AUROPHARMA was trading at 1464.10. The strike last trading price was 29.75, which was 4 higher than the previous day. The implied volatity was 25.46, the open interest changed by 356 which increased total open position to 1014
On 10 Jun AUROPHARMA was trading at 1453.60. The strike last trading price was 26.75, which was 1 higher than the previous day. The implied volatity was 24.55, the open interest changed by -25 which decreased total open position to 674
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 23.4, which was -4.95 lower than the previous day. The implied volatity was 27.41, the open interest changed by -4 which decreased total open position to 697
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 26.75, which was -5.95 lower than the previous day. The implied volatity was 27.47, the open interest changed by 203 which increased total open position to 704
On 5 Jun AUROPHARMA was trading at 1462.30. The strike last trading price was 31.45, which was -4.9 lower than the previous day. The implied volatity was 25.37, the open interest changed by 129 which increased total open position to 518
On 4 Jun AUROPHARMA was trading at 1463.60. The strike last trading price was 36.1, which was 8.95 higher than the previous day. The implied volatity was 25.57, the open interest changed by 40 which increased total open position to 389
On 3 Jun AUROPHARMA was trading at 1440.40. The strike last trading price was 25.8, which was 4.05 higher than the previous day. The implied volatity was 26.62, the open interest changed by 5 which increased total open position to 352
On 2 Jun AUROPHARMA was trading at 1429.20. The strike last trading price was 21.05, which was -2.05 lower than the previous day. The implied volatity was 25.01, the open interest changed by 13 which increased total open position to 348
On 1 Jun AUROPHARMA was trading at 1433.70. The strike last trading price was 23.05, which was -1.65 lower than the previous day. The implied volatity was 24.39, the open interest changed by -8 which decreased total open position to 336
On 29 May AUROPHARMA was trading at 1426.40. The strike last trading price was 25.45, which was -2.8 lower than the previous day. The implied volatity was 27.07, the open interest changed by 37 which increased total open position to 342
On 27 May AUROPHARMA was trading at 1435.90. The strike last trading price was 27.6, which was -13.9 lower than the previous day. The implied volatity was 25.07, the open interest changed by 111 which increased total open position to 304
On 26 May AUROPHARMA was trading at 1461.20. The strike last trading price was 41.5, which was 2.35 higher than the previous day. The implied volatity was 27, the open interest changed by 19 which increased total open position to 192
On 25 May AUROPHARMA was trading at 1454.60. The strike last trading price was 39.1, which was -5.3 lower than the previous day. The implied volatity was 25.06, the open interest changed by 51 which increased total open position to 172
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 46, which was -30.85 lower than the previous day. The implied volatity was 24.74, the open interest changed by 112 which increased total open position to 121
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 76.85, which was 0 lower than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 9
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 76.85, which was 1.35 higher than the previous day. The implied volatity was 24.38, the open interest changed by 1 which increased total open position to 9
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 75.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 75.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 75.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 75.5, 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 8
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 75.5, which was 0.5 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 8
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 75, 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 7
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 7
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 25.77, the open interest changed by 0 which decreased total open position to 8
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 75, which was 5 higher than the previous day. The implied volatity was 25.77, the open interest changed by 0 which decreased total open position to 9
On 6 May AUROPHARMA was trading at 1484.00. The strike last trading price was 70, which was 25 higher than the previous day. The implied volatity was 26.46, the open interest changed by 4 which increased total open position to 9
On 5 May AUROPHARMA was trading at 1428.10. The strike last trading price was 45, which was 7 higher than the previous day. The implied volatity was 28.27, the open interest changed by 3 which increased total open position to 4
On 4 May AUROPHARMA was trading at 1376.00. The strike last trading price was 38, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr AUROPHARMA was trading at 1389.50. The strike last trading price was 38, which was 1.35 higher than the previous day. The implied volatity was 30.57, 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 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 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was -, which was - 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 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 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30-Jun-2026 (17d) 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.01
Theta: -0.66
Gamma: 0.00543
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 1472.80 | 33 | -5 (-13.16%) | 22.27 | 164 | -11 | 581 |
| 11 Jun | 1464.10 | 38 | -7 (-15.56%) | 24.42 | 159 | 31 | 591 |
| 10 Jun | 1453.60 | 44 | -3 (-6.38%) | 25.72 | 125 | -15 | 560 |
| 9 Jun | 1449.00 | 51 | 3 (6.25%) | 21.76 | 63 | -7 | 575 |
| 8 Jun | 1451.80 | 50 | 8 (19.05%) | 27.78 | 423 | -101 | 581 |
| 5 Jun | 1462.30 | 43 | 3 (7.50%) | 22.3 | 1,001 | 396 | 683 |
| 4 Jun | 1463.60 | 41 | -13 (-24.07%) | 23.03 | 299 | 2 | 288 |
| 3 Jun | 1440.40 | 56 | -6 (-9.68%) | 21.24 | 147 | -15 | 286 |
| 2 Jun | 1429.20 | 63 | 2 (3.28%) | 21.13 | 28 | -5 | 301 |
| 1 Jun | 1433.70 | 62 | 0 (0.00%) | 24.16 | 49 | 3 | 308 |
| 29 May | 1426.40 | 67 | 6 (9.84%) | 18.76 | 22 | -4 | 305 |
| 27 May | 1435.90 | 62 | 17 (37.78%) | 22.37 | 155 | 52 | 310 |
| 26 May | 1461.20 | 48 | -5 (-9.43%) | 23.04 | 113 | 44 | 258 |
| 25 May | 1454.60 | 53 | 0 (0.00%) | 23.11 | 24 | 6 | 214 |
| 22 May | 1463.50 | 49.35 | 8.6 (21.10%) | 23.75 | 415 | 199 | 208 |
| 21 May | 1546.70 | 40.75 | 40.75 | - | 0 | 0 | 9 |
| 20 May | 1517.50 | 40.75 | 40.75 | - | 0 | 0 | 9 |
| 19 May | 1512.80 | 40.75 | 40.75 (-15.10%) | 26.42 | 0 | 0 | 9 |
| 18 May | 1500.50 | 40.75 | -7.25 (-15.10%) | 26.42 | 8 | 7 | 8 |
| 15 May | 1511.80 | 48 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 1510.90 | 48 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 1497.50 | 48 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 1488.20 | 48 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 1486.60 | 48 | -137.7 (-74.15%) | 24.25 | 1 | 0 | 0 |
| 8 May | 1487.30 | 0 | 0 | - | 0 | 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 |
| 13 Apr | 1339.80 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1349.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1340.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1480 expiring on 30JUN2026
Delta for 1480 PE is -0.53
Historical price for 1480 PE is as follows
On 12 Jun AUROPHARMA was trading at 1472.80. The strike last trading price was 33, which was -5 lower than the previous day. The implied volatity was 22.27, the open interest changed by -11 which decreased total open position to 581
On 11 Jun AUROPHARMA was trading at 1464.10. The strike last trading price was 38, which was -7 lower than the previous day. The implied volatity was 24.42, the open interest changed by 31 which increased total open position to 591
On 10 Jun AUROPHARMA was trading at 1453.60. The strike last trading price was 44, which was -3 lower than the previous day. The implied volatity was 25.72, the open interest changed by -15 which decreased total open position to 560
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 51, which was 3 higher than the previous day. The implied volatity was 21.76, the open interest changed by -7 which decreased total open position to 575
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 50, which was 8 higher than the previous day. The implied volatity was 27.78, the open interest changed by -101 which decreased total open position to 581
On 5 Jun AUROPHARMA was trading at 1462.30. The strike last trading price was 43, which was 3 higher than the previous day. The implied volatity was 22.3, the open interest changed by 396 which increased total open position to 683
On 4 Jun AUROPHARMA was trading at 1463.60. The strike last trading price was 41, which was -13 lower than the previous day. The implied volatity was 23.03, the open interest changed by 2 which increased total open position to 288
On 3 Jun AUROPHARMA was trading at 1440.40. The strike last trading price was 56, which was -6 lower than the previous day. The implied volatity was 21.24, the open interest changed by -15 which decreased total open position to 286
On 2 Jun AUROPHARMA was trading at 1429.20. The strike last trading price was 63, which was 2 higher than the previous day. The implied volatity was 21.13, the open interest changed by -5 which decreased total open position to 301
On 1 Jun AUROPHARMA was trading at 1433.70. The strike last trading price was 62, which was 0 lower than the previous day. The implied volatity was 24.16, the open interest changed by 3 which increased total open position to 308
On 29 May AUROPHARMA was trading at 1426.40. The strike last trading price was 67, which was 6 higher than the previous day. The implied volatity was 18.76, the open interest changed by -4 which decreased total open position to 305
On 27 May AUROPHARMA was trading at 1435.90. The strike last trading price was 62, which was 17 higher than the previous day. The implied volatity was 22.37, the open interest changed by 52 which increased total open position to 310
On 26 May AUROPHARMA was trading at 1461.20. The strike last trading price was 48, which was -5 lower than the previous day. The implied volatity was 23.04, the open interest changed by 44 which increased total open position to 258
On 25 May AUROPHARMA was trading at 1454.60. The strike last trading price was 53, which was 0 lower than the previous day. The implied volatity was 23.11, the open interest changed by 6 which increased total open position to 214
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 49.35, which was 8.6 higher than the previous day. The implied volatity was 23.75, the open interest changed by 199 which increased total open position to 208
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 40.75, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 40.75, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 40.75, which was 40.75 higher than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 9
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 40.75, which was -7.25 lower than the previous day. The implied volatity was 26.42, the open interest changed by 7 which increased total open position to 8
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 48, 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 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 48, 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 48, 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 48, which was -137.7 lower than the previous day. The implied volatity was 24.25, the open interest changed by 0 which decreased total open position to 0
On 8 May AUROPHARMA was trading at 1487.30. 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 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
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 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 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was -, which was - 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 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 2 Apr AUROPHARMA was trading at 1333.70. 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
