Historical option data for AUROPHARMA
05 Jun 2026 12:15 PM IST
| AUROPHARMA 30-Jun-2026 (25d) 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.02
Theta: -0.87
Gamma: 0.00401
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 1469.30 | 37 | 0.65 (1.79%) | 25.64 | 2,080 | 167 | 556 | |||||||||
| 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 0.49
Historical price for 1480 CE is as follows
On 5 Jun AUROPHARMA was trading at 1469.30. The strike last trading price was 37, which was 0.65 higher than the previous day. The implied volatity was 25.64, the open interest changed by 167 which increased total open position to 556
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 (25d) 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.02
Theta: -0.56
Gamma: 0.00447
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 1469.30 | 39 | -1 (-2.50%) | 23 | 661 | 284 | 571 |
| 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 -0.51
Historical price for 1480 PE is as follows
On 5 Jun AUROPHARMA was trading at 1469.30. The strike last trading price was 39, which was -1 lower than the previous day. The implied volatity was 23, the open interest changed by 284 which increased total open position to 571
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
