AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1500 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0
Theta: -0.63
Gamma: 0.00229
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 1.1 | -1.4 | 30.95 | 299 | -18 | 1,049 | |||||||||
| 23 Apr | 1435.40 | 2.7 | 0.6000000000000001 | 27.45 | 2,643 | -99 | 1,070 | |||||||||
| 22 Apr | 1421.20 | 2.2 | 0.7000000000000002 | 29.6 | 769 | 174 | 1,167 | |||||||||
| 21 Apr | 1391.70 | 1.55 | 0.19999999999999996 | 32.11 | 471 | 22 | 993 | |||||||||
| 20 Apr | 1367.80 | 1.3 | -1.2 | 35.24 | 489 | 53 | 971 | |||||||||
| 17 Apr | 1386.00 | 2.45 | -0.34999999999999964 | 30.5 | 316 | -49 | 918 | |||||||||
| 16 Apr | 1386.50 | 2.7 | -0.1499999999999999 | 29.35 | 456 | 185 | 961 | |||||||||
| 15 Apr | 1373.90 | 2.7 | 0.3500000000000001 | 30.82 | 421 | 57 | 774 | |||||||||
| 13 Apr | 1339.80 | 2.4 | -0.5500000000000003 | 34.08 | 159 | 27 | 718 | |||||||||
| 10 Apr | 1349.40 | 2.8 | -0.10000000000000009 | 30.57 | 172 | 44 | 690 | |||||||||
| 9 Apr | 1340.40 | 2.85 | -0.65 | 31.32 | 299 | -18 | 647 | |||||||||
| 8 Apr | 1335.70 | 3.3 | -0.85 | 32.15 | 484 | 8 | 665 | |||||||||
| 7 Apr | 1330.00 | 4 | -1.25 | 33.66 | 727 | 144 | 658 | |||||||||
| 6 Apr | 1340.40 | 5.2 | -1.5 | 33.28 | 821 | 336 | 517 | |||||||||
| 2 Apr | 1333.70 | 6.75 | -0.7 | 33.36 | 412 | -22 | 179 | |||||||||
| 1 Apr | 1342.10 | 7.4 | 2.45 | 32.71 | 811 | 55 | 201 | |||||||||
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| 30 Mar | 1304.40 | 5 | -3.5 | 34.22 | 190 | 19 | 145 | |||||||||
| 27 Mar | 1314.20 | 8.3 | 0 | 34.97 | 203 | 40 | 126 | |||||||||
| 25 Mar | 1307.80 | 8.25 | 3.9 | 34.78 | 194 | 85 | 85 | |||||||||
| 24 Mar | 1281.60 | 4.35 | 0 | 12.6 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1500 expiring on 28APR2026
Delta for 1500 CE is 0.05
Historical price for 1500 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 1.1, which was -1.4 lower than the previous day. The implied volatity was 30.95, the open interest changed by -18 which decreased total open position to 1049
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 2.7, which was 0.6000000000000001 higher than the previous day. The implied volatity was 27.45, the open interest changed by -99 which decreased total open position to 1070
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 2.2, which was 0.7000000000000002 higher than the previous day. The implied volatity was 29.6, the open interest changed by 174 which increased total open position to 1167
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 1.55, which was 0.19999999999999996 higher than the previous day. The implied volatity was 32.11, the open interest changed by 22 which increased total open position to 993
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 1.3, which was -1.2 lower than the previous day. The implied volatity was 35.24, the open interest changed by 53 which increased total open position to 971
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 2.45, which was -0.34999999999999964 lower than the previous day. The implied volatity was 30.5, the open interest changed by -49 which decreased total open position to 918
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 2.7, which was -0.1499999999999999 lower than the previous day. The implied volatity was 29.35, the open interest changed by 185 which increased total open position to 961
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 2.7, which was 0.3500000000000001 higher than the previous day. The implied volatity was 30.82, the open interest changed by 57 which increased total open position to 774
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 2.4, which was -0.5500000000000003 lower than the previous day. The implied volatity was 34.08, the open interest changed by 27 which increased total open position to 718
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 2.8, which was -0.10000000000000009 lower than the previous day. The implied volatity was 30.57, the open interest changed by 44 which increased total open position to 690
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 2.85, which was -0.65 lower than the previous day. The implied volatity was 31.32, the open interest changed by -18 which decreased total open position to 647
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 32.15, the open interest changed by 8 which increased total open position to 665
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 33.66, the open interest changed by 144 which increased total open position to 658
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 5.2, which was -1.5 lower than the previous day. The implied volatity was 33.28, the open interest changed by 336 which increased total open position to 517
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 6.75, which was -0.7 lower than the previous day. The implied volatity was 33.36, the open interest changed by -22 which decreased total open position to 179
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 7.4, which was 2.45 higher than the previous day. The implied volatity was 32.71, the open interest changed by 55 which increased total open position to 201
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 5, which was -3.5 lower than the previous day. The implied volatity was 34.22, the open interest changed by 19 which increased total open position to 145
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 8.3, which was 0 lower than the previous day. The implied volatity was 34.97, the open interest changed by 40 which increased total open position to 126
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 8.25, which was 3.9 higher than the previous day. The implied volatity was 34.78, the open interest changed by 85 which increased total open position to 85
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 4.35, which was 0 lower than the previous day. The implied volatity was 12.6, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Apr-2026 (4d) 1500 PE | |||||||
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Delta: -0.88
Vega: 0
Theta: -0.93
Gamma: 0.00385
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 66 | -117.1 | 31.96 | 5 | 0 | 7 |
| 23 Apr | 1435.40 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 22 Apr | 1421.20 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 21 Apr | 1391.70 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 20 Apr | 1367.80 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 17 Apr | 1386.00 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 16 Apr | 1386.50 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 15 Apr | 1373.90 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 13 Apr | 1339.80 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 10 Apr | 1349.40 | 183.1 | 183.1 | - | 0 | 0 | 7 |
| 9 Apr | 1340.40 | 183.1 | -1.9 | - | 0 | 0 | 7 |
| 8 Apr | 1335.70 | 183.1 | -1.9 | - | 0 | 0 | 7 |
| 7 Apr | 1330.00 | 183.1 | -1.9 | - | 0 | 0 | 7 |
| 6 Apr | 1340.40 | 183.1 | -1.9 | - | 0 | 0 | 7 |
| 2 Apr | 1333.70 | 183.1 | -1.9 | 56.89 | 5 | 0 | 7 |
| 1 Apr | 1342.10 | 185 | -34 | - | 0 | 0 | 7 |
| 30 Mar | 1304.40 | 185 | -34 | - | 0 | 0 | 7 |
| 27 Mar | 1314.20 | 185 | -34 | 40.27 | 5 | 4 | 6 |
| 25 Mar | 1307.80 | 219 | -122.7 | - | 0 | 0 | 2 |
| 24 Mar | 1281.60 | 219 | -122.7 | - | 0 | 0 | 2 |
For Aurobindo Pharma Ltd - strike price 1500 expiring on 28APR2026
Delta for 1500 PE is -0.88
Historical price for 1500 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 66, which was -117.1 lower than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 7
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 183.1, which was 183.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 183.1, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 183.1, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 183.1, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 183.1, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 183.1, which was -1.9 lower than the previous day. The implied volatity was 56.89, the open interest changed by 0 which decreased total open position to 7
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 185, which was -34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 185, which was -34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 185, which was -34 lower than the previous day. The implied volatity was 40.27, the open interest changed by 4 which increased total open position to 6
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 219, which was -122.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 219, which was -122.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
