AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1520 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0
Theta: -0.54
Gamma: 0.00155
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 0.85 | -0.7500000000000001 | 35.09 | 106 | -19 | 171 | |||||||||
| 23 Apr | 1435.40 | 1.55 | 0.15000000000000013 | 29.93 | 782 | 61 | 193 | |||||||||
| 22 Apr | 1421.20 | 1.35 | 0.30000000000000004 | 31.4 | 188 | 17 | 132 | |||||||||
| 21 Apr | 1391.70 | 1 | 0.15000000000000002 | 33.41 | 98 | 8 | 115 | |||||||||
| 20 Apr | 1367.80 | 0.9 | -0.7999999999999999 | 36.73 | 22 | -1 | 108 | |||||||||
| 17 Apr | 1386.00 | 1.7 | -0.15000000000000013 | 30.69 | 66 | -12 | 109 | |||||||||
| 16 Apr | 1386.50 | 1.85 | 0.10000000000000009 | 30.47 | 132 | 11 | 118 | |||||||||
| 15 Apr | 1373.90 | 1.65 | 0.2999999999999998 | 30.7 | 38 | 8 | 108 | |||||||||
| 13 Apr | 1339.80 | 1.35 | -0.3999999999999999 | 32.06 | 10 | 2 | 100 | |||||||||
| 10 Apr | 1349.40 | 1.75 | -0.25 | 30.45 | 39 | -12 | 98 | |||||||||
| 9 Apr | 1340.40 | 2 | -0.5 | 31.8 | 64 | 1 | 110 | |||||||||
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| 8 Apr | 1335.70 | 2.5 | -0.6 | 32.98 | 64 | -2 | 109 | |||||||||
| 7 Apr | 1330.00 | 3.05 | -0.95 | 34.37 | 50 | 3 | 111 | |||||||||
| 6 Apr | 1340.40 | 4 | -1.15 | 33.96 | 90 | 38 | 108 | |||||||||
| 2 Apr | 1333.70 | 5.25 | -0.45 | 33.85 | 174 | -33 | 70 | |||||||||
| 1 Apr | 1342.10 | 5.6 | 2.4 | 32.93 | 232 | 103 | 103 | |||||||||
For Aurobindo Pharma Ltd - strike price 1520 expiring on 28APR2026
Delta for 1520 CE is 0.04
Historical price for 1520 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 0.85, which was -0.7500000000000001 lower than the previous day. The implied volatity was 35.09, the open interest changed by -19 which decreased total open position to 171
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 1.55, which was 0.15000000000000013 higher than the previous day. The implied volatity was 29.93, the open interest changed by 61 which increased total open position to 193
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 1.35, which was 0.30000000000000004 higher than the previous day. The implied volatity was 31.4, the open interest changed by 17 which increased total open position to 132
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 1, which was 0.15000000000000002 higher than the previous day. The implied volatity was 33.41, the open interest changed by 8 which increased total open position to 115
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 0.9, which was -0.7999999999999999 lower than the previous day. The implied volatity was 36.73, the open interest changed by -1 which decreased total open position to 108
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 1.7, which was -0.15000000000000013 lower than the previous day. The implied volatity was 30.69, the open interest changed by -12 which decreased total open position to 109
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 1.85, which was 0.10000000000000009 higher than the previous day. The implied volatity was 30.47, the open interest changed by 11 which increased total open position to 118
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 1.65, which was 0.2999999999999998 higher than the previous day. The implied volatity was 30.7, the open interest changed by 8 which increased total open position to 108
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 1.35, which was -0.3999999999999999 lower than the previous day. The implied volatity was 32.06, the open interest changed by 2 which increased total open position to 100
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 30.45, the open interest changed by -12 which decreased total open position to 98
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 31.8, the open interest changed by 1 which increased total open position to 110
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 2.5, which was -0.6 lower than the previous day. The implied volatity was 32.98, the open interest changed by -2 which decreased total open position to 109
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 34.37, the open interest changed by 3 which increased total open position to 111
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 4, which was -1.15 lower than the previous day. The implied volatity was 33.96, the open interest changed by 38 which increased total open position to 108
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 5.25, which was -0.45 lower than the previous day. The implied volatity was 33.85, the open interest changed by -33 which decreased total open position to 70
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 5.6, which was 2.4 higher than the previous day. The implied volatity was 32.93, the open interest changed by 103 which increased total open position to 103
| AUROPHARMA 28-Apr-2026 (4d) 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1435.40 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 1421.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1391.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 1367.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1386.00 | 0 | 0 | - | 0 | 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 |
| 10 Apr | 1349.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1340.40 | 370.25 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 370.25 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1330.00 | 370.25 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 370.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 370.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1342.10 | 370.25 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1520 expiring on 28APR2026
Delta for 1520 PE is -
Historical price for 1520 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. 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 23 Apr AUROPHARMA was trading at 1435.40. 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 22 Apr AUROPHARMA was trading at 1421.20. 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 21 Apr AUROPHARMA was trading at 1391.70. 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 20 Apr AUROPHARMA was trading at 1367.80. 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
On 17 Apr AUROPHARMA was trading at 1386.00. 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 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
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 370.25, 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 370.25, 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 370.25, 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 370.25, 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 370.25, 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 370.25, 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
