Historical option data for AUROPHARMA
29 Jun 2026 10:49 AM IST
| AUROPHARMA 28-Jul-2026 (27d) 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.02
Theta: -0.85
Gamma: 0.00295
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1576.90 | 75.05 | 16.45 (28.07%) | 27.57 | 211 | -38 | 102 | |||||||||
| 25 Jun | 1555.20 | 59.35 | 10.8 (22.25%) | 25.46 | 471 | -4 | 140 | |||||||||
| 24 Jun | 1530.60 | 49 | -4.65 (-8.67%) | 27.3 | 244 | 8 | 144 | |||||||||
| 23 Jun | 1534.20 | 55 | 20.8 (60.82%) | 27.56 | 411 | 28 | 135 | |||||||||
| 22 Jun | 1491.90 | 35 | 0 (0.00%) | 26.91 | 78 | -10 | 107 | |||||||||
| 19 Jun | 1497.80 | 35.75 | 18.75 (110.29%) | 25.04 | 199 | 89 | 116 | |||||||||
| 18 Jun | 1443.70 | 17.2 | 3.2 (22.86%) | 24.78 | 14 | 4 | 28 | |||||||||
| 17 Jun | 1422.40 | 14.4 | 3.4 (30.91%) | 25.51 | 23 | 2 | 22 | |||||||||
| 16 Jun | 1396.70 | 10.45 | -5.55 (-34.69%) | 26.69 | 22 | 8 | 19 | |||||||||
| 15 Jun | 1408.30 | 15.3 | -17.7 (-53.64%) | 28.71 | 12 | 3 | 4 | |||||||||
| 12 Jun | 1472.80 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 1464.10 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 1453.60 | 33 | 0 (0.00%) | 26.64 | 1 | 0 | 1 | |||||||||
| 9 Jun | 1449.00 | 33 | 1 (3.13%) | 26.64 | 1 | 0 | 1 | |||||||||
| 8 Jun | 1451.80 | 32 | -23 (-41.82%) | 29.55 | 1 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1540 expiring on 28JUL2026
Delta for 1540 CE is 0.66
Historical price for 1540 CE is as follows
On 29 Jun AUROPHARMA was trading at 1576.90. The strike last trading price was 75.05, which was 16.45 higher than the previous day. The implied volatity was 27.57, the open interest changed by -38 which decreased total open position to 102
On 25 Jun AUROPHARMA was trading at 1555.20. The strike last trading price was 59.35, which was 10.8 higher than the previous day. The implied volatity was 25.46, the open interest changed by -4 which decreased total open position to 140
On 24 Jun AUROPHARMA was trading at 1530.60. The strike last trading price was 49, which was -4.65 lower than the previous day. The implied volatity was 27.3, the open interest changed by 8 which increased total open position to 144
On 23 Jun AUROPHARMA was trading at 1534.20. The strike last trading price was 55, which was 20.8 higher than the previous day. The implied volatity was 27.56, the open interest changed by 28 which increased total open position to 135
On 22 Jun AUROPHARMA was trading at 1491.90. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 26.91, the open interest changed by -10 which decreased total open position to 107
On 19 Jun AUROPHARMA was trading at 1497.80. The strike last trading price was 35.75, which was 18.75 higher than the previous day. The implied volatity was 25.04, the open interest changed by 89 which increased total open position to 116
On 18 Jun AUROPHARMA was trading at 1443.70. The strike last trading price was 17.2, which was 3.2 higher than the previous day. The implied volatity was 24.78, the open interest changed by 4 which increased total open position to 28
On 17 Jun AUROPHARMA was trading at 1422.40. The strike last trading price was 14.4, which was 3.4 higher than the previous day. The implied volatity was 25.51, the open interest changed by 2 which increased total open position to 22
On 16 Jun AUROPHARMA was trading at 1396.70. The strike last trading price was 10.45, which was -5.55 lower than the previous day. The implied volatity was 26.69, the open interest changed by 8 which increased total open position to 19
On 15 Jun AUROPHARMA was trading at 1408.30. The strike last trading price was 15.3, which was -17.7 lower than the previous day. The implied volatity was 28.71, the open interest changed by 3 which increased total open position to 4
On 12 Jun AUROPHARMA was trading at 1472.80. The strike last trading price was 33, 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 11 Jun AUROPHARMA was trading at 1464.10. The strike last trading price was 33, 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 10 Jun AUROPHARMA was trading at 1453.60. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 1
On 9 Jun AUROPHARMA was trading at 1449.00. The strike last trading price was 33, which was 1 higher than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 1
On 8 Jun AUROPHARMA was trading at 1451.80. The strike last trading price was 32, which was -23 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28-Jul-2026 (27d) 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.02
Theta: -0.63
Gamma: 0.00296
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1576.90 | 30 | -9 (-23.08%) | 27.68 | 174 | 85 | 210 |
| 25 Jun | 1555.20 | 38 | -10 (-20.83%) | 26.55 | 200 | 54 | 122 |
| 24 Jun | 1530.60 | 46 | -2 (-4.17%) | 24.64 | 124 | 42 | 62 |
| 23 Jun | 1534.20 | 48.4 | -69.7 (-59.02%) | 26.21 | 23 | 18 | 18 |
| 22 Jun | 1491.90 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 1497.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1443.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1422.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1396.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1408.30 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 1472.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 1464.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 1453.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 1449.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1451.80 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1540 expiring on 28JUL2026
Delta for 1540 PE is -0.34
Historical price for 1540 PE is as follows
On 29 Jun AUROPHARMA was trading at 1576.90. The strike last trading price was 30, which was -9 lower than the previous day. The implied volatity was 27.68, the open interest changed by 85 which increased total open position to 210
On 25 Jun AUROPHARMA was trading at 1555.20. The strike last trading price was 38, which was -10 lower than the previous day. The implied volatity was 26.55, the open interest changed by 54 which increased total open position to 122
On 24 Jun AUROPHARMA was trading at 1530.60. The strike last trading price was 46, which was -2 lower than the previous day. The implied volatity was 24.64, the open interest changed by 42 which increased total open position to 62
On 23 Jun AUROPHARMA was trading at 1534.20. The strike last trading price was 48.4, which was -69.7 lower than the previous day. The implied volatity was 26.21, the open interest changed by 18 which increased total open position to 18
On 22 Jun AUROPHARMA was trading at 1491.90. 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 19 Jun AUROPHARMA was trading at 1497.80. 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 18 Jun AUROPHARMA was trading at 1443.70. 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 17 Jun AUROPHARMA was trading at 1422.40. 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 16 Jun AUROPHARMA was trading at 1396.70. 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 15 Jun AUROPHARMA was trading at 1408.30. 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 12 Jun AUROPHARMA was trading at 1472.80. 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 11 Jun AUROPHARMA was trading at 1464.10. 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 10 Jun AUROPHARMA was trading at 1453.60. 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 9 Jun AUROPHARMA was trading at 1449.00. 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 8 Jun AUROPHARMA was trading at 1451.80. 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
