AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1560 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0
Theta: -0.44
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 0.6 | -0.25 | 42.81 | 14 | -4 | 59 | |||||||||
| 23 Apr | 1435.40 | 0.85 | 0.35 | 36.91 | 319 | 31 | 64 | |||||||||
| 22 Apr | 1421.20 | 0.5 | 0.3 | 37.01 | 0 | 0 | 33 | |||||||||
| 21 Apr | 1391.70 | 0.5 | 0 | 37.01 | 2 | 0 | 35 | |||||||||
| 20 Apr | 1367.80 | 0.45 | -0.35000000000000003 | 39.96 | 20 | 6 | 35 | |||||||||
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| 17 Apr | 1386.00 | 0.8 | -0.19999999999999996 | 33.9 | 33 | -5 | 37 | |||||||||
| 16 Apr | 1386.50 | 1 | 0.050000000000000044 | 33.15 | 7 | 3 | 42 | |||||||||
| 15 Apr | 1373.90 | 0.95 | -0.050000000000000044 | 33.82 | 47 | 10 | 39 | |||||||||
| 13 Apr | 1339.80 | 1 | 0 | 35.54 | 47 | -35 | 29 | |||||||||
| 10 Apr | 1349.40 | 1 | -0.19999999999999996 | 32.48 | 103 | 47 | 65 | |||||||||
| 9 Apr | 1340.40 | 1.2 | -0.1 | 33.87 | 1 | 0 | 17 | |||||||||
| 8 Apr | 1335.70 | 1.3 | -0.3 | 33.94 | 15 | 5 | 18 | |||||||||
| 7 Apr | 1330.00 | 1.6 | -0.65 | 35.05 | 35 | 3 | 17 | |||||||||
| 6 Apr | 1340.40 | 2.15 | -0.65 | 34.61 | 53 | 2 | 15 | |||||||||
| 2 Apr | 1333.70 | 2.9 | 0.75 | 34.18 | 46 | 14 | 14 | |||||||||
For Aurobindo Pharma Ltd - strike price 1560 expiring on 28APR2026
Delta for 1560 CE is 0.02
Historical price for 1560 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 42.81, the open interest changed by -4 which decreased total open position to 59
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 0.85, which was 0.35 higher than the previous day. The implied volatity was 36.91, the open interest changed by 31 which increased total open position to 64
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 0.5, which was 0.3 higher than the previous day. The implied volatity was 37.01, the open interest changed by 0 which decreased total open position to 33
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 37.01, the open interest changed by 0 which decreased total open position to 35
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 0.45, which was -0.35000000000000003 lower than the previous day. The implied volatity was 39.96, the open interest changed by 6 which increased total open position to 35
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 0.8, which was -0.19999999999999996 lower than the previous day. The implied volatity was 33.9, the open interest changed by -5 which decreased total open position to 37
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 1, which was 0.050000000000000044 higher than the previous day. The implied volatity was 33.15, the open interest changed by 3 which increased total open position to 42
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 0.95, which was -0.050000000000000044 lower than the previous day. The implied volatity was 33.82, the open interest changed by 10 which increased total open position to 39
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 35.54, the open interest changed by -35 which decreased total open position to 29
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 1, which was -0.19999999999999996 lower than the previous day. The implied volatity was 32.48, the open interest changed by 47 which increased total open position to 65
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 33.87, the open interest changed by 0 which decreased total open position to 17
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 1.3, which was -0.3 lower than the previous day. The implied volatity was 33.94, the open interest changed by 5 which increased total open position to 18
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 35.05, the open interest changed by 3 which increased total open position to 17
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 34.61, the open interest changed by 2 which increased total open position to 15
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 2.9, which was 0.75 higher than the previous day. The implied volatity was 34.18, the open interest changed by 14 which increased total open position to 14
| AUROPHARMA 28-Apr-2026 (4d) 1560 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 | 229 | 229 | - | 0 | 0 | 0 |
| 23 Apr | 1435.40 | 229 | 229 | - | 0 | 0 | 0 |
| 22 Apr | 1421.20 | 229 | 229 | - | 0 | 0 | 0 |
| 21 Apr | 1391.70 | 229 | 229 | - | 0 | 0 | 0 |
| 20 Apr | 1367.80 | 229 | 229 | - | 0 | 0 | 0 |
| 17 Apr | 1386.00 | 229 | 229 | - | 0 | 0 | 0 |
| 16 Apr | 1386.50 | 229 | 229 | - | 0 | 0 | 0 |
| 15 Apr | 1373.90 | 229 | 229 | - | 0 | 0 | 0 |
| 13 Apr | 1339.80 | 229 | 229 | - | 0 | 0 | 0 |
| 10 Apr | 1349.40 | 229 | 229 | - | 0 | 0 | 0 |
| 9 Apr | 1340.40 | 229 | -179.55 | - | 0 | 0 | 0 |
| 8 Apr | 1335.70 | 229 | -179.55 | 57.41 | 4 | 1 | 1 |
| 7 Apr | 1330.00 | 408.55 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1340.40 | 408.55 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1333.70 | 408.55 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1560 expiring on 28APR2026
Delta for 1560 PE is -
Historical price for 1560 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 229, which was 229 higher 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 229, which was 229 higher 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 229, which was 229 higher 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 229, which was 229 higher 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 229, which was 229 higher 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 229, which was 229 higher 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 229, which was 229 higher 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 229, which was 229 higher 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 229, which was 229 higher 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 229, which was 229 higher 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 229, which was -179.55 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 229, which was -179.55 lower than the previous day. The implied volatity was 57.41, the open interest changed by 1 which increased total open position to 1
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 408.55, 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 408.55, 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 408.55, 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
