Historical option data for AUROPHARMA
26 May 2026 04:10 PM IST
| AUROPHARMA 30-Jun-2026 (34d) 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.02
Theta: -0.78
Gamma: 0.00324
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1461.20 | 51.5 | 3.65 (7.63%) | 27.05 | 1,125 | 182 | 654 | |||||||||
| 25 May | 1454.60 | 48.8 | -6.45 (-11.67%) | 25.86 | 1,081 | 121 | 472 | |||||||||
| 22 May | 1463.50 | 56.15 | -43.85 (-43.85%) | 24.79 | 1,131 | 348 | 351 | |||||||||
| 21 May | 1546.70 | 100 | 0 (0.00%) | 30.06 | 1 | 0 | 3 | |||||||||
| 20 May | 1517.50 | 100 | -10 (-9.09%) | 30.06 | 1 | 0 | 2 | |||||||||
| 19 May | 1512.80 | 110 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 18 May | 1500.50 | 110 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 15 May | 1511.80 | 110 | 0 (0.00%) | 35.59 | 0 | 0 | 2 | |||||||||
| 14 May | 1510.90 | 110 | 16 (17.02%) | 35.59 | 2 | 1 | 2 | |||||||||
| 13 May | 1497.50 | 94 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 1488.20 | 94 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 1486.60 | 94 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 1487.30 | 94 | 26.25 (38.75%) | 32.46 | 1 | 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 | |||||||||
For Aurobindo Pharma Ltd - strike price 1460 expiring on 30JUN2026
Delta for 1460 CE is 0.53
Historical price for 1460 CE is as follows
On 26 May AUROPHARMA was trading at 1461.20. The strike last trading price was 51.5, which was 3.65 higher than the previous day. The implied volatity was 27.05, the open interest changed by 182 which increased total open position to 654
On 25 May AUROPHARMA was trading at 1454.60. The strike last trading price was 48.8, which was -6.45 lower than the previous day. The implied volatity was 25.86, the open interest changed by 121 which increased total open position to 472
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 56.15, which was -43.85 lower than the previous day. The implied volatity was 24.79, the open interest changed by 348 which increased total open position to 351
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 3
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 100, which was -10 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 2
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 110, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 110, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 110, which was 0 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 2
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 110, which was 16 higher than the previous day. The implied volatity was 35.59, the open interest changed by 1 which increased total open position to 2
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 94, 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 94, 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 94, 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 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 94, which was 26.25 higher than the previous day. The implied volatity was 32.46, 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
| AUROPHARMA 30-Jun-2026 (34d) 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.02
Theta: -0.45
Gamma: 0.00383
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1461.20 | 38 | -2 (-5.00%) | 22.82 | 370 | 20 | 560 |
| 25 May | 1454.60 | 38 | -4 (-9.52%) | 21.77 | 348 | 171 | 540 |
| 22 May | 1463.50 | 39.45 | 12.45 (46.11%) | 24.07 | 757 | 348 | 370 |
| 21 May | 1546.70 | 27 | -4 (-12.90%) | 31.69 | 5 | 2 | 22 |
| 20 May | 1517.50 | 30.85 | -2.35 (-7.08%) | 30.45 | 19 | 8 | 19 |
| 19 May | 1512.80 | 33.2 | 33.2 (10.00%) | 26.7 | 0 | 0 | 11 |
| 18 May | 1500.50 | 33 | 3 (10.00%) | 26.7 | 13 | 5 | 8 |
| 15 May | 1511.80 | 30.35 | -2.65 (-8.03%) | 26.91 | 1 | 0 | 3 |
| 14 May | 1510.90 | 33 | -4 (-10.81%) | 27.18 | 1 | 0 | 2 |
| 13 May | 1497.50 | 37 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 1488.20 | 37 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 1486.60 | 37 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 1487.30 | 37 | -6.3 (-14.55%) | 26.96 | 2 | 0 | 1 |
| 7 May | 1478.70 | 43.3 | -47.3 (-52.21%) | 25.63 | 1 | 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 |
For Aurobindo Pharma Ltd - strike price 1460 expiring on 30JUN2026
Delta for 1460 PE is -0.46
Historical price for 1460 PE is as follows
On 26 May AUROPHARMA was trading at 1461.20. The strike last trading price was 38, which was -2 lower than the previous day. The implied volatity was 22.82, the open interest changed by 20 which increased total open position to 560
On 25 May AUROPHARMA was trading at 1454.60. The strike last trading price was 38, which was -4 lower than the previous day. The implied volatity was 21.77, the open interest changed by 171 which increased total open position to 540
On 22 May AUROPHARMA was trading at 1463.50. The strike last trading price was 39.45, which was 12.45 higher than the previous day. The implied volatity was 24.07, the open interest changed by 348 which increased total open position to 370
On 21 May AUROPHARMA was trading at 1546.70. The strike last trading price was 27, which was -4 lower than the previous day. The implied volatity was 31.69, the open interest changed by 2 which increased total open position to 22
On 20 May AUROPHARMA was trading at 1517.50. The strike last trading price was 30.85, which was -2.35 lower than the previous day. The implied volatity was 30.45, the open interest changed by 8 which increased total open position to 19
On 19 May AUROPHARMA was trading at 1512.80. The strike last trading price was 33.2, which was 33.2 higher than the previous day. The implied volatity was 26.7, the open interest changed by 0 which decreased total open position to 11
On 18 May AUROPHARMA was trading at 1500.50. The strike last trading price was 33, which was 3 higher than the previous day. The implied volatity was 26.7, the open interest changed by 5 which increased total open position to 8
On 15 May AUROPHARMA was trading at 1511.80. The strike last trading price was 30.35, which was -2.65 lower than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 3
On 14 May AUROPHARMA was trading at 1510.90. The strike last trading price was 33, which was -4 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 2
On 13 May AUROPHARMA was trading at 1497.50. The strike last trading price was 37, 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 2
On 12 May AUROPHARMA was trading at 1488.20. The strike last trading price was 37, 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 2
On 11 May AUROPHARMA was trading at 1486.60. The strike last trading price was 37, 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 2
On 8 May AUROPHARMA was trading at 1487.30. The strike last trading price was 37, which was -6.3 lower than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 1
On 7 May AUROPHARMA was trading at 1478.70. The strike last trading price was 43.3, which was -47.3 lower than the previous day. The implied volatity was 25.63, 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
