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[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1094.05 -11.29 (-1.02%)

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Historical option data for AUROPHARMA

07 Apr 2025 04:10 PM IST
AUROPHARMA 24APR2025 1000 CE
Delta: 0.81
Vega: 0.63
Theta: -1.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Apr 1094.05 115.35 1 53.85 179 3 82
4 Apr 1105.35 116 -26.9 36.77 189 71 79
3 Apr 1176.35 142.9 0 0.00 0 6 0
2 Apr 1157.85 142.9 1.6 - 8 5 7
1 Apr 1134.15 141.3 -58.7 45.09 1 1 1
28 Mar 1160.50 200 0 0.00 0 0 0
27 Mar 1164.25 200 0 0.00 0 0 0
26 Mar 1157.45 200 0 0.00 0 0 0
25 Mar 1194.95 200 0 0.00 0 0 0
24 Mar 1209.60 200 0 0.00 0 1 0
21 Mar 1200.35 200 -11 - 1 0 0
20 Mar 1174.15 211 0 - 0 0 0
19 Mar 1163.80 211 0 - 0 0 0
18 Mar 1137.00 211 0 - 0 0 0
17 Mar 1111.70 211 0 - 0 0 0
13 Mar 1094.75 211 0 - 0 0 0
12 Mar 1107.90 211 0 - 0 0 0
11 Mar 1090.65 211 0 - 0 0 0
7 Mar 1097.40 211 0 - 0 0 0
5 Mar 1093.00 211 0 - 0 0 0
3 Mar 1062.50 211 0 - 0 0 0
28 Feb 1058.30 211 0 - 0 0 0
27 Feb 1080.70 0 0 - 0 0 0
26 Feb 1080.00 0 0 - 0 0 0
25 Feb 1081.05 0 0 - 0 0 0
24 Feb 1101.80 0 0 - 0 0 0
21 Feb 1115.15 0 0 - 0 0 0
20 Feb 1121.25 0 0 - 0 0 0
19 Feb 1135.20 0 0 - 0 0 0
18 Feb 1163.35 0 0 - 0 0 0
17 Feb 1169.60 0 0 - 0 0 0
14 Feb 1131.35 0 0 - 0 0 0
13 Feb 1179.95 0 0 - 0 0 0
12 Feb 1144.55 0 0 - 0 0 0
11 Feb 1147.70 0 0 - 0 0 0
10 Feb 1177.15 0 0 - 0 0 0
7 Feb 1191.70 0 0 - 0 0 0
6 Feb 1191.80 0 0 - 0 0 0
5 Feb 1191.75 0 0 - 0 0 0
4 Feb 1171.30 0 0 - 0 0 0
3 Feb 1125.40 0 0 0.00 0 0 0
1 Feb 1142.60 0 0 0.00 0 0 0


For Aurobindo Pharma Ltd - strike price 1000 expiring on 24APR2025

Delta for 1000 CE is 0.81

Historical price for 1000 CE is as follows

On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 115.35, which was 1 higher than the previous day. The implied volatity was 53.85, the open interest changed by 3 which increased total open position to 82


On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 116, which was -26.9 lower than the previous day. The implied volatity was 36.77, the open interest changed by 71 which increased total open position to 79


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 142.9, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 141.3, which was -58.7 lower than the previous day. The implied volatity was 45.09, the open interest changed by 1 which increased total open position to 1


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 200, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 211, 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 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 211, 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 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 211, 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 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 211, 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 Mar AUROPHARMA was trading at 1094.75. The strike last trading price was 211, 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 Mar AUROPHARMA was trading at 1107.90. The strike last trading price was 211, 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 Mar AUROPHARMA was trading at 1090.65. The strike last trading price was 211, 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 Mar AUROPHARMA was trading at 1097.40. The strike last trading price was 211, 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 Mar AUROPHARMA was trading at 1093.00. The strike last trading price was 211, 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 3 Mar AUROPHARMA was trading at 1062.50. The strike last trading price was 211, 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 28 Feb AUROPHARMA was trading at 1058.30. The strike last trading price was 211, 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 27 Feb AUROPHARMA was trading at 1080.70. 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 26 Feb AUROPHARMA was trading at 1080.00. 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 25 Feb AUROPHARMA was trading at 1081.05. 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 24 Feb AUROPHARMA was trading at 1101.80. 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 21 Feb AUROPHARMA was trading at 1115.15. 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 Feb AUROPHARMA was trading at 1121.25. 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 Feb AUROPHARMA was trading at 1135.20. 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 18 Feb AUROPHARMA was trading at 1163.35. 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 Feb AUROPHARMA was trading at 1169.60. 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 14 Feb AUROPHARMA was trading at 1131.35. 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 Feb AUROPHARMA was trading at 1179.95. 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 Feb AUROPHARMA was trading at 1144.55. 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 Feb AUROPHARMA was trading at 1147.70. 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 10 Feb AUROPHARMA was trading at 1177.15. 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 7 Feb AUROPHARMA was trading at 1191.70. 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 Feb AUROPHARMA was trading at 1191.80. 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 5 Feb AUROPHARMA was trading at 1191.75. 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 Feb AUROPHARMA was trading at 1171.30. 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 3 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 24APR2025 1000 PE
Delta: -0.20
Vega: 0.65
Theta: -1.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Apr 1094.05 15.4 5.4 56.56 4,392 -488 1,219
4 Apr 1105.35 10.25 7.15 46.95 14,832 1,293 1,705
3 Apr 1176.35 3.3 -2.15 45.81 1,032 97 424
2 Apr 1157.85 5.95 -0.6 48.53 744 169 348
1 Apr 1134.15 7.4 3.15 43.99 337 64 182
28 Mar 1160.50 4.45 -0.3 40.25 195 44 118
27 Mar 1164.25 4.6 0.45 41.56 95 40 74
26 Mar 1157.45 4.05 1.2 38.26 49 10 34
25 Mar 1194.95 2.85 1.25 39.73 1 0 23
24 Mar 1209.60 1.6 -0.2 37.41 7 2 25
21 Mar 1200.35 1.8 -2.25 35.39 2 0 22
20 Mar 1174.15 4.05 -0.55 38.07 8 6 22
19 Mar 1163.80 4.6 -2.6 36.61 4 2 14
18 Mar 1137.00 7.2 -7.8 37.25 8 2 8
17 Mar 1111.70 15 0 0.00 0 2 0
13 Mar 1094.75 15 -2 35.89 2 1 5
12 Mar 1107.90 17 5.8 40.23 5 4 4
11 Mar 1090.65 11.2 0 7.77 0 0 0
7 Mar 1097.40 11.2 0 7.77 0 0 0
5 Mar 1093.00 11.2 0 7.51 0 0 0
3 Mar 1062.50 11.2 0 5.29 0 0 0
28 Feb 1058.30 11.2 0 4.94 0 0 0
27 Feb 1080.70 11.2 0 5.98 0 0 0
26 Feb 1080.00 11.2 0 6.31 0 0 0
25 Feb 1081.05 11.2 0 6.31 0 0 0
24 Feb 1101.80 11.2 0 7.46 0 0 0
21 Feb 1115.15 11.2 0 8.06 0 0 0
20 Feb 1121.25 11.2 0 8.35 0 0 0
19 Feb 1135.20 11.2 0 8.93 0 0 0
18 Feb 1163.35 0 0 10.28 0 0 0
17 Feb 1169.60 0 0 10.40 0 0 0
14 Feb 1131.35 0 0 8.64 0 0 0
13 Feb 1179.95 0 0 10.60 0 0 0
12 Feb 1144.55 0 0 9.09 0 0 0
11 Feb 1147.70 0 0 9.33 0 0 0
10 Feb 1177.15 0 0 10.32 0 0 0
7 Feb 1191.70 0 0 10.80 0 0 0
6 Feb 1191.80 0 0 10.87 0 0 0
5 Feb 1191.75 0 0 10.63 0 0 0
4 Feb 1171.30 0 0 9.92 0 0 0
3 Feb 1125.40 0 0 0.00 0 0 0
1 Feb 1142.60 0 0 0.00 0 0 0


For Aurobindo Pharma Ltd - strike price 1000 expiring on 24APR2025

Delta for 1000 PE is -0.20

Historical price for 1000 PE is as follows

On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 15.4, which was 5.4 higher than the previous day. The implied volatity was 56.56, the open interest changed by -488 which decreased total open position to 1219


On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 10.25, which was 7.15 higher than the previous day. The implied volatity was 46.95, the open interest changed by 1293 which increased total open position to 1705


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 3.3, which was -2.15 lower than the previous day. The implied volatity was 45.81, the open interest changed by 97 which increased total open position to 424


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 5.95, which was -0.6 lower than the previous day. The implied volatity was 48.53, the open interest changed by 169 which increased total open position to 348


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 7.4, which was 3.15 higher than the previous day. The implied volatity was 43.99, the open interest changed by 64 which increased total open position to 182


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 4.45, which was -0.3 lower than the previous day. The implied volatity was 40.25, the open interest changed by 44 which increased total open position to 118


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 4.6, which was 0.45 higher than the previous day. The implied volatity was 41.56, the open interest changed by 40 which increased total open position to 74


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 4.05, which was 1.2 higher than the previous day. The implied volatity was 38.26, the open interest changed by 10 which increased total open position to 34


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 2.85, which was 1.25 higher than the previous day. The implied volatity was 39.73, the open interest changed by 0 which decreased total open position to 23


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 37.41, the open interest changed by 2 which increased total open position to 25


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 1.8, which was -2.25 lower than the previous day. The implied volatity was 35.39, the open interest changed by 0 which decreased total open position to 22


On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 4.05, which was -0.55 lower than the previous day. The implied volatity was 38.07, the open interest changed by 6 which increased total open position to 22


On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 4.6, which was -2.6 lower than the previous day. The implied volatity was 36.61, the open interest changed by 2 which increased total open position to 14


On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 7.2, which was -7.8 lower than the previous day. The implied volatity was 37.25, the open interest changed by 2 which increased total open position to 8


On 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 13 Mar AUROPHARMA was trading at 1094.75. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was 35.89, the open interest changed by 1 which increased total open position to 5


On 12 Mar AUROPHARMA was trading at 1107.90. The strike last trading price was 17, which was 5.8 higher than the previous day. The implied volatity was 40.23, the open interest changed by 4 which increased total open position to 4


On 11 Mar AUROPHARMA was trading at 1090.65. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0


On 7 Mar AUROPHARMA was trading at 1097.40. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0


On 5 Mar AUROPHARMA was trading at 1093.00. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0


On 3 Mar AUROPHARMA was trading at 1062.50. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0


On 28 Feb AUROPHARMA was trading at 1058.30. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0


On 27 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0


On 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0


On 25 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0


On 24 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 7.46, the open interest changed by 0 which decreased total open position to 0


On 21 Feb AUROPHARMA was trading at 1115.15. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 8.06, the open interest changed by 0 which decreased total open position to 0


On 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0


On 19 Feb AUROPHARMA was trading at 1135.20. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 8.93, the open interest changed by 0 which decreased total open position to 0


On 18 Feb AUROPHARMA was trading at 1163.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.28, the open interest changed by 0 which decreased total open position to 0


On 17 Feb AUROPHARMA was trading at 1169.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.40, the open interest changed by 0 which decreased total open position to 0


On 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0


On 13 Feb AUROPHARMA was trading at 1179.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.60, the open interest changed by 0 which decreased total open position to 0


On 12 Feb AUROPHARMA was trading at 1144.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0


On 11 Feb AUROPHARMA was trading at 1147.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.33, the open interest changed by 0 which decreased total open position to 0


On 10 Feb AUROPHARMA was trading at 1177.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.32, the open interest changed by 0 which decreased total open position to 0


On 7 Feb AUROPHARMA was trading at 1191.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.80, the open interest changed by 0 which decreased total open position to 0


On 6 Feb AUROPHARMA was trading at 1191.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.87, the open interest changed by 0 which decreased total open position to 0


On 5 Feb AUROPHARMA was trading at 1191.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.63, the open interest changed by 0 which decreased total open position to 0


On 4 Feb AUROPHARMA was trading at 1171.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.92, the open interest changed by 0 which decreased total open position to 0


On 3 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0