AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
07 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.87
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 1094.05 | 70.35 | 1.55 | 50.08 | 799 | 153 | 283 | |||
| 4 Apr | 1105.35 | 69 | -61.4 | 37.42 | 869 | 109 | 131 | |||
| 3 Apr | 1176.35 | 129.7 | 21.2 | 44.34 | 35 | 9 | 21 | |||
| 2 Apr | 1157.85 | 108.5 | 16.3 | 28.62 | 8 | 0 | 12 | |||
| 1 Apr | 1134.15 | 90.5 | -28.85 | 40.57 | 16 | 10 | 11 | |||
| 28 Mar | 1160.50 | 119.35 | 44.35 | 44.12 | 2 | 1 | 1 | |||
| 27 Mar | 1164.25 | 75 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1157.45 | 75 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1194.95 | 75 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1209.60 | 75 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1200.35 | 75 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1174.15 | 75 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1163.80 | 75 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1137.00 | 75 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1111.70 | 75 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1094.75 | 75 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1107.90 | 75 | 0 | - | 0 | 0 | 0 | |||
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| 11 Mar | 1090.65 | 75 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1097.40 | 75 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1114.50 | 75 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1093.00 | 75 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1062.50 | 75 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1058.30 | 75 | 0 | - | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1060 expiring on 24APR2025
Delta for 1060 CE is 0.66
Historical price for 1060 CE is as follows
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 70.35, which was 1.55 higher than the previous day. The implied volatity was 50.08, the open interest changed by 153 which increased total open position to 283
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 69, which was -61.4 lower than the previous day. The implied volatity was 37.42, the open interest changed by 109 which increased total open position to 131
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 129.7, which was 21.2 higher than the previous day. The implied volatity was 44.34, the open interest changed by 9 which increased total open position to 21
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 108.5, which was 16.3 higher than the previous day. The implied volatity was 28.62, the open interest changed by 0 which decreased total open position to 12
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 90.5, which was -28.85 lower than the previous day. The implied volatity was 40.57, the open interest changed by 10 which increased total open position to 11
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 119.35, which was 44.35 higher than the previous day. The implied volatity was 44.12, the open interest changed by 1 which increased total open position to 1
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 75, 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 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 75, 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 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 75, 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 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 75, 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 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 75, 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 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 75, 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 75, 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 75, 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 75, 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 75, 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 75, 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 75, 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 75, 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 Mar AUROPHARMA was trading at 1114.50. The strike last trading price was 75, 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 75, 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 75, 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 75, 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 24APR2025 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.87
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 1094.05 | 29.75 | 7.1 | 51.67 | 2,313 | -99 | 436 |
| 4 Apr | 1105.35 | 22.45 | 15 | 43.12 | 5,912 | 218 | 537 |
| 3 Apr | 1176.35 | 7.4 | -4.45 | 40.77 | 959 | 21 | 318 |
| 2 Apr | 1157.85 | 12.2 | -2.85 | 43.77 | 497 | 31 | 303 |
| 1 Apr | 1134.15 | 16.35 | 6.75 | 40.01 | 512 | 117 | 276 |
| 28 Mar | 1160.50 | 10.8 | 0.8 | 37.25 | 299 | 96 | 159 |
| 27 Mar | 1164.25 | 10 | 0.6 | 37.66 | 104 | 57 | 63 |
| 26 Mar | 1157.45 | 9.5 | -35.5 | 34.68 | 8 | 4 | 5 |
| 25 Mar | 1194.95 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1209.60 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1200.35 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1174.15 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 1163.80 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 1137.00 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 1111.70 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 1094.75 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1107.90 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1090.65 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 1097.40 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1114.50 | 45 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1093.00 | 45 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 1062.50 | 42.7 | 0 | 1.20 | 0 | 0 | 0 |
| 28 Feb | 1058.30 | 42.7 | 0 | 0.91 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1060 expiring on 24APR2025
Delta for 1060 PE is -0.34
Historical price for 1060 PE is as follows
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 29.75, which was 7.1 higher than the previous day. The implied volatity was 51.67, the open interest changed by -99 which decreased total open position to 436
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 22.45, which was 15 higher than the previous day. The implied volatity was 43.12, the open interest changed by 218 which increased total open position to 537
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 7.4, which was -4.45 lower than the previous day. The implied volatity was 40.77, the open interest changed by 21 which increased total open position to 318
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 12.2, which was -2.85 lower than the previous day. The implied volatity was 43.77, the open interest changed by 31 which increased total open position to 303
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 16.35, which was 6.75 higher than the previous day. The implied volatity was 40.01, the open interest changed by 117 which increased total open position to 276
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 10.8, which was 0.8 higher than the previous day. The implied volatity was 37.25, the open interest changed by 96 which increased total open position to 159
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 10, which was 0.6 higher than the previous day. The implied volatity was 37.66, the open interest changed by 57 which increased total open position to 63
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 9.5, which was -35.5 lower than the previous day. The implied volatity was 34.68, the open interest changed by 4 which increased total open position to 5
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 45, 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 45, 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 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 45, 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 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 45, 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 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 45, 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 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 45, 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 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 45, 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 13 Mar AUROPHARMA was trading at 1094.75. The strike last trading price was 45, 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 12 Mar AUROPHARMA was trading at 1107.90. The strike last trading price was 45, 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 11 Mar AUROPHARMA was trading at 1090.65. The strike last trading price was 45, 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 7 Mar AUROPHARMA was trading at 1097.40. The strike last trading price was 45, 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 6 Mar AUROPHARMA was trading at 1114.50. The strike last trading price was 45, 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 5 Mar AUROPHARMA was trading at 1093.00. The strike last trading price was 45, 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 3 Mar AUROPHARMA was trading at 1062.50. The strike last trading price was 42.7, which was 0 lower than the previous day. The implied volatity was 1.20, 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 42.7, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
