[--[65.84.65.76]--]
AUROPHARMA
AUROBINDO PHARMA LTD

1131.3 27.90 (2.53%)

Back to Option Chain


Historical option data for AUROPHARMA

26 Apr 2024 04:15 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
26 Apr 1131.30 92.00 - 2,200 550 13,750
25 Apr 1103.40 76.00 - 15,400 -3,300 14,300
24 Apr 1084.05 62.70 - 8,800 6,600 16,500
23 Apr 1093.25 68.30 - 4,400 0 9,900
22 Apr 1076.25 57.55 - 5,500 7,700 9,900
19 Apr 1087.05 64.00 - 7,700 2,200 2,200
18 Apr 1114.50 86.90 - 0 0 0
16 Apr 1111.10 86.90 - 0 0 0
15 Apr 1085.30 86.90 - 0 0 0


For AUROBINDO PHARMA LTD - strike price 1060 expiring on 30MAY2024

Delta for 1060 CE is -

Historical price for 1060 CE is as follows

On 26 Apr AUROPHARMA was trading at 1131.30. The strike last trading price was 92.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 13750


On 25 Apr AUROPHARMA was trading at 1103.40. The strike last trading price was 76.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3300 which decreased total open position to 14300


On 24 Apr AUROPHARMA was trading at 1084.05. The strike last trading price was 62.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6600 which increased total open position to 16500


On 23 Apr AUROPHARMA was trading at 1093.25. The strike last trading price was 68.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900


On 22 Apr AUROPHARMA was trading at 1076.25. The strike last trading price was 57.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 9900


On 19 Apr AUROPHARMA was trading at 1087.05. The strike last trading price was 64.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 2200


On 18 Apr AUROPHARMA was trading at 1114.50. The strike last trading price was 86.90, which was lower 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 1111.10. The strike last trading price was 86.90, which was lower 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 1085.30. The strike last trading price was 86.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
26 Apr 1131.30 13.80 - 5,97,850 29,700 3,92,700
25 Apr 1103.40 20.80 - 88,000 8,800 3,63,000
24 Apr 1084.05 30.00 - 2,39,800 1,84,800 3,52,000
23 Apr 1093.25 25.55 - 2,11,200 1,46,300 1,67,200
22 Apr 1076.25 30.05 - 22,000 15,400 20,900
19 Apr 1087.05 30.30 - 5,500 3,300 5,500
18 Apr 1114.50 25.05 - 0 2,200 0
16 Apr 1111.10 25.05 - 2,200 0 0
15 Apr 1085.30 45.20 - 0 0 0


For AUROBINDO PHARMA LTD - strike price 1060 expiring on 30MAY2024

Delta for 1060 PE is -

Historical price for 1060 PE is as follows

On 26 Apr AUROPHARMA was trading at 1131.30. The strike last trading price was 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 29700 which increased total open position to 392700


On 25 Apr AUROPHARMA was trading at 1103.40. The strike last trading price was 20.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8800 which increased total open position to 363000


On 24 Apr AUROPHARMA was trading at 1084.05. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 184800 which increased total open position to 352000


On 23 Apr AUROPHARMA was trading at 1093.25. The strike last trading price was 25.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 146300 which increased total open position to 167200


On 22 Apr AUROPHARMA was trading at 1076.25. The strike last trading price was 30.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15400 which increased total open position to 20900


On 19 Apr AUROPHARMA was trading at 1087.05. The strike last trading price was 30.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 5500


On 18 Apr AUROPHARMA was trading at 1114.50. The strike last trading price was 25.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 0


On 16 Apr AUROPHARMA was trading at 1111.10. The strike last trading price was 25.05, which was lower 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 1085.30. The strike last trading price was 45.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0