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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 1080 CE
Delta: 0.60
Vega: 0.92
Theta: -1.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Apr 1094.05 57.5 2.35 48.81 1,029 48 185
4 Apr 1105.35 54.65 -67.75 36.01 1,250 119 135
3 Apr 1176.35 122.4 22.95 54.00 26 8 15
2 Apr 1157.85 100.3 23.7 41.46 23 -5 8
1 Apr 1134.15 76.5 -72.35 40.45 17 11 11
28 Mar 1160.50 148.85 0 - 0 0 0
27 Mar 1164.25 148.85 0 - 0 0 0
26 Mar 1157.45 148.85 0 - 0 0 0
25 Mar 1194.95 148.85 0 - 0 0 0
24 Mar 1209.60 148.85 0 - 0 0 0
21 Mar 1200.35 148.85 0 - 0 0 0
20 Mar 1174.15 148.85 0 - 0 0 0
19 Mar 1163.80 148.85 0 - 0 0 0
18 Mar 1137.00 148.85 0 - 0 0 0
17 Mar 1111.70 148.85 0 - 0 0 0
13 Mar 1094.75 148.85 0 - 0 0 0
12 Mar 1107.90 148.85 0 - 0 0 0
11 Mar 1090.65 148.85 0 - 0 0 0
7 Mar 1097.40 148.85 0 - 0 0 0
6 Mar 1114.50 148.85 0 - 0 0 0
5 Mar 1093.00 148.85 0 - 0 0 0
3 Mar 1062.50 148.85 0 0.28 0 0 0
28 Feb 1058.30 148.85 0 0.54 0 0 0
27 Feb 1080.70 148.85 0 - 0 0 0
26 Feb 1080.00 148.85 0 - 0 0 0
25 Feb 1081.05 148.85 0 - 0 0 0
24 Feb 1101.80 148.85 0 - 0 0 0
21 Feb 1115.15 148.85 0 - 0 0 0
20 Feb 1121.25 148.85 0 - 0 0 0
19 Feb 1135.20 148.85 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 0 0
1 Feb 1142.60 0 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1080 expiring on 24APR2025

Delta for 1080 CE is 0.60

Historical price for 1080 CE is as follows

On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 57.5, which was 2.35 higher than the previous day. The implied volatity was 48.81, the open interest changed by 48 which increased total open position to 185


On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 54.65, which was -67.75 lower than the previous day. The implied volatity was 36.01, the open interest changed by 119 which increased total open position to 135


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 122.4, which was 22.95 higher than the previous day. The implied volatity was 54.00, the open interest changed by 8 which increased total open position to 15


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 100.3, which was 23.7 higher than the previous day. The implied volatity was 41.46, the open interest changed by -5 which decreased total open position to 8


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 76.5, which was -72.35 lower than the previous day. The implied volatity was 40.45, the open interest changed by 11 which increased total open position to 11


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 148.85, 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 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, which was 0 lower than the previous day. The implied volatity was 0.28, 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 148.85, which was 0 lower than the previous day. The implied volatity was 0.54, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 148.85, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 24APR2025 1080 PE
Delta: -0.40
Vega: 0.92
Theta: -1.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Apr 1094.05 36.85 7.3 50.36 2,038 126 597
4 Apr 1105.35 28.6 18.75 41.86 5,759 163 499
3 Apr 1176.35 9.85 -5.55 39.76 1,282 91 344
2 Apr 1157.85 15.8 -4.2 42.66 503 35 244
1 Apr 1134.15 21.95 8.9 39.67 656 9 213
28 Mar 1160.50 14.85 1.75 36.93 320 15 204
27 Mar 1164.25 14.2 1.85 37.88 121 46 189
26 Mar 1157.45 12.6 3.65 33.62 127 44 143
25 Mar 1194.95 9 2.3 35.65 2,915 83 100
24 Mar 1209.60 7 -2.65 35.45 9 -1 18
21 Mar 1200.35 9.65 -2.85 36.15 20 9 19
20 Mar 1174.15 12.5 0.4 34.31 5 4 9
19 Mar 1163.80 11.6 -16.1 30.73 7 4 4
18 Mar 1137.00 27.7 0 5.52 0 0 0
17 Mar 1111.70 27.7 0 3.73 0 0 0
13 Mar 1094.75 27.7 0 1.79 0 0 0
12 Mar 1107.90 27.7 0 3.15 0 0 0
11 Mar 1090.65 27.7 0 2.03 0 0 0
7 Mar 1097.40 27.7 0 2.29 0 0 0
6 Mar 1114.50 27.7 0 3.50 0 0 0
5 Mar 1093.00 27.7 0 1.88 0 0 0
3 Mar 1062.50 27.7 0 - 0 0 0
28 Feb 1058.30 27.7 0 - 0 0 0
27 Feb 1080.70 27.7 0 0.74 0 0 0
26 Feb 1080.00 27.7 0 1.24 0 0 0
25 Feb 1081.05 27.7 0 1.24 0 0 0
24 Feb 1101.80 27.7 0 2.41 0 0 0
21 Feb 1115.15 27.7 0 3.15 0 0 0
20 Feb 1121.25 27.7 0 3.73 0 0 0
19 Feb 1135.20 27.7 0 4.64 0 0 0
18 Feb 1163.35 27.7 0 6.04 0 0 0
17 Feb 1169.60 27.7 0 6.20 0 0 0
14 Feb 1131.35 27.7 0 4.21 0 0 0
13 Feb 1179.95 27.7 0 6.64 0 0 0
12 Feb 1144.55 27.7 0 4.76 0 0 0
11 Feb 1147.70 27.7 0 5.01 0 0 0
10 Feb 1177.15 0 0 6.34 0 0 0
7 Feb 1191.70 0 0 6.98 0 0 0
6 Feb 1191.80 0 0 7.09 0 0 0
5 Feb 1191.75 0 0 6.83 0 0 0
4 Feb 1171.30 0 0 6.04 0 0 0
3 Feb 1125.40 0 0 3.73 0 0 0
1 Feb 1142.60 0 0 4.69 0 0 0


For Aurobindo Pharma Ltd - strike price 1080 expiring on 24APR2025

Delta for 1080 PE is -0.40

Historical price for 1080 PE is as follows

On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 36.85, which was 7.3 higher than the previous day. The implied volatity was 50.36, the open interest changed by 126 which increased total open position to 597


On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 28.6, which was 18.75 higher than the previous day. The implied volatity was 41.86, the open interest changed by 163 which increased total open position to 499


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 9.85, which was -5.55 lower than the previous day. The implied volatity was 39.76, the open interest changed by 91 which increased total open position to 344


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 15.8, which was -4.2 lower than the previous day. The implied volatity was 42.66, the open interest changed by 35 which increased total open position to 244


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 21.95, which was 8.9 higher than the previous day. The implied volatity was 39.67, the open interest changed by 9 which increased total open position to 213


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 14.85, which was 1.75 higher than the previous day. The implied volatity was 36.93, the open interest changed by 15 which increased total open position to 204


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 14.2, which was 1.85 higher than the previous day. The implied volatity was 37.88, the open interest changed by 46 which increased total open position to 189


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 12.6, which was 3.65 higher than the previous day. The implied volatity was 33.62, the open interest changed by 44 which increased total open position to 143


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 9, which was 2.3 higher than the previous day. The implied volatity was 35.65, the open interest changed by 83 which increased total open position to 100


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 7, which was -2.65 lower than the previous day. The implied volatity was 35.45, the open interest changed by -1 which decreased total open position to 18


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 9.65, which was -2.85 lower than the previous day. The implied volatity was 36.15, the open interest changed by 9 which increased total open position to 19


On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 12.5, which was 0.4 higher than the previous day. The implied volatity was 34.31, the open interest changed by 4 which increased total open position to 9


On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 11.6, which was -16.1 lower than the previous day. The implied volatity was 30.73, the open interest changed by 4 which increased total open position to 4


On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 5.52, 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 27.7, which was 0 lower than the previous day. The implied volatity was 3.73, 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 27.7, which was 0 lower than the previous day. The implied volatity was 1.79, 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 27.7, which was 0 lower than the previous day. The implied volatity was 3.15, 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 27.7, which was 0 lower than the previous day. The implied volatity was 2.03, 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 27.7, which was 0 lower than the previous day. The implied volatity was 2.29, 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 27.7, which was 0 lower than the previous day. The implied volatity was 3.50, 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 27.7, which was 0 lower than the previous day. The implied volatity was 1.88, 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 27.7, 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 27.7, 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 27.7, which was 0 lower than the previous day. The implied volatity was 0.74, 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 27.7, which was 0 lower than the previous day. The implied volatity was 1.24, 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 27.7, which was 0 lower than the previous day. The implied volatity was 1.24, 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 27.7, which was 0 lower than the previous day. The implied volatity was 2.41, 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 27.7, which was 0 lower than the previous day. The implied volatity was 3.15, 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 27.7, which was 0 lower than the previous day. The implied volatity was 3.73, 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 27.7, which was 0 lower than the previous day. The implied volatity was 4.64, 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 27.7, which was 0 lower than the previous day. The implied volatity was 6.04, 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 27.7, which was 0 lower than the previous day. The implied volatity was 6.20, 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 27.7, which was 0 lower than the previous day. The implied volatity was 4.21, 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 27.7, which was 0 lower than the previous day. The implied volatity was 6.64, 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 27.7, which was 0 lower than the previous day. The implied volatity was 4.76, 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 27.7, which was 0 lower than the previous day. The implied volatity was 5.01, 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 6.34, 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 6.98, 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 7.09, 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 6.83, 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 6.04, 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 3.73, 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 4.69, the open interest changed by 0 which decreased total open position to 0