AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
24 Apr 2026 01:39 PM IST
| AUROPHARMA 28-Apr-2026 (4d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1417.60 | 307.75 | -14.5 | - | 0 | 0 | 30 | |||||||||
| 23 Apr | 1435.40 | 307.75 | -14.5 | 71.21 | 0 | 0 | 30 | |||||||||
| 22 Apr | 1421.20 | 307.75 | 7.75 | 71.21 | 6 | -4 | 30 | |||||||||
| 21 Apr | 1391.70 | 300 | 27.80000000000001 | 76.93 | 8 | -7 | 35 | |||||||||
| 20 Apr | 1367.80 | 272.85 | 31.450000000000017 | 67.46 | 24 | 6 | 43 | |||||||||
| 17 Apr | 1386.00 | 241.4 | -1.0999999999999943 | - | 0 | 0 | 37 | |||||||||
| 16 Apr | 1386.50 | 241.4 | -1.0999999999999943 | - | 0 | 0 | 37 | |||||||||
| 15 Apr | 1373.90 | 241.4 | -1.0999999999999943 | - | 0 | 0 | 37 | |||||||||
| 13 Apr | 1339.80 | 241.4 | -2.4000000000000057 | 35.85 | 3 | 0 | 37 | |||||||||
| 10 Apr | 1349.40 | 243.8 | 4.350000000000023 | - | 0 | 0 | 37 | |||||||||
| 9 Apr | 1340.40 | 243.8 | 12.4 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1335.70 | 243.8 | 12.4 | 45.92 | 2 | 0 | 37 | |||||||||
| 7 Apr | 1330.00 | 231.4 | -6.3 | 40.46 | 2 | 0 | 39 | |||||||||
| 6 Apr | 1340.40 | 237.7 | 40.9 | - | 2 | 0 | 37 | |||||||||
| 2 Apr | 1333.70 | 196.8 | -21.2 | 29.67 | 25 | -1 | 37 | |||||||||
| 1 Apr | 1342.10 | 218 | -7.65 | - | 0 | 0 | 38 | |||||||||
| 30 Mar | 1304.40 | 218 | -7.65 | 49.46 | 1 | 0 | 37 | |||||||||
| 27 Mar | 1314.20 | 225.65 | 10.65 | 33.45 | 14 | 9 | 38 | |||||||||
| 25 Mar | 1307.80 | 215 | 16 | 35.45 | 1 | 0 | 28 | |||||||||
| 24 Mar | 1281.60 | 198 | 38 | 41.62 | 25 | 24 | 27 | |||||||||
| 23 Mar | 1278.70 | 160 | -30 | - | 0 | 0 | 3 | |||||||||
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| 20 Mar | 1291.40 | 160 | -30 | - | 1 | 1 | 2 | |||||||||
| 19 Mar | 1247.50 | 160 | -30 | 21.63 | 1 | 0 | 2 | |||||||||
| 18 Mar | 1269.00 | 190 | 0 | 39.79 | 1 | 0 | 1 | |||||||||
| 17 Mar | 1286.00 | 190 | 94.15 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 1279.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1296.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1311.90 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1304.80 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1285.90 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1247.30 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1231.90 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1225.50 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1195.40 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1210.40 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1220.40 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1220.70 | 95.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1211.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1164.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1150.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1158.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1171.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1159.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1186.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1184.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1145.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1157.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1146.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1124.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1203.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1191.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1181.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1212.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1226.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1171.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1172.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1207.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1150.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1100 expiring on 28APR2026
Delta for 1100 CE is -
Historical price for 1100 CE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 307.75, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 307.75, which was -14.5 lower than the previous day. The implied volatity was 71.21, the open interest changed by 0 which decreased total open position to 30
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 307.75, which was 7.75 higher than the previous day. The implied volatity was 71.21, the open interest changed by -4 which decreased total open position to 30
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 300, which was 27.80000000000001 higher than the previous day. The implied volatity was 76.93, the open interest changed by -7 which decreased total open position to 35
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 272.85, which was 31.450000000000017 higher than the previous day. The implied volatity was 67.46, the open interest changed by 6 which increased total open position to 43
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 241.4, which was -1.0999999999999943 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 241.4, which was -1.0999999999999943 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 241.4, which was -1.0999999999999943 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 241.4, which was -2.4000000000000057 lower than the previous day. The implied volatity was 35.85, the open interest changed by 0 which decreased total open position to 37
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 243.8, which was 4.350000000000023 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 243.8, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 243.8, which was 12.4 higher than the previous day. The implied volatity was 45.92, the open interest changed by 0 which decreased total open position to 37
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 231.4, which was -6.3 lower than the previous day. The implied volatity was 40.46, the open interest changed by 0 which decreased total open position to 39
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 237.7, which was 40.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 196.8, which was -21.2 lower than the previous day. The implied volatity was 29.67, the open interest changed by -1 which decreased total open position to 37
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 218, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 218, which was -7.65 lower than the previous day. The implied volatity was 49.46, the open interest changed by 0 which decreased total open position to 37
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 225.65, which was 10.65 higher than the previous day. The implied volatity was 33.45, the open interest changed by 9 which increased total open position to 38
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 215, which was 16 higher than the previous day. The implied volatity was 35.45, the open interest changed by 0 which decreased total open position to 28
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 198, which was 38 higher than the previous day. The implied volatity was 41.62, the open interest changed by 24 which increased total open position to 27
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 160, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 160, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 19 Mar AUROPHARMA was trading at 1247.50. The strike last trading price was 160, which was -30 lower than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 2
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was 39.79, the open interest changed by 0 which decreased total open position to 1
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 190, which was 94.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was -, 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 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was -, 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 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 95.85, 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 1304.80. The strike last trading price was 95.85, 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 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 95.85, 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 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 95.85, 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 1231.90. The strike last trading price was 95.85, 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 1225.50. The strike last trading price was 95.85, 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 4 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 95.85, 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 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 95.85, 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 Feb AUROPHARMA was trading at 1220.40. The strike last trading price was 95.85, 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 1220.70. The strike last trading price was 95.85, 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 1211.50. The strike last trading price was -, 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 24 Feb AUROPHARMA was trading at 1164.40. 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 23 Feb AUROPHARMA was trading at 1150.60. 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 20 Feb AUROPHARMA was trading at 1158.80. 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 19 Feb AUROPHARMA was trading at 1171.40. 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 18 Feb AUROPHARMA was trading at 1159.60. 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 17 Feb AUROPHARMA was trading at 1186.70. 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 16 Feb AUROPHARMA was trading at 1184.60. 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 13 Feb AUROPHARMA was trading at 1145.60. 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 12 Feb AUROPHARMA was trading at 1157.90. 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 1146.60. 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 10 Feb AUROPHARMA was trading at 1124.10. 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 9 Feb AUROPHARMA was trading at 1203.70. 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 1191.00. 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 Feb AUROPHARMA was trading at 1181.60. 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 4 Feb AUROPHARMA was trading at 1212.70. 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 3 Feb AUROPHARMA was trading at 1226.10. 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 2 Feb AUROPHARMA was trading at 1171.00. 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 1 Feb AUROPHARMA was trading at 1172.10. 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 30 Jan AUROPHARMA was trading at 1207.70. 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 29 Jan AUROPHARMA was trading at 1150.60. 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 28-Apr-2026 (4d) 1100 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.05
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1417.60 | 0.1 | 0 | 84.68 | 4 | -1 | 66 |
| 23 Apr | 1435.40 | 0.1 | 0.05 | 79.37 | 19 | -4 | 68 |
| 22 Apr | 1421.20 | 0.05 | -0.35000000000000003 | 64.03 | 21 | -14 | 70 |
| 21 Apr | 1391.70 | 0.4 | -0.19999999999999996 | 71.19 | 1 | 0 | 85 |
| 20 Apr | 1367.80 | 0.6 | 0.09999999999999998 | 66.29 | 3 | 0 | 84 |
| 17 Apr | 1386.00 | 0.5 | 0.15000000000000002 | 57.86 | 2 | 0 | 84 |
| 16 Apr | 1386.50 | 0.35 | -0.4 | 53.14 | 28 | -4 | 85 |
| 15 Apr | 1373.90 | 0.75 | -0.19999999999999996 | 55.16 | 53 | -41 | 89 |
| 13 Apr | 1339.80 | 0.95 | 0.09999999999999998 | 49.39 | 88 | -34 | 135 |
| 10 Apr | 1349.40 | 0.85 | -0.29999999999999993 | 44.57 | 80 | 65 | 171 |
| 9 Apr | 1340.40 | 1.2 | 0 | 45.35 | 18 | 7 | 105 |
| 8 Apr | 1335.70 | 1.2 | -0.45 | 43.67 | 85 | -19 | 87 |
| 7 Apr | 1330.00 | 1.65 | -0.45 | 44.32 | 157 | -20 | 98 |
| 6 Apr | 1340.40 | 2.15 | -1.6 | 46.88 | 127 | -20 | 119 |
| 2 Apr | 1333.70 | 3.6 | 0 | 47.38 | 530 | 46 | 140 |
| 1 Apr | 1342.10 | 3.6 | -3.3 | 47.21 | 98 | 13 | 93 |
| 30 Mar | 1304.40 | 7 | -2 | 47.9 | 42 | 1 | 83 |
| 27 Mar | 1314.20 | 8.9 | -0.65 | 50.31 | 39 | -9 | 81 |
| 25 Mar | 1307.80 | 9.55 | -1.25 | 49.23 | 49 | 7 | 90 |
| 24 Mar | 1281.60 | 10.7 | 0.15 | 45.8 | 79 | 8 | 82 |
| 23 Mar | 1278.70 | 10.6 | -38.75 | 45.7 | 111 | 72 | 72 |
| 20 Mar | 1291.40 | 49.35 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1247.50 | 49.35 | 0 | 10.75 | 0 | 0 | 0 |
| 18 Mar | 1269.00 | 49.35 | 0 | 12.1 | 0 | 0 | 0 |
| 17 Mar | 1286.00 | 49.35 | 0 | 12.86 | 0 | 0 | 0 |
| 16 Mar | 1279.60 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 1296.50 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 1311.90 | 49.35 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1304.80 | 49.35 | 0 | 13.07 | 0 | 0 | 0 |
| 10 Mar | 1285.90 | 49.35 | 0 | 12.17 | 0 | 0 | 0 |
| 9 Mar | 1247.30 | 49.35 | 0 | 9.58 | 0 | 0 | 0 |
| 6 Mar | 1231.90 | 49.35 | 0 | 8.76 | 0 | 0 | 0 |
| 5 Mar | 1225.50 | 49.35 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1195.40 | 49.35 | 0 | 6.32 | 0 | 0 | 0 |
| 2 Mar | 1210.40 | 49.35 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1220.40 | 49.35 | 0 | 7.89 | 0 | 0 | 0 |
| 26 Feb | 1220.70 | 49.35 | 0 | 7.91 | 0 | 0 | 0 |
| 25 Feb | 1211.50 | - | - | - | 0 | 0 | 0 |
| 24 Feb | 1164.40 | 49.35 | 0 | 4.85 | 0 | 0 | 0 |
| 23 Feb | 1150.60 | 49.35 | 0 | 4.16 | 0 | 0 | 0 |
| 20 Feb | 1158.80 | 49.35 | 0 | 4.4 | 0 | 0 | 0 |
| 19 Feb | 1171.40 | 49.35 | 0 | 6.3 | 0 | 0 | 0 |
| 18 Feb | 1159.60 | 49.35 | 0 | 3.52 | 0 | 0 | 0 |
| 17 Feb | 1186.70 | 0 | 0 | 5.89 | 0 | 0 | 0 |
| 16 Feb | 1184.60 | 0 | 0 | 5.7 | 0 | 0 | 0 |
| 13 Feb | 1145.60 | 0 | 0 | 3.7 | 0 | 0 | 0 |
| 12 Feb | 1157.90 | 0 | 0 | 3.94 | 0 | 0 | 0 |
| 11 Feb | 1146.60 | 0 | 0 | 3.88 | 0 | 0 | 0 |
| 10 Feb | 1124.10 | 0 | 0 | 2.78 | 0 | 0 | 0 |
| 9 Feb | 1203.70 | 0 | 0 | 6.17 | 0 | 0 | 0 |
| 6 Feb | 1191.00 | 0 | 0 | 5.65 | 0 | 0 | 0 |
| 5 Feb | 1181.60 | 0 | 0 | 5.88 | 0 | 0 | 0 |
| 4 Feb | 1212.70 | 0 | 0 | 6.07 | 0 | 0 | 0 |
| 3 Feb | 1226.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1171.00 | 0 | 0 | 4.79 | 0 | 0 | 0 |
| 1 Feb | 1172.10 | 0 | 0 | 5.1 | 0 | 0 | 0 |
| 30 Jan | 1207.70 | 0 | 0 | 5.55 | 0 | 0 | 0 |
| 29 Jan | 1150.60 | 0 | 0 | 3.71 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1100 expiring on 28APR2026
Delta for 1100 PE is 0
Historical price for 1100 PE is as follows
On 24 Apr AUROPHARMA was trading at 1417.60. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 84.68, the open interest changed by -1 which decreased total open position to 66
On 23 Apr AUROPHARMA was trading at 1435.40. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 79.37, the open interest changed by -4 which decreased total open position to 68
On 22 Apr AUROPHARMA was trading at 1421.20. The strike last trading price was 0.05, which was -0.35000000000000003 lower than the previous day. The implied volatity was 64.03, the open interest changed by -14 which decreased total open position to 70
On 21 Apr AUROPHARMA was trading at 1391.70. The strike last trading price was 0.4, which was -0.19999999999999996 lower than the previous day. The implied volatity was 71.19, the open interest changed by 0 which decreased total open position to 85
On 20 Apr AUROPHARMA was trading at 1367.80. The strike last trading price was 0.6, which was 0.09999999999999998 higher than the previous day. The implied volatity was 66.29, the open interest changed by 0 which decreased total open position to 84
On 17 Apr AUROPHARMA was trading at 1386.00. The strike last trading price was 0.5, which was 0.15000000000000002 higher than the previous day. The implied volatity was 57.86, the open interest changed by 0 which decreased total open position to 84
On 16 Apr AUROPHARMA was trading at 1386.50. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 53.14, the open interest changed by -4 which decreased total open position to 85
On 15 Apr AUROPHARMA was trading at 1373.90. The strike last trading price was 0.75, which was -0.19999999999999996 lower than the previous day. The implied volatity was 55.16, the open interest changed by -41 which decreased total open position to 89
On 13 Apr AUROPHARMA was trading at 1339.80. The strike last trading price was 0.95, which was 0.09999999999999998 higher than the previous day. The implied volatity was 49.39, the open interest changed by -34 which decreased total open position to 135
On 10 Apr AUROPHARMA was trading at 1349.40. The strike last trading price was 0.85, which was -0.29999999999999993 lower than the previous day. The implied volatity was 44.57, the open interest changed by 65 which increased total open position to 171
On 9 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 45.35, the open interest changed by 7 which increased total open position to 105
On 8 Apr AUROPHARMA was trading at 1335.70. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 43.67, the open interest changed by -19 which decreased total open position to 87
On 7 Apr AUROPHARMA was trading at 1330.00. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 44.32, the open interest changed by -20 which decreased total open position to 98
On 6 Apr AUROPHARMA was trading at 1340.40. The strike last trading price was 2.15, which was -1.6 lower than the previous day. The implied volatity was 46.88, the open interest changed by -20 which decreased total open position to 119
On 2 Apr AUROPHARMA was trading at 1333.70. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 47.38, the open interest changed by 46 which increased total open position to 140
On 1 Apr AUROPHARMA was trading at 1342.10. The strike last trading price was 3.6, which was -3.3 lower than the previous day. The implied volatity was 47.21, the open interest changed by 13 which increased total open position to 93
On 30 Mar AUROPHARMA was trading at 1304.40. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 47.9, the open interest changed by 1 which increased total open position to 83
On 27 Mar AUROPHARMA was trading at 1314.20. The strike last trading price was 8.9, which was -0.65 lower than the previous day. The implied volatity was 50.31, the open interest changed by -9 which decreased total open position to 81
On 25 Mar AUROPHARMA was trading at 1307.80. The strike last trading price was 9.55, which was -1.25 lower than the previous day. The implied volatity was 49.23, the open interest changed by 7 which increased total open position to 90
On 24 Mar AUROPHARMA was trading at 1281.60. The strike last trading price was 10.7, which was 0.15 higher than the previous day. The implied volatity was 45.8, the open interest changed by 8 which increased total open position to 82
On 23 Mar AUROPHARMA was trading at 1278.70. The strike last trading price was 10.6, which was -38.75 lower than the previous day. The implied volatity was 45.7, the open interest changed by 72 which increased total open position to 72
On 20 Mar AUROPHARMA was trading at 1291.40. The strike last trading price was 49.35, 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 1247.50. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 10.75, the open interest changed by 0 which decreased total open position to 0
On 18 Mar AUROPHARMA was trading at 1269.00. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 12.1, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AUROPHARMA was trading at 1286.00. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 12.86, the open interest changed by 0 which decreased total open position to 0
On 16 Mar AUROPHARMA was trading at 1279.60. The strike last trading price was -, 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 13 Mar AUROPHARMA was trading at 1296.50. The strike last trading price was -, 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 12 Mar AUROPHARMA was trading at 1311.90. The strike last trading price was 49.35, 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 1304.80. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 13.07, the open interest changed by 0 which decreased total open position to 0
On 10 Mar AUROPHARMA was trading at 1285.90. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 12.17, the open interest changed by 0 which decreased total open position to 0
On 9 Mar AUROPHARMA was trading at 1247.30. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 9.58, the open interest changed by 0 which decreased total open position to 0
On 6 Mar AUROPHARMA was trading at 1231.90. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 8.76, the open interest changed by 0 which decreased total open position to 0
On 5 Mar AUROPHARMA was trading at 1225.50. The strike last trading price was 49.35, 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 Mar AUROPHARMA was trading at 1195.40. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
On 2 Mar AUROPHARMA was trading at 1210.40. The strike last trading price was 49.35, 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 1220.40. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0
On 26 Feb AUROPHARMA was trading at 1220.70. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
On 25 Feb AUROPHARMA was trading at 1211.50. The strike last trading price was -, 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 24 Feb AUROPHARMA was trading at 1164.40. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
On 23 Feb AUROPHARMA was trading at 1150.60. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
On 20 Feb AUROPHARMA was trading at 1158.80. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 4.4, the open interest changed by 0 which decreased total open position to 0
On 19 Feb AUROPHARMA was trading at 1171.40. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 6.3, the open interest changed by 0 which decreased total open position to 0
On 18 Feb AUROPHARMA was trading at 1159.60. The strike last trading price was 49.35, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 17 Feb AUROPHARMA was trading at 1186.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 16 Feb AUROPHARMA was trading at 1184.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.7, the open interest changed by 0 which decreased total open position to 0
On 13 Feb AUROPHARMA was trading at 1145.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.7, the open interest changed by 0 which decreased total open position to 0
On 12 Feb AUROPHARMA was trading at 1157.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 11 Feb AUROPHARMA was trading at 1146.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AUROPHARMA was trading at 1124.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 9 Feb AUROPHARMA was trading at 1203.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0
On 6 Feb AUROPHARMA was trading at 1191.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0
On 5 Feb AUROPHARMA was trading at 1181.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
On 4 Feb AUROPHARMA was trading at 1212.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
On 3 Feb AUROPHARMA was trading at 1226.10. 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 2 Feb AUROPHARMA was trading at 1171.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AUROPHARMA was trading at 1172.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.1, the open interest changed by 0 which decreased total open position to 0
On 30 Jan AUROPHARMA was trading at 1207.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
On 29 Jan AUROPHARMA was trading at 1150.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
