AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
07 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.94
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 1094.05 | 45.55 | 1.5 | 47.14 | 3,624 | 20 | 905 | |||
| 4 Apr | 1105.35 | 44.25 | -50.5 | 37.06 | 8,176 | 811 | 907 | |||
| 3 Apr | 1176.35 | 94.1 | 9.6 | 37.75 | 85 | 7 | 96 | |||
| 2 Apr | 1157.85 | 84.75 | 20.7 | 40.33 | 118 | 21 | 90 | |||
| 1 Apr | 1134.15 | 62.3 | -21.5 | 38.92 | 90 | 13 | 69 | |||
| 28 Mar | 1160.50 | 83.55 | -1.95 | 37.07 | 19 | 7 | 56 | |||
| 27 Mar | 1164.25 | 85.5 | -1.5 | 30.54 | 51 | 22 | 49 | |||
| 26 Mar | 1157.45 | 87 | -28 | 37.76 | 17 | 9 | 27 | |||
| 25 Mar | 1194.95 | 115 | -12.55 | 34.11 | 19 | 4 | 17 | |||
| 24 Mar | 1209.60 | 127.55 | 17.55 | 35.12 | 1 | 0 | 12 | |||
| 21 Mar | 1200.35 | 110 | 20.65 | - | 4 | 1 | 11 | |||
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| 20 Mar | 1174.15 | 89.35 | -1.65 | 21.49 | 1 | 0 | 10 | |||
| 19 Mar | 1163.80 | 91 | 19 | 32.41 | 3 | 0 | 11 | |||
| 18 Mar | 1137.00 | 72 | 15.35 | 29.37 | 2 | 1 | 11 | |||
| 17 Mar | 1111.70 | 56.65 | 7.65 | 29.32 | 6 | 2 | 10 | |||
| 13 Mar | 1094.75 | 49 | -2.45 | 31.30 | 13 | 7 | 8 | |||
| 12 Mar | 1107.90 | 51.45 | -3.45 | 26.31 | 1 | 0 | 0 | |||
| 11 Mar | 1090.65 | 54.9 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1093.20 | 54.9 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1097.40 | 54.9 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1114.50 | 54.9 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1093.00 | 54.9 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1062.50 | 54.9 | 0 | 1.67 | 0 | 0 | 0 | |||
| 28 Feb | 1058.30 | 54.9 | 0 | 1.89 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1100 expiring on 24APR2025
Delta for 1100 CE is 0.53
Historical price for 1100 CE is as follows
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 45.55, which was 1.5 higher than the previous day. The implied volatity was 47.14, the open interest changed by 20 which increased total open position to 905
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 44.25, which was -50.5 lower than the previous day. The implied volatity was 37.06, the open interest changed by 811 which increased total open position to 907
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 94.1, which was 9.6 higher than the previous day. The implied volatity was 37.75, the open interest changed by 7 which increased total open position to 96
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 84.75, which was 20.7 higher than the previous day. The implied volatity was 40.33, the open interest changed by 21 which increased total open position to 90
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 62.3, which was -21.5 lower than the previous day. The implied volatity was 38.92, the open interest changed by 13 which increased total open position to 69
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 83.55, which was -1.95 lower than the previous day. The implied volatity was 37.07, the open interest changed by 7 which increased total open position to 56
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 85.5, which was -1.5 lower than the previous day. The implied volatity was 30.54, the open interest changed by 22 which increased total open position to 49
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 87, which was -28 lower than the previous day. The implied volatity was 37.76, the open interest changed by 9 which increased total open position to 27
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 115, which was -12.55 lower than the previous day. The implied volatity was 34.11, the open interest changed by 4 which increased total open position to 17
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 127.55, which was 17.55 higher than the previous day. The implied volatity was 35.12, the open interest changed by 0 which decreased total open position to 12
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 110, which was 20.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 89.35, which was -1.65 lower than the previous day. The implied volatity was 21.49, the open interest changed by 0 which decreased total open position to 10
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 91, which was 19 higher than the previous day. The implied volatity was 32.41, the open interest changed by 0 which decreased total open position to 11
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 72, which was 15.35 higher than the previous day. The implied volatity was 29.37, the open interest changed by 1 which increased total open position to 11
On 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 56.65, which was 7.65 higher than the previous day. The implied volatity was 29.32, the open interest changed by 2 which increased total open position to 10
On 13 Mar AUROPHARMA was trading at 1094.75. The strike last trading price was 49, which was -2.45 lower than the previous day. The implied volatity was 31.30, the open interest changed by 7 which increased total open position to 8
On 12 Mar AUROPHARMA was trading at 1107.90. The strike last trading price was 51.45, which was -3.45 lower than the previous day. The implied volatity was 26.31, 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 54.9, 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 1093.20. The strike last trading price was 54.9, 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 54.9, 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 54.9, 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 54.9, 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 54.9, which was 0 lower than the previous day. The implied volatity was 1.67, 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 54.9, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.94
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 1094.05 | 45.35 | 7.6 | 49.22 | 2,050 | -199 | 1,008 |
| 4 Apr | 1105.35 | 37.05 | 23.95 | 41.58 | 13,666 | 178 | 1,219 |
| 3 Apr | 1176.35 | 13.3 | -6.75 | 38.50 | 4,395 | 401 | 1,038 |
| 2 Apr | 1157.85 | 19.85 | -6.55 | 41.09 | 1,050 | 40 | 651 |
| 1 Apr | 1134.15 | 28.55 | 10.55 | 39.07 | 1,601 | 95 | 612 |
| 28 Mar | 1160.50 | 19 | 2.25 | 35.67 | 1,066 | 228 | 517 |
| 27 Mar | 1164.25 | 16.6 | -0.5 | 35.22 | 1,160 | 120 | 289 |
| 26 Mar | 1157.45 | 17.3 | 5.65 | 33.27 | 298 | 37 | 169 |
| 25 Mar | 1194.95 | 11.9 | 2.9 | 35.74 | 171 | 50 | 131 |
| 24 Mar | 1209.60 | 8.35 | -1.9 | 33.35 | 91 | 46 | 81 |
| 21 Mar | 1200.35 | 10.25 | -4.35 | 32.82 | 72 | 14 | 35 |
| 20 Mar | 1174.15 | 14.6 | -2.95 | 31.99 | 26 | 2 | 22 |
| 19 Mar | 1163.80 | 17.5 | -7.2 | 31.79 | 22 | 8 | 19 |
| 18 Mar | 1137.00 | 24.7 | -11.05 | 32.36 | 17 | 0 | 10 |
| 17 Mar | 1111.70 | 35.75 | -13.65 | 33.97 | 6 | 1 | 10 |
| 13 Mar | 1094.75 | 49.4 | 0 | 0.00 | 0 | 5 | 0 |
| 12 Mar | 1107.90 | 49.4 | 4.4 | 39.74 | 5 | 4 | 8 |
| 11 Mar | 1090.65 | 45 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 1093.20 | 45 | -4 | 30.25 | 1 | 1 | 3 |
| 7 Mar | 1097.40 | 49 | 7 | 34.71 | 2 | 1 | 2 |
| 6 Mar | 1114.50 | 42 | -20.2 | 34.64 | 1 | 0 | 0 |
| 5 Mar | 1093.00 | 62.2 | 0 | 0.77 | 0 | 0 | 0 |
| 3 Mar | 1062.50 | 62.2 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1058.30 | 62.2 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1100 expiring on 24APR2025
Delta for 1100 PE is -0.47
Historical price for 1100 PE is as follows
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 45.35, which was 7.6 higher than the previous day. The implied volatity was 49.22, the open interest changed by -199 which decreased total open position to 1008
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 37.05, which was 23.95 higher than the previous day. The implied volatity was 41.58, the open interest changed by 178 which increased total open position to 1219
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 13.3, which was -6.75 lower than the previous day. The implied volatity was 38.50, the open interest changed by 401 which increased total open position to 1038
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 19.85, which was -6.55 lower than the previous day. The implied volatity was 41.09, the open interest changed by 40 which increased total open position to 651
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 28.55, which was 10.55 higher than the previous day. The implied volatity was 39.07, the open interest changed by 95 which increased total open position to 612
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 19, which was 2.25 higher than the previous day. The implied volatity was 35.67, the open interest changed by 228 which increased total open position to 517
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 16.6, which was -0.5 lower than the previous day. The implied volatity was 35.22, the open interest changed by 120 which increased total open position to 289
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 17.3, which was 5.65 higher than the previous day. The implied volatity was 33.27, the open interest changed by 37 which increased total open position to 169
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 11.9, which was 2.9 higher than the previous day. The implied volatity was 35.74, the open interest changed by 50 which increased total open position to 131
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 8.35, which was -1.9 lower than the previous day. The implied volatity was 33.35, the open interest changed by 46 which increased total open position to 81
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 10.25, which was -4.35 lower than the previous day. The implied volatity was 32.82, the open interest changed by 14 which increased total open position to 35
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 14.6, which was -2.95 lower than the previous day. The implied volatity was 31.99, the open interest changed by 2 which increased total open position to 22
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 17.5, which was -7.2 lower than the previous day. The implied volatity was 31.79, the open interest changed by 8 which increased total open position to 19
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 24.7, which was -11.05 lower than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 10
On 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 35.75, which was -13.65 lower than the previous day. The implied volatity was 33.97, the open interest changed by 1 which increased total open position to 10
On 13 Mar AUROPHARMA was trading at 1094.75. The strike last trading price was 49.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 12 Mar AUROPHARMA was trading at 1107.90. The strike last trading price was 49.4, which was 4.4 higher than the previous day. The implied volatity was 39.74, the open interest changed by 4 which increased total open position to 8
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 1 which increased total open position to 0
On 10 Mar AUROPHARMA was trading at 1093.20. The strike last trading price was 45, which was -4 lower than the previous day. The implied volatity was 30.25, the open interest changed by 1 which increased total open position to 3
On 7 Mar AUROPHARMA was trading at 1097.40. The strike last trading price was 49, which was 7 higher than the previous day. The implied volatity was 34.71, the open interest changed by 1 which increased total open position to 2
On 6 Mar AUROPHARMA was trading at 1114.50. The strike last trading price was 42, which was -20.2 lower than the previous day. The implied volatity was 34.64, 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 62.2, which was 0 lower than the previous day. The implied volatity was 0.77, 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 62.2, 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 62.2, 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
