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

1303.55 48.90 (3.90%)

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Historical option data for AUROPHARMA

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 1303.55 208 64.00 - 1,650 27,500 27,500
4 Jul 1254.65 144 - 0 0 0
3 Jul 1238.80 144 - 2,200 0 27,500
2 Jul 1213.05 118.9 - 0 550 0
1 Jul 1211.80 118.9 - 0 550 0
28 Jun 1207.60 118.9 - 13,200 550 27,500
27 Jun 1188.25 109.6 - 10,450 7,700 26,950
26 Jun 1197.95 118.5 - 9,900 0 19,250
25 Jun 1217.95 131.3 - 4,950 2,750 19,250
24 Jun 1218.65 133 - 15,950 14,850 15,950
21 Jun 1241.10 148.00 - 0 1,100 0
20 Jun 1243.20 148.00 - 1,100 0 0
19 Jun 1221.70 136.35 - 0 0 0
18 Jun 1242.70 136.35 - 0 0 0
14 Jun 1259.00 136.35 - 0 0 0
13 Jun 1254.65 136.35 - 0 0 0
12 Jun 1248.95 136.35 - 0 0 0
11 Jun 1257.00 136.35 - 0 0 0
10 Jun 1249.20 136.35 - 0 0 0
7 Jun 1265.15 136.35 - 0 0 0
6 Jun 1251.30 136.35 - 0 0 0
5 Jun 1266.40 136.35 - 0 0 0
4 Jun 1197.35 136.35 - 0 0 0
3 Jun 1227.40 136.35 - 0 0 0
31 May 1185.70 136.35 - 0 0 0


For AUROBINDO PHARMA LTD - strike price 1100 expiring on 25JUL2024

Delta for 1100 CE is -

Historical price for 1100 CE is as follows

On 5 Jul AUROPHARMA was trading at 1303.55. The strike last trading price was 208, which was 64.00 higher than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 27500


On 4 Jul AUROPHARMA was trading at 1254.65. The strike last trading price was 144, 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 3 Jul AUROPHARMA was trading at 1238.80. The strike last trading price was 144, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27500


On 2 Jul AUROPHARMA was trading at 1213.05. The strike last trading price was 118.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0


On 1 Jul AUROPHARMA was trading at 1211.80. The strike last trading price was 118.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0


On 28 Jun AUROPHARMA was trading at 1207.60. The strike last trading price was 118.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 27500


On 27 Jun AUROPHARMA was trading at 1188.25. The strike last trading price was 109.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 26950


On 26 Jun AUROPHARMA was trading at 1197.95. The strike last trading price was 118.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19250


On 25 Jun AUROPHARMA was trading at 1217.95. The strike last trading price was 131.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 19250


On 24 Jun AUROPHARMA was trading at 1218.65. The strike last trading price was 133, which was lower than the previous day. The implied volatity was -, the open interest changed by 14850 which increased total open position to 15950


On 21 Jun AUROPHARMA was trading at 1241.10. The strike last trading price was 148.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 0


On 20 Jun AUROPHARMA was trading at 1243.20. The strike last trading price was 148.00, 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 19 Jun AUROPHARMA was trading at 1221.70. The strike last trading price was 136.35, 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 18 Jun AUROPHARMA was trading at 1242.70. The strike last trading price was 136.35, 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 14 Jun AUROPHARMA was trading at 1259.00. The strike last trading price was 136.35, 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 Jun AUROPHARMA was trading at 1254.65. The strike last trading price was 136.35, 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 Jun AUROPHARMA was trading at 1248.95. The strike last trading price was 136.35, 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 11 Jun AUROPHARMA was trading at 1257.00. The strike last trading price was 136.35, 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 10 Jun AUROPHARMA was trading at 1249.20. The strike last trading price was 136.35, 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 7 Jun AUROPHARMA was trading at 1265.15. The strike last trading price was 136.35, 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 6 Jun AUROPHARMA was trading at 1251.30. The strike last trading price was 136.35, 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 5 Jun AUROPHARMA was trading at 1266.40. The strike last trading price was 136.35, 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 4 Jun AUROPHARMA was trading at 1197.35. The strike last trading price was 136.35, 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 3 Jun AUROPHARMA was trading at 1227.40. The strike last trading price was 136.35, 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 31 May AUROPHARMA was trading at 1185.70. The strike last trading price was 136.35, 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
5 Jul 1303.55 0.9 -1.10 - 2,26,600 -70,400 1,40,250
4 Jul 1254.65 2 - 1,58,950 -3,850 2,10,650
3 Jul 1238.80 2.75 - 1,88,100 -11,000 2,14,500
2 Jul 1213.05 4.95 - 1,07,800 -25,300 2,25,500
1 Jul 1211.80 5 - 1,50,700 4,400 2,50,800
28 Jun 1207.60 5.85 - 4,76,300 1,50,700 2,46,400
27 Jun 1188.25 10.2 - 81,400 31,900 95,700
26 Jun 1197.95 7.5 - 1,11,650 31,900 63,800
25 Jun 1217.95 4.75 - 46,200 -10,450 31,900
24 Jun 1218.65 4.55 - 28,050 7,700 42,350
21 Jun 1241.10 4.70 - 26,950 24,200 34,100
20 Jun 1243.20 5.25 - 3,850 9,900 9,900
19 Jun 1221.70 6.95 - 0 2,750 0
18 Jun 1242.70 6.95 - 8,800 2,750 7,700
14 Jun 1259.00 6.00 - 550 0 4,950
13 Jun 1254.65 8.25 - 2,200 0 4,400
12 Jun 1248.95 8.25 - 2,200 0 2,200
11 Jun 1257.00 7.60 - 550 0 1,650
10 Jun 1249.20 14.90 - 1,650 1,100 1,100
7 Jun 1265.15 23.60 - 0 0 0
6 Jun 1251.30 23.60 - 0 0 0
5 Jun 1266.40 23.60 - 0 0 0
4 Jun 1197.35 23.60 - 0 0 0
3 Jun 1227.40 23.60 - 0 0 0
31 May 1185.70 23.60 - 0 0 0


For AUROBINDO PHARMA LTD - strike price 1100 expiring on 25JUL2024

Delta for 1100 PE is -

Historical price for 1100 PE is as follows

On 5 Jul AUROPHARMA was trading at 1303.55. The strike last trading price was 0.9, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by -70400 which decreased total open position to 140250


On 4 Jul AUROPHARMA was trading at 1254.65. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by -3850 which decreased total open position to 210650


On 3 Jul AUROPHARMA was trading at 1238.80. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 214500


On 2 Jul AUROPHARMA was trading at 1213.05. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25300 which decreased total open position to 225500


On 1 Jul AUROPHARMA was trading at 1211.80. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 250800


On 28 Jun AUROPHARMA was trading at 1207.60. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150700 which increased total open position to 246400


On 27 Jun AUROPHARMA was trading at 1188.25. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 31900 which increased total open position to 95700


On 26 Jun AUROPHARMA was trading at 1197.95. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 31900 which increased total open position to 63800


On 25 Jun AUROPHARMA was trading at 1217.95. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -10450 which decreased total open position to 31900


On 24 Jun AUROPHARMA was trading at 1218.65. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 42350


On 21 Jun AUROPHARMA was trading at 1241.10. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 24200 which increased total open position to 34100


On 20 Jun AUROPHARMA was trading at 1243.20. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 9900


On 19 Jun AUROPHARMA was trading at 1221.70. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 0


On 18 Jun AUROPHARMA was trading at 1242.70. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 7700


On 14 Jun AUROPHARMA was trading at 1259.00. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4950


On 13 Jun AUROPHARMA was trading at 1254.65. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4400


On 12 Jun AUROPHARMA was trading at 1248.95. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2200


On 11 Jun AUROPHARMA was trading at 1257.00. The strike last trading price was 7.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1650


On 10 Jun AUROPHARMA was trading at 1249.20. The strike last trading price was 14.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100


On 7 Jun AUROPHARMA was trading at 1265.15. The strike last trading price was 23.60, 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 6 Jun AUROPHARMA was trading at 1251.30. The strike last trading price was 23.60, 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 5 Jun AUROPHARMA was trading at 1266.40. The strike last trading price was 23.60, 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 4 Jun AUROPHARMA was trading at 1197.35. The strike last trading price was 23.60, 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 3 Jun AUROPHARMA was trading at 1227.40. The strike last trading price was 23.60, 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 31 May AUROPHARMA was trading at 1185.70. The strike last trading price was 23.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0