AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1120 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 465.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1250.10 | 465.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1250.10 | 465.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 1235.40 | 465.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1249.00 | 465.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1249.45 | 465.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1267.40 | 465.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1289.05 | 465.35 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1120 expiring on 28NOV2024
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 465.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 465.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 465.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 465.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 465.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 465.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 465.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 465.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28NOV2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.15
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 1.1 | 0.20 | 36.32 | 90 | -5 | 66 |
| 20 Nov | 1250.10 | 0.9 | 0.00 | 37.85 | 48 | 4 | 71 |
| 19 Nov | 1250.10 | 0.9 | -0.70 | 37.85 | 48 | 4 | 71 |
| 18 Nov | 1235.40 | 1.6 | 0.20 | 37.97 | 61 | 0 | 64 |
| 14 Nov | 1249.00 | 1.4 | -0.10 | 34.10 | 62 | 7 | 65 |
| 13 Nov | 1249.45 | 1.5 | 0.60 | 33.82 | 12 | -1 | 58 |
| 12 Nov | 1267.40 | 0.9 | -0.60 | 32.35 | 69 | -28 | 60 |
| 11 Nov | 1289.05 | 1.5 | 37.46 | 348 | 88 | 88 | |
For Aurobindo Pharma Ltd - strike price 1120 expiring on 28NOV2024
Delta for 1120 PE is -0.04
Historical price for 1120 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 36.32, the open interest changed by -5 which decreased total open position to 66
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 37.85, the open interest changed by 4 which increased total open position to 71
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.9, which was -0.70 lower than the previous day. The implied volatity was 37.85, the open interest changed by 4 which increased total open position to 71
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 1.6, which was 0.20 higher than the previous day. The implied volatity was 37.97, the open interest changed by 0 which decreased total open position to 64
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 34.10, the open interest changed by 7 which increased total open position to 65
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 1.5, which was 0.60 higher than the previous day. The implied volatity was 33.82, the open interest changed by -1 which decreased total open position to 58
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 32.35, the open interest changed by -28 which decreased total open position to 60
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was 37.46, the open interest changed by 88 which increased total open position to 88
