AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 1.00
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 26.3 | -39.1 | 37.01 | 5,183 | 219 | 523 | |||
| 3 Apr | 1176.35 | 65.25 | 8.55 | 37.08 | 739 | 171 | 555 | |||
| 2 Apr | 1157.85 | 58.1 | 16.3 | 39.19 | 789 | 22 | 383 | |||
| 1 Apr | 1134.15 | 40.85 | -16.65 | 38.64 | 366 | 11 | 361 | |||
| 28 Mar | 1160.50 | 55.95 | -5.75 | 34.87 | 283 | 9 | 350 | |||
| 27 Mar | 1164.25 | 62 | 3.2 | 33.96 | 624 | 326 | 342 | |||
| 26 Mar | 1157.45 | 58.8 | -42.1 | 35.06 | 9 | 6 | 15 | |||
| 25 Mar | 1194.95 | 100.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1209.60 | 100.9 | 33.9 | 38.91 | 3 | 0 | 9 | |||
| 21 Mar | 1200.35 | 67 | 0 | 0.00 | 0 | 3 | 0 | |||
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| 20 Mar | 1174.15 | 67 | 12.4 | 28.66 | 3 | 2 | 8 | |||
| 19 Mar | 1163.80 | 54.6 | 9.6 | 24.79 | 4 | 2 | 7 | |||
| 18 Mar | 1137.00 | 45 | 5.95 | 27.85 | 5 | 3 | 3 | |||
| 17 Mar | 1111.70 | 39.05 | 0 | 1.06 | 0 | 0 | 0 | |||
| 13 Mar | 1094.75 | 39.05 | 0 | 2.58 | 0 | 0 | 0 | |||
| 11 Mar | 1090.65 | 39.05 | 0 | 2.45 | 0 | 0 | 0 | |||
| 6 Mar | 1114.50 | 39.05 | 0 | 0.73 | 0 | 0 | 0 | |||
| 5 Mar | 1093.00 | 39.05 | 0 | 2.22 | 0 | 0 | 0 | |||
| 3 Mar | 1062.50 | 39.05 | 0 | 4.23 | 0 | 0 | 0 | |||
| 28 Feb | 1058.30 | 39.05 | 0 | 4.25 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1140 expiring on 24APR2025
Delta for 1140 CE is 0.40
Historical price for 1140 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 26.3, which was -39.1 lower than the previous day. The implied volatity was 37.01, the open interest changed by 219 which increased total open position to 523
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 65.25, which was 8.55 higher than the previous day. The implied volatity was 37.08, the open interest changed by 171 which increased total open position to 555
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 58.1, which was 16.3 higher than the previous day. The implied volatity was 39.19, the open interest changed by 22 which increased total open position to 383
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 40.85, which was -16.65 lower than the previous day. The implied volatity was 38.64, the open interest changed by 11 which increased total open position to 361
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 55.95, which was -5.75 lower than the previous day. The implied volatity was 34.87, the open interest changed by 9 which increased total open position to 350
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 62, which was 3.2 higher than the previous day. The implied volatity was 33.96, the open interest changed by 326 which increased total open position to 342
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 58.8, which was -42.1 lower than the previous day. The implied volatity was 35.06, the open interest changed by 6 which increased total open position to 15
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 100.9, which was 0 lower than the previous day. The implied volatity was 0.00, 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 100.9, which was 33.9 higher than the previous day. The implied volatity was 38.91, the open interest changed by 0 which decreased total open position to 9
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 67, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 67, which was 12.4 higher than the previous day. The implied volatity was 28.66, the open interest changed by 2 which increased total open position to 8
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 54.6, which was 9.6 higher than the previous day. The implied volatity was 24.79, the open interest changed by 2 which increased total open position to 7
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 45, which was 5.95 higher than the previous day. The implied volatity was 27.85, the open interest changed by 3 which increased total open position to 3
On 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 39.05, which was 0 lower than the previous day. The implied volatity was 1.06, 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 39.05, which was 0 lower than the previous day. The implied volatity was 2.58, 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 39.05, which was 0 lower than the previous day. The implied volatity was 2.45, 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 39.05, which was 0 lower than the previous day. The implied volatity was 0.73, 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 39.05, which was 0 lower than the previous day. The implied volatity was 2.22, 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 39.05, which was 0 lower than the previous day. The implied volatity was 4.23, 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 39.05, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 1.01
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 61.65 | 38.45 | 44.32 | 1,992 | -144 | 341 |
| 3 Apr | 1176.35 | 23.2 | -9.85 | 36.50 | 2,297 | 29 | 493 |
| 2 Apr | 1157.85 | 33.35 | -10.1 | 40.20 | 707 | 112 | 462 |
| 1 Apr | 1134.15 | 45.6 | 15.5 | 37.68 | 1,026 | 35 | 352 |
| 28 Mar | 1160.50 | 32.4 | 3.4 | 34.75 | 736 | 22 | 317 |
| 27 Mar | 1164.25 | 28 | -1.75 | 33.72 | 731 | 160 | 292 |
| 26 Mar | 1157.45 | 29.9 | 9.9 | 32.12 | 215 | -21 | 132 |
| 25 Mar | 1194.95 | 20.7 | 4.5 | 34.63 | 314 | -14 | 151 |
| 24 Mar | 1209.60 | 15.3 | -2.7 | 32.17 | 171 | 101 | 166 |
| 21 Mar | 1200.35 | 18 | -6.3 | 31.54 | 76 | 39 | 65 |
| 20 Mar | 1174.15 | 24.3 | -7.15 | 30.27 | 15 | 11 | 26 |
| 19 Mar | 1163.80 | 31.25 | -54.6 | 32.03 | 18 | 10 | 10 |
| 18 Mar | 1137.00 | 85.85 | 0 | 0.83 | 0 | 0 | 0 |
| 17 Mar | 1111.70 | 85.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1094.75 | 85.85 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1090.65 | 85.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1114.50 | 85.85 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1093.00 | 85.85 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1062.50 | 85.85 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1058.30 | 85.85 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1140 expiring on 24APR2025
Delta for 1140 PE is -0.57
Historical price for 1140 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 61.65, which was 38.45 higher than the previous day. The implied volatity was 44.32, the open interest changed by -144 which decreased total open position to 341
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 23.2, which was -9.85 lower than the previous day. The implied volatity was 36.50, the open interest changed by 29 which increased total open position to 493
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 33.35, which was -10.1 lower than the previous day. The implied volatity was 40.20, the open interest changed by 112 which increased total open position to 462
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 45.6, which was 15.5 higher than the previous day. The implied volatity was 37.68, the open interest changed by 35 which increased total open position to 352
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 32.4, which was 3.4 higher than the previous day. The implied volatity was 34.75, the open interest changed by 22 which increased total open position to 317
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 28, which was -1.75 lower than the previous day. The implied volatity was 33.72, the open interest changed by 160 which increased total open position to 292
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 29.9, which was 9.9 higher than the previous day. The implied volatity was 32.12, the open interest changed by -21 which decreased total open position to 132
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 20.7, which was 4.5 higher than the previous day. The implied volatity was 34.63, the open interest changed by -14 which decreased total open position to 151
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 15.3, which was -2.7 lower than the previous day. The implied volatity was 32.17, the open interest changed by 101 which increased total open position to 166
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 18, which was -6.3 lower than the previous day. The implied volatity was 31.54, the open interest changed by 39 which increased total open position to 65
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 24.3, which was -7.15 lower than the previous day. The implied volatity was 30.27, the open interest changed by 11 which increased total open position to 26
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 31.25, which was -54.6 lower than the previous day. The implied volatity was 32.03, the open interest changed by 10 which increased total open position to 10
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 85.85, which was 0 lower than the previous day. The implied volatity was 0.83, 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 85.85, 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 85.85, 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 85.85, 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 85.85, 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 85.85, 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 85.85, 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 28 Feb AUROPHARMA was trading at 1058.30. The strike last trading price was 85.85, 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
