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[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1220 -30.09 (-2.41%)

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Historical option data for AUROPHARMA

21 Nov 2024 04:10 PM IST
AUROPHARMA 28NOV2024 1160 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1220.00 180.45 0.00 0.00 0 0 0
20 Nov 1250.10 180.45 0.00 0.00 0 0 0
19 Nov 1250.10 180.45 0.00 0.00 0 0 0
18 Nov 1235.40 180.45 0.00 0.00 0 0 0
14 Nov 1249.00 180.45 0.00 0.00 0 0 0
13 Nov 1249.45 180.45 0.00 0.00 0 0 0
12 Nov 1267.40 180.45 0.00 0.00 0 0 0
11 Nov 1289.05 180.45 0.00 0.00 0 1 0
8 Nov 1327.55 180.45 -215.90 51.23 1 0 0
7 Nov 1350.60 396.35 0.00 - 0 0 0
6 Nov 1394.85 396.35 0.00 - 0 0 0
5 Nov 1396.95 396.35 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1160 expiring on 28NOV2024

Delta for 1160 CE is 0.00

Historical price for 1160 CE is as follows

On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 180.45, which was 0.00 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 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 180.45, which was 0.00 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 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 180.45, which was 0.00 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 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 180.45, which was 0.00 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 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 180.45, which was 0.00 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 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 180.45, which was 0.00 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 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 180.45, which was 0.00 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 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 180.45, which was 0.00 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 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 180.45, which was -215.90 lower than the previous day. The implied volatity was 51.23, the open interest changed by 0 which decreased total open position to 0


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 396.35, 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 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 396.35, 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 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 396.35, 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 1160 PE
Delta: -0.11
Vega: 0.33
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1220.00 2.9 0.60 30.43 512 30 237
20 Nov 1250.10 2.3 0.00 33.56 289 -50 212
19 Nov 1250.10 2.3 -1.10 33.56 289 -45 212
18 Nov 1235.40 3.4 0.20 32.92 346 -11 256
14 Nov 1249.00 3.2 0.15 30.78 480 0 267
13 Nov 1249.45 3.05 0.55 30.93 960 -64 259
12 Nov 1267.40 2.5 -0.25 30.99 573 87 329
11 Nov 1289.05 2.75 -0.50 33.83 899 178 243
8 Nov 1327.55 3.25 -0.10 39.19 98 0 64
7 Nov 1350.60 3.35 1.35 42.52 99 43 62
6 Nov 1394.85 2 -0.70 43.36 61 1 19
5 Nov 1396.95 2.7 45.04 39 20 20


For Aurobindo Pharma Ltd - strike price 1160 expiring on 28NOV2024

Delta for 1160 PE is -0.11

Historical price for 1160 PE is as follows

On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 2.9, which was 0.60 higher than the previous day. The implied volatity was 30.43, the open interest changed by 30 which increased total open position to 237


On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 33.56, the open interest changed by -50 which decreased total open position to 212


On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 2.3, which was -1.10 lower than the previous day. The implied volatity was 33.56, the open interest changed by -45 which decreased total open position to 212


On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 3.4, which was 0.20 higher than the previous day. The implied volatity was 32.92, the open interest changed by -11 which decreased total open position to 256


On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 3.2, which was 0.15 higher than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 267


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 30.93, the open interest changed by -64 which decreased total open position to 259


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 30.99, the open interest changed by 87 which increased total open position to 329


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 2.75, which was -0.50 lower than the previous day. The implied volatity was 33.83, the open interest changed by 178 which increased total open position to 243


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 3.25, which was -0.10 lower than the previous day. The implied volatity was 39.19, the open interest changed by 0 which decreased total open position to 64


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 3.35, which was 1.35 higher than the previous day. The implied volatity was 42.52, the open interest changed by 43 which increased total open position to 62


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 2, which was -0.70 lower than the previous day. The implied volatity was 43.36, the open interest changed by 1 which increased total open position to 19


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was 45.04, the open interest changed by 20 which increased total open position to 20