AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
14 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 | |||
| 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 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: -0.09
Vega: 0.40
Theta: -0.40
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.09
Historical price for 1160 PE is as follows
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
