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AUROPHARMA
Aurobindo Pharma Ltd
1105.35 -70.99 (-6.03%)

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Historical option data for AUROPHARMA

04 Apr 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
AUROPHARMA 24APR2025 1160 CE
Delta: 0.33
Vega: 0.94
Theta: -0.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1105.35 20 -33 37.36 4,979 446 854
3 Apr 1176.35 52.6 7.1 36.50 1,300 -5 405
2 Apr 1157.85 46.25 13.4 38.17 1,062 111 428
1 Apr 1134.15 31.95 -14.15 38.22 949 80 313
28 Mar 1160.50 45.95 -3.65 35.30 359 81 233
27 Mar 1164.25 49.35 3.5 32.88 407 83 152
26 Mar 1157.45 46.4 -23.5 33.67 99 45 70
25 Mar 1194.95 69.9 -10.3 32.64 6 0 25
24 Mar 1209.60 80.2 10.2 32.97 14 7 25
21 Mar 1200.35 70 13.7 27.67 12 -1 18
20 Mar 1174.15 56.1 8.6 29.60 18 7 19
19 Mar 1163.80 49.8 19.55 29.56 17 3 9
18 Mar 1137.00 30.5 0.25 0.00 0 1 0
17 Mar 1111.70 30.5 5 30.71 2 0 5
13 Mar 1094.75 25.5 -9.1 31.94 5 2 4
11 Mar 1090.65 34.6 0 0.00 0 2 0
6 Mar 1114.50 98.45 0 2.03 0 0 0
5 Mar 1093.00 98.45 0 3.56 0 0 0
3 Mar 1062.50 98.45 0 5.40 0 0 0
27 Feb 1080.70 0 0 3.87 0 0 0
26 Feb 1080.00 0 0 3.66 0 0 0
25 Feb 1081.05 0 0 3.66 0 0 0
24 Feb 1101.80 0 0 2.56 0 0 0
21 Feb 1115.15 0 0 1.57 0 0 0
20 Feb 1121.25 0 0 1.22 0 0 0
19 Feb 1135.20 0 0 0.58 0 0 0
18 Feb 1163.35 0 0 - 0 0 0
17 Feb 1169.60 0 0 - 0 0 0
14 Feb 1131.35 0 0 0.37 0 0 0
13 Feb 1179.95 0 0 - 0 0 0
12 Feb 1144.55 0 0 - 0 0 0
11 Feb 1147.70 0 0 - 0 0 0
10 Feb 1177.15 0 0 - 0 0 0
7 Feb 1191.70 0 0 - 0 0 0
6 Feb 1191.80 0 0 - 0 0 0
5 Feb 1191.75 0 0 - 0 0 0
4 Feb 1171.30 0 0 - 0 0 0
3 Feb 1125.40 0 0 0.59 0 0 0
1 Feb 1142.60 0 0 - 0 0 0

For Aurobindo Pharma Ltd - strike price 1160 expiring on 24APR2025

Delta for 1160 CE is 0.33

Historical price for 1160 CE is as follows

On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 20, which was -33 lower than the previous day. The implied volatity was 37.36, the open interest changed by 446 which increased total open position to 854


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 52.6, which was 7.1 higher than the previous day. The implied volatity was 36.50, the open interest changed by -5 which decreased total open position to 405


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 46.25, which was 13.4 higher than the previous day. The implied volatity was 38.17, the open interest changed by 111 which increased total open position to 428


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 31.95, which was -14.15 lower than the previous day. The implied volatity was 38.22, the open interest changed by 80 which increased total open position to 313


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 45.95, which was -3.65 lower than the previous day. The implied volatity was 35.30, the open interest changed by 81 which increased total open position to 233


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 49.35, which was 3.5 higher than the previous day. The implied volatity was 32.88, the open interest changed by 83 which increased total open position to 152


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 46.4, which was -23.5 lower than the previous day. The implied volatity was 33.67, the open interest changed by 45 which increased total open position to 70


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 69.9, which was -10.3 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 25


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 80.2, which was 10.2 higher than the previous day. The implied volatity was 32.97, the open interest changed by 7 which increased total open position to 25


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 70, which was 13.7 higher than the previous day. The implied volatity was 27.67, the open interest changed by -1 which decreased total open position to 18


On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 56.1, which was 8.6 higher than the previous day. The implied volatity was 29.60, the open interest changed by 7 which increased total open position to 19


On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 49.8, which was 19.55 higher than the previous day. The implied volatity was 29.56, the open interest changed by 3 which increased total open position to 9


On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 30.5, which was 0.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 30.5, which was 5 higher than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 5


On 13 Mar AUROPHARMA was trading at 1094.75. The strike last trading price was 25.5, which was -9.1 lower than the previous day. The implied volatity was 31.94, the open interest changed by 2 which increased total open position to 4


On 11 Mar AUROPHARMA was trading at 1090.65. The strike last trading price was 34.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Mar AUROPHARMA was trading at 1114.50. The strike last trading price was 98.45, which was 0 lower than the previous day. The implied volatity was 2.03, 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 98.45, which was 0 lower than the previous day. The implied volatity was 3.56, 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 98.45, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0


On 27 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0


On 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0


On 25 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0


On 24 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0


On 21 Feb AUROPHARMA was trading at 1115.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0


On 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


On 19 Feb AUROPHARMA was trading at 1135.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 18 Feb AUROPHARMA was trading at 1163.35. The strike last trading price was 0, 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 17 Feb AUROPHARMA was trading at 1169.60. The strike last trading price was 0, 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 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 13 Feb AUROPHARMA was trading at 1179.95. The strike last trading price was 0, 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 12 Feb AUROPHARMA was trading at 1144.55. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1147.70. The strike last trading price was 0, 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 10 Feb AUROPHARMA was trading at 1177.15. The strike last trading price was 0, 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 7 Feb AUROPHARMA was trading at 1191.70. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1191.80. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1191.75. The strike last trading price was 0, 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 4 Feb AUROPHARMA was trading at 1171.30. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0


On 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, 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


AUROPHARMA 24APR2025 1160 PE
Delta: -0.65
Vega: 0.96
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1105.35 73 42.1 42.76 1,296 -69 532
3 Apr 1176.35 31.75 -10.1 37.56 3,059 321 599
2 Apr 1157.85 41.3 -11.65 39.07 568 84 276
1 Apr 1134.15 56.55 17.55 37.21 868 69 191
28 Mar 1160.50 41.4 4.5 34.50 437 48 122
27 Mar 1164.25 36 -2.2 33.28 242 8 78
26 Mar 1157.45 37.95 11.85 31.30 348 -41 71
25 Mar 1194.95 27.95 7.45 35.10 162 83 110
24 Mar 1209.60 20.5 -3.2 31.81 9 0 27
21 Mar 1200.35 23.15 -8.6 30.74 41 13 29
20 Mar 1174.15 31.75 -5.15 30.89 21 9 15
19 Mar 1163.80 38.15 -17.85 30.77 7 2 2
18 Mar 1137.00 56 0 - 0 0 0
17 Mar 1111.70 56 0 - 0 0 0
13 Mar 1094.75 56 0 - 0 0 0
11 Mar 1090.65 56 0 - 0 0 0
6 Mar 1114.50 56 0 - 0 0 0
5 Mar 1093.00 56 0 - 0 0 0
3 Mar 1062.50 56 0 - 0 0 0
27 Feb 1080.70 56 0 - 0 0 0
26 Feb 1080.00 56 0 - 0 0 0
25 Feb 1081.05 56 0 - 0 0 0
24 Feb 1101.80 56 0 - 0 0 0
21 Feb 1115.15 56 0 - 0 0 0
20 Feb 1121.25 56 0 - 0 0 0
19 Feb 1135.20 56 0 - 0 0 0
18 Feb 1163.35 56 0 1.51 0 0 0
17 Feb 1169.60 56 0 1.74 0 0 0
14 Feb 1131.35 56 0 - 0 0 0
13 Feb 1179.95 56 0 2.29 0 0 0
12 Feb 1144.55 56 0 0.43 0 0 0
11 Feb 1147.70 56 0 0.83 0 0 0
10 Feb 1177.15 56 0 2.12 0 0 0
7 Feb 1191.70 56 0 4.28 0 0 0
6 Feb 1191.80 0 0 3.07 0 0 0
5 Feb 1191.75 0 0 2.81 0 0 0
4 Feb 1171.30 0 0 1.95 0 0 0
3 Feb 1125.40 0 0 - 0 0 0
1 Feb 1142.60 0 0 0.59 0 0 0

For Aurobindo Pharma Ltd - strike price 1160 expiring on 24APR2025

Delta for 1160 PE is -0.65

Historical price for 1160 PE is as follows

On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 73, which was 42.1 higher than the previous day. The implied volatity was 42.76, the open interest changed by -69 which decreased total open position to 532


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 31.75, which was -10.1 lower than the previous day. The implied volatity was 37.56, the open interest changed by 321 which increased total open position to 599


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 41.3, which was -11.65 lower than the previous day. The implied volatity was 39.07, the open interest changed by 84 which increased total open position to 276


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 56.55, which was 17.55 higher than the previous day. The implied volatity was 37.21, the open interest changed by 69 which increased total open position to 191


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 41.4, which was 4.5 higher than the previous day. The implied volatity was 34.50, the open interest changed by 48 which increased total open position to 122


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 36, which was -2.2 lower than the previous day. The implied volatity was 33.28, the open interest changed by 8 which increased total open position to 78


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 37.95, which was 11.85 higher than the previous day. The implied volatity was 31.30, the open interest changed by -41 which decreased total open position to 71


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 27.95, which was 7.45 higher than the previous day. The implied volatity was 35.10, the open interest changed by 83 which increased total open position to 110


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 20.5, which was -3.2 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 27


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 23.15, which was -8.6 lower than the previous day. The implied volatity was 30.74, the open interest changed by 13 which increased total open position to 29


On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 31.75, which was -5.15 lower than the previous day. The implied volatity was 30.89, the open interest changed by 9 which increased total open position to 15


On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 38.15, which was -17.85 lower than the previous day. The implied volatity was 30.77, the open interest changed by 2 which increased total open position to 2


On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 56, 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 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 27 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 56, 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 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 56, 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 25 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 56, 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 24 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 56, 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 21 Feb AUROPHARMA was trading at 1115.15. The strike last trading price was 56, 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 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 56, 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 19 Feb AUROPHARMA was trading at 1135.20. The strike last trading price was 56, 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 18 Feb AUROPHARMA was trading at 1163.35. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 17 Feb AUROPHARMA was trading at 1169.60. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 56, 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 Feb AUROPHARMA was trading at 1179.95. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


On 12 Feb AUROPHARMA was trading at 1144.55. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0


On 11 Feb AUROPHARMA was trading at 1147.70. The strike last trading price was 56, 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 10 Feb AUROPHARMA was trading at 1177.15. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0


On 7 Feb AUROPHARMA was trading at 1191.70. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0


On 6 Feb AUROPHARMA was trading at 1191.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0


On 5 Feb AUROPHARMA was trading at 1191.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


On 4 Feb AUROPHARMA was trading at 1171.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0


On 3 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, 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 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0