AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.50
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 46.1 | -26.10 | 31.52 | 7 | 0 | 4 | |||
| 20 Nov | 1250.10 | 72.2 | 0.00 | 30.39 | 5 | 1 | 5 | |||
| 19 Nov | 1250.10 | 72.2 | 12.10 | 30.39 | 5 | 2 | 5 | |||
| 18 Nov | 1235.40 | 60.1 | -27.35 | - | 4 | -2 | 2 | |||
| 14 Nov | 1249.00 | 87.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1249.45 | 87.45 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 12 Nov | 1267.40 | 87.45 | -8.35 | - | 2 | 0 | 2 | |||
| 11 Nov | 1289.05 | 95.8 | 95.80 | - | 2 | 1 | 1 | |||
| 8 Nov | 1327.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1350.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1394.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Nov | 1396.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1180 expiring on 28NOV2024
Delta for 1180 CE is 0.78
Historical price for 1180 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 46.1, which was -26.10 lower than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 4
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 72.2, which was 0.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by 1 which increased total open position to 5
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 72.2, which was 12.10 higher than the previous day. The implied volatity was 30.39, the open interest changed by 2 which increased total open position to 5
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 60.1, which was -27.35 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 87.45, 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 87.45, which was 0.00 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 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 87.45, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 95.8, which was 95.80 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 0, 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 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 0, 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 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 0, 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 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 28NOV2024 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.46
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 5 | 1.30 | 27.69 | 1,308 | -127 | 183 |
| 20 Nov | 1250.10 | 3.7 | 0.00 | 31.45 | 641 | 55 | 312 |
| 19 Nov | 1250.10 | 3.7 | -1.55 | 31.45 | 641 | 57 | 312 |
| 18 Nov | 1235.40 | 5.25 | 0.45 | 30.75 | 539 | 43 | 256 |
| 14 Nov | 1249.00 | 4.8 | 0.15 | 29.04 | 459 | 66 | 216 |
| 13 Nov | 1249.45 | 4.65 | 1.25 | 29.51 | 329 | 29 | 153 |
| 12 Nov | 1267.40 | 3.4 | 0.10 | 28.77 | 269 | 92 | 125 |
| 11 Nov | 1289.05 | 3.3 | 3.30 | 30.95 | 113 | 36 | 36 |
| 8 Nov | 1327.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1350.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1394.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1396.95 | 0 | 0.00 | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1180 expiring on 28NOV2024
Delta for 1180 PE is -0.19
Historical price for 1180 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 5, which was 1.30 higher than the previous day. The implied volatity was 27.69, the open interest changed by -127 which decreased total open position to 183
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 31.45, the open interest changed by 55 which increased total open position to 312
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 3.7, which was -1.55 lower than the previous day. The implied volatity was 31.45, the open interest changed by 57 which increased total open position to 312
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 5.25, which was 0.45 higher than the previous day. The implied volatity was 30.75, the open interest changed by 43 which increased total open position to 256
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 4.8, which was 0.15 higher than the previous day. The implied volatity was 29.04, the open interest changed by 66 which increased total open position to 216
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 4.65, which was 1.25 higher than the previous day. The implied volatity was 29.51, the open interest changed by 29 which increased total open position to 153
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 3.4, which was 0.10 higher than the previous day. The implied volatity was 28.77, the open interest changed by 92 which increased total open position to 125
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 3.3, which was 3.30 higher than the previous day. The implied volatity was 30.95, the open interest changed by 36 which increased total open position to 36
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 0, 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 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 0, 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 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 0, 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 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
