AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
11 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.54
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1082.45 | 8.65 | 0.2 | 44.99 | 1,114 | 132 | 1,166 | |||
| 9 Apr | 1058.00 | 8.15 | -6.7 | 49.70 | 1,882 | 3 | 1,035 | |||
| 8 Apr | 1099.05 | 15.05 | -1.7 | 44.95 | 794 | 196 | 1,029 | |||
| 7 Apr | 1094.05 | 16.95 | 1.55 | 46.66 | 1,596 | -7 | 834 | |||
| 4 Apr | 1105.35 | 15.1 | -27.3 | 37.81 | 5,135 | 326 | 851 | |||
| 3 Apr | 1176.35 | 42.1 | 6.05 | 36.53 | 2,267 | 196 | 518 | |||
| 2 Apr | 1157.85 | 36.7 | 11.45 | 37.93 | 548 | 1 | 329 | |||
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| 1 Apr | 1134.15 | 24.5 | -12.55 | 37.84 | 914 | 117 | 329 | |||
| 28 Mar | 1160.50 | 35.9 | -3.35 | 34.53 | 458 | 21 | 212 | |||
| 27 Mar | 1164.25 | 39.4 | 2.65 | 32.81 | 629 | 67 | 376 | |||
| 26 Mar | 1157.45 | 35.5 | -19.4 | 32.37 | 295 | 221 | 308 | |||
| 25 Mar | 1194.95 | 54 | -13.45 | 29.70 | 166 | 46 | 86 | |||
| 24 Mar | 1209.60 | 67.45 | 7.65 | 33.03 | 24 | 8 | 40 | |||
| 21 Mar | 1200.35 | 60.2 | 15.1 | 29.65 | 48 | 2 | 31 | |||
| 20 Mar | 1174.15 | 45.1 | 5.75 | 29.36 | 33 | 21 | 28 | |||
| 19 Mar | 1163.80 | 38.45 | 11.5 | 28.49 | 7 | 6 | 6 | |||
| 18 Mar | 1137.00 | 26.95 | 0 | 2.17 | 0 | 0 | 0 | |||
| 11 Mar | 1090.65 | 26.95 | 0 | 5.11 | 0 | 0 | 0 | |||
| 6 Mar | 1114.50 | 26.95 | 0 | 3.27 | 0 | 0 | 0 | |||
| 5 Mar | 1093.00 | 26.95 | 0 | 4.92 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1180 expiring on 24APR2025
Delta for 1180 CE is 0.18
Historical price for 1180 CE is as follows
On 11 Apr AUROPHARMA was trading at 1082.45. The strike last trading price was 8.65, which was 0.2 higher than the previous day. The implied volatity was 44.99, the open interest changed by 132 which increased total open position to 1166
On 9 Apr AUROPHARMA was trading at 1058.00. The strike last trading price was 8.15, which was -6.7 lower than the previous day. The implied volatity was 49.70, the open interest changed by 3 which increased total open position to 1035
On 8 Apr AUROPHARMA was trading at 1099.05. The strike last trading price was 15.05, which was -1.7 lower than the previous day. The implied volatity was 44.95, the open interest changed by 196 which increased total open position to 1029
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 16.95, which was 1.55 higher than the previous day. The implied volatity was 46.66, the open interest changed by -7 which decreased total open position to 834
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 15.1, which was -27.3 lower than the previous day. The implied volatity was 37.81, the open interest changed by 326 which increased total open position to 851
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 42.1, which was 6.05 higher than the previous day. The implied volatity was 36.53, the open interest changed by 196 which increased total open position to 518
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 36.7, which was 11.45 higher than the previous day. The implied volatity was 37.93, the open interest changed by 1 which increased total open position to 329
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 24.5, which was -12.55 lower than the previous day. The implied volatity was 37.84, the open interest changed by 117 which increased total open position to 329
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 35.9, which was -3.35 lower than the previous day. The implied volatity was 34.53, the open interest changed by 21 which increased total open position to 212
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 39.4, which was 2.65 higher than the previous day. The implied volatity was 32.81, the open interest changed by 67 which increased total open position to 376
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 35.5, which was -19.4 lower than the previous day. The implied volatity was 32.37, the open interest changed by 221 which increased total open position to 308
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 54, which was -13.45 lower than the previous day. The implied volatity was 29.70, the open interest changed by 46 which increased total open position to 86
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 67.45, which was 7.65 higher than the previous day. The implied volatity was 33.03, the open interest changed by 8 which increased total open position to 40
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 60.2, which was 15.1 higher than the previous day. The implied volatity was 29.65, the open interest changed by 2 which increased total open position to 31
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 45.1, which was 5.75 higher than the previous day. The implied volatity was 29.36, the open interest changed by 21 which increased total open position to 28
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 38.45, which was 11.5 higher than the previous day. The implied volatity was 28.49, the open interest changed by 6 which increased total open position to 6
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 26.95, which was 0 lower than the previous day. The implied volatity was 2.17, 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 26.95, which was 0 lower than the previous day. The implied volatity was 5.11, 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 26.95, which was 0 lower than the previous day. The implied volatity was 3.27, 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 26.95, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.29
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1082.45 | 93.75 | -34.95 | 29.26 | 13 | 1 | 340 |
| 9 Apr | 1058.00 | 129.55 | 34.6 | 52.08 | 27 | 2 | 338 |
| 8 Apr | 1099.05 | 94.95 | -14.3 | 50.38 | 12 | 2 | 337 |
| 7 Apr | 1094.05 | 109.25 | 20.45 | 64.60 | 57 | -19 | 337 |
| 4 Apr | 1105.35 | 88.85 | 48.7 | 44.65 | 756 | -115 | 355 |
| 3 Apr | 1176.35 | 41 | -11.15 | 37.43 | 3,067 | 302 | 474 |
| 2 Apr | 1157.85 | 51.8 | -14.75 | 38.98 | 132 | 0 | 171 |
| 1 Apr | 1134.15 | 68.6 | 19.1 | 36.43 | 542 | 6 | 168 |
| 28 Mar | 1160.50 | 51.65 | 5.5 | 34.09 | 353 | 51 | 162 |
| 27 Mar | 1164.25 | 45.4 | -2.7 | 32.82 | 96 | 30 | 112 |
| 26 Mar | 1157.45 | 48.95 | 16.15 | 31.59 | 236 | 43 | 85 |
| 25 Mar | 1194.95 | 33.15 | 6.95 | 32.98 | 113 | 16 | 41 |
| 24 Mar | 1209.60 | 26.2 | -3.8 | 30.90 | 23 | 8 | 21 |
| 21 Mar | 1200.35 | 30.7 | -13.05 | 30.94 | 22 | 12 | 13 |
| 20 Mar | 1174.15 | 43.75 | -69.6 | 32.00 | 1 | 0 | 0 |
| 19 Mar | 1163.80 | 113.35 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1137.00 | 113.35 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1090.65 | 113.35 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1114.50 | 113.35 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1093.00 | 113.35 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1180 expiring on 24APR2025
Delta for 1180 PE is -0.93
Historical price for 1180 PE is as follows
On 11 Apr AUROPHARMA was trading at 1082.45. The strike last trading price was 93.75, which was -34.95 lower than the previous day. The implied volatity was 29.26, the open interest changed by 1 which increased total open position to 340
On 9 Apr AUROPHARMA was trading at 1058.00. The strike last trading price was 129.55, which was 34.6 higher than the previous day. The implied volatity was 52.08, the open interest changed by 2 which increased total open position to 338
On 8 Apr AUROPHARMA was trading at 1099.05. The strike last trading price was 94.95, which was -14.3 lower than the previous day. The implied volatity was 50.38, the open interest changed by 2 which increased total open position to 337
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 109.25, which was 20.45 higher than the previous day. The implied volatity was 64.60, the open interest changed by -19 which decreased total open position to 337
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 88.85, which was 48.7 higher than the previous day. The implied volatity was 44.65, the open interest changed by -115 which decreased total open position to 355
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 41, which was -11.15 lower than the previous day. The implied volatity was 37.43, the open interest changed by 302 which increased total open position to 474
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 51.8, which was -14.75 lower than the previous day. The implied volatity was 38.98, the open interest changed by 0 which decreased total open position to 171
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 68.6, which was 19.1 higher than the previous day. The implied volatity was 36.43, the open interest changed by 6 which increased total open position to 168
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 51.65, which was 5.5 higher than the previous day. The implied volatity was 34.09, the open interest changed by 51 which increased total open position to 162
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 45.4, which was -2.7 lower than the previous day. The implied volatity was 32.82, the open interest changed by 30 which increased total open position to 112
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 48.95, which was 16.15 higher than the previous day. The implied volatity was 31.59, the open interest changed by 43 which increased total open position to 85
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 33.15, which was 6.95 higher than the previous day. The implied volatity was 32.98, the open interest changed by 16 which increased total open position to 41
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 26.2, which was -3.8 lower than the previous day. The implied volatity was 30.90, the open interest changed by 8 which increased total open position to 21
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 30.7, which was -13.05 lower than the previous day. The implied volatity was 30.94, the open interest changed by 12 which increased total open position to 13
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 43.75, which was -69.6 lower than the previous day. The implied volatity was 32.00, the open interest changed by 0 which decreased total open position to 0
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 113.35, 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 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 113.35, 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 113.35, 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 113.35, 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 113.35, 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
