AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.61
Theta: -1.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 30.2 | -23.80 | 28.51 | 57 | 22 | 63 | |||
| 20 Nov | 1250.10 | 54 | 0.00 | 26.68 | 69 | -7 | 41 | |||
| 19 Nov | 1250.10 | 54 | 9.25 | 26.68 | 69 | -7 | 41 | |||
| 18 Nov | 1235.40 | 44.75 | -15.05 | 21.54 | 120 | 21 | 47 | |||
| 14 Nov | 1249.00 | 59.8 | -5.45 | 22.69 | 26 | -4 | 26 | |||
| 13 Nov | 1249.45 | 65.25 | -11.65 | 20.27 | 30 | 12 | 31 | |||
| 12 Nov | 1267.40 | 76.9 | -19.00 | 19.98 | 23 | 6 | 20 | |||
| 11 Nov | 1289.05 | 95.9 | -43.70 | 28.61 | 46 | 9 | 14 | |||
| 8 Nov | 1327.55 | 139.6 | -43.55 | 40.37 | 3 | 0 | 3 | |||
| 7 Nov | 1350.60 | 183.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1394.85 | 183.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1396.95 | 183.15 | -26.85 | - | 2 | 0 | 3 | |||
| 4 Nov | 1407.20 | 210 | 5.00 | - | 2 | 0 | 4 | |||
| 1 Nov | 1400.70 | 205 | -5.00 | 34.17 | 1 | 0 | 3 | |||
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| 31 Oct | 1396.50 | 210 | -20.35 | - | 1 | 0 | 2 | |||
| 30 Oct | 1405.15 | 230.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1412.35 | 230.35 | - | 0 | 2 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1200 expiring on 28NOV2024
Delta for 1200 CE is 0.66
Historical price for 1200 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 30.2, which was -23.80 lower than the previous day. The implied volatity was 28.51, the open interest changed by 22 which increased total open position to 63
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 54, which was 0.00 lower than the previous day. The implied volatity was 26.68, the open interest changed by -7 which decreased total open position to 41
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 54, which was 9.25 higher than the previous day. The implied volatity was 26.68, the open interest changed by -7 which decreased total open position to 41
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 44.75, which was -15.05 lower than the previous day. The implied volatity was 21.54, the open interest changed by 21 which increased total open position to 47
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 59.8, which was -5.45 lower than the previous day. The implied volatity was 22.69, the open interest changed by -4 which decreased total open position to 26
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 65.25, which was -11.65 lower than the previous day. The implied volatity was 20.27, the open interest changed by 12 which increased total open position to 31
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 76.9, which was -19.00 lower than the previous day. The implied volatity was 19.98, the open interest changed by 6 which increased total open position to 20
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 95.9, which was -43.70 lower than the previous day. The implied volatity was 28.61, the open interest changed by 9 which increased total open position to 14
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 139.6, which was -43.55 lower than the previous day. The implied volatity was 40.37, the open interest changed by 0 which decreased total open position to 3
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 183.15, 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 183.15, 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 183.15, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 210, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 205, which was -5.00 lower than the previous day. The implied volatity was 34.17, the open interest changed by 0 which decreased total open position to 3
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 210, which was -20.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AUROPHARMA was trading at 1405.15. The strike last trading price was 230.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AUROPHARMA was trading at 1412.35. The strike last trading price was 230.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.60
Theta: -0.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 9 | 2.70 | 25.38 | 1,374 | -36 | 439 |
| 20 Nov | 1250.10 | 6.3 | 0.00 | 30.15 | 1,262 | 19 | 481 |
| 19 Nov | 1250.10 | 6.3 | -2.25 | 30.15 | 1,262 | 25 | 481 |
| 18 Nov | 1235.40 | 8.55 | 1.15 | 29.23 | 1,084 | -66 | 453 |
| 14 Nov | 1249.00 | 7.4 | 0.75 | 27.58 | 755 | 39 | 519 |
| 13 Nov | 1249.45 | 6.65 | 1.25 | 27.50 | 1,298 | 73 | 483 |
| 12 Nov | 1267.40 | 5.4 | -0.20 | 27.75 | 1,738 | -32 | 423 |
| 11 Nov | 1289.05 | 5.6 | 0.10 | 30.93 | 3,140 | 51 | 451 |
| 8 Nov | 1327.55 | 5.5 | -0.35 | 36.07 | 805 | 203 | 398 |
| 7 Nov | 1350.60 | 5.85 | 2.35 | 40.37 | 243 | 98 | 196 |
| 6 Nov | 1394.85 | 3.5 | -0.60 | 41.30 | 104 | -20 | 98 |
| 5 Nov | 1396.95 | 4.1 | -0.35 | 42.03 | 148 | 27 | 117 |
| 4 Nov | 1407.20 | 4.45 | -0.85 | 43.40 | 132 | 16 | 90 |
| 1 Nov | 1400.70 | 5.3 | -0.50 | 41.40 | 54 | 37 | 73 |
| 31 Oct | 1396.50 | 5.8 | 3.05 | - | 297 | 15 | 36 |
| 30 Oct | 1405.15 | 2.75 | 0.25 | - | 63 | 3 | 18 |
| 29 Oct | 1412.35 | 2.5 | - | 26 | 12 | 13 | |
For Aurobindo Pharma Ltd - strike price 1200 expiring on 28NOV2024
Delta for 1200 PE is -0.32
Historical price for 1200 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 9, which was 2.70 higher than the previous day. The implied volatity was 25.38, the open interest changed by -36 which decreased total open position to 439
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 30.15, the open interest changed by 19 which increased total open position to 481
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 6.3, which was -2.25 lower than the previous day. The implied volatity was 30.15, the open interest changed by 25 which increased total open position to 481
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 8.55, which was 1.15 higher than the previous day. The implied volatity was 29.23, the open interest changed by -66 which decreased total open position to 453
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 7.4, which was 0.75 higher than the previous day. The implied volatity was 27.58, the open interest changed by 39 which increased total open position to 519
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 6.65, which was 1.25 higher than the previous day. The implied volatity was 27.50, the open interest changed by 73 which increased total open position to 483
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 5.4, which was -0.20 lower than the previous day. The implied volatity was 27.75, the open interest changed by -32 which decreased total open position to 423
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 5.6, which was 0.10 higher than the previous day. The implied volatity was 30.93, the open interest changed by 51 which increased total open position to 451
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 5.5, which was -0.35 lower than the previous day. The implied volatity was 36.07, the open interest changed by 203 which increased total open position to 398
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 5.85, which was 2.35 higher than the previous day. The implied volatity was 40.37, the open interest changed by 98 which increased total open position to 196
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 3.5, which was -0.60 lower than the previous day. The implied volatity was 41.30, the open interest changed by -20 which decreased total open position to 98
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 4.1, which was -0.35 lower than the previous day. The implied volatity was 42.03, the open interest changed by 27 which increased total open position to 117
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 4.45, which was -0.85 lower than the previous day. The implied volatity was 43.40, the open interest changed by 16 which increased total open position to 90
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 5.3, which was -0.50 lower than the previous day. The implied volatity was 41.40, the open interest changed by 37 which increased total open position to 73
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 5.8, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AUROPHARMA was trading at 1405.15. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AUROPHARMA was trading at 1412.35. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
