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[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1249 -0.45 (-0.04%)

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Historical option data for AUROPHARMA

14 Nov 2024 04:10 PM IST
AUROPHARMA 28NOV2024 1200 CE
Delta: 0.85
Vega: 0.57
Theta: -0.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.85

Historical price for 1200 CE is as follows

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
Delta: -0.19
Vega: 0.67
Theta: -0.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.19

Historical price for 1200 PE is as follows

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