AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.76
Theta: -0.80
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 11.8 | -21.6 | 38.96 | 10,749 | 585 | 2,713 | |||
| 3 Apr | 1176.35 | 33.5 | 5.35 | 36.88 | 9,220 | 908 | 2,122 | |||
| 2 Apr | 1157.85 | 28.5 | 9.3 | 37.62 | 1,437 | 138 | 1,214 | |||
| 1 Apr | 1134.15 | 18.8 | -9.95 | 37.91 | 2,031 | 329 | 1,078 | |||
| 28 Mar | 1160.50 | 27.8 | -2.65 | 34.20 | 1,461 | 467 | 749 | |||
| 27 Mar | 1164.25 | 31.1 | 2.45 | 32.88 | 993 | 30 | 279 | |||
| 26 Mar | 1157.45 | 29.05 | -15.4 | 33.43 | 432 | 76 | 244 | |||
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| 25 Mar | 1194.95 | 44.4 | -9.6 | 30.56 | 290 | 50 | 169 | |||
| 24 Mar | 1209.60 | 54.4 | 6.9 | 31.90 | 190 | 24 | 119 | |||
| 21 Mar | 1200.35 | 47.5 | 12.6 | 28.55 | 162 | 39 | 96 | |||
| 20 Mar | 1174.15 | 35.7 | 6.45 | 29.22 | 30 | 21 | 56 | |||
| 19 Mar | 1163.80 | 28.65 | -49.55 | 27.46 | 38 | 34 | 34 | |||
| 18 Mar | 1137.00 | 78.2 | 0 | 3.70 | 0 | 0 | 0 | |||
| 6 Mar | 1114.50 | 78.2 | 0 | 4.54 | 0 | 0 | 0 | |||
| 27 Feb | 1080.70 | 78.2 | 0 | 6.50 | 0 | 0 | 0 | |||
| 26 Feb | 1080.00 | 78.2 | 0 | 6.08 | 0 | 0 | 0 | |||
| 25 Feb | 1081.05 | 78.2 | 0 | 6.08 | 0 | 0 | 0 | |||
| 24 Feb | 1101.80 | 78.2 | 0 | 4.79 | 0 | 0 | 0 | |||
| 21 Feb | 1115.15 | 78.2 | 0 | 4.06 | 0 | 0 | 0 | |||
| 20 Feb | 1121.25 | 78.2 | 0 | 3.38 | 0 | 0 | 0 | |||
| 19 Feb | 1135.20 | 78.2 | 0 | 2.50 | 0 | 0 | 0 | |||
| 18 Feb | 1163.35 | 78.2 | 0 | 0.86 | 0 | 0 | 0 | |||
| 17 Feb | 1169.60 | 78.2 | 0 | 0.58 | 0 | 0 | 0 | |||
| 14 Feb | 1131.35 | 78.2 | 0 | 2.93 | 0 | 0 | 0 | |||
| 13 Feb | 1179.95 | 78.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1144.55 | 0 | 0 | 1.80 | 0 | 0 | 0 | |||
| 11 Feb | 1147.70 | 0 | 0 | 1.42 | 0 | 0 | 0 | |||
| 10 Feb | 1177.15 | 0 | 0 | 0.05 | 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 | 0.14 | 0 | 0 | 0 | |||
| 3 Feb | 1125.40 | 0 | 0 | 2.59 | 0 | 0 | 0 | |||
| 1 Feb | 1142.60 | 0 | 0 | 1.51 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1200 expiring on 24APR2025
Delta for 1200 CE is 0.21
Historical price for 1200 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 11.8, which was -21.6 lower than the previous day. The implied volatity was 38.96, the open interest changed by 585 which increased total open position to 2713
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 33.5, which was 5.35 higher than the previous day. The implied volatity was 36.88, the open interest changed by 908 which increased total open position to 2122
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 28.5, which was 9.3 higher than the previous day. The implied volatity was 37.62, the open interest changed by 138 which increased total open position to 1214
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 18.8, which was -9.95 lower than the previous day. The implied volatity was 37.91, the open interest changed by 329 which increased total open position to 1078
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 27.8, which was -2.65 lower than the previous day. The implied volatity was 34.20, the open interest changed by 467 which increased total open position to 749
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 31.1, which was 2.45 higher than the previous day. The implied volatity was 32.88, the open interest changed by 30 which increased total open position to 279
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 29.05, which was -15.4 lower than the previous day. The implied volatity was 33.43, the open interest changed by 76 which increased total open position to 244
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 44.4, which was -9.6 lower than the previous day. The implied volatity was 30.56, the open interest changed by 50 which increased total open position to 169
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 54.4, which was 6.9 higher than the previous day. The implied volatity was 31.90, the open interest changed by 24 which increased total open position to 119
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 47.5, which was 12.6 higher than the previous day. The implied volatity was 28.55, the open interest changed by 39 which increased total open position to 96
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 35.7, which was 6.45 higher than the previous day. The implied volatity was 29.22, the open interest changed by 21 which increased total open position to 56
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 28.65, which was -49.55 lower than the previous day. The implied volatity was 27.46, the open interest changed by 34 which increased total open position to 34
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 78.2, which was 0 lower than the previous day. The implied volatity was 3.70, 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 78.2, which was 0 lower than the previous day. The implied volatity was 4.54, 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 78.2, which was 0 lower than the previous day. The implied volatity was 6.50, 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 78.2, which was 0 lower than the previous day. The implied volatity was 6.08, 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 78.2, which was 0 lower than the previous day. The implied volatity was 6.08, 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 78.2, which was 0 lower than the previous day. The implied volatity was 4.79, 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 78.2, which was 0 lower than the previous day. The implied volatity was 4.06, 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 78.2, which was 0 lower than the previous day. The implied volatity was 3.38, 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 78.2, which was 0 lower than the previous day. The implied volatity was 2.50, 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 78.2, which was 0 lower than the previous day. The implied volatity was 0.86, 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 78.2, 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 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 78.2, which was 0 lower than the previous day. The implied volatity was 2.93, 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 78.2, 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 1.80, 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 1.42, 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 0.05, 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 0.14, 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 2.59, 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 1.51, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.84
Theta: -0.71
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 105.2 | 54 | 46.18 | 1,063 | -91 | 555 |
| 3 Apr | 1176.35 | 52.1 | -12 | 37.63 | 6,004 | 447 | 644 |
| 2 Apr | 1157.85 | 63.2 | -18.75 | 38.45 | 79 | -12 | 197 |
| 1 Apr | 1134.15 | 82.95 | 21.9 | 36.55 | 303 | -3 | 207 |
| 28 Mar | 1160.50 | 62.6 | 4.7 | 33.07 | 258 | 41 | 210 |
| 27 Mar | 1164.25 | 58.85 | -1.25 | 34.40 | 107 | 48 | 170 |
| 26 Mar | 1157.45 | 59.05 | 16.6 | 29.99 | 338 | 21 | 123 |
| 25 Mar | 1194.95 | 42.9 | 8.2 | 33.37 | 259 | 26 | 101 |
| 24 Mar | 1209.60 | 34.5 | -3.4 | 30.99 | 125 | 19 | 75 |
| 21 Mar | 1200.35 | 37.9 | -12.45 | 29.85 | 75 | 18 | 50 |
| 20 Mar | 1174.15 | 50.75 | -9.25 | 29.50 | 9 | 7 | 30 |
| 19 Mar | 1163.80 | 60 | -15.05 | 31.05 | 23 | 17 | 17 |
| 18 Mar | 1137.00 | 75.05 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1114.50 | 75.05 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1080.70 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1080.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1081.05 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1101.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1115.15 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1121.25 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1135.20 | 0 | 0 | - | 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 | 0 | 0 |
| 13 Feb | 1179.95 | 0 | 0 | 0.13 | 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 | 0.92 | 0 | 0 | 0 |
| 6 Feb | 1191.80 | 0 | 0 | 1.01 | 0 | 0 | 0 |
| 5 Feb | 1191.75 | 0 | 0 | 0.82 | 0 | 0 | 0 |
| 4 Feb | 1171.30 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1125.40 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1142.60 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1200 expiring on 24APR2025
Delta for 1200 PE is -0.74
Historical price for 1200 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 105.2, which was 54 higher than the previous day. The implied volatity was 46.18, the open interest changed by -91 which decreased total open position to 555
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 52.1, which was -12 lower than the previous day. The implied volatity was 37.63, the open interest changed by 447 which increased total open position to 644
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 63.2, which was -18.75 lower than the previous day. The implied volatity was 38.45, the open interest changed by -12 which decreased total open position to 197
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 82.95, which was 21.9 higher than the previous day. The implied volatity was 36.55, the open interest changed by -3 which decreased total open position to 207
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 62.6, which was 4.7 higher than the previous day. The implied volatity was 33.07, the open interest changed by 41 which increased total open position to 210
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 58.85, which was -1.25 lower than the previous day. The implied volatity was 34.40, the open interest changed by 48 which increased total open position to 170
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 59.05, which was 16.6 higher than the previous day. The implied volatity was 29.99, the open interest changed by 21 which increased total open position to 123
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 42.9, which was 8.2 higher than the previous day. The implied volatity was 33.37, the open interest changed by 26 which increased total open position to 101
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 34.5, which was -3.4 lower than the previous day. The implied volatity was 30.99, the open interest changed by 19 which increased total open position to 75
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 37.9, which was -12.45 lower than the previous day. The implied volatity was 29.85, the open interest changed by 18 which increased total open position to 50
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 50.75, which was -9.25 lower than the previous day. The implied volatity was 29.50, the open interest changed by 7 which increased total open position to 30
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 60, which was -15.05 lower than the previous day. The implied volatity was 31.05, the open interest changed by 17 which increased total open position to 17
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 75.05, 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 75.05, 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 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 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 0.13, 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 0.92, 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 1.01, 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 0.82, 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 -, 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
