AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 0.67
Theta: -1.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 18.2 | -19.90 | 27.55 | 807 | 176 | 204 | |||
| 20 Nov | 1250.10 | 38.1 | 0.00 | 26.45 | 195 | -9 | 29 | |||
| 19 Nov | 1250.10 | 38.1 | 7.85 | 26.45 | 195 | -8 | 29 | |||
| 18 Nov | 1235.40 | 30.25 | -10.70 | 22.28 | 124 | 23 | 37 | |||
| 14 Nov | 1249.00 | 40.95 | -10.10 | 18.52 | 11 | 4 | 17 | |||
| 13 Nov | 1249.45 | 51.05 | -26.25 | 23.82 | 20 | 7 | 12 | |||
| 12 Nov | 1267.40 | 77.3 | 0.00 | 0.00 | 0 | 4 | 0 | |||
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| 11 Nov | 1289.05 | 77.3 | -45.95 | 26.05 | 12 | 5 | 6 | |||
| 8 Nov | 1327.55 | 123.25 | 123.25 | 40.68 | 1 | 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 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1407.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1400.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1396.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1405.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1412.35 | 0 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1220 expiring on 28NOV2024
Delta for 1220 CE is 0.50
Historical price for 1220 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 18.2, which was -19.90 lower than the previous day. The implied volatity was 27.55, the open interest changed by 176 which increased total open position to 204
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 38.1, which was 0.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by -9 which decreased total open position to 29
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 38.1, which was 7.85 higher than the previous day. The implied volatity was 26.45, the open interest changed by -8 which decreased total open position to 29
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 30.25, which was -10.70 lower than the previous day. The implied volatity was 22.28, the open interest changed by 23 which increased total open position to 37
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 40.95, which was -10.10 lower than the previous day. The implied volatity was 18.52, the open interest changed by 4 which increased total open position to 17
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 51.05, which was -26.25 lower than the previous day. The implied volatity was 23.82, the open interest changed by 7 which increased total open position to 12
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 77.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 77.3, which was -45.95 lower than the previous day. The implied volatity was 26.05, the open interest changed by 5 which increased total open position to 6
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 123.25, which was 123.25 higher than the previous day. The implied volatity was 40.68, 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 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 4 Nov AUROPHARMA was trading at 1407.20. 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 1 Nov AUROPHARMA was trading at 1400.70. 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 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 0, 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 30 Oct AUROPHARMA was trading at 1405.15. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.67
Theta: -1.02
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 17 | 7.50 | 24.78 | 1,168 | 106 | 258 |
| 20 Nov | 1250.10 | 9.5 | 0.00 | 27.06 | 808 | -34 | 160 |
| 19 Nov | 1250.10 | 9.5 | -4.95 | 27.06 | 808 | -26 | 160 |
| 18 Nov | 1235.40 | 14.45 | 3.40 | 28.82 | 713 | -2 | 188 |
| 14 Nov | 1249.00 | 11.05 | 0.20 | 25.83 | 315 | 8 | 191 |
| 13 Nov | 1249.45 | 10.85 | 1.85 | 27.02 | 556 | 22 | 181 |
| 12 Nov | 1267.40 | 9 | 0.85 | 27.50 | 597 | 46 | 159 |
| 11 Nov | 1289.05 | 8.15 | 0.95 | 29.74 | 918 | 90 | 113 |
| 8 Nov | 1327.55 | 7.2 | 7.20 | 34.56 | 62 | 21 | 21 |
| 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 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1407.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1400.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1396.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1405.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1412.35 | 0 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1220 expiring on 28NOV2024
Delta for 1220 PE is -0.50
Historical price for 1220 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 17, which was 7.50 higher than the previous day. The implied volatity was 24.78, the open interest changed by 106 which increased total open position to 258
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 27.06, the open interest changed by -34 which decreased total open position to 160
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 9.5, which was -4.95 lower than the previous day. The implied volatity was 27.06, the open interest changed by -26 which decreased total open position to 160
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 14.45, which was 3.40 higher than the previous day. The implied volatity was 28.82, the open interest changed by -2 which decreased total open position to 188
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 11.05, which was 0.20 higher than the previous day. The implied volatity was 25.83, the open interest changed by 8 which increased total open position to 191
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 10.85, which was 1.85 higher than the previous day. The implied volatity was 27.02, the open interest changed by 22 which increased total open position to 181
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 9, which was 0.85 higher than the previous day. The implied volatity was 27.50, the open interest changed by 46 which increased total open position to 159
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 8.15, which was 0.95 higher than the previous day. The implied volatity was 29.74, the open interest changed by 90 which increased total open position to 113
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 7.2, which was 7.20 higher than the previous day. The implied volatity was 34.56, the open interest changed by 21 which increased total open position to 21
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 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 4 Nov AUROPHARMA was trading at 1407.20. 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 1 Nov AUROPHARMA was trading at 1400.70. 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 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 0, 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 30 Oct AUROPHARMA was trading at 1405.15. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
