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Related Pages for AUROPHARMA
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AUROPHARMA
Aurobindo Pharma Ltd
1105.35 -70.99 (-6.03%)

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Historical option data for AUROPHARMA

04 Apr 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
AUROPHARMA 24APR2025 1220 CE
Delta: 0.17
Vega: 0.65
Theta: -0.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1105.35 8.75 -17 39.34 4,857 141 1,419
3 Apr 1176.35 26.1 4.7 37.48 7,652 940 1,528
2 Apr 1157.85 21.95 7.65 37.59 626 44 599
1 Apr 1134.15 13.8 -7.95 37.50 910 -16 563
28 Mar 1160.50 21.85 -0.95 34.56 770 98 579
27 Mar 1164.25 22.75 0.55 31.76 529 226 479
26 Mar 1157.45 22.55 -12.05 33.45 228 26 253
25 Mar 1194.95 33.85 -9.9 29.59 223 8 227
24 Mar 1209.60 43.9 7.45 31.66 116 0 220
21 Mar 1200.35 36.45 9.15 27.61 347 42 220
20 Mar 1174.15 26.6 3.85 28.27 186 172 179
19 Mar 1163.80 22.75 4.65 28.16 8 7 7
18 Mar 1137.00 18.1 0 5.42 0 0 0

For Aurobindo Pharma Ltd - strike price 1220 expiring on 24APR2025

Delta for 1220 CE is 0.17

Historical price for 1220 CE is as follows

On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 8.75, which was -17 lower than the previous day. The implied volatity was 39.34, the open interest changed by 141 which increased total open position to 1419


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 26.1, which was 4.7 higher than the previous day. The implied volatity was 37.48, the open interest changed by 940 which increased total open position to 1528


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 21.95, which was 7.65 higher than the previous day. The implied volatity was 37.59, the open interest changed by 44 which increased total open position to 599


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 13.8, which was -7.95 lower than the previous day. The implied volatity was 37.50, the open interest changed by -16 which decreased total open position to 563


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 21.85, which was -0.95 lower than the previous day. The implied volatity was 34.56, the open interest changed by 98 which increased total open position to 579


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 22.75, which was 0.55 higher than the previous day. The implied volatity was 31.76, the open interest changed by 226 which increased total open position to 479


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 22.55, which was -12.05 lower than the previous day. The implied volatity was 33.45, the open interest changed by 26 which increased total open position to 253


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 33.85, which was -9.9 lower than the previous day. The implied volatity was 29.59, the open interest changed by 8 which increased total open position to 227


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 43.9, which was 7.45 higher than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 220


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 36.45, which was 9.15 higher than the previous day. The implied volatity was 27.61, the open interest changed by 42 which increased total open position to 220


On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 26.6, which was 3.85 higher than the previous day. The implied volatity was 28.27, the open interest changed by 172 which increased total open position to 179


On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 22.75, which was 4.65 higher than the previous day. The implied volatity was 28.16, the open interest changed by 7 which increased total open position to 7


On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 18.1, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 24APR2025 1220 PE
Delta: -0.79
Vega: 0.75
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1105.35 121.35 57.6 46.54 229 -49 624
3 Apr 1176.35 64.45 -13 37.67 3,340 648 673
2 Apr 1157.85 76.65 -21.4 38.59 49 3 25
1 Apr 1134.15 98.45 25.1 36.70 26 -2 24
28 Mar 1160.50 73.15 13.9 30.32 22 7 26
27 Mar 1164.25 59.25 0 0.00 0 2 0
26 Mar 1157.45 59.25 7.25 16.96 4 2 19
25 Mar 1194.95 52 9.55 32.26 14 3 16
24 Mar 1209.60 42.45 -101.6 29.78 13 4 4
21 Mar 1200.35 144.05 0 - 0 0 0
20 Mar 1174.15 144.05 0 - 0 0 0
19 Mar 1163.80 144.05 0 - 0 0 0
18 Mar 1137.00 144.05 0 - 0 0 0

For Aurobindo Pharma Ltd - strike price 1220 expiring on 24APR2025

Delta for 1220 PE is -0.79

Historical price for 1220 PE is as follows

On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 121.35, which was 57.6 higher than the previous day. The implied volatity was 46.54, the open interest changed by -49 which decreased total open position to 624


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 64.45, which was -13 lower than the previous day. The implied volatity was 37.67, the open interest changed by 648 which increased total open position to 673


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 76.65, which was -21.4 lower than the previous day. The implied volatity was 38.59, the open interest changed by 3 which increased total open position to 25


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 98.45, which was 25.1 higher than the previous day. The implied volatity was 36.70, the open interest changed by -2 which decreased total open position to 24


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 73.15, which was 13.9 higher than the previous day. The implied volatity was 30.32, the open interest changed by 7 which increased total open position to 26


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 59.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 59.25, which was 7.25 higher than the previous day. The implied volatity was 16.96, the open interest changed by 2 which increased total open position to 19


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 52, which was 9.55 higher than the previous day. The implied volatity was 32.26, the open interest changed by 3 which increased total open position to 16


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 42.45, which was -101.6 lower than the previous day. The implied volatity was 29.78, the open interest changed by 4 which increased total open position to 4


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 144.05, 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 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 144.05, 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 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 144.05, 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 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 144.05, 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