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Related Pages for AUROPHARMA
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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
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
AUROPHARMA 28NOV2024 1240 CE
Delta: 0.63
Vega: 0.92
Theta: -0.88
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1249.00 28.45 -7.25 20.26 442 -2 141
13 Nov 1249.45 35.7 -8.80 22.28 562 98 145
12 Nov 1267.40 44.5 -20.50 21.50 33 -7 47
11 Nov 1289.05 65 -39.15 30.27 151 50 55
8 Nov 1327.55 104.15 -33.70 36.69 4 0 2
7 Nov 1350.60 137.85 4.00 50.45 3 2 3
6 Nov 1394.85 133.85 0.00 0.00 0 1 0
5 Nov 1396.95 133.85 -220.35 - 1 0 0
4 Nov 1407.20 354.2 0.00 - 0 0 0
1 Nov 1400.70 354.2 0.00 - 0 0 0
31 Oct 1396.50 354.2 0.00 - 0 0 0
30 Oct 1405.15 354.2 0.00 - 0 0 0
29 Oct 1412.35 354.2 - 0 0 0

For Aurobindo Pharma Ltd - strike price 1240 expiring on 28NOV2024

Delta for 1240 CE is 0.63

Historical price for 1240 CE is as follows

On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 28.45, which was -7.25 lower than the previous day. The implied volatity was 20.26, the open interest changed by -2 which decreased total open position to 141


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 35.7, which was -8.80 lower than the previous day. The implied volatity was 22.28, the open interest changed by 98 which increased total open position to 145


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 44.5, which was -20.50 lower than the previous day. The implied volatity was 21.50, the open interest changed by -7 which decreased total open position to 47


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 65, which was -39.15 lower than the previous day. The implied volatity was 30.27, the open interest changed by 50 which increased total open position to 55


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 104.15, which was -33.70 lower than the previous day. The implied volatity was 36.69, the open interest changed by 0 which decreased total open position to 2


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 137.85, which was 4.00 higher than the previous day. The implied volatity was 50.45, the open interest changed by 2 which increased total open position to 3


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 133.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 133.85, which was -220.35 lower than the previous day. The implied volatity was -, 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 354.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 354.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 354.2, 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 354.2, 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 354.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AUROPHARMA 28NOV2024 1240 PE
Delta: -0.39
Vega: 0.94
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1249.00 17.9 2.45 25.67 861 -37 591
13 Nov 1249.45 15.45 1.80 25.05 1,775 70 628
12 Nov 1267.40 13.65 1.70 26.63 1,234 133 565
11 Nov 1289.05 11.95 2.00 28.81 2,450 154 432
8 Nov 1327.55 9.95 -0.15 33.71 883 92 280
7 Nov 1350.60 10.1 4.15 38.37 315 67 187
6 Nov 1394.85 5.95 -1.05 39.15 99 16 121
5 Nov 1396.95 7 -0.35 40.25 270 74 104
4 Nov 1407.20 7.35 -2.65 41.60 80 20 27
1 Nov 1400.70 10 -0.80 41.50 1 0 6
31 Oct 1396.50 10.8 2.05 - 6 0 0
30 Oct 1405.15 8.75 0.00 - 0 0 0
29 Oct 1412.35 8.75 - 0 0 0

For Aurobindo Pharma Ltd - strike price 1240 expiring on 28NOV2024

Delta for 1240 PE is -0.39

Historical price for 1240 PE is as follows

On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 17.9, which was 2.45 higher than the previous day. The implied volatity was 25.67, the open interest changed by -37 which decreased total open position to 591


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 15.45, which was 1.80 higher than the previous day. The implied volatity was 25.05, the open interest changed by 70 which increased total open position to 628


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 13.65, which was 1.70 higher than the previous day. The implied volatity was 26.63, the open interest changed by 133 which increased total open position to 565


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 11.95, which was 2.00 higher than the previous day. The implied volatity was 28.81, the open interest changed by 154 which increased total open position to 432


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 9.95, which was -0.15 lower than the previous day. The implied volatity was 33.71, the open interest changed by 92 which increased total open position to 280


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 10.1, which was 4.15 higher than the previous day. The implied volatity was 38.37, the open interest changed by 67 which increased total open position to 187


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 5.95, which was -1.05 lower than the previous day. The implied volatity was 39.15, the open interest changed by 16 which increased total open position to 121


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 40.25, the open interest changed by 74 which increased total open position to 104


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 7.35, which was -2.65 lower than the previous day. The implied volatity was 41.60, the open interest changed by 20 which increased total open position to 27


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 10, which was -0.80 lower than the previous day. The implied volatity was 41.50, the open interest changed by 0 which decreased total open position to 6


On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 10.8, which was 2.05 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 8.75, 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 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to