AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.61
Theta: -1.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 9.7 | -14.00 | 26.82 | 1,611 | 187 | 462 | |||
| 20 Nov | 1250.10 | 23.7 | 0.00 | 23.83 | 1,774 | 18 | 276 | |||
| 19 Nov | 1250.10 | 23.7 | 5.05 | 23.83 | 1,774 | 19 | 276 | |||
| 18 Nov | 1235.40 | 18.65 | -9.80 | 22.34 | 1,662 | 112 | 254 | |||
| 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 | |||
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| 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 0.33
Historical price for 1240 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 9.7, which was -14.00 lower than the previous day. The implied volatity was 26.82, the open interest changed by 187 which increased total open position to 462
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 23.7, which was 0.00 lower than the previous day. The implied volatity was 23.83, the open interest changed by 18 which increased total open position to 276
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 23.7, which was 5.05 higher than the previous day. The implied volatity was 23.83, the open interest changed by 19 which increased total open position to 276
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 18.65, which was -9.80 lower than the previous day. The implied volatity was 22.34, the open interest changed by 112 which increased total open position to 254
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.60
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 28.6 | 12.65 | 23.96 | 891 | 27 | 503 |
| 20 Nov | 1250.10 | 15.95 | 0.00 | 26.19 | 1,440 | -195 | 483 |
| 19 Nov | 1250.10 | 15.95 | -6.30 | 26.19 | 1,440 | -188 | 483 |
| 18 Nov | 1235.40 | 22.25 | 4.35 | 27.69 | 1,465 | 91 | 680 |
| 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 -0.69
Historical price for 1240 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 28.6, which was 12.65 higher than the previous day. The implied volatity was 23.96, the open interest changed by 27 which increased total open position to 503
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 15.95, which was 0.00 lower than the previous day. The implied volatity was 26.19, the open interest changed by -195 which decreased total open position to 483
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 15.95, which was -6.30 lower than the previous day. The implied volatity was 26.19, the open interest changed by -188 which decreased total open position to 483
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 22.25, which was 4.35 higher than the previous day. The implied volatity was 27.69, the open interest changed by 91 which increased total open position to 680
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
