AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.55
Theta: -0.59
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 6.6 | -13.15 | 40.03 | 5,002 | 112 | 1,468 | |||
| 3 Apr | 1176.35 | 20 | 3.65 | 37.53 | 10,087 | 1,043 | 1,364 | |||
| 2 Apr | 1157.85 | 16.75 | 6.2 | 37.69 | 427 | 50 | 321 | |||
| 1 Apr | 1134.15 | 10.2 | -6.3 | 37.52 | 653 | 102 | 296 | |||
| 28 Mar | 1160.50 | 16.05 | -0.95 | 33.98 | 369 | -11 | 194 | |||
| 27 Mar | 1164.25 | 17.5 | 0.9 | 32.10 | 211 | 33 | 204 | |||
| 26 Mar | 1157.45 | 16.6 | -11.25 | 32.86 | 108 | 18 | 173 | |||
| 25 Mar | 1194.95 | 27.55 | -7.1 | 30.68 | 119 | 50 | 155 | |||
| 24 Mar | 1209.60 | 34.3 | 5.45 | 31.07 | 120 | 52 | 106 | |||
| 21 Mar | 1200.35 | 28.45 | 7.95 | 27.74 | 226 | 34 | 54 | |||
| 20 Mar | 1174.15 | 20.5 | 4.5 | 28.46 | 11 | 7 | 19 | |||
| 19 Mar | 1163.80 | 16 | 9 | 27.22 | 9 | 8 | 11 | |||
| 18 Mar | 1137.00 | 7 | -54.1 | 22.91 | 3 | 0 | 0 | |||
| 27 Feb | 1080.70 | 61.1 | 0 | 8.14 | 0 | 0 | 0 | |||
| 26 Feb | 1080.00 | 61.1 | 0 | 7.88 | 0 | 0 | 0 | |||
| 25 Feb | 1081.05 | 61.1 | 0 | 7.88 | 0 | 0 | 0 | |||
| 24 Feb | 1101.80 | 61.1 | 0 | 6.88 | 0 | 0 | 0 | |||
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| 21 Feb | 1115.15 | 61.1 | 0 | 5.89 | 0 | 0 | 0 | |||
| 20 Feb | 1121.25 | 61.1 | 0 | 5.55 | 0 | 0 | 0 | |||
| 19 Feb | 1135.20 | 61.1 | 0 | 4.57 | 0 | 0 | 0 | |||
| 18 Feb | 1163.35 | 0 | 0 | 2.96 | 0 | 0 | 0 | |||
| 17 Feb | 1169.60 | 0 | 0 | 2.71 | 0 | 0 | 0 | |||
| 14 Feb | 1131.35 | 0 | 0 | 4.54 | 0 | 0 | 0 | |||
| 13 Feb | 1179.95 | 0 | 0 | 2.03 | 0 | 0 | 0 | |||
| 12 Feb | 1144.55 | 0 | 0 | 3.84 | 0 | 0 | 0 | |||
| 11 Feb | 1147.70 | 0 | 0 | 3.46 | 0 | 0 | 0 | |||
| 10 Feb | 1177.15 | 0 | 0 | 2.12 | 0 | 0 | 0 | |||
| 7 Feb | 1191.70 | 0 | 0 | 1.21 | 0 | 0 | 0 | |||
| 6 Feb | 1191.80 | 0 | 0 | 1.04 | 0 | 0 | 0 | |||
| 5 Feb | 1191.75 | 0 | 0 | 1.28 | 0 | 0 | 0 | |||
| 4 Feb | 1171.30 | 0 | 0 | 2.12 | 0 | 0 | 0 | |||
| 3 Feb | 1125.40 | 0 | 0 | 4.47 | 0 | 0 | 0 | |||
| 1 Feb | 1142.60 | 0 | 0 | 3.42 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1240 expiring on 24APR2025
Delta for 1240 CE is 0.13
Historical price for 1240 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 6.6, which was -13.15 lower than the previous day. The implied volatity was 40.03, the open interest changed by 112 which increased total open position to 1468
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 20, which was 3.65 higher than the previous day. The implied volatity was 37.53, the open interest changed by 1043 which increased total open position to 1364
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 16.75, which was 6.2 higher than the previous day. The implied volatity was 37.69, the open interest changed by 50 which increased total open position to 321
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 10.2, which was -6.3 lower than the previous day. The implied volatity was 37.52, the open interest changed by 102 which increased total open position to 296
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 16.05, which was -0.95 lower than the previous day. The implied volatity was 33.98, the open interest changed by -11 which decreased total open position to 194
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 17.5, which was 0.9 higher than the previous day. The implied volatity was 32.10, the open interest changed by 33 which increased total open position to 204
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 16.6, which was -11.25 lower than the previous day. The implied volatity was 32.86, the open interest changed by 18 which increased total open position to 173
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 27.55, which was -7.1 lower than the previous day. The implied volatity was 30.68, the open interest changed by 50 which increased total open position to 155
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 34.3, which was 5.45 higher than the previous day. The implied volatity was 31.07, the open interest changed by 52 which increased total open position to 106
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 28.45, which was 7.95 higher than the previous day. The implied volatity was 27.74, the open interest changed by 34 which increased total open position to 54
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 20.5, which was 4.5 higher than the previous day. The implied volatity was 28.46, the open interest changed by 7 which increased total open position to 19
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 16, which was 9 higher than the previous day. The implied volatity was 27.22, the open interest changed by 8 which increased total open position to 11
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 7, which was -54.1 lower than the previous day. The implied volatity was 22.91, 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 61.1, which was 0 lower than the previous day. The implied volatity was 8.14, 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 61.1, which was 0 lower than the previous day. The implied volatity was 7.88, 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 61.1, which was 0 lower than the previous day. The implied volatity was 7.88, 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 61.1, which was 0 lower than the previous day. The implied volatity was 6.88, 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 61.1, which was 0 lower than the previous day. The implied volatity was 5.89, 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 61.1, which was 0 lower than the previous day. The implied volatity was 5.55, 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 61.1, which was 0 lower than the previous day. The implied volatity was 4.57, 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 2.96, 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 2.71, 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 4.54, 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 2.03, 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 3.84, 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 3.46, 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 2.12, 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 1.21, 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 1.04, 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 1.28, 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 2.12, 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 4.47, 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 3.42, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.70
Theta: -0.59
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 140.2 | 62.9 | 49.78 | 408 | -22 | 274 |
| 3 Apr | 1176.35 | 78.2 | -13.25 | 37.79 | 1,511 | 282 | 295 |
| 2 Apr | 1157.85 | 91.55 | -23.3 | 39.01 | 15 | 2 | 11 |
| 1 Apr | 1134.15 | 113.9 | 28.6 | 35.46 | 10 | -3 | 9 |
| 28 Mar | 1160.50 | 85.3 | 35.35 | 27.10 | 11 | 4 | 12 |
| 27 Mar | 1164.25 | 49.95 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1157.45 | 49.95 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1194.95 | 49.95 | 0 | 0.00 | 0 | 6 | 0 |
| 24 Mar | 1209.60 | 49.95 | -25.05 | 27.38 | 8 | 2 | 4 |
| 21 Mar | 1200.35 | 75 | 0 | 0.00 | 0 | 2 | 0 |
| 20 Mar | 1174.15 | 75 | -22.35 | 28.05 | 2 | 1 | 1 |
| 19 Mar | 1163.80 | 97.35 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1137.00 | 97.35 | 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 | 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 | 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 | 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 1240 expiring on 24APR2025
Delta for 1240 PE is -0.81
Historical price for 1240 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 140.2, which was 62.9 higher than the previous day. The implied volatity was 49.78, the open interest changed by -22 which decreased total open position to 274
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 78.2, which was -13.25 lower than the previous day. The implied volatity was 37.79, the open interest changed by 282 which increased total open position to 295
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 91.55, which was -23.3 lower than the previous day. The implied volatity was 39.01, the open interest changed by 2 which increased total open position to 11
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 113.9, which was 28.6 higher than the previous day. The implied volatity was 35.46, the open interest changed by -3 which decreased total open position to 9
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 85.3, which was 35.35 higher than the previous day. The implied volatity was 27.10, the open interest changed by 4 which increased total open position to 12
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 49.95, which was 0 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 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 49.95, which was 0 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 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 49.95, which was -25.05 lower than the previous day. The implied volatity was 27.38, the open interest changed by 2 which increased total open position to 4
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 75, 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 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 75, which was -22.35 lower than the previous day. The implied volatity was 28.05, the open interest changed by 1 which increased total open position to 1
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 97.35, 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 97.35, 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 -, 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 -, 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 -, 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
