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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 1260 CE
Delta: 0.47
Vega: 0.98
Theta: -0.87
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1249.00 18.05 -5.85 20.57 3,649 -1 473
13 Nov 1249.45 23.9 -7.25 22.06 3,177 174 464
12 Nov 1267.40 31.15 -15.00 21.39 871 136 272
11 Nov 1289.05 46.15 -41.55 24.99 798 131 138
8 Nov 1327.55 87.7 -30.40 35.25 12 5 7
7 Nov 1350.60 118.1 -29.00 45.31 1 0 1
6 Nov 1394.85 147.1 -131.55 34.17 1 0 0
5 Nov 1396.95 278.65 0.00 - 0 0 0
4 Nov 1407.20 278.65 0.00 - 0 0 0
1 Nov 1400.70 278.65 0.00 - 0 0 0
31 Oct 1396.50 278.65 0.00 - 0 0 0
30 Oct 1405.15 278.65 0.00 - 0 0 0
29 Oct 1412.35 278.65 - 0 0 0

For Aurobindo Pharma Ltd - strike price 1260 expiring on 28NOV2024

Delta for 1260 CE is 0.47

Historical price for 1260 CE is as follows

On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 18.05, which was -5.85 lower than the previous day. The implied volatity was 20.57, the open interest changed by -1 which decreased total open position to 473


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 23.9, which was -7.25 lower than the previous day. The implied volatity was 22.06, the open interest changed by 174 which increased total open position to 464


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 31.15, which was -15.00 lower than the previous day. The implied volatity was 21.39, the open interest changed by 136 which increased total open position to 272


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 46.15, which was -41.55 lower than the previous day. The implied volatity was 24.99, the open interest changed by 131 which increased total open position to 138


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 87.7, which was -30.40 lower than the previous day. The implied volatity was 35.25, the open interest changed by 5 which increased total open position to 7


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 118.1, which was -29.00 lower than the previous day. The implied volatity was 45.31, the open interest changed by 0 which decreased total open position to 1


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 147.1, which was -131.55 lower than the previous day. The implied volatity was 34.17, 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 278.65, 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 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 278.65, 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 278.65, 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 278.65, 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 278.65, 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 278.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AUROPHARMA 28NOV2024 1260 PE
Delta: -0.52
Vega: 0.98
Theta: -0.71
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1249.00 27.25 3.75 25.57 1,140 70 432
13 Nov 1249.45 23.5 4.30 24.54 1,626 85 363
12 Nov 1267.40 19.2 1.70 24.88 937 60 285
11 Nov 1289.05 17.5 4.30 28.21 2,527 66 225
8 Nov 1327.55 13.2 -0.10 32.47 489 38 159
7 Nov 1350.60 13.3 5.85 37.57 283 34 120
6 Nov 1394.85 7.45 -1.15 37.69 127 19 96
5 Nov 1396.95 8.6 -0.50 38.73 143 2 77
4 Nov 1407.20 9.1 -2.95 40.34 121 21 75
1 Nov 1400.70 12.05 0.05 40.13 3 2 55
31 Oct 1396.50 12 4.40 - 124 30 30
30 Oct 1405.15 7.6 0.00 - 0 0 0
29 Oct 1412.35 7.6 - 0 0 0

For Aurobindo Pharma Ltd - strike price 1260 expiring on 28NOV2024

Delta for 1260 PE is -0.52

Historical price for 1260 PE is as follows

On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 27.25, which was 3.75 higher than the previous day. The implied volatity was 25.57, the open interest changed by 70 which increased total open position to 432


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 23.5, which was 4.30 higher than the previous day. The implied volatity was 24.54, the open interest changed by 85 which increased total open position to 363


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 19.2, which was 1.70 higher than the previous day. The implied volatity was 24.88, the open interest changed by 60 which increased total open position to 285


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 17.5, which was 4.30 higher than the previous day. The implied volatity was 28.21, the open interest changed by 66 which increased total open position to 225


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 13.2, which was -0.10 lower than the previous day. The implied volatity was 32.47, the open interest changed by 38 which increased total open position to 159


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 13.3, which was 5.85 higher than the previous day. The implied volatity was 37.57, the open interest changed by 34 which increased total open position to 120


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 7.45, which was -1.15 lower than the previous day. The implied volatity was 37.69, the open interest changed by 19 which increased total open position to 96


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 8.6, which was -0.50 lower than the previous day. The implied volatity was 38.73, the open interest changed by 2 which increased total open position to 77


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 9.1, which was -2.95 lower than the previous day. The implied volatity was 40.34, the open interest changed by 21 which increased total open position to 75


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 12.05, which was 0.05 higher than the previous day. The implied volatity was 40.13, the open interest changed by 2 which increased total open position to 55


On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 12, which was 4.40 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 7.6, 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 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to