AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.47
Theta: -0.99
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 5.05 | -8.75 | 27.45 | 1,580 | -32 | 638 | |||
| 20 Nov | 1250.10 | 13.8 | 0.00 | 23.91 | 2,959 | 8 | 654 | |||
| 19 Nov | 1250.10 | 13.8 | 3.20 | 23.91 | 2,959 | -8 | 654 | |||
| 18 Nov | 1235.40 | 10.6 | -7.45 | 22.65 | 2,372 | 182 | 662 | |||
| 14 Nov | 1249.00 | 18.05 | -5.85 | 20.57 | 3,649 | -1 | 473 | |||
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| 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 0.20
Historical price for 1260 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 5.05, which was -8.75 lower than the previous day. The implied volatity was 27.45, the open interest changed by -32 which decreased total open position to 638
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 13.8, which was 0.00 lower than the previous day. The implied volatity was 23.91, the open interest changed by 8 which increased total open position to 654
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 13.8, which was 3.20 higher than the previous day. The implied volatity was 23.91, the open interest changed by -8 which decreased total open position to 654
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 10.6, which was -7.45 lower than the previous day. The implied volatity was 22.65, the open interest changed by 182 which increased total open position to 662
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: -0.84
Vega: 0.41
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 43.9 | 17.95 | 23.53 | 264 | -38 | 336 |
| 20 Nov | 1250.10 | 25.95 | 0.00 | 25.55 | 1,031 | -8 | 374 |
| 19 Nov | 1250.10 | 25.95 | -9.30 | 25.55 | 1,031 | -8 | 374 |
| 18 Nov | 1235.40 | 35.25 | 8.00 | 29.71 | 1,084 | -47 | 382 |
| 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 -0.84
Historical price for 1260 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 43.9, which was 17.95 higher than the previous day. The implied volatity was 23.53, the open interest changed by -38 which decreased total open position to 336
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 25.55, the open interest changed by -8 which decreased total open position to 374
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 25.95, which was -9.30 lower than the previous day. The implied volatity was 25.55, the open interest changed by -8 which decreased total open position to 374
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 35.25, which was 8.00 higher than the previous day. The implied volatity was 29.71, the open interest changed by -47 which decreased total open position to 382
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
