AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.46
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 4.9 | -10.2 | 40.56 | 3,256 | 25 | 885 | |||
| 3 Apr | 1176.35 | 15.15 | 2.6 | 37.28 | 6,450 | 644 | 875 | |||
| 2 Apr | 1157.85 | 12.8 | 5.05 | 38.02 | 466 | 72 | 238 | |||
| 1 Apr | 1134.15 | 7.45 | -5 | 37.58 | 546 | 46 | 169 | |||
| 28 Mar | 1160.50 | 11.9 | -1.15 | 33.92 | 336 | 13 | 123 | |||
| 27 Mar | 1164.25 | 12.5 | 0 | 31.59 | 85 | 8 | 108 | |||
| 26 Mar | 1157.45 | 12.3 | -8.7 | 32.75 | 145 | -4 | 99 | |||
| 25 Mar | 1194.95 | 20.35 | -6.7 | 30.05 | 109 | 32 | 93 | |||
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| 24 Mar | 1209.60 | 26.95 | 5.25 | 31.10 | 39 | 8 | 60 | |||
| 21 Mar | 1200.35 | 21.7 | 5.8 | 27.74 | 42 | 14 | 47 | |||
| 20 Mar | 1174.15 | 15.9 | 3.9 | 28.90 | 40 | 23 | 31 | |||
| 19 Mar | 1163.80 | 12 | 1 | 27.31 | 5 | 2 | 7 | |||
| 18 Mar | 1137.00 | 11 | -0.85 | 30.80 | 5 | 4 | 4 | |||
For Aurobindo Pharma Ltd - strike price 1260 expiring on 24APR2025
Delta for 1260 CE is 0.10
Historical price for 1260 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 4.9, which was -10.2 lower than the previous day. The implied volatity was 40.56, the open interest changed by 25 which increased total open position to 885
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 15.15, which was 2.6 higher than the previous day. The implied volatity was 37.28, the open interest changed by 644 which increased total open position to 875
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 12.8, which was 5.05 higher than the previous day. The implied volatity was 38.02, the open interest changed by 72 which increased total open position to 238
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 7.45, which was -5 lower than the previous day. The implied volatity was 37.58, the open interest changed by 46 which increased total open position to 169
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 11.9, which was -1.15 lower than the previous day. The implied volatity was 33.92, the open interest changed by 13 which increased total open position to 123
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 31.59, the open interest changed by 8 which increased total open position to 108
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 12.3, which was -8.7 lower than the previous day. The implied volatity was 32.75, the open interest changed by -4 which decreased total open position to 99
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 20.35, which was -6.7 lower than the previous day. The implied volatity was 30.05, the open interest changed by 32 which increased total open position to 93
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 26.95, which was 5.25 higher than the previous day. The implied volatity was 31.10, the open interest changed by 8 which increased total open position to 60
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 21.7, which was 5.8 higher than the previous day. The implied volatity was 27.74, the open interest changed by 14 which increased total open position to 47
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 15.9, which was 3.9 higher than the previous day. The implied volatity was 28.90, the open interest changed by 23 which increased total open position to 31
On 19 Mar AUROPHARMA was trading at 1163.80. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 27.31, the open interest changed by 2 which increased total open position to 7
On 18 Mar AUROPHARMA was trading at 1137.00. The strike last trading price was 11, which was -0.85 lower than the previous day. The implied volatity was 30.80, the open interest changed by 4 which increased total open position to 4
| AUROPHARMA 24APR2025 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.66
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 159.4 | 67.5 | 53.18 | 109 | -53 | 139 |
| 3 Apr | 1176.35 | 92.15 | -14.8 | 35.70 | 654 | 168 | 192 |
| 2 Apr | 1157.85 | 107.3 | -23.4 | 39.29 | 13 | -1 | 23 |
| 1 Apr | 1134.15 | 131.5 | 28.3 | 35.91 | 20 | 8 | 24 |
| 28 Mar | 1160.50 | 103.2 | -7.8 | 28.66 | 3 | 0 | 16 |
| 27 Mar | 1164.25 | 111 | 6.4 | 45.82 | 5 | 4 | 15 |
| 26 Mar | 1157.45 | 104.6 | 29.6 | 31.10 | 7 | 4 | 11 |
| 25 Mar | 1194.95 | 75 | 11.55 | 30.43 | 3 | 2 | 6 |
| 24 Mar | 1209.60 | 63.45 | -15.8 | 27.82 | 3 | 0 | 4 |
| 21 Mar | 1200.35 | 79.25 | -10.75 | 34.59 | 2 | 0 | 2 |
| 20 Mar | 1174.15 | 90 | -87.35 | 29.57 | 2 | 1 | 1 |
| 19 Mar | 1163.80 | 177.35 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1137.00 | 177.35 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1260 expiring on 24APR2025
Delta for 1260 PE is -0.83
Historical price for 1260 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 159.4, which was 67.5 higher than the previous day. The implied volatity was 53.18, the open interest changed by -53 which decreased total open position to 139
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 92.15, which was -14.8 lower than the previous day. The implied volatity was 35.70, the open interest changed by 168 which increased total open position to 192
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 107.3, which was -23.4 lower than the previous day. The implied volatity was 39.29, the open interest changed by -1 which decreased total open position to 23
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 131.5, which was 28.3 higher than the previous day. The implied volatity was 35.91, the open interest changed by 8 which increased total open position to 24
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 103.2, which was -7.8 lower than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 16
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 111, which was 6.4 higher than the previous day. The implied volatity was 45.82, the open interest changed by 4 which increased total open position to 15
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 104.6, which was 29.6 higher than the previous day. The implied volatity was 31.10, the open interest changed by 4 which increased total open position to 11
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 75, which was 11.55 higher than the previous day. The implied volatity was 30.43, the open interest changed by 2 which increased total open position to 6
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 63.45, which was -15.8 lower than the previous day. The implied volatity was 27.82, the open interest changed by 0 which decreased total open position to 4
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 79.25, which was -10.75 lower than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 2
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 90, which was -87.35 lower than the previous day. The implied volatity was 29.57, 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 177.35, 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 177.35, 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
