AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.34
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 2.85 | -4.80 | 29.28 | 1,653 | 2 | 462 | |||
| 20 Nov | 1250.10 | 7.65 | 0.00 | 24.18 | 2,441 | 35 | 462 | |||
| 19 Nov | 1250.10 | 7.65 | 1.85 | 24.18 | 2,441 | 37 | 462 | |||
| 18 Nov | 1235.40 | 5.8 | -5.10 | 23.37 | 1,025 | 42 | 425 | |||
| 14 Nov | 1249.00 | 10.9 | -4.25 | 21.10 | 1,926 | 18 | 380 | |||
| 13 Nov | 1249.45 | 15.15 | -5.55 | 22.11 | 2,085 | -18 | 359 | |||
| 12 Nov | 1267.40 | 20.7 | -13.20 | 21.49 | 1,863 | 111 | 377 | |||
| 11 Nov | 1289.05 | 33.9 | -39.90 | 24.97 | 1,965 | 262 | 263 | |||
| 8 Nov | 1327.55 | 73.8 | -31.55 | 35.36 | 1 | 0 | 0 | |||
| 7 Nov | 1350.60 | 105.35 | -7.60 | 46.63 | 2 | 0 | 2 | |||
| 6 Nov | 1394.85 | 112.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 1396.95 | 112.95 | -206.25 | - | 2 | 1 | 1 | |||
| 4 Nov | 1407.20 | 319.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 1400.70 | 319.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1396.50 | 319.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1405.15 | 319.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1412.35 | 319.2 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1280 expiring on 28NOV2024
Delta for 1280 CE is 0.12
Historical price for 1280 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 2.85, which was -4.80 lower than the previous day. The implied volatity was 29.28, the open interest changed by 2 which increased total open position to 462
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 24.18, the open interest changed by 35 which increased total open position to 462
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 7.65, which was 1.85 higher than the previous day. The implied volatity was 24.18, the open interest changed by 37 which increased total open position to 462
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 5.8, which was -5.10 lower than the previous day. The implied volatity was 23.37, the open interest changed by 42 which increased total open position to 425
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 10.9, which was -4.25 lower than the previous day. The implied volatity was 21.10, the open interest changed by 18 which increased total open position to 380
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 15.15, which was -5.55 lower than the previous day. The implied volatity was 22.11, the open interest changed by -18 which decreased total open position to 359
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 20.7, which was -13.20 lower than the previous day. The implied volatity was 21.49, the open interest changed by 111 which increased total open position to 377
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 33.9, which was -39.90 lower than the previous day. The implied volatity was 24.97, the open interest changed by 262 which increased total open position to 263
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 73.8, which was -31.55 lower than the previous day. The implied volatity was 35.36, the open interest changed by 0 which decreased total open position to 0
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 105.35, which was -7.60 lower than the previous day. The implied volatity was 46.63, the open interest changed by 0 which decreased total open position to 2
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 112.95, which was 0.00 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 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 112.95, which was -206.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 319.2, 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 319.2, 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 319.2, 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 319.2, 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 319.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.19
Theta: 0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 61.45 | 23.10 | 22.03 | 50 | -18 | 213 |
| 20 Nov | 1250.10 | 38.35 | 0.00 | 24.73 | 399 | -30 | 231 |
| 19 Nov | 1250.10 | 38.35 | -11.95 | 24.73 | 399 | -30 | 231 |
| 18 Nov | 1235.40 | 50.3 | 12.05 | 31.58 | 321 | -17 | 262 |
| 14 Nov | 1249.00 | 38.25 | 3.90 | 24.55 | 456 | 12 | 280 |
| 13 Nov | 1249.45 | 34.35 | 5.70 | 24.35 | 562 | -42 | 268 |
| 12 Nov | 1267.40 | 28.65 | 3.65 | 24.84 | 1,031 | 59 | 338 |
| 11 Nov | 1289.05 | 25 | 7.65 | 27.77 | 2,166 | 115 | 280 |
| 8 Nov | 1327.55 | 17.35 | 0.15 | 31.17 | 460 | 16 | 170 |
| 7 Nov | 1350.60 | 17.2 | 7.50 | 36.66 | 407 | 32 | 153 |
| 6 Nov | 1394.85 | 9.7 | -1.70 | 36.71 | 307 | 66 | 129 |
| 5 Nov | 1396.95 | 11.4 | -0.15 | 38.20 | 165 | 25 | 63 |
| 4 Nov | 1407.20 | 11.55 | -1.45 | 39.44 | 73 | 20 | 37 |
| 1 Nov | 1400.70 | 13 | 0.00 | 0.00 | 0 | 17 | 0 |
| 31 Oct | 1396.50 | 13 | 0.00 | - | 19 | 14 | 14 |
| 30 Oct | 1405.15 | 13 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1412.35 | 13 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1280 expiring on 28NOV2024
Delta for 1280 PE is -0.94
Historical price for 1280 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 61.45, which was 23.10 higher than the previous day. The implied volatity was 22.03, the open interest changed by -18 which decreased total open position to 213
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 38.35, which was 0.00 lower than the previous day. The implied volatity was 24.73, the open interest changed by -30 which decreased total open position to 231
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 38.35, which was -11.95 lower than the previous day. The implied volatity was 24.73, the open interest changed by -30 which decreased total open position to 231
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 50.3, which was 12.05 higher than the previous day. The implied volatity was 31.58, the open interest changed by -17 which decreased total open position to 262
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 38.25, which was 3.90 higher than the previous day. The implied volatity was 24.55, the open interest changed by 12 which increased total open position to 280
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 34.35, which was 5.70 higher than the previous day. The implied volatity was 24.35, the open interest changed by -42 which decreased total open position to 268
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 28.65, which was 3.65 higher than the previous day. The implied volatity was 24.84, the open interest changed by 59 which increased total open position to 338
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 25, which was 7.65 higher than the previous day. The implied volatity was 27.77, the open interest changed by 115 which increased total open position to 280
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 17.35, which was 0.15 higher than the previous day. The implied volatity was 31.17, the open interest changed by 16 which increased total open position to 170
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 17.2, which was 7.50 higher than the previous day. The implied volatity was 36.66, the open interest changed by 32 which increased total open position to 153
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 9.7, which was -1.70 lower than the previous day. The implied volatity was 36.71, the open interest changed by 66 which increased total open position to 129
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 11.4, which was -0.15 lower than the previous day. The implied volatity was 38.20, the open interest changed by 25 which increased total open position to 63
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 11.55, which was -1.45 lower than the previous day. The implied volatity was 39.44, the open interest changed by 20 which increased total open position to 37
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 13, 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 13, 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 13, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
