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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 1280 CE
Delta: 0.33
Vega: 0.89
Theta: -0.78
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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
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 0.33

Historical price for 1280 CE is as follows

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
Delta: -0.65
Vega: 0.91
Theta: -0.57
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.65

Historical price for 1280 PE is as follows

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