AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.39
Theta: -0.43
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 3.8 | -7.7 | 41.54 | 1,716 | 42 | 490 | |||
| 3 Apr | 1176.35 | 11.95 | 2.45 | 38.24 | 4,300 | 221 | 452 | |||
| 2 Apr | 1157.85 | 9.3 | 3.75 | 37.81 | 264 | 9 | 243 | |||
| 1 Apr | 1134.15 | 5.25 | -3.8 | 37.43 | 515 | 98 | 233 | |||
| 28 Mar | 1160.50 | 8.95 | -0.15 | 34.21 | 315 | 51 | 135 | |||
| 27 Mar | 1164.25 | 9 | -0.3 | 31.51 | 118 | 38 | 82 | |||
| 26 Mar | 1157.45 | 9 | -6.65 | 32.71 | 35 | 3 | 44 | |||
| 25 Mar | 1194.95 | 15.35 | -4.75 | 30.16 | 23 | 11 | 40 | |||
| 24 Mar | 1209.60 | 20.1 | 4.1 | 30.41 | 7 | 0 | 29 | |||
| 21 Mar | 1200.35 | 16.05 | 4.75 | 27.57 | 27 | 12 | 29 | |||
| 20 Mar | 1174.15 | 11.3 | 3.8 | 28.43 | 12 | 11 | 16 | |||
| 27 Feb | 1080.70 | 0 | 0 | 9.97 | 0 | 0 | 0 | |||
| 26 Feb | 1080.00 | 0 | 0 | 9.70 | 0 | 0 | 0 | |||
| 25 Feb | 1081.05 | 0 | 0 | 9.70 | 0 | 0 | 0 | |||
| 24 Feb | 1101.80 | 0 | 0 | 8.75 | 0 | 0 | 0 | |||
| 21 Feb | 1115.15 | 0 | 0 | 7.78 | 0 | 0 | 0 | |||
| 20 Feb | 1121.25 | 0 | 0 | 7.36 | 0 | 0 | 0 | |||
| 19 Feb | 1135.20 | 0 | 0 | 6.81 | 0 | 0 | 0 | |||
| 18 Feb | 1163.35 | 0 | 0 | 4.97 | 0 | 0 | 0 | |||
| 17 Feb | 1169.60 | 0 | 0 | 4.71 | 0 | 0 | 0 | |||
| 14 Feb | 1131.35 | 0 | 0 | 6.41 | 0 | 0 | 0 | |||
| 13 Feb | 1179.95 | 0 | 0 | 4.01 | 0 | 0 | 0 | |||
| 12 Feb | 1144.55 | 0 | 0 | 5.71 | 0 | 0 | 0 | |||
| 11 Feb | 1147.70 | 0 | 0 | 5.35 | 0 | 0 | 0 | |||
|
|
||||||||||
| 10 Feb | 1177.15 | 0 | 0 | 4.05 | 0 | 0 | 0 | |||
| 7 Feb | 1191.70 | 0 | 0 | 3.15 | 0 | 0 | 0 | |||
| 6 Feb | 1191.80 | 0 | 0 | 2.96 | 0 | 0 | 0 | |||
| 5 Feb | 1191.75 | 0 | 0 | 3.18 | 0 | 0 | 0 | |||
| 4 Feb | 1171.30 | 0 | 0 | 3.98 | 0 | 0 | 0 | |||
| 3 Feb | 1125.40 | 0 | 0 | 6.21 | 0 | 0 | 0 | |||
| 1 Feb | 1142.60 | 0 | 0 | 5.19 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1280 expiring on 24APR2025
Delta for 1280 CE is 0.08
Historical price for 1280 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 3.8, which was -7.7 lower than the previous day. The implied volatity was 41.54, the open interest changed by 42 which increased total open position to 490
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 11.95, which was 2.45 higher than the previous day. The implied volatity was 38.24, the open interest changed by 221 which increased total open position to 452
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 9.3, which was 3.75 higher than the previous day. The implied volatity was 37.81, the open interest changed by 9 which increased total open position to 243
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 5.25, which was -3.8 lower than the previous day. The implied volatity was 37.43, the open interest changed by 98 which increased total open position to 233
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 8.95, which was -0.15 lower than the previous day. The implied volatity was 34.21, the open interest changed by 51 which increased total open position to 135
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 9, which was -0.3 lower than the previous day. The implied volatity was 31.51, the open interest changed by 38 which increased total open position to 82
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 9, which was -6.65 lower than the previous day. The implied volatity was 32.71, the open interest changed by 3 which increased total open position to 44
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 15.35, which was -4.75 lower than the previous day. The implied volatity was 30.16, the open interest changed by 11 which increased total open position to 40
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 20.1, which was 4.1 higher than the previous day. The implied volatity was 30.41, the open interest changed by 0 which decreased total open position to 29
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 16.05, which was 4.75 higher than the previous day. The implied volatity was 27.57, the open interest changed by 12 which increased total open position to 29
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 11.3, which was 3.8 higher than the previous day. The implied volatity was 28.43, the open interest changed by 11 which increased total open position to 16
On 27 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.97, the open interest changed by 0 which decreased total open position to 0
On 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.70, the open interest changed by 0 which decreased total open position to 0
On 25 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.70, the open interest changed by 0 which decreased total open position to 0
On 24 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 0
On 21 Feb AUROPHARMA was trading at 1115.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.78, the open interest changed by 0 which decreased total open position to 0
On 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0
On 19 Feb AUROPHARMA was trading at 1135.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.81, the open interest changed by 0 which decreased total open position to 0
On 18 Feb AUROPHARMA was trading at 1163.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0
On 17 Feb AUROPHARMA was trading at 1169.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 13 Feb AUROPHARMA was trading at 1179.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 12 Feb AUROPHARMA was trading at 1144.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0
On 11 Feb AUROPHARMA was trading at 1147.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AUROPHARMA was trading at 1177.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 7 Feb AUROPHARMA was trading at 1191.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 6 Feb AUROPHARMA was trading at 1191.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
On 5 Feb AUROPHARMA was trading at 1191.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 4 Feb AUROPHARMA was trading at 1171.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 3 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.21, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.78
Theta: -1.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 189.85 | 80.9 | 72.16 | 16 | 0 | 53 |
| 3 Apr | 1176.35 | 109.15 | -15.6 | 38.10 | 86 | 21 | 52 |
| 2 Apr | 1157.85 | 124 | -23.25 | 39.71 | 22 | 5 | 29 |
| 1 Apr | 1134.15 | 149.35 | 30.85 | 35.72 | 34 | 5 | 22 |
| 28 Mar | 1160.50 | 118.5 | -1.5 | 24.86 | 6 | 4 | 17 |
| 27 Mar | 1164.25 | 120 | 20 | 37.98 | 1 | 0 | 12 |
| 26 Mar | 1157.45 | 100 | 0 | 0.00 | 0 | 7 | 0 |
| 25 Mar | 1194.95 | 100 | -19 | 39.25 | 8 | 6 | 11 |
| 24 Mar | 1209.60 | 119 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1200.35 | 119 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1174.15 | 119 | 0 | 0.00 | 0 | 5 | 0 |
| 27 Feb | 1080.70 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1080.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1081.05 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1101.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1115.15 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1121.25 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1135.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1163.35 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1169.60 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1131.35 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1179.95 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1144.55 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1147.70 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1177.15 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1191.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1191.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1191.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1171.30 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1125.40 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1142.60 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1280 expiring on 24APR2025
Delta for 1280 PE is -0.77
Historical price for 1280 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 189.85, which was 80.9 higher than the previous day. The implied volatity was 72.16, the open interest changed by 0 which decreased total open position to 53
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 109.15, which was -15.6 lower than the previous day. The implied volatity was 38.10, the open interest changed by 21 which increased total open position to 52
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 124, which was -23.25 lower than the previous day. The implied volatity was 39.71, the open interest changed by 5 which increased total open position to 29
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 149.35, which was 30.85 higher than the previous day. The implied volatity was 35.72, the open interest changed by 5 which increased total open position to 22
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 118.5, which was -1.5 lower than the previous day. The implied volatity was 24.86, the open interest changed by 4 which increased total open position to 17
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 120, which was 20 higher than the previous day. The implied volatity was 37.98, the open interest changed by 0 which decreased total open position to 12
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 100, which was -19 lower than the previous day. The implied volatity was 39.25, the open interest changed by 6 which increased total open position to 11
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 119, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 119, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 119, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 27 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 0, 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 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 0, 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 25 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 0, 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 24 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 0, 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 21 Feb AUROPHARMA was trading at 1115.15. The strike last trading price was 0, 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 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 0, 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 19 Feb AUROPHARMA was trading at 1135.20. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1163.35. The strike last trading price was 0, 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 17 Feb AUROPHARMA was trading at 1169.60. The strike last trading price was 0, 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 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 0, 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 13 Feb AUROPHARMA was trading at 1179.95. The strike last trading price was 0, 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 12 Feb AUROPHARMA was trading at 1144.55. The strike last trading price was 0, 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 11 Feb AUROPHARMA was trading at 1147.70. The strike last trading price was 0, 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 10 Feb AUROPHARMA was trading at 1177.15. The strike last trading price was 0, 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 7 Feb AUROPHARMA was trading at 1191.70. The strike last trading price was 0, 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 6 Feb AUROPHARMA was trading at 1191.80. The strike last trading price was 0, 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 5 Feb AUROPHARMA was trading at 1191.75. The strike last trading price was 0, 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 4 Feb AUROPHARMA was trading at 1171.30. The strike last trading price was 0, 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 3 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, 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 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, 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
