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[--[65.84.65.76]--]
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
AUROPHARMA 28NOV2024 1300 CE
Delta: 0.22
Vega: 0.72
Theta: -0.64
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1249.00 6.6 -2.70 22.10 2,057 60 1,187
13 Nov 1249.45 9.3 -3.70 22.52 2,919 101 1,122
12 Nov 1267.40 13 -10.90 21.62 4,530 411 1,024
11 Nov 1289.05 23.9 -32.55 24.94 5,091 530 622
8 Nov 1327.55 56.45 -22.15 31.32 143 30 91
7 Nov 1350.60 78.6 -33.40 34.62 17 2 60
6 Nov 1394.85 112 0.00 0.00 0 7 0
5 Nov 1396.95 112 -11.70 30.85 27 6 57
4 Nov 1407.20 123.7 4.00 33.72 32 8 51
1 Nov 1400.70 119.7 0.00 0.00 0 27 0
31 Oct 1396.50 119.7 -8.30 - 27 25 41
30 Oct 1405.15 128 -10.50 - 2 1 17
29 Oct 1412.35 138.5 -0.95 - 9 8 16
28 Oct 1434.55 139.45 -0.55 - 3 4 7
25 Oct 1428.15 140 -17.00 - 2 0 3
24 Oct 1442.20 157 -21.00 - 2 0 1
23 Oct 1434.00 178 - 1 0 0


For Aurobindo Pharma Ltd - strike price 1300 expiring on 28NOV2024

Delta for 1300 CE is 0.22

Historical price for 1300 CE is as follows

On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 6.6, which was -2.70 lower than the previous day. The implied volatity was 22.10, the open interest changed by 60 which increased total open position to 1187


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 9.3, which was -3.70 lower than the previous day. The implied volatity was 22.52, the open interest changed by 101 which increased total open position to 1122


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 13, which was -10.90 lower than the previous day. The implied volatity was 21.62, the open interest changed by 411 which increased total open position to 1024


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 23.9, which was -32.55 lower than the previous day. The implied volatity was 24.94, the open interest changed by 530 which increased total open position to 622


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 56.45, which was -22.15 lower than the previous day. The implied volatity was 31.32, the open interest changed by 30 which increased total open position to 91


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 78.6, which was -33.40 lower than the previous day. The implied volatity was 34.62, the open interest changed by 2 which increased total open position to 60


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 112, which was 0.00 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 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 112, which was -11.70 lower than the previous day. The implied volatity was 30.85, the open interest changed by 6 which increased total open position to 57


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 123.7, which was 4.00 higher than the previous day. The implied volatity was 33.72, the open interest changed by 8 which increased total open position to 51


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 119.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0


On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 119.7, which was -8.30 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 128, which was -10.50 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 138.5, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct AUROPHARMA was trading at 1434.55. The strike last trading price was 139.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct AUROPHARMA was trading at 1428.15. The strike last trading price was 140, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct AUROPHARMA was trading at 1442.20. The strike last trading price was 157, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct AUROPHARMA was trading at 1434.00. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AUROPHARMA 28NOV2024 1300 PE
Delta: -0.73
Vega: 0.81
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1249.00 55.2 5.75 27.84 99 -25 855
13 Nov 1249.45 49.45 8.80 26.24 468 -25 880
12 Nov 1267.40 40.65 5.60 24.99 1,503 273 970
11 Nov 1289.05 35.05 10.80 27.83 4,002 -60 698
8 Nov 1327.55 24.25 0.90 31.24 1,500 51 779
7 Nov 1350.60 23.35 10.70 36.92 835 142 727
6 Nov 1394.85 12.65 -2.65 35.83 580 76 587
5 Nov 1396.95 15.3 0.95 38.08 635 -26 508
4 Nov 1407.20 14.35 -5.25 38.32 784 82 530
1 Nov 1400.70 19.6 1.50 39.30 63 0 446
31 Oct 1396.50 18.1 3.45 - 595 317 446
30 Oct 1405.15 14.65 2.15 - 545 59 129
29 Oct 1412.35 12.5 4.50 - 69 38 68
28 Oct 1434.55 8 -4.15 - 25 11 28
25 Oct 1428.15 12.15 3.05 - 32 5 17
24 Oct 1442.20 9.1 1.10 - 6 4 11
23 Oct 1434.00 8 - 8 6 6


For Aurobindo Pharma Ltd - strike price 1300 expiring on 28NOV2024

Delta for 1300 PE is -0.73

Historical price for 1300 PE is as follows

On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 55.2, which was 5.75 higher than the previous day. The implied volatity was 27.84, the open interest changed by -25 which decreased total open position to 855


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 49.45, which was 8.80 higher than the previous day. The implied volatity was 26.24, the open interest changed by -25 which decreased total open position to 880


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 40.65, which was 5.60 higher than the previous day. The implied volatity was 24.99, the open interest changed by 273 which increased total open position to 970


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 35.05, which was 10.80 higher than the previous day. The implied volatity was 27.83, the open interest changed by -60 which decreased total open position to 698


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 24.25, which was 0.90 higher than the previous day. The implied volatity was 31.24, the open interest changed by 51 which increased total open position to 779


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 23.35, which was 10.70 higher than the previous day. The implied volatity was 36.92, the open interest changed by 142 which increased total open position to 727


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 12.65, which was -2.65 lower than the previous day. The implied volatity was 35.83, the open interest changed by 76 which increased total open position to 587


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 15.3, which was 0.95 higher than the previous day. The implied volatity was 38.08, the open interest changed by -26 which decreased total open position to 508


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 14.35, which was -5.25 lower than the previous day. The implied volatity was 38.32, the open interest changed by 82 which increased total open position to 530


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 19.6, which was 1.50 higher than the previous day. The implied volatity was 39.30, the open interest changed by 0 which decreased total open position to 446


On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 18.1, which was 3.45 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 14.65, which was 2.15 higher 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 12.5, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct AUROPHARMA was trading at 1434.55. The strike last trading price was 8, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct AUROPHARMA was trading at 1428.15. The strike last trading price was 12.15, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct AUROPHARMA was trading at 1442.20. The strike last trading price was 9.1, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct AUROPHARMA was trading at 1434.00. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to