AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
14 Nov 2024 04:10 PM IST
AUROPHARMA 28NOV2024 1300 CE | ||||||||||
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Delta: 0.22
Vega: 0.72
Theta: -0.64
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.73
Vega: 0.81
Theta: -0.54
Gamma: 0.00
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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