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AUROPHARMA
Aurobindo Pharma Ltd
1105.35 -70.99 (-6.03%)

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Historical option data for AUROPHARMA

04 Apr 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
AUROPHARMA 24APR2025 1300 CE
Delta: 0.07
Vega: 0.33
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1105.35 3.05 -5.85 42.79 4,056 69 2,002
3 Apr 1176.35 9.15 2.15 39.08 12,061 1,643 1,967
2 Apr 1157.85 6.85 2.9 37.98 656 55 348
1 Apr 1134.15 3.9 -2.8 37.92 554 68 294
28 Mar 1160.50 6.4 -0.85 34.09 596 84 226
27 Mar 1164.25 6.45 -0.35 31.59 179 45 143
26 Mar 1157.45 6.75 -5.2 33.07 106 37 97
25 Mar 1194.95 11.9 -3.75 30.78 43 22 62
24 Mar 1209.60 15.65 3.85 30.69 36 22 35
21 Mar 1200.35 12.55 5 28.30 14 12 12
20 Mar 1174.15 0 0 0.00 0 0 0

For Aurobindo Pharma Ltd - strike price 1300 expiring on 24APR2025

Delta for 1300 CE is 0.07

Historical price for 1300 CE is as follows

On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 3.05, which was -5.85 lower than the previous day. The implied volatity was 42.79, the open interest changed by 69 which increased total open position to 2002


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 9.15, which was 2.15 higher than the previous day. The implied volatity was 39.08, the open interest changed by 1643 which increased total open position to 1967


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 6.85, which was 2.9 higher than the previous day. The implied volatity was 37.98, the open interest changed by 55 which increased total open position to 348


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 3.9, which was -2.8 lower than the previous day. The implied volatity was 37.92, the open interest changed by 68 which increased total open position to 294


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 6.4, which was -0.85 lower than the previous day. The implied volatity was 34.09, the open interest changed by 84 which increased total open position to 226


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 6.45, which was -0.35 lower than the previous day. The implied volatity was 31.59, the open interest changed by 45 which increased total open position to 143


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 6.75, which was -5.2 lower than the previous day. The implied volatity was 33.07, the open interest changed by 37 which increased total open position to 97


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 11.9, which was -3.75 lower than the previous day. The implied volatity was 30.78, the open interest changed by 22 which increased total open position to 62


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 15.65, which was 3.85 higher than the previous day. The implied volatity was 30.69, the open interest changed by 22 which increased total open position to 35


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 12.55, which was 5 higher than the previous day. The implied volatity was 28.30, the open interest changed by 12 which increased total open position to 12


On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 0, 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


AUROPHARMA 24APR2025 1300 PE
Delta: -0.85
Vega: 0.61
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1105.35 198.6 72.9 60.48 25 9 92
3 Apr 1176.35 125.7 -41.85 36.17 250 43 82
2 Apr 1157.85 167.55 0 0.00 0 8 0
1 Apr 1134.15 167.55 31.55 34.92 18 7 38
28 Mar 1160.50 136 -3.5 20.42 3 0 31
27 Mar 1164.25 139.5 12.6 41.46 6 2 29
26 Mar 1157.45 126.9 21.9 - 3 1 25
25 Mar 1194.95 105 12 30.00 10 6 22
24 Mar 1209.60 93 -16 28.05 16 14 16
21 Mar 1200.35 109 -103.6 37.02 2 0 0
20 Mar 1174.15 0 0 0.00 0 0 0

For Aurobindo Pharma Ltd - strike price 1300 expiring on 24APR2025

Delta for 1300 PE is -0.85

Historical price for 1300 PE is as follows

On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 198.6, which was 72.9 higher than the previous day. The implied volatity was 60.48, the open interest changed by 9 which increased total open position to 92


On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 125.7, which was -41.85 lower than the previous day. The implied volatity was 36.17, the open interest changed by 43 which increased total open position to 82


On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 167.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 167.55, which was 31.55 higher than the previous day. The implied volatity was 34.92, the open interest changed by 7 which increased total open position to 38


On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 136, which was -3.5 lower than the previous day. The implied volatity was 20.42, the open interest changed by 0 which decreased total open position to 31


On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 139.5, which was 12.6 higher than the previous day. The implied volatity was 41.46, the open interest changed by 2 which increased total open position to 29


On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 126.9, which was 21.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 25


On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 105, which was 12 higher than the previous day. The implied volatity was 30.00, the open interest changed by 6 which increased total open position to 22


On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 93, which was -16 lower than the previous day. The implied volatity was 28.05, the open interest changed by 14 which increased total open position to 16


On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 109, which was -103.6 lower than the previous day. The implied volatity was 37.02, 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 0, 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