AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
14 Nov 2024 09:20 AM IST
| AUROPHARMA 28NOV2024 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.77
Theta: -0.72
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1268.65 | 7.95 | 2.00 | 23.97 | 106 | -19 | 455 | |||
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| 13 Nov | 1249.45 | 5.95 | -3.05 | 23.66 | 1,946 | 1 | 478 | |||
| 12 Nov | 1267.40 | 9 | -7.60 | 23.33 | 1,915 | 23 | 469 | |||
| 11 Nov | 1289.05 | 16.6 | -28.35 | 25.36 | 3,587 | 352 | 448 | |||
| 8 Nov | 1327.55 | 44.95 | -19.65 | 31.30 | 324 | 85 | 92 | |||
| 7 Nov | 1350.60 | 64.6 | -37.55 | 33.77 | 8 | 3 | 6 | |||
| 6 Nov | 1394.85 | 102.15 | 29.15 | 38.39 | 2 | 1 | 4 | |||
| 5 Nov | 1396.95 | 73 | -212.65 | - | 3 | 1 | 1 | |||
| 4 Nov | 1407.20 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1400.70 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1396.50 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1405.15 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1412.35 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1434.55 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1428.15 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1442.20 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1434.00 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1447.60 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1465.95 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1466.05 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1458.60 | 285.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1438.30 | 285.65 | 285.65 | - | 0 | 0 | 0 | |||
| 26 Sept | 1515.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1501.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1480.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1496.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1507.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1518.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1518.50 | 0 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1320 expiring on 28NOV2024
Delta for 1320 CE is 0.23
Historical price for 1320 CE is as follows
On 14 Nov AUROPHARMA was trading at 1268.65. The strike last trading price was 7.95, which was 2.00 higher than the previous day. The implied volatity was 23.97, the open interest changed by -19 which decreased total open position to 455
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 5.95, which was -3.05 lower than the previous day. The implied volatity was 23.66, the open interest changed by 1 which increased total open position to 478
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 9, which was -7.60 lower than the previous day. The implied volatity was 23.33, the open interest changed by 23 which increased total open position to 469
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 16.6, which was -28.35 lower than the previous day. The implied volatity was 25.36, the open interest changed by 352 which increased total open position to 448
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 44.95, which was -19.65 lower than the previous day. The implied volatity was 31.30, the open interest changed by 85 which increased total open position to 92
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 64.6, which was -37.55 lower than the previous day. The implied volatity was 33.77, the open interest changed by 3 which increased total open position to 6
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 102.15, which was 29.15 higher than the previous day. The implied volatity was 38.39, the open interest changed by 1 which increased total open position to 4
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 73, which was -212.65 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 285.65, 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 285.65, 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 285.65, 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 285.65, 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 285.65, 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 28 Oct AUROPHARMA was trading at 1434.55. The strike last trading price was 285.65, 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 25 Oct AUROPHARMA was trading at 1428.15. The strike last trading price was 285.65, 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 24 Oct AUROPHARMA was trading at 1442.20. The strike last trading price was 285.65, 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 23 Oct AUROPHARMA was trading at 1434.00. The strike last trading price was 285.65, 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 22 Oct AUROPHARMA was trading at 1447.60. The strike last trading price was 285.65, 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 10 Oct AUROPHARMA was trading at 1465.95. The strike last trading price was 285.65, 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 4 Oct AUROPHARMA was trading at 1466.05. The strike last trading price was 285.65, 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 3 Oct AUROPHARMA was trading at 1458.60. The strike last trading price was 285.65, 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 1 Oct AUROPHARMA was trading at 1438.30. The strike last trading price was 285.65, which was 285.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept AUROPHARMA was trading at 1515.30. The strike last trading price was 0, 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 24 Sept AUROPHARMA was trading at 1501.15. The strike last trading price was 0, 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 23 Sept AUROPHARMA was trading at 1480.95. The strike last trading price was 0, 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 20 Sept AUROPHARMA was trading at 1496.35. The strike last trading price was 0, 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 11 Sept AUROPHARMA was trading at 1507.40. The strike last trading price was 0, 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 10 Sept AUROPHARMA was trading at 1518.40. The strike last trading price was 0, 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 9 Sept AUROPHARMA was trading at 1518.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.82
Theta: -0.52
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1268.65 | 56.65 | -10.30 | 27.44 | 8 | 0 | 262 |
| 13 Nov | 1249.45 | 66.95 | 9.90 | 29.29 | 54 | -2 | 260 |
| 12 Nov | 1267.40 | 57.05 | 9.05 | 27.69 | 268 | 8 | 293 |
| 11 Nov | 1289.05 | 48 | 16.50 | 28.74 | 1,766 | 54 | 289 |
| 8 Nov | 1327.55 | 31.5 | 2.20 | 30.28 | 889 | 64 | 238 |
| 7 Nov | 1350.60 | 29.3 | 13.50 | 35.95 | 383 | 21 | 175 |
| 6 Nov | 1394.85 | 15.8 | -3.45 | 34.42 | 388 | 48 | 166 |
| 5 Nov | 1396.95 | 19.25 | 0.70 | 37.15 | 382 | -27 | 119 |
| 4 Nov | 1407.20 | 18.55 | -3.65 | 37.92 | 249 | 68 | 139 |
| 1 Nov | 1400.70 | 22.2 | 0.00 | 0.00 | 0 | 15 | 0 |
| 31 Oct | 1396.50 | 22.2 | 3.15 | - | 72 | 13 | 69 |
| 30 Oct | 1405.15 | 19.05 | 6.50 | - | 32 | -3 | 56 |
| 29 Oct | 1412.35 | 12.55 | 0.00 | - | 0 | 4 | 0 |
| 28 Oct | 1434.55 | 12.55 | -3.60 | - | 17 | 4 | 60 |
| 25 Oct | 1428.15 | 16.15 | 5.30 | - | 23 | -4 | 56 |
| 24 Oct | 1442.20 | 10.85 | -3.00 | - | 17 | -15 | 60 |
| 23 Oct | 1434.00 | 13.85 | 0.00 | - | 0 | 57 | 0 |
| 22 Oct | 1447.60 | 13.85 | 4.50 | - | 71 | 57 | 75 |
| 10 Oct | 1465.95 | 9.35 | -1.65 | - | 11 | 1 | 17 |
| 4 Oct | 1466.05 | 11 | -5.00 | - | 12 | 0 | 21 |
| 3 Oct | 1458.60 | 16 | -0.10 | - | 4 | 0 | 21 |
| 1 Oct | 1438.30 | 16.1 | 16.10 | - | 15 | 14 | 20 |
| 26 Sept | 1515.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1501.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 1480.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1496.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1507.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1518.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1518.50 | 0 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1320 expiring on 28NOV2024
Delta for 1320 PE is -0.73
Historical price for 1320 PE is as follows
On 14 Nov AUROPHARMA was trading at 1268.65. The strike last trading price was 56.65, which was -10.30 lower than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 262
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 66.95, which was 9.90 higher than the previous day. The implied volatity was 29.29, the open interest changed by -2 which decreased total open position to 260
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 57.05, which was 9.05 higher than the previous day. The implied volatity was 27.69, the open interest changed by 8 which increased total open position to 293
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 48, which was 16.50 higher than the previous day. The implied volatity was 28.74, the open interest changed by 54 which increased total open position to 289
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 31.5, which was 2.20 higher than the previous day. The implied volatity was 30.28, the open interest changed by 64 which increased total open position to 238
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 29.3, which was 13.50 higher than the previous day. The implied volatity was 35.95, the open interest changed by 21 which increased total open position to 175
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 15.8, which was -3.45 lower than the previous day. The implied volatity was 34.42, the open interest changed by 48 which increased total open position to 166
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 19.25, which was 0.70 higher than the previous day. The implied volatity was 37.15, the open interest changed by -27 which decreased total open position to 119
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 18.55, which was -3.65 lower than the previous day. The implied volatity was 37.92, the open interest changed by 68 which increased total open position to 139
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 22.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 22.2, which was 3.15 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 19.05, which was 6.50 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 12.55, 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 28 Oct AUROPHARMA was trading at 1434.55. The strike last trading price was 12.55, which was -3.60 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 16.15, which was 5.30 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 10.85, which was -3.00 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 13.85, 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 22 Oct AUROPHARMA was trading at 1447.60. The strike last trading price was 13.85, 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 10 Oct AUROPHARMA was trading at 1465.95. The strike last trading price was 9.35, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AUROPHARMA was trading at 1466.05. The strike last trading price was 11, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AUROPHARMA was trading at 1458.60. The strike last trading price was 16, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct AUROPHARMA was trading at 1438.30. The strike last trading price was 16.1, which was 16.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept AUROPHARMA was trading at 1515.30. The strike last trading price was 0, 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 24 Sept AUROPHARMA was trading at 1501.15. The strike last trading price was 0, 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 23 Sept AUROPHARMA was trading at 1480.95. The strike last trading price was 0, 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 20 Sept AUROPHARMA was trading at 1496.35. The strike last trading price was 0, 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 11 Sept AUROPHARMA was trading at 1507.40. The strike last trading price was 0, 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 10 Sept AUROPHARMA was trading at 1518.40. The strike last trading price was 0, 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 9 Sept AUROPHARMA was trading at 1518.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
