AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.27
Theta: -0.30
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 2.25 | -4.45 | 43.22 | 1,126 | -107 | 465 | |||
| 3 Apr | 1176.35 | 6.9 | 1.85 | 39.18 | 2,827 | 461 | 582 | |||
| 2 Apr | 1157.85 | 5.05 | 2.15 | 38.28 | 85 | 20 | 128 | |||
| 1 Apr | 1134.15 | 3.15 | -1.8 | 39.12 | 95 | 2 | 109 | |||
| 28 Mar | 1160.50 | 5.2 | -0.2 | 35.27 | 217 | 45 | 107 | |||
| 27 Mar | 1164.25 | 5.55 | 0.8 | 33.37 | 11 | -3 | 61 | |||
| 26 Mar | 1157.45 | 4.7 | -4.5 | 32.84 | 35 | -2 | 65 | |||
| 25 Mar | 1194.95 | 9.1 | -1.85 | 31.27 | 46 | 20 | 67 | |||
| 24 Mar | 1209.60 | 11 | 2.6 | 30.22 | 50 | 29 | 44 | |||
| 21 Mar | 1200.35 | 8.4 | 2.5 | 27.55 | 11 | 7 | 15 | |||
| 20 Mar | 1174.15 | 5.9 | -29.75 | 28.53 | 10 | 5 | 5 | |||
| 20 Feb | 1121.25 | 35.65 | 0 | 9.09 | 0 | 0 | 0 | |||
| 19 Feb | 1135.20 | 35.65 | 0 | 11.11 | 0 | 0 | 0 | |||
| 18 Feb | 1163.35 | 0 | 0 | 6.81 | 0 | 0 | 0 | |||
| 17 Feb | 1169.60 | 0 | 0 | 6.55 | 0 | 0 | 0 | |||
| 14 Feb | 1131.35 | 0 | 0 | 8.12 | 0 | 0 | 0 | |||
| 13 Feb | 1179.95 | 0 | 0 | 5.84 | 0 | 0 | 0 | |||
| 12 Feb | 1144.55 | 0 | 0 | 7.44 | 0 | 0 | 0 | |||
| 11 Feb | 1147.70 | 0 | 0 | 7.08 | 0 | 0 | 0 | |||
| 10 Feb | 1177.15 | 0 | 0 | 5.84 | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Feb | 1191.70 | 0 | 0 | 4.94 | 0 | 0 | 0 | |||
| 6 Feb | 1191.80 | 0 | 0 | 4.76 | 0 | 0 | 0 | |||
| 5 Feb | 1191.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 1171.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Feb | 1125.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 1142.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1320 expiring on 24APR2025
Delta for 1320 CE is 0.05
Historical price for 1320 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 2.25, which was -4.45 lower than the previous day. The implied volatity was 43.22, the open interest changed by -107 which decreased total open position to 465
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 6.9, which was 1.85 higher than the previous day. The implied volatity was 39.18, the open interest changed by 461 which increased total open position to 582
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 5.05, which was 2.15 higher than the previous day. The implied volatity was 38.28, the open interest changed by 20 which increased total open position to 128
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 3.15, which was -1.8 lower than the previous day. The implied volatity was 39.12, the open interest changed by 2 which increased total open position to 109
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 5.2, which was -0.2 lower than the previous day. The implied volatity was 35.27, the open interest changed by 45 which increased total open position to 107
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 5.55, which was 0.8 higher than the previous day. The implied volatity was 33.37, the open interest changed by -3 which decreased total open position to 61
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 4.7, which was -4.5 lower than the previous day. The implied volatity was 32.84, the open interest changed by -2 which decreased total open position to 65
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 9.1, which was -1.85 lower than the previous day. The implied volatity was 31.27, the open interest changed by 20 which increased total open position to 67
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 11, which was 2.6 higher than the previous day. The implied volatity was 30.22, the open interest changed by 29 which increased total open position to 44
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 8.4, which was 2.5 higher than the previous day. The implied volatity was 27.55, the open interest changed by 7 which increased total open position to 15
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 5.9, which was -29.75 lower than the previous day. The implied volatity was 28.53, the open interest changed by 5 which increased total open position to 5
On 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 35.65, which was 0 lower than the previous day. The implied volatity was 9.09, 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 35.65, which was 0 lower than the previous day. The implied volatity was 11.11, 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 6.81, 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 6.55, 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 8.12, 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 5.84, 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 7.44, 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 7.08, 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 5.84, 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 4.94, 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 4.76, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 138.55 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1176.35 | 138.55 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1157.85 | 138.55 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 1134.15 | 138.55 | -12 | - | 3 | 0 | 0 |
| 28 Mar | 1160.50 | 150.55 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1164.25 | 150.55 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1157.45 | 150.55 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1194.95 | 150.55 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1209.60 | 150.55 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 1200.35 | 150.55 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1174.15 | 150.55 | 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 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 1171.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 1125.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 1142.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1320 expiring on 24APR2025
Delta for 1320 PE is 0.00
Historical price for 1320 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 138.55, 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 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 138.55, 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 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 138.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 138.55, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 150.55, 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 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 150.55, 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 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 150.55, 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 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 150.55, 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 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 150.55, 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 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 150.55, 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 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 150.55, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
