AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
17 Jan 2025 04:10 PM IST
| AUROPHARMA 30JAN2025 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.22
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 1178.35 | 1.7 | 0.05 | 39.60 | 289 | -45 | 779 | |||
| 16 Jan | 1156.30 | 1.65 | -0.10 | 41.97 | 125 | -5 | 826 | |||
| 15 Jan | 1147.55 | 1.75 | -0.70 | 42.36 | 79 | -8 | 833 | |||
| 14 Jan | 1174.50 | 2.45 | 0.15 | 38.30 | 405 | -30 | 845 | |||
| 13 Jan | 1161.40 | 2.3 | -1.65 | 40.02 | 839 | 59 | 873 | |||
| 10 Jan | 1199.55 | 3.95 | -4.30 | 33.14 | 1,782 | 6 | 821 | |||
| 9 Jan | 1248.40 | 8.25 | -6.65 | 28.62 | 900 | 42 | 818 | |||
| 8 Jan | 1281.65 | 14.9 | -7.55 | 28.20 | 1,005 | 29 | 776 | |||
| 7 Jan | 1297.50 | 22.45 | -5.90 | 26.81 | 1,621 | 141 | 746 | |||
| 6 Jan | 1312.80 | 28.35 | -1.90 | 27.17 | 943 | 36 | 604 | |||
| 3 Jan | 1319.45 | 30.25 | -14.85 | 24.08 | 1,386 | 110 | 571 | |||
| 2 Jan | 1348.80 | 45.1 | -2.65 | 23.82 | 905 | -17 | 464 | |||
| 1 Jan | 1353.25 | 47.75 | 5.55 | 23.42 | 2,317 | -90 | 486 | |||
| 31 Dec | 1334.50 | 42.2 | 15.35 | 25.52 | 6,546 | 268 | 580 | |||
| 30 Dec | 1298.30 | 26.85 | 12.95 | 26.77 | 1,580 | 105 | 307 | |||
| 27 Dec | 1269.95 | 13.9 | 1.90 | 22.46 | 644 | 116 | 201 | |||
| 26 Dec | 1256.25 | 12 | -2.00 | 23.57 | 182 | 14 | 84 | |||
| 24 Dec | 1262.45 | 14 | -0.50 | 23.31 | 169 | 45 | 70 | |||
| 23 Dec | 1252.95 | 14.5 | -2.50 | 24.53 | 35 | 17 | 24 | |||
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| 20 Dec | 1241.70 | 17 | 0.00 | 27.82 | 4 | 3 | 7 | |||
| 19 Dec | 1254.70 | 17 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Dec | 1247.55 | 17 | -18.70 | 25.58 | 4 | 3 | 3 | |||
| 17 Dec | 1213.75 | 35.7 | 0.00 | 6.87 | 0 | 0 | 0 | |||
| 16 Dec | 1244.70 | 35.7 | 0.00 | 4.80 | 0 | 0 | 0 | |||
| 12 Dec | 1214.60 | 35.7 | 0.00 | 5.93 | 0 | 0 | 0 | |||
| 11 Dec | 1225.85 | 35.7 | 5.45 | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1340 expiring on 30JAN2025
Delta for 1340 CE is 0.05
Historical price for 1340 CE is as follows
On 17 Jan AUROPHARMA was trading at 1178.35. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 39.60, the open interest changed by -45 which decreased total open position to 779
On 16 Jan AUROPHARMA was trading at 1156.30. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 41.97, the open interest changed by -5 which decreased total open position to 826
On 15 Jan AUROPHARMA was trading at 1147.55. The strike last trading price was 1.75, which was -0.70 lower than the previous day. The implied volatity was 42.36, the open interest changed by -8 which decreased total open position to 833
On 14 Jan AUROPHARMA was trading at 1174.50. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 38.30, the open interest changed by -30 which decreased total open position to 845
On 13 Jan AUROPHARMA was trading at 1161.40. The strike last trading price was 2.3, which was -1.65 lower than the previous day. The implied volatity was 40.02, the open interest changed by 59 which increased total open position to 873
On 10 Jan AUROPHARMA was trading at 1199.55. The strike last trading price was 3.95, which was -4.30 lower than the previous day. The implied volatity was 33.14, the open interest changed by 6 which increased total open position to 821
On 9 Jan AUROPHARMA was trading at 1248.40. The strike last trading price was 8.25, which was -6.65 lower than the previous day. The implied volatity was 28.62, the open interest changed by 42 which increased total open position to 818
On 8 Jan AUROPHARMA was trading at 1281.65. The strike last trading price was 14.9, which was -7.55 lower than the previous day. The implied volatity was 28.20, the open interest changed by 29 which increased total open position to 776
On 7 Jan AUROPHARMA was trading at 1297.50. The strike last trading price was 22.45, which was -5.90 lower than the previous day. The implied volatity was 26.81, the open interest changed by 141 which increased total open position to 746
On 6 Jan AUROPHARMA was trading at 1312.80. The strike last trading price was 28.35, which was -1.90 lower than the previous day. The implied volatity was 27.17, the open interest changed by 36 which increased total open position to 604
On 3 Jan AUROPHARMA was trading at 1319.45. The strike last trading price was 30.25, which was -14.85 lower than the previous day. The implied volatity was 24.08, the open interest changed by 110 which increased total open position to 571
On 2 Jan AUROPHARMA was trading at 1348.80. The strike last trading price was 45.1, which was -2.65 lower than the previous day. The implied volatity was 23.82, the open interest changed by -17 which decreased total open position to 464
On 1 Jan AUROPHARMA was trading at 1353.25. The strike last trading price was 47.75, which was 5.55 higher than the previous day. The implied volatity was 23.42, the open interest changed by -90 which decreased total open position to 486
On 31 Dec AUROPHARMA was trading at 1334.50. The strike last trading price was 42.2, which was 15.35 higher than the previous day. The implied volatity was 25.52, the open interest changed by 268 which increased total open position to 580
On 30 Dec AUROPHARMA was trading at 1298.30. The strike last trading price was 26.85, which was 12.95 higher than the previous day. The implied volatity was 26.77, the open interest changed by 105 which increased total open position to 307
On 27 Dec AUROPHARMA was trading at 1269.95. The strike last trading price was 13.9, which was 1.90 higher than the previous day. The implied volatity was 22.46, the open interest changed by 116 which increased total open position to 201
On 26 Dec AUROPHARMA was trading at 1256.25. The strike last trading price was 12, which was -2.00 lower than the previous day. The implied volatity was 23.57, the open interest changed by 14 which increased total open position to 84
On 24 Dec AUROPHARMA was trading at 1262.45. The strike last trading price was 14, which was -0.50 lower than the previous day. The implied volatity was 23.31, the open interest changed by 45 which increased total open position to 70
On 23 Dec AUROPHARMA was trading at 1252.95. The strike last trading price was 14.5, which was -2.50 lower than the previous day. The implied volatity was 24.53, the open interest changed by 17 which increased total open position to 24
On 20 Dec AUROPHARMA was trading at 1241.70. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 27.82, the open interest changed by 3 which increased total open position to 7
On 19 Dec AUROPHARMA was trading at 1254.70. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Dec AUROPHARMA was trading at 1247.55. The strike last trading price was 17, which was -18.70 lower than the previous day. The implied volatity was 25.58, the open interest changed by 3 which increased total open position to 3
On 17 Dec AUROPHARMA was trading at 1213.75. The strike last trading price was 35.7, which was 0.00 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
On 16 Dec AUROPHARMA was trading at 1244.70. The strike last trading price was 35.7, which was 0.00 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
On 12 Dec AUROPHARMA was trading at 1214.60. The strike last trading price was 35.7, which was 0.00 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 11 Dec AUROPHARMA was trading at 1225.85. The strike last trading price was 35.7, which was lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30JAN2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 1178.35 | 178 | 0.00 | 0.00 | 0 | -3 | 0 |
| 16 Jan | 1156.30 | 178 | -13.00 | - | 4 | -2 | 290 |
| 15 Jan | 1147.55 | 191 | 35.05 | 54.41 | 1 | 0 | 292 |
| 14 Jan | 1174.50 | 155.95 | -24.15 | - | 13 | 3 | 292 |
| 13 Jan | 1161.40 | 180.1 | 39.75 | 46.56 | 21 | -8 | 289 |
| 10 Jan | 1199.55 | 140.35 | 45.95 | 39.16 | 24 | -7 | 297 |
| 9 Jan | 1248.40 | 94.4 | 26.20 | 32.04 | 45 | -13 | 303 |
| 8 Jan | 1281.65 | 68.2 | 14.00 | 26.23 | 54 | -14 | 315 |
| 7 Jan | 1297.50 | 54.2 | 9.50 | 28.42 | 176 | -35 | 328 |
| 6 Jan | 1312.80 | 44.7 | 2.25 | 25.76 | 234 | -3 | 364 |
| 3 Jan | 1319.45 | 42.45 | 13.40 | 26.23 | 656 | -24 | 372 |
| 2 Jan | 1348.80 | 29.05 | -0.30 | 25.33 | 715 | 17 | 396 |
| 1 Jan | 1353.25 | 29.35 | -7.35 | 26.29 | 809 | 82 | 376 |
| 31 Dec | 1334.50 | 36.7 | -18.65 | 26.16 | 1,035 | 234 | 296 |
| 30 Dec | 1298.30 | 55.35 | -21.65 | 24.40 | 120 | 43 | 62 |
| 27 Dec | 1269.95 | 77 | -13.00 | 26.63 | 13 | 6 | 18 |
| 26 Dec | 1256.25 | 90 | 5.00 | 28.21 | 3 | 2 | 11 |
| 24 Dec | 1262.45 | 85 | 0.00 | 27.06 | 6 | 5 | 8 |
| 23 Dec | 1252.95 | 85 | -11.50 | 23.53 | 2 | 0 | 1 |
| 20 Dec | 1241.70 | 96.5 | -24.05 | 24.32 | 1 | 0 | 0 |
| 19 Dec | 1254.70 | 120.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1247.55 | 120.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1213.75 | 120.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1244.70 | 120.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1214.60 | 120.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1225.85 | 120.55 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1340 expiring on 30JAN2025
Delta for 1340 PE is 0.00
Historical price for 1340 PE is as follows
On 17 Jan AUROPHARMA was trading at 1178.35. The strike last trading price was 178, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 16 Jan AUROPHARMA was trading at 1156.30. The strike last trading price was 178, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 290
On 15 Jan AUROPHARMA was trading at 1147.55. The strike last trading price was 191, which was 35.05 higher than the previous day. The implied volatity was 54.41, the open interest changed by 0 which decreased total open position to 292
On 14 Jan AUROPHARMA was trading at 1174.50. The strike last trading price was 155.95, which was -24.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 292
On 13 Jan AUROPHARMA was trading at 1161.40. The strike last trading price was 180.1, which was 39.75 higher than the previous day. The implied volatity was 46.56, the open interest changed by -8 which decreased total open position to 289
On 10 Jan AUROPHARMA was trading at 1199.55. The strike last trading price was 140.35, which was 45.95 higher than the previous day. The implied volatity was 39.16, the open interest changed by -7 which decreased total open position to 297
On 9 Jan AUROPHARMA was trading at 1248.40. The strike last trading price was 94.4, which was 26.20 higher than the previous day. The implied volatity was 32.04, the open interest changed by -13 which decreased total open position to 303
On 8 Jan AUROPHARMA was trading at 1281.65. The strike last trading price was 68.2, which was 14.00 higher than the previous day. The implied volatity was 26.23, the open interest changed by -14 which decreased total open position to 315
On 7 Jan AUROPHARMA was trading at 1297.50. The strike last trading price was 54.2, which was 9.50 higher than the previous day. The implied volatity was 28.42, the open interest changed by -35 which decreased total open position to 328
On 6 Jan AUROPHARMA was trading at 1312.80. The strike last trading price was 44.7, which was 2.25 higher than the previous day. The implied volatity was 25.76, the open interest changed by -3 which decreased total open position to 364
On 3 Jan AUROPHARMA was trading at 1319.45. The strike last trading price was 42.45, which was 13.40 higher than the previous day. The implied volatity was 26.23, the open interest changed by -24 which decreased total open position to 372
On 2 Jan AUROPHARMA was trading at 1348.80. The strike last trading price was 29.05, which was -0.30 lower than the previous day. The implied volatity was 25.33, the open interest changed by 17 which increased total open position to 396
On 1 Jan AUROPHARMA was trading at 1353.25. The strike last trading price was 29.35, which was -7.35 lower than the previous day. The implied volatity was 26.29, the open interest changed by 82 which increased total open position to 376
On 31 Dec AUROPHARMA was trading at 1334.50. The strike last trading price was 36.7, which was -18.65 lower than the previous day. The implied volatity was 26.16, the open interest changed by 234 which increased total open position to 296
On 30 Dec AUROPHARMA was trading at 1298.30. The strike last trading price was 55.35, which was -21.65 lower than the previous day. The implied volatity was 24.40, the open interest changed by 43 which increased total open position to 62
On 27 Dec AUROPHARMA was trading at 1269.95. The strike last trading price was 77, which was -13.00 lower than the previous day. The implied volatity was 26.63, the open interest changed by 6 which increased total open position to 18
On 26 Dec AUROPHARMA was trading at 1256.25. The strike last trading price was 90, which was 5.00 higher than the previous day. The implied volatity was 28.21, the open interest changed by 2 which increased total open position to 11
On 24 Dec AUROPHARMA was trading at 1262.45. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 27.06, the open interest changed by 5 which increased total open position to 8
On 23 Dec AUROPHARMA was trading at 1252.95. The strike last trading price was 85, which was -11.50 lower than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 1
On 20 Dec AUROPHARMA was trading at 1241.70. The strike last trading price was 96.5, which was -24.05 lower than the previous day. The implied volatity was 24.32, the open interest changed by 0 which decreased total open position to 0
On 19 Dec AUROPHARMA was trading at 1254.70. The strike last trading price was 120.55, 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 18 Dec AUROPHARMA was trading at 1247.55. The strike last trading price was 120.55, 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 17 Dec AUROPHARMA was trading at 1213.75. The strike last trading price was 120.55, 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 16 Dec AUROPHARMA was trading at 1244.70. The strike last trading price was 120.55, 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 12 Dec AUROPHARMA was trading at 1214.60. The strike last trading price was 120.55, 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 11 Dec AUROPHARMA was trading at 1225.85. The strike last trading price was 120.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
