AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
07 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.23
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 7 Apr | 1094.05 | 2.2 | 0.4 | 51.82 | 71 | 0 | 141 | |||
| 4 Apr | 1105.35 | 1.95 | -3.35 | 44.97 | 466 | -11 | 141 | |||
| 3 Apr | 1176.35 | 5.3 | 0.6 | 40.09 | 366 | 152 | 152 | |||
| 2 Apr | 1157.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 1134.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 1160.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 1164.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 1157.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 1194.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1209.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 1200.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 1174.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1340 expiring on 24APR2025
Delta for 1340 CE is 0.05
Historical price for 1340 CE is as follows
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 2.2, which was 0.4 higher than the previous day. The implied volatity was 51.82, the open interest changed by 0 which decreased total open position to 141
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 1.95, which was -3.35 lower than the previous day. The implied volatity was 44.97, the open interest changed by -11 which decreased total open position to 141
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 5.3, which was 0.6 higher than the previous day. The implied volatity was 40.09, the open interest changed by 152 which increased total open position to 152
On 2 Apr AUROPHARMA was trading at 1157.85. 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 Apr AUROPHARMA was trading at 1134.15. 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
On 28 Mar AUROPHARMA was trading at 1160.50. 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 27 Mar AUROPHARMA was trading at 1164.25. 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 26 Mar AUROPHARMA was trading at 1157.45. 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 25 Mar AUROPHARMA was trading at 1194.95. 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 24 Mar AUROPHARMA was trading at 1209.60. 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
On 21 Mar AUROPHARMA was trading at 1200.35. 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 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 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 1094.05 | 249.3 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1105.35 | 249.3 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1176.35 | 249.3 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1157.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1134.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1160.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 1164.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1157.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1194.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1209.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1200.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1174.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1340 expiring on 24APR2025
Delta for 1340 PE is -
Historical price for 1340 PE is as follows
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 249.3, 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 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 249.3, 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 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 249.3, 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 2 Apr AUROPHARMA was trading at 1157.85. 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 Apr AUROPHARMA was trading at 1134.15. 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
On 28 Mar AUROPHARMA was trading at 1160.50. 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 27 Mar AUROPHARMA was trading at 1164.25. 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 26 Mar AUROPHARMA was trading at 1157.45. 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 25 Mar AUROPHARMA was trading at 1194.95. 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 24 Mar AUROPHARMA was trading at 1209.60. 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
On 21 Mar AUROPHARMA was trading at 1200.35. 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 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
