`
[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1249 -0.45 (-0.04%)

Back to Option Chain


Historical option data for AUROPHARMA

14 Nov 2024 04:10 PM IST
AUROPHARMA 28NOV2024 1340 CE
Delta: 0.09
Vega: 0.41
Theta: -0.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1249.00 2.6 -1.30 24.73 1,159 -15 959
13 Nov 1249.45 3.9 -1.80 24.95 1,757 167 975
12 Nov 1267.40 5.7 -5.60 24.07 2,087 96 864
11 Nov 1289.05 11.3 -22.25 25.87 5,143 384 765
8 Nov 1327.55 33.55 -18.45 30.03 1,358 337 371
7 Nov 1350.60 52 -34.25 33.02 36 10 30
6 Nov 1394.85 86.25 6.25 36.66 1 0 20
5 Nov 1396.95 80 -13.00 29.77 6 3 19
4 Nov 1407.20 93 0.00 0.00 0 0 0
1 Nov 1400.70 93 0.00 0.00 0 14 0
31 Oct 1396.50 93 -12.00 - 14 13 15
30 Oct 1405.15 105 0.00 - 0 1 0
29 Oct 1412.35 105 -5.00 - 1 0 1
28 Oct 1434.55 110 -100.75 - 1 0 0
25 Oct 1428.15 210.75 0.00 - 0 0 0
24 Oct 1442.20 210.75 0.00 - 0 0 0
23 Oct 1434.00 210.75 0.00 - 0 0 0
22 Oct 1447.60 210.75 0.00 - 0 0 0
21 Oct 1460.25 210.75 0.00 - 0 0 0
15 Oct 1480.05 210.75 0.00 - 0 0 0
14 Oct 1489.25 210.75 0.00 - 0 0 0
10 Oct 1465.95 210.75 0.00 - 0 0 0
1 Oct 1438.30 210.75 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1340 expiring on 28NOV2024

Delta for 1340 CE is 0.09

Historical price for 1340 CE is as follows

On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 2.6, which was -1.30 lower than the previous day. The implied volatity was 24.73, the open interest changed by -15 which decreased total open position to 959


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 3.9, which was -1.80 lower than the previous day. The implied volatity was 24.95, the open interest changed by 167 which increased total open position to 975


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 5.7, which was -5.60 lower than the previous day. The implied volatity was 24.07, the open interest changed by 96 which increased total open position to 864


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 11.3, which was -22.25 lower than the previous day. The implied volatity was 25.87, the open interest changed by 384 which increased total open position to 765


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 33.55, which was -18.45 lower than the previous day. The implied volatity was 30.03, the open interest changed by 337 which increased total open position to 371


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 52, which was -34.25 lower than the previous day. The implied volatity was 33.02, the open interest changed by 10 which increased total open position to 30


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 86.25, which was 6.25 higher than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 20


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 80, which was -13.00 lower than the previous day. The implied volatity was 29.77, the open interest changed by 3 which increased total open position to 19


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 93, which was 0.00 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 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 93, which was -12.00 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 105, 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 105, 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 28 Oct AUROPHARMA was trading at 1434.55. The strike last trading price was 110, which was -100.75 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 210.75, 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 210.75, 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 210.75, 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 210.75, 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 21 Oct AUROPHARMA was trading at 1460.25. The strike last trading price was 210.75, 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 15 Oct AUROPHARMA was trading at 1480.05. The strike last trading price was 210.75, 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 14 Oct AUROPHARMA was trading at 1489.25. The strike last trading price was 210.75, 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 210.75, 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 210.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AUROPHARMA 28NOV2024 1340 PE
Delta: -0.89
Vega: 0.45
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1249.00 87.25 1.65 26.19 39 -4 272
13 Nov 1249.45 85.6 9.65 32.87 51 -7 276
12 Nov 1267.40 75.95 13.95 32.10 82 -35 285
11 Nov 1289.05 62 20.50 29.01 1,186 39 339
8 Nov 1327.55 41.5 5.50 30.25 1,161 134 295
7 Nov 1350.60 36 15.40 34.63 609 19 157
6 Nov 1394.85 20.6 -3.75 33.77 267 45 143
5 Nov 1396.95 24.35 1.40 36.48 283 0 98
4 Nov 1407.20 22.95 -7.40 36.95 98 18 103
1 Nov 1400.70 30.35 2.90 38.45 21 1 86
31 Oct 1396.50 27.45 3.70 - 85 -4 85
30 Oct 1405.15 23.75 2.60 - 124 35 90
29 Oct 1412.35 21.15 4.80 - 73 -4 56
28 Oct 1434.55 16.35 -3.15 - 20 4 60
25 Oct 1428.15 19.5 1.50 - 222 31 56
24 Oct 1442.20 18 0.00 - 0 12 0
23 Oct 1434.00 18 0.00 - 15 4 17
22 Oct 1447.60 18 9.80 - 4 2 13
21 Oct 1460.25 8.2 -1.60 - 6 5 11
15 Oct 1480.05 9.8 1.70 - 4 0 6
14 Oct 1489.25 8.1 -10.55 - 10 6 6
10 Oct 1465.95 18.65 0.00 - 0 0 0
1 Oct 1438.30 18.65 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1340 expiring on 28NOV2024

Delta for 1340 PE is -0.89

Historical price for 1340 PE is as follows

On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 87.25, which was 1.65 higher than the previous day. The implied volatity was 26.19, the open interest changed by -4 which decreased total open position to 272


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 85.6, which was 9.65 higher than the previous day. The implied volatity was 32.87, the open interest changed by -7 which decreased total open position to 276


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 75.95, which was 13.95 higher than the previous day. The implied volatity was 32.10, the open interest changed by -35 which decreased total open position to 285


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 62, which was 20.50 higher than the previous day. The implied volatity was 29.01, the open interest changed by 39 which increased total open position to 339


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 41.5, which was 5.50 higher than the previous day. The implied volatity was 30.25, the open interest changed by 134 which increased total open position to 295


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 36, which was 15.40 higher than the previous day. The implied volatity was 34.63, the open interest changed by 19 which increased total open position to 157


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 20.6, which was -3.75 lower than the previous day. The implied volatity was 33.77, the open interest changed by 45 which increased total open position to 143


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 24.35, which was 1.40 higher than the previous day. The implied volatity was 36.48, the open interest changed by 0 which decreased total open position to 98


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 22.95, which was -7.40 lower than the previous day. The implied volatity was 36.95, the open interest changed by 18 which increased total open position to 103


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 30.35, which was 2.90 higher than the previous day. The implied volatity was 38.45, the open interest changed by 1 which increased total open position to 86


On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 27.45, which was 3.70 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 23.75, which was 2.60 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 21.15, which was 4.80 higher 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 16.35, which was -3.15 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 19.5, which was 1.50 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 18, 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 18, 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 18, which was 9.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct AUROPHARMA was trading at 1460.25. The strike last trading price was 8.2, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct AUROPHARMA was trading at 1480.05. The strike last trading price was 9.8, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct AUROPHARMA was trading at 1489.25. The strike last trading price was 8.1, which was -10.55 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 18.65, 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 18.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to