AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.13
Theta: -0.37
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 0.9 | -0.55 | 37.46 | 424 | -11 | 748 | |||
| 20 Nov | 1250.10 | 1.45 | 0.00 | 28.54 | 757 | -69 | 758 | |||
| 19 Nov | 1250.10 | 1.45 | -0.05 | 28.54 | 757 | -70 | 758 | |||
| 18 Nov | 1235.40 | 1.5 | -1.10 | 29.32 | 690 | -133 | 825 | |||
|
|
||||||||||
| 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 0.04
Historical price for 1340 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 37.46, the open interest changed by -11 which decreased total open position to 748
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 28.54, the open interest changed by -69 which decreased total open position to 758
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 28.54, the open interest changed by -70 which decreased total open position to 758
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 1.5, which was -1.10 lower than the previous day. The implied volatity was 29.32, the open interest changed by -133 which decreased total open position to 825
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: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 119.8 | 28.35 | - | 5 | -1 | 248 |
| 20 Nov | 1250.10 | 91.45 | 0.00 | 25.05 | 58 | -22 | 249 |
| 19 Nov | 1250.10 | 91.45 | -14.55 | 25.05 | 58 | -22 | 249 |
| 18 Nov | 1235.40 | 106 | 18.75 | 44.05 | 8 | -1 | 271 |
| 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 -
Historical price for 1340 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 119.8, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 248
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 91.45, which was 0.00 lower than the previous day. The implied volatity was 25.05, the open interest changed by -22 which decreased total open position to 249
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 91.45, which was -14.55 lower than the previous day. The implied volatity was 25.05, the open interest changed by -22 which decreased total open position to 249
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 106, which was 18.75 higher than the previous day. The implied volatity was 44.05, the open interest changed by -1 which decreased total open position to 271
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
