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

1220 -30.09 (-2.41%)

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Historical option data for AUROPHARMA

21 Nov 2024 04:10 PM IST
AUROPHARMA 28NOV2024 1360 CE
Delta: 0.03
Vega: 0.11
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1220.00 0.7 -0.40 40.45 311 -56 545
20 Nov 1250.10 1.1 0.00 31.27 661 -175 612
19 Nov 1250.10 1.1 -0.15 31.27 661 -164 612
18 Nov 1235.40 1.25 -0.80 32.46 462 -106 773
14 Nov 1249.00 2.05 -0.95 27.24 742 -4 878
13 Nov 1249.45 3 -1.20 27.23 1,170 38 883
12 Nov 1267.40 4.2 -3.95 26.01 2,197 73 851
11 Nov 1289.05 8.15 -17.05 27.19 4,889 486 807
8 Nov 1327.55 25.2 -16.95 29.90 1,195 112 320
7 Nov 1350.60 42.15 -27.95 33.32 638 156 205
6 Nov 1394.85 70.1 2.35 34.07 17 4 49
5 Nov 1396.95 67.75 -6.60 30.87 103 29 45
4 Nov 1407.20 74.35 -3.00 29.81 3 1 15
1 Nov 1400.70 77.35 0.00 0.00 0 13 0
31 Oct 1396.50 77.35 -8.65 - 30 14 15
30 Oct 1405.15 86 0.00 - 0 0 0
29 Oct 1412.35 86 0.00 - 0 1 0
28 Oct 1434.55 86 -167.75 - 1 0 0
25 Oct 1428.15 253.75 0.00 - 0 0 0
24 Oct 1442.20 253.75 0.00 - 0 0 0
23 Oct 1434.00 253.75 0.00 - 0 0 0
22 Oct 1447.60 253.75 0.00 - 0 0 0
21 Oct 1460.25 253.75 0.00 - 0 0 0
15 Oct 1480.05 253.75 0.00 - 0 0 0
14 Oct 1489.25 253.75 0.00 - 0 0 0
10 Oct 1465.95 253.75 0.00 - 0 0 0
1 Oct 1438.30 253.75 253.75 - 0 0 0
26 Sept 1515.30 0 0.00 - 0 0 0
25 Sept 1526.75 0 0.00 - 0 0 0
24 Sept 1501.15 0 0.00 - 0 0 0
23 Sept 1480.95 0 0.00 - 0 0 0
20 Sept 1496.35 0 0.00 - 0 0 0
19 Sept 1528.10 0 0.00 - 0 0 0
18 Sept 1539.15 0 0.00 - 0 0 0
17 Sept 1552.45 0 0.00 - 0 0 0
11 Sept 1507.40 0 0.00 - 0 0 0
10 Sept 1518.40 0 0.00 - 0 0 0
9 Sept 1518.50 0 0.00 - 0 0 0
6 Sept 1537.40 0 0.00 - 0 0 0
5 Sept 1533.55 0 0.00 - 0 0 0
4 Sept 1550.15 0 0.00 - 0 0 0
3 Sept 1549.40 0 0.00 - 0 0 0
2 Sept 1553.95 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1360 expiring on 28NOV2024

Delta for 1360 CE is 0.03

Historical price for 1360 CE is as follows

On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 40.45, the open interest changed by -56 which decreased total open position to 545


On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 31.27, the open interest changed by -175 which decreased total open position to 612


On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 31.27, the open interest changed by -164 which decreased total open position to 612


On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 1.25, which was -0.80 lower than the previous day. The implied volatity was 32.46, the open interest changed by -106 which decreased total open position to 773


On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 27.24, the open interest changed by -4 which decreased total open position to 878


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 27.23, the open interest changed by 38 which increased total open position to 883


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 4.2, which was -3.95 lower than the previous day. The implied volatity was 26.01, the open interest changed by 73 which increased total open position to 851


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 8.15, which was -17.05 lower than the previous day. The implied volatity was 27.19, the open interest changed by 486 which increased total open position to 807


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 25.2, which was -16.95 lower than the previous day. The implied volatity was 29.90, the open interest changed by 112 which increased total open position to 320


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 42.15, which was -27.95 lower than the previous day. The implied volatity was 33.32, the open interest changed by 156 which increased total open position to 205


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 70.1, which was 2.35 higher than the previous day. The implied volatity was 34.07, the open interest changed by 4 which increased total open position to 49


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 67.75, which was -6.60 lower than the previous day. The implied volatity was 30.87, the open interest changed by 29 which increased total open position to 45


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 74.35, which was -3.00 lower than the previous day. The implied volatity was 29.81, the open interest changed by 1 which increased total open position to 15


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 77.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 77.35, which was -8.65 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 86, 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 86, 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 28 Oct AUROPHARMA was trading at 1434.55. The strike last trading price was 86, which was -167.75 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 253.75, 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 253.75, 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 253.75, 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 253.75, 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 253.75, 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 253.75, 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 253.75, 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 253.75, 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 253.75, which was 253.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept AUROPHARMA was trading at 1515.30. The strike last trading price was 0, 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 25 Sept AUROPHARMA was trading at 1526.75. The strike last trading price was 0, 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 Sept AUROPHARMA was trading at 1501.15. The strike last trading price was 0, 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 Sept AUROPHARMA was trading at 1480.95. The strike last trading price was 0, 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 20 Sept AUROPHARMA was trading at 1496.35. The strike last trading price was 0, 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 19 Sept AUROPHARMA was trading at 1528.10. The strike last trading price was 0, 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 18 Sept AUROPHARMA was trading at 1539.15. The strike last trading price was 0, 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 17 Sept AUROPHARMA was trading at 1552.45. The strike last trading price was 0, 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 11 Sept AUROPHARMA was trading at 1507.40. The strike last trading price was 0, 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 Sept AUROPHARMA was trading at 1518.40. The strike last trading price was 0, 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 9 Sept AUROPHARMA was trading at 1518.50. The strike last trading price was 0, 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 6 Sept AUROPHARMA was trading at 1537.40. The strike last trading price was 0, 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 5 Sept AUROPHARMA was trading at 1533.55. The strike last trading price was 0, 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 4 Sept AUROPHARMA was trading at 1550.15. The strike last trading price was 0, 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 3 Sept AUROPHARMA was trading at 1549.40. The strike last trading price was 0, 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 2 Sept AUROPHARMA was trading at 1553.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AUROPHARMA 28NOV2024 1360 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1220.00 129.75 35.50 - 2 -1 152
20 Nov 1250.10 94.25 0.00 - 19 -11 153
19 Nov 1250.10 94.25 -16.85 - 19 -11 153
18 Nov 1235.40 111.1 2.65 - 11 1 165
14 Nov 1249.00 108.45 6.90 33.25 8 -3 165
13 Nov 1249.45 101.55 8.25 31.13 35 -6 169
12 Nov 1267.40 93.3 15.15 33.84 27 -3 183
11 Nov 1289.05 78.15 29.40 30.08 446 -17 185
8 Nov 1327.55 48.75 2.45 26.53 558 -48 200
7 Nov 1350.60 46.3 20.10 35.10 1,030 7 247
6 Nov 1394.85 26.2 -4.85 32.89 426 10 224
5 Nov 1396.95 31.05 1.80 36.26 565 52 210
4 Nov 1407.20 29.25 -5.85 36.77 120 16 160
1 Nov 1400.70 35.1 3.00 36.57 37 26 143
31 Oct 1396.50 32.1 1.55 - 115 64 117
30 Oct 1405.15 30.55 3.65 - 53 10 54
29 Oct 1412.35 26.9 6.90 - 67 26 44
28 Oct 1434.55 20 -5.95 - 19 7 17
25 Oct 1428.15 25.95 4.15 - 13 8 10
24 Oct 1442.20 21.8 -5.70 - 2 1 2
23 Oct 1434.00 27.5 0.00 - 0 0 0
22 Oct 1447.60 27.5 0.00 - 0 0 0
21 Oct 1460.25 27.5 0.00 - 0 0 0
15 Oct 1480.05 27.5 0.00 - 0 0 0
14 Oct 1489.25 27.5 0.00 - 0 0 0
10 Oct 1465.95 27.5 0.00 - 0 0 0
1 Oct 1438.30 27.5 1.35 - 1 0 0
26 Sept 1515.30 26.15 26.15 - 0 0 0
25 Sept 1526.75 0 0.00 - 0 0 0
24 Sept 1501.15 0 0.00 - 0 0 0
23 Sept 1480.95 0 0.00 - 0 0 0
20 Sept 1496.35 0 0.00 - 0 0 0
19 Sept 1528.10 0 0.00 - 0 0 0
18 Sept 1539.15 0 0.00 - 0 0 0
17 Sept 1552.45 0 0.00 - 0 0 0
11 Sept 1507.40 0 0.00 - 0 0 0
10 Sept 1518.40 0 0.00 - 0 0 0
9 Sept 1518.50 0 0.00 - 0 0 0
6 Sept 1537.40 0 0.00 - 0 0 0
5 Sept 1533.55 0 0.00 - 0 0 0
4 Sept 1550.15 0 0.00 - 0 0 0
3 Sept 1549.40 0 0.00 - 0 0 0
2 Sept 1553.95 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1360 expiring on 28NOV2024

Delta for 1360 PE is -

Historical price for 1360 PE is as follows

On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 129.75, which was 35.50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 152


On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 94.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 153


On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 94.25, which was -16.85 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 153


On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 111.1, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 165


On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 108.45, which was 6.90 higher than the previous day. The implied volatity was 33.25, the open interest changed by -3 which decreased total open position to 165


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 101.55, which was 8.25 higher than the previous day. The implied volatity was 31.13, the open interest changed by -6 which decreased total open position to 169


On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 93.3, which was 15.15 higher than the previous day. The implied volatity was 33.84, the open interest changed by -3 which decreased total open position to 183


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 78.15, which was 29.40 higher than the previous day. The implied volatity was 30.08, the open interest changed by -17 which decreased total open position to 185


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 48.75, which was 2.45 higher than the previous day. The implied volatity was 26.53, the open interest changed by -48 which decreased total open position to 200


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 46.3, which was 20.10 higher than the previous day. The implied volatity was 35.10, the open interest changed by 7 which increased total open position to 247


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 26.2, which was -4.85 lower than the previous day. The implied volatity was 32.89, the open interest changed by 10 which increased total open position to 224


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 31.05, which was 1.80 higher than the previous day. The implied volatity was 36.26, the open interest changed by 52 which increased total open position to 210


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 29.25, which was -5.85 lower than the previous day. The implied volatity was 36.77, the open interest changed by 16 which increased total open position to 160


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 35.1, which was 3.00 higher than the previous day. The implied volatity was 36.57, the open interest changed by 26 which increased total open position to 143


On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 32.1, which was 1.55 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 30.55, which was 3.65 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 26.9, which was 6.90 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 20, which was -5.95 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 25.95, which was 4.15 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 21.8, which was -5.70 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 27.5, 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 27.5, 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 27.5, 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 27.5, 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 27.5, 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 27.5, 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 27.5, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept AUROPHARMA was trading at 1515.30. The strike last trading price was 26.15, which was 26.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept AUROPHARMA was trading at 1526.75. The strike last trading price was 0, 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 Sept AUROPHARMA was trading at 1501.15. The strike last trading price was 0, 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 Sept AUROPHARMA was trading at 1480.95. The strike last trading price was 0, 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 20 Sept AUROPHARMA was trading at 1496.35. The strike last trading price was 0, 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 19 Sept AUROPHARMA was trading at 1528.10. The strike last trading price was 0, 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 18 Sept AUROPHARMA was trading at 1539.15. The strike last trading price was 0, 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 17 Sept AUROPHARMA was trading at 1552.45. The strike last trading price was 0, 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 11 Sept AUROPHARMA was trading at 1507.40. The strike last trading price was 0, 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 Sept AUROPHARMA was trading at 1518.40. The strike last trading price was 0, 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 9 Sept AUROPHARMA was trading at 1518.50. The strike last trading price was 0, 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 6 Sept AUROPHARMA was trading at 1537.40. The strike last trading price was 0, 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 5 Sept AUROPHARMA was trading at 1533.55. The strike last trading price was 0, 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 4 Sept AUROPHARMA was trading at 1550.15. The strike last trading price was 0, 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 3 Sept AUROPHARMA was trading at 1549.40. The strike last trading price was 0, 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 2 Sept AUROPHARMA was trading at 1553.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to