AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.20
Theta: -0.24
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 1.55 | -2.7 | 45.91 | 709 | -149 | 477 | |||
| 3 Apr | 1176.35 | 4.25 | 1.4 | 40.90 | 2,481 | 565 | 650 | |||
| 2 Apr | 1157.85 | 2.9 | 1.55 | 39.48 | 35 | 22 | 86 | |||
| 1 Apr | 1134.15 | 1.35 | -1.25 | 38.31 | 16 | 3 | 64 | |||
| 28 Mar | 1160.50 | 2.65 | -0.25 | 35.37 | 60 | 10 | 61 | |||
| 27 Mar | 1164.25 | 2.9 | 0.35 | 33.76 | 29 | 6 | 50 | |||
| 26 Mar | 1157.45 | 2.7 | -1.7 | 33.98 | 40 | 9 | 45 | |||
| 25 Mar | 1194.95 | 4.3 | -0.8 | 30.59 | 23 | 8 | 36 | |||
| 24 Mar | 1209.60 | 5.1 | 0.6 | 29.25 | 31 | 18 | 25 | |||
| 21 Mar | 1200.35 | 4.5 | 1.65 | 28.13 | 4 | 0 | 7 | |||
| 20 Mar | 1174.15 | 2.85 | -23.85 | 28.09 | 14 | 6 | 6 | |||
| 18 Feb | 1163.35 | 0 | 0 | 8.49 | 0 | 0 | 0 | |||
|
|
||||||||||
| 17 Feb | 1169.60 | 0 | 0 | 8.24 | 0 | 0 | 0 | |||
| 13 Feb | 1179.95 | 0 | 0 | 7.51 | 0 | 0 | 0 | |||
| 10 Feb | 1177.15 | 0 | 0 | 7.48 | 0 | 0 | 0 | |||
| 7 Feb | 1191.70 | 0 | 0 | 6.60 | 0 | 0 | 0 | |||
| 6 Feb | 1191.80 | 0 | 0 | 6.41 | 0 | 0 | 0 | |||
| 5 Feb | 1191.75 | 0 | 0 | 6.59 | 0 | 0 | 0 | |||
| 4 Feb | 1171.30 | 0 | 0 | 7.29 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1360 expiring on 24APR2025
Delta for 1360 CE is 0.03
Historical price for 1360 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 1.55, which was -2.7 lower than the previous day. The implied volatity was 45.91, the open interest changed by -149 which decreased total open position to 477
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 4.25, which was 1.4 higher than the previous day. The implied volatity was 40.90, the open interest changed by 565 which increased total open position to 650
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 2.9, which was 1.55 higher than the previous day. The implied volatity was 39.48, the open interest changed by 22 which increased total open position to 86
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 1.35, which was -1.25 lower than the previous day. The implied volatity was 38.31, the open interest changed by 3 which increased total open position to 64
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 35.37, the open interest changed by 10 which increased total open position to 61
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 2.9, which was 0.35 higher than the previous day. The implied volatity was 33.76, the open interest changed by 6 which increased total open position to 50
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 2.7, which was -1.7 lower than the previous day. The implied volatity was 33.98, the open interest changed by 9 which increased total open position to 45
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 4.3, which was -0.8 lower than the previous day. The implied volatity was 30.59, the open interest changed by 8 which increased total open position to 36
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 5.1, which was 0.6 higher than the previous day. The implied volatity was 29.25, the open interest changed by 18 which increased total open position to 25
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 4.5, which was 1.65 higher than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 7
On 20 Mar AUROPHARMA was trading at 1174.15. The strike last trading price was 2.85, which was -23.85 lower than the previous day. The implied volatity was 28.09, the open interest changed by 6 which increased total open position to 6
On 18 Feb AUROPHARMA was trading at 1163.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 0
On 17 Feb AUROPHARMA was trading at 1169.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.24, the open interest changed by 0 which decreased total open position to 0
On 13 Feb AUROPHARMA was trading at 1179.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AUROPHARMA was trading at 1177.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.48, the open interest changed by 0 which decreased total open position to 0
On 7 Feb AUROPHARMA was trading at 1191.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0
On 6 Feb AUROPHARMA was trading at 1191.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 5 Feb AUROPHARMA was trading at 1191.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 4 Feb AUROPHARMA was trading at 1171.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1176.35 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1157.85 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1134.15 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1160.50 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 1164.25 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1157.45 | 180 | -114 | - | 2 | 0 | 1 |
| 25 Mar | 1194.95 | 294 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1209.60 | 294 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1200.35 | 294 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1174.15 | 294 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 1163.35 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1169.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1179.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1177.15 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1191.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1191.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1191.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1171.30 | 0 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1360 expiring on 24APR2025
Delta for 1360 PE is 0.00
Historical price for 1360 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 180, 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 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 180, 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 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 180, 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 180, 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 180, 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 180, 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 180, which was -114 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 294, 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 294, 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 294, 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 294, 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 18 Feb AUROPHARMA was trading at 1163.35. The strike last trading price was 0, 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 17 Feb AUROPHARMA was trading at 1169.60. The strike last trading price was 0, 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 13 Feb AUROPHARMA was trading at 1179.95. The strike last trading price was 0, 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 10 Feb AUROPHARMA was trading at 1177.15. The strike last trading price was 0, 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 7 Feb AUROPHARMA was trading at 1191.70. The strike last trading price was 0, 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 6 Feb AUROPHARMA was trading at 1191.80. The strike last trading price was 0, 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 5 Feb AUROPHARMA was trading at 1191.75. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1171.30. The strike last trading price was 0, 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
