AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
14 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.27
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1249.00 | 1.6 | -0.65 | 29.42 | 420 | -5 | 491 | |||
| 13 Nov | 1249.45 | 2.25 | -0.95 | 29.08 | 633 | 20 | 496 | |||
| 12 Nov | 1267.40 | 3.2 | -2.45 | 27.96 | 1,434 | 38 | 483 | |||
| 11 Nov | 1289.05 | 5.65 | -12.90 | 28.06 | 3,276 | 125 | 449 | |||
| 8 Nov | 1327.55 | 18.55 | -14.40 | 29.87 | 933 | 78 | 320 | |||
| 7 Nov | 1350.60 | 32.95 | -23.60 | 32.98 | 710 | 152 | 240 | |||
| 6 Nov | 1394.85 | 56.55 | 0.55 | 32.77 | 306 | 5 | 87 | |||
| 5 Nov | 1396.95 | 56 | -9.50 | 31.13 | 556 | 50 | 82 | |||
| 4 Nov | 1407.20 | 65.5 | 5.50 | 32.77 | 53 | 18 | 31 | |||
| 1 Nov | 1400.70 | 60 | -4.75 | 31.41 | 2 | 1 | 13 | |||
| 31 Oct | 1396.50 | 64.75 | -5.30 | - | 16 | 5 | 12 | |||
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| 30 Oct | 1405.15 | 70.05 | -109.90 | - | 10 | 6 | 6 | |||
| 29 Oct | 1412.35 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1434.55 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1428.15 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1442.20 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1434.00 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1447.60 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1460.25 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1482.05 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1480.05 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1489.25 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1465.95 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1466.60 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1438.30 | 179.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1460.70 | 179.95 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1380 expiring on 28NOV2024
Delta for 1380 CE is 0.05
Historical price for 1380 CE is as follows
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 29.42, the open interest changed by -5 which decreased total open position to 491
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 29.08, the open interest changed by 20 which increased total open position to 496
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 3.2, which was -2.45 lower than the previous day. The implied volatity was 27.96, the open interest changed by 38 which increased total open position to 483
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 5.65, which was -12.90 lower than the previous day. The implied volatity was 28.06, the open interest changed by 125 which increased total open position to 449
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 18.55, which was -14.40 lower than the previous day. The implied volatity was 29.87, the open interest changed by 78 which increased total open position to 320
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 32.95, which was -23.60 lower than the previous day. The implied volatity was 32.98, the open interest changed by 152 which increased total open position to 240
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 56.55, which was 0.55 higher than the previous day. The implied volatity was 32.77, the open interest changed by 5 which increased total open position to 87
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 56, which was -9.50 lower than the previous day. The implied volatity was 31.13, the open interest changed by 50 which increased total open position to 82
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 65.5, which was 5.50 higher than the previous day. The implied volatity was 32.77, the open interest changed by 18 which increased total open position to 31
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 60, which was -4.75 lower than the previous day. The implied volatity was 31.41, the open interest changed by 1 which increased total open position to 13
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 64.75, which was -5.30 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 70.05, which was -109.90 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 179.95, 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 179.95, 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 Oct AUROPHARMA was trading at 1428.15. The strike last trading price was 179.95, 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 179.95, 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 179.95, 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 179.95, 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 179.95, 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 16 Oct AUROPHARMA was trading at 1482.05. The strike last trading price was 179.95, 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 179.95, 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 179.95, 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 179.95, 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 7 Oct AUROPHARMA was trading at 1466.60. The strike last trading price was 179.95, 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 179.95, 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 30 Sept AUROPHARMA was trading at 1460.70. The strike last trading price was 179.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.59
Theta: -0.64
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1249.00 | 132.8 | 7.80 | 45.94 | 3 | -1 | 154 |
| 13 Nov | 1249.45 | 125 | 11.90 | 41.67 | 3 | -1 | 156 |
| 12 Nov | 1267.40 | 113.1 | 21.20 | 38.29 | 16 | 5 | 161 |
| 11 Nov | 1289.05 | 91.9 | 30.65 | 25.83 | 117 | 4 | 188 |
| 8 Nov | 1327.55 | 61.25 | 4.75 | 25.49 | 205 | -5 | 184 |
| 7 Nov | 1350.60 | 56.5 | 22.80 | 34.40 | 429 | 25 | 188 |
| 6 Nov | 1394.85 | 33.7 | -4.90 | 32.53 | 340 | -11 | 165 |
| 5 Nov | 1396.95 | 38.6 | 2.90 | 35.78 | 681 | -1 | 177 |
| 4 Nov | 1407.20 | 35.7 | -6.25 | 35.88 | 217 | 34 | 184 |
| 1 Nov | 1400.70 | 41.95 | 1.95 | 35.55 | 58 | 41 | 151 |
| 31 Oct | 1396.50 | 40 | 2.80 | - | 150 | 33 | 109 |
| 30 Oct | 1405.15 | 37.2 | 3.20 | - | 12 | 0 | 75 |
| 29 Oct | 1412.35 | 34 | 7.30 | - | 38 | 13 | 75 |
| 28 Oct | 1434.55 | 26.7 | -6.15 | - | 37 | 9 | 62 |
| 25 Oct | 1428.15 | 32.85 | 9.85 | - | 28 | 15 | 53 |
| 24 Oct | 1442.20 | 23 | -5.05 | - | 1 | 0 | 38 |
| 23 Oct | 1434.00 | 28.05 | 4.10 | - | 9 | 6 | 37 |
| 22 Oct | 1447.60 | 23.95 | 7.45 | - | 144 | 3 | 31 |
| 21 Oct | 1460.25 | 16.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1482.05 | 16.5 | -0.05 | - | 2 | 0 | 29 |
| 15 Oct | 1480.05 | 16.55 | -15.35 | - | 133 | 26 | 27 |
| 14 Oct | 1489.25 | 31.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1465.95 | 31.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1466.60 | 31.9 | 6.35 | - | 1 | 0 | 1 |
| 1 Oct | 1438.30 | 25.55 | -1.80 | - | 1 | 0 | 0 |
| 30 Sept | 1460.70 | 27.35 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1380 expiring on 28NOV2024
Delta for 1380 PE is -0.84
Historical price for 1380 PE is as follows
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 132.8, which was 7.80 higher than the previous day. The implied volatity was 45.94, the open interest changed by -1 which decreased total open position to 154
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 125, which was 11.90 higher than the previous day. The implied volatity was 41.67, the open interest changed by -1 which decreased total open position to 156
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 113.1, which was 21.20 higher than the previous day. The implied volatity was 38.29, the open interest changed by 5 which increased total open position to 161
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 91.9, which was 30.65 higher than the previous day. The implied volatity was 25.83, the open interest changed by 4 which increased total open position to 188
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 61.25, which was 4.75 higher than the previous day. The implied volatity was 25.49, the open interest changed by -5 which decreased total open position to 184
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 56.5, which was 22.80 higher than the previous day. The implied volatity was 34.40, the open interest changed by 25 which increased total open position to 188
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 33.7, which was -4.90 lower than the previous day. The implied volatity was 32.53, the open interest changed by -11 which decreased total open position to 165
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 38.6, which was 2.90 higher than the previous day. The implied volatity was 35.78, the open interest changed by -1 which decreased total open position to 177
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 35.7, which was -6.25 lower than the previous day. The implied volatity was 35.88, the open interest changed by 34 which increased total open position to 184
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 41.95, which was 1.95 higher than the previous day. The implied volatity was 35.55, the open interest changed by 41 which increased total open position to 151
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 40, which was 2.80 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 37.2, which was 3.20 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 34, which was 7.30 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 26.7, which was -6.15 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 32.85, which was 9.85 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 23, which was -5.05 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 28.05, which was 4.10 higher 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 23.95, which was 7.45 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 16.5, 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 16 Oct AUROPHARMA was trading at 1482.05. The strike last trading price was 16.5, which was -0.05 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 16.55, which was -15.35 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 31.9, 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 31.9, 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 7 Oct AUROPHARMA was trading at 1466.60. The strike last trading price was 31.9, which was 6.35 higher 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 25.55, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept AUROPHARMA was trading at 1460.70. The strike last trading price was 27.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
