AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.17
Theta: -0.21
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 1.35 | -2 | 47.32 | 42 | 3 | 48 | |||
|
|
||||||||||
| 3 Apr | 1176.35 | 3.2 | 0.35 | 41.32 | 125 | 45 | 45 | |||
| 2 Apr | 1157.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 1134.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 1160.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 1164.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 1157.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 1194.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1209.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 1380 expiring on 24APR2025
Delta for 1380 CE is 0.03
Historical price for 1380 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 1.35, which was -2 lower than the previous day. The implied volatity was 47.32, the open interest changed by 3 which increased total open position to 48
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 41.32, the open interest changed by 45 which increased total open position to 45
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 0, 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 0, 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
| AUROPHARMA 24APR2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 287.05 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1176.35 | 287.05 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1157.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1134.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1160.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 1164.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1157.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1194.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1209.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1380 expiring on 24APR2025
Delta for 1380 PE is -
Historical price for 1380 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 287.05, 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 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 287.05, 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 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 0, 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 0, 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
