AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.15
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 1.1 | -1.45 | 48.48 | 906 | -244 | 824 | |||
| 3 Apr | 1176.35 | 2.4 | 1 | 41.74 | 4,421 | 880 | 1,076 | |||
| 2 Apr | 1157.85 | 1.3 | 0.45 | 38.96 | 151 | 12 | 196 | |||
| 1 Apr | 1134.15 | 0.85 | -0.35 | 40.23 | 79 | 16 | 184 | |||
| 28 Mar | 1160.50 | 1.2 | -0.25 | 34.65 | 23 | 2 | 168 | |||
| 27 Mar | 1164.25 | 1.5 | 0.2 | 34.28 | 381 | 66 | 166 | |||
| 26 Mar | 1157.45 | 1.25 | -1.1 | 33.80 | 87 | 37 | 100 | |||
| 25 Mar | 1194.95 | 2.15 | -0.9 | 30.93 | 40 | 31 | 63 | |||
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| 24 Mar | 1209.60 | 2.5 | -17.2 | 29.47 | 38 | 32 | 32 | |||
For Aurobindo Pharma Ltd - strike price 1400 expiring on 24APR2025
Delta for 1400 CE is 0.02
Historical price for 1400 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 1.1, which was -1.45 lower than the previous day. The implied volatity was 48.48, the open interest changed by -244 which decreased total open position to 824
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 2.4, which was 1 higher than the previous day. The implied volatity was 41.74, the open interest changed by 880 which increased total open position to 1076
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 38.96, the open interest changed by 12 which increased total open position to 196
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 40.23, the open interest changed by 16 which increased total open position to 184
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 34.65, the open interest changed by 2 which increased total open position to 168
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 1.5, which was 0.2 higher than the previous day. The implied volatity was 34.28, the open interest changed by 66 which increased total open position to 166
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 1.25, which was -1.1 lower than the previous day. The implied volatity was 33.80, the open interest changed by 37 which increased total open position to 100
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 2.15, which was -0.9 lower than the previous day. The implied volatity was 30.93, the open interest changed by 31 which increased total open position to 63
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 2.5, which was -17.2 lower than the previous day. The implied volatity was 29.47, the open interest changed by 32 which increased total open position to 32
| AUROPHARMA 24APR2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 300.45 | 80.1 | - | 15 | 5 | 205 |
| 3 Apr | 1176.35 | 220.35 | -31.85 | 45.74 | 78 | 11 | 197 |
| 2 Apr | 1157.85 | 252.2 | 12.2 | 75.76 | 7 | 0 | 186 |
| 1 Apr | 1134.15 | 240 | 14 | - | 9 | 184 | 184 |
| 28 Mar | 1160.50 | 226 | 0 | 0.00 | 0 | 63 | 0 |
| 27 Mar | 1164.25 | 226 | -4.45 | 35.04 | 75 | 69 | 191 |
| 26 Mar | 1157.45 | 230.45 | 35.45 | - | 31 | 30 | 122 |
| 25 Mar | 1194.95 | 195 | 19.5 | 30.38 | 34 | 27 | 94 |
| 24 Mar | 1209.60 | 175.5 | -37.75 | - | 68 | 65 | 65 |
For Aurobindo Pharma Ltd - strike price 1400 expiring on 24APR2025
Delta for 1400 PE is -
Historical price for 1400 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 300.45, which was 80.1 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 205
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 220.35, which was -31.85 lower than the previous day. The implied volatity was 45.74, the open interest changed by 11 which increased total open position to 197
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 252.2, which was 12.2 higher than the previous day. The implied volatity was 75.76, the open interest changed by 0 which decreased total open position to 186
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 240, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 184 which increased total open position to 184
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 226, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 63 which increased total open position to 0
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 226, which was -4.45 lower than the previous day. The implied volatity was 35.04, the open interest changed by 69 which increased total open position to 191
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 230.45, which was 35.45 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 122
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 195, which was 19.5 higher than the previous day. The implied volatity was 30.38, the open interest changed by 27 which increased total open position to 94
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 175.5, which was -37.75 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 65
