AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.08
Theta: -0.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1220.00 | 0.6 | 0.00 | 51.71 | 73 | -32 | 359 | |||
| 20 Nov | 1250.10 | 0.6 | 0.00 | 39.68 | 99 | -19 | 390 | |||
| 19 Nov | 1250.10 | 0.6 | -0.15 | 39.68 | 99 | -20 | 390 | |||
| 18 Nov | 1235.40 | 0.75 | -0.30 | 41.69 | 42 | -12 | 410 | |||
| 14 Nov | 1249.00 | 1.05 | -0.45 | 33.61 | 188 | -35 | 422 | |||
| 13 Nov | 1249.45 | 1.5 | -0.55 | 33.28 | 228 | -15 | 462 | |||
| 12 Nov | 1267.40 | 2.05 | -0.95 | 31.90 | 643 | 69 | 499 | |||
| 11 Nov | 1289.05 | 3 | -6.55 | 30.48 | 2,185 | 85 | 430 | |||
| 8 Nov | 1327.55 | 9.55 | -10.20 | 30.06 | 886 | 56 | 347 | |||
| 7 Nov | 1350.60 | 19.75 | -16.40 | 33.16 | 661 | 27 | 279 | |||
| 6 Nov | 1394.85 | 36.15 | 0.30 | 32.20 | 460 | 17 | 254 | |||
| 5 Nov | 1396.95 | 35.85 | -8.15 | 30.89 | 847 | -33 | 235 | |||
| 4 Nov | 1407.20 | 44 | 0.05 | 32.50 | 761 | 159 | 273 | |||
| 1 Nov | 1400.70 | 43.95 | -1.55 | 33.88 | 22 | 9 | 115 | |||
| 31 Oct | 1396.50 | 45.5 | -3.60 | - | 175 | 48 | 106 | |||
| 30 Oct | 1405.15 | 49.1 | -1.70 | - | 110 | 16 | 59 | |||
| 29 Oct | 1412.35 | 50.8 | -10.20 | - | 53 | 36 | 42 | |||
| 28 Oct | 1434.55 | 61 | -2.25 | - | 10 | 5 | 7 | |||
| 25 Oct | 1428.15 | 63.25 | -88.40 | - | 3 | 2 | 2 | |||
| 24 Oct | 1442.20 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1434.00 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1447.60 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1460.25 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1482.05 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1480.05 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1489.25 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1465.95 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1466.60 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1438.30 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1460.70 | 151.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1511.35 | 151.65 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1420 expiring on 28NOV2024
Delta for 1420 CE is 0.02
Historical price for 1420 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 51.71, the open interest changed by -32 which decreased total open position to 359
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 39.68, the open interest changed by -19 which decreased total open position to 390
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 39.68, the open interest changed by -20 which decreased total open position to 390
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 41.69, the open interest changed by -12 which decreased total open position to 410
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 33.61, the open interest changed by -35 which decreased total open position to 422
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 33.28, the open interest changed by -15 which decreased total open position to 462
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 31.90, the open interest changed by 69 which increased total open position to 499
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 3, which was -6.55 lower than the previous day. The implied volatity was 30.48, the open interest changed by 85 which increased total open position to 430
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 9.55, which was -10.20 lower than the previous day. The implied volatity was 30.06, the open interest changed by 56 which increased total open position to 347
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 19.75, which was -16.40 lower than the previous day. The implied volatity was 33.16, the open interest changed by 27 which increased total open position to 279
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 36.15, which was 0.30 higher than the previous day. The implied volatity was 32.20, the open interest changed by 17 which increased total open position to 254
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 35.85, which was -8.15 lower than the previous day. The implied volatity was 30.89, the open interest changed by -33 which decreased total open position to 235
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 44, which was 0.05 higher than the previous day. The implied volatity was 32.50, the open interest changed by 159 which increased total open position to 273
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 43.95, which was -1.55 lower than the previous day. The implied volatity was 33.88, the open interest changed by 9 which increased total open position to 115
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 45.5, which was -3.60 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 49.1, which was -1.70 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 50.8, which was -10.20 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 61, which was -2.25 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 63.25, which was -88.40 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 151.65, 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 151.65, 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 151.65, 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 151.65, 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 151.65, 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 151.65, 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 151.65, 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 151.65, 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 151.65, 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 151.65, 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 151.65, 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 27 Sept AUROPHARMA was trading at 1511.35. The strike last trading price was 151.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 197.45 | 25.70 | - | 1 | 0 | 116 |
| 20 Nov | 1250.10 | 171.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1250.10 | 171.75 | 0.00 | 0.00 | 0 | -2 | 0 |
| 18 Nov | 1235.40 | 171.75 | 17.80 | - | 3 | 0 | 118 |
| 14 Nov | 1249.00 | 153.95 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Nov | 1249.45 | 153.95 | 4.70 | - | 2 | -1 | 119 |
| 12 Nov | 1267.40 | 149.25 | -5.15 | 40.29 | 7 | -1 | 121 |
| 11 Nov | 1289.05 | 154.4 | 62.95 | 63.67 | 29 | -3 | 122 |
| 8 Nov | 1327.55 | 91.45 | 10.20 | 22.91 | 18 | 0 | 125 |
| 7 Nov | 1350.60 | 81.25 | 28.25 | 33.16 | 42 | 14 | 127 |
| 6 Nov | 1394.85 | 53 | -5.70 | 31.93 | 80 | 10 | 113 |
| 5 Nov | 1396.95 | 58.7 | 4.20 | 35.80 | 48 | 15 | 103 |
| 4 Nov | 1407.20 | 54.5 | -8.20 | 35.84 | 10 | 1 | 87 |
| 1 Nov | 1400.70 | 62.7 | 4.15 | 35.98 | 4 | -1 | 86 |
| 31 Oct | 1396.50 | 58.55 | 2.05 | - | 61 | 20 | 87 |
| 30 Oct | 1405.15 | 56.5 | 3.50 | - | 158 | -56 | 68 |
| 29 Oct | 1412.35 | 53 | 13.60 | - | 137 | 72 | 124 |
| 28 Oct | 1434.55 | 39.4 | -11.55 | - | 33 | 12 | 51 |
| 25 Oct | 1428.15 | 50.95 | 14.85 | - | 23 | 3 | 39 |
| 24 Oct | 1442.20 | 36.1 | -4.05 | - | 2 | -1 | 35 |
| 23 Oct | 1434.00 | 40.15 | 1.75 | - | 1 | 0 | 36 |
| 22 Oct | 1447.60 | 38.4 | 12.40 | - | 24 | 7 | 35 |
| 21 Oct | 1460.25 | 26 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1482.05 | 26 | 0.00 | - | 0 | 28 | 0 |
| 15 Oct | 1480.05 | 26 | -12.55 | - | 80 | 28 | 28 |
| 14 Oct | 1489.25 | 38.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1465.95 | 38.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1466.60 | 38.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1438.30 | 38.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1460.70 | 38.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1511.35 | 38.55 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1420 expiring on 28NOV2024
Delta for 1420 PE is -
Historical price for 1420 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 197.45, which was 25.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 171.75, which was 0.00 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 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 171.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 171.75, which was 17.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 153.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 153.95, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 119
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 149.25, which was -5.15 lower than the previous day. The implied volatity was 40.29, the open interest changed by -1 which decreased total open position to 121
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 154.4, which was 62.95 higher than the previous day. The implied volatity was 63.67, the open interest changed by -3 which decreased total open position to 122
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 91.45, which was 10.20 higher than the previous day. The implied volatity was 22.91, the open interest changed by 0 which decreased total open position to 125
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 81.25, which was 28.25 higher than the previous day. The implied volatity was 33.16, the open interest changed by 14 which increased total open position to 127
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 53, which was -5.70 lower than the previous day. The implied volatity was 31.93, the open interest changed by 10 which increased total open position to 113
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 58.7, which was 4.20 higher than the previous day. The implied volatity was 35.80, the open interest changed by 15 which increased total open position to 103
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 54.5, which was -8.20 lower than the previous day. The implied volatity was 35.84, the open interest changed by 1 which increased total open position to 87
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 62.7, which was 4.15 higher than the previous day. The implied volatity was 35.98, the open interest changed by -1 which decreased total open position to 86
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 58.55, which was 2.05 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 56.5, which was 3.50 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 53, which was 13.60 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 39.4, which was -11.55 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 50.95, which was 14.85 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 36.1, which was -4.05 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 40.15, which was 1.75 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 38.4, which was 12.40 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 26, 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 26, 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 26, which was -12.55 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 38.55, 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 38.55, 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 38.55, 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 38.55, 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 38.55, 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 27 Sept AUROPHARMA was trading at 1511.35. The strike last trading price was 38.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
