AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
17 Jan 2025 04:10 PM IST
| AUROPHARMA 30JAN2025 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.11
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 1178.35 | 0.75 | -0.05 | 46.87 | 29 | -18 | 265 | |||
| 16 Jan | 1156.30 | 0.8 | -0.10 | 49.13 | 28 | -12 | 288 | |||
| 15 Jan | 1147.55 | 0.9 | -0.35 | 49.51 | 78 | -36 | 301 | |||
| 14 Jan | 1174.50 | 1.25 | 0.00 | 45.63 | 10 | 0 | 335 | |||
| 13 Jan | 1161.40 | 1.25 | -0.45 | 47.22 | 85 | 15 | 338 | |||
| 10 Jan | 1199.55 | 1.7 | -0.80 | 38.81 | 198 | 0 | 322 | |||
| 9 Jan | 1248.40 | 2.5 | -1.70 | 32.32 | 340 | 23 | 320 | |||
| 8 Jan | 1281.65 | 4.2 | -2.00 | 30.52 | 349 | 16 | 307 | |||
| 7 Jan | 1297.50 | 6.2 | -2.15 | 28.34 | 603 | 22 | 291 | |||
| 6 Jan | 1312.80 | 8.35 | -0.10 | 28.24 | 654 | 14 | 269 | |||
| 3 Jan | 1319.45 | 8.45 | -5.35 | 25.02 | 559 | 8 | 256 | |||
| 2 Jan | 1348.80 | 13.8 | -2.25 | 23.98 | 527 | -9 | 248 | |||
| 1 Jan | 1353.25 | 16.05 | 1.65 | 24.39 | 430 | 3 | 258 | |||
| 31 Dec | 1334.50 | 14.4 | 6.05 | 26.09 | 958 | 42 | 255 | |||
| 30 Dec | 1298.30 | 8.35 | 4.45 | 27.27 | 485 | 123 | 209 | |||
| 27 Dec | 1269.95 | 3.9 | 0.90 | 24.46 | 168 | 65 | 86 | |||
| 26 Dec | 1256.25 | 3 | -1.05 | 24.61 | 12 | 9 | 21 | |||
| 24 Dec | 1262.45 | 4.05 | 0.20 | 24.85 | 7 | 0 | 12 | |||
| 23 Dec | 1252.95 | 3.85 | -3.95 | 25.00 | 12 | 1 | 13 | |||
| 20 Dec | 1241.70 | 7.8 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 19 Dec | 1254.70 | 7.8 | 27.99 | 2 | 1 | 11 | ||||
For Aurobindo Pharma Ltd - strike price 1420 expiring on 30JAN2025
Delta for 1420 CE is 0.02
Historical price for 1420 CE is as follows
On 17 Jan AUROPHARMA was trading at 1178.35. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 46.87, the open interest changed by -18 which decreased total open position to 265
On 16 Jan AUROPHARMA was trading at 1156.30. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 49.13, the open interest changed by -12 which decreased total open position to 288
On 15 Jan AUROPHARMA was trading at 1147.55. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 49.51, the open interest changed by -36 which decreased total open position to 301
On 14 Jan AUROPHARMA was trading at 1174.50. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 45.63, the open interest changed by 0 which decreased total open position to 335
On 13 Jan AUROPHARMA was trading at 1161.40. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 47.22, the open interest changed by 15 which increased total open position to 338
On 10 Jan AUROPHARMA was trading at 1199.55. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 38.81, the open interest changed by 0 which decreased total open position to 322
On 9 Jan AUROPHARMA was trading at 1248.40. The strike last trading price was 2.5, which was -1.70 lower than the previous day. The implied volatity was 32.32, the open interest changed by 23 which increased total open position to 320
On 8 Jan AUROPHARMA was trading at 1281.65. The strike last trading price was 4.2, which was -2.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by 16 which increased total open position to 307
On 7 Jan AUROPHARMA was trading at 1297.50. The strike last trading price was 6.2, which was -2.15 lower than the previous day. The implied volatity was 28.34, the open interest changed by 22 which increased total open position to 291
On 6 Jan AUROPHARMA was trading at 1312.80. The strike last trading price was 8.35, which was -0.10 lower than the previous day. The implied volatity was 28.24, the open interest changed by 14 which increased total open position to 269
On 3 Jan AUROPHARMA was trading at 1319.45. The strike last trading price was 8.45, which was -5.35 lower than the previous day. The implied volatity was 25.02, the open interest changed by 8 which increased total open position to 256
On 2 Jan AUROPHARMA was trading at 1348.80. The strike last trading price was 13.8, which was -2.25 lower than the previous day. The implied volatity was 23.98, the open interest changed by -9 which decreased total open position to 248
On 1 Jan AUROPHARMA was trading at 1353.25. The strike last trading price was 16.05, which was 1.65 higher than the previous day. The implied volatity was 24.39, the open interest changed by 3 which increased total open position to 258
On 31 Dec AUROPHARMA was trading at 1334.50. The strike last trading price was 14.4, which was 6.05 higher than the previous day. The implied volatity was 26.09, the open interest changed by 42 which increased total open position to 255
On 30 Dec AUROPHARMA was trading at 1298.30. The strike last trading price was 8.35, which was 4.45 higher than the previous day. The implied volatity was 27.27, the open interest changed by 123 which increased total open position to 209
On 27 Dec AUROPHARMA was trading at 1269.95. The strike last trading price was 3.9, which was 0.90 higher than the previous day. The implied volatity was 24.46, the open interest changed by 65 which increased total open position to 86
On 26 Dec AUROPHARMA was trading at 1256.25. The strike last trading price was 3, which was -1.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by 9 which increased total open position to 21
On 24 Dec AUROPHARMA was trading at 1262.45. The strike last trading price was 4.05, which was 0.20 higher than the previous day. The implied volatity was 24.85, the open interest changed by 0 which decreased total open position to 12
On 23 Dec AUROPHARMA was trading at 1252.95. The strike last trading price was 3.85, which was -3.95 lower than the previous day. The implied volatity was 25.00, the open interest changed by 1 which increased total open position to 13
On 20 Dec AUROPHARMA was trading at 1241.70. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Dec AUROPHARMA was trading at 1254.70. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 11
| AUROPHARMA 30JAN2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 1178.35 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 1156.30 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 1147.55 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 1174.50 | 255 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Jan | 1161.40 | 255 | 136.40 | - | 2 | 0 | 15 |
| 10 Jan | 1199.55 | 118.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 1248.40 | 118.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Jan | 1281.65 | 118.6 | 22.10 | - | 1 | 0 | 14 |
| 7 Jan | 1297.50 | 96.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 1312.80 | 96.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 3 Jan | 1319.45 | 96.5 | 19.00 | 24.50 | 2 | -1 | 14 |
| 2 Jan | 1348.80 | 77.5 | 0.15 | 26.04 | 6 | 3 | 14 |
| 1 Jan | 1353.25 | 77.35 | -10.40 | 27.82 | 6 | 3 | 9 |
| 31 Dec | 1334.50 | 87.75 | -94.15 | 26.48 | 9 | 6 | 6 |
| 30 Dec | 1298.30 | 181.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 1269.95 | 181.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 1256.25 | 181.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1262.45 | 181.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1252.95 | 181.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1241.70 | 181.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1254.70 | 181.9 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1420 expiring on 30JAN2025
Delta for 1420 PE is 0.00
Historical price for 1420 PE is as follows
On 17 Jan AUROPHARMA was trading at 1178.35. The strike last trading price was 255, 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 16 Jan AUROPHARMA was trading at 1156.30. The strike last trading price was 255, 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 15 Jan AUROPHARMA was trading at 1147.55. The strike last trading price was 255, 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 14 Jan AUROPHARMA was trading at 1174.50. The strike last trading price was 255, 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 Jan AUROPHARMA was trading at 1161.40. The strike last trading price was 255, which was 136.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Jan AUROPHARMA was trading at 1199.55. The strike last trading price was 118.6, 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 9 Jan AUROPHARMA was trading at 1248.40. The strike last trading price was 118.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Jan AUROPHARMA was trading at 1281.65. The strike last trading price was 118.6, which was 22.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 7 Jan AUROPHARMA was trading at 1297.50. The strike last trading price was 96.5, 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 6 Jan AUROPHARMA was trading at 1312.80. The strike last trading price was 96.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Jan AUROPHARMA was trading at 1319.45. The strike last trading price was 96.5, which was 19.00 higher than the previous day. The implied volatity was 24.50, the open interest changed by -1 which decreased total open position to 14
On 2 Jan AUROPHARMA was trading at 1348.80. The strike last trading price was 77.5, which was 0.15 higher than the previous day. The implied volatity was 26.04, the open interest changed by 3 which increased total open position to 14
On 1 Jan AUROPHARMA was trading at 1353.25. The strike last trading price was 77.35, which was -10.40 lower than the previous day. The implied volatity was 27.82, the open interest changed by 3 which increased total open position to 9
On 31 Dec AUROPHARMA was trading at 1334.50. The strike last trading price was 87.75, which was -94.15 lower than the previous day. The implied volatity was 26.48, the open interest changed by 6 which increased total open position to 6
On 30 Dec AUROPHARMA was trading at 1298.30. The strike last trading price was 181.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Dec AUROPHARMA was trading at 1269.95. The strike last trading price was 181.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec AUROPHARMA was trading at 1256.25. The strike last trading price was 181.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec AUROPHARMA was trading at 1262.45. The strike last trading price was 181.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec AUROPHARMA was trading at 1252.95. The strike last trading price was 181.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec AUROPHARMA was trading at 1241.70. The strike last trading price was 181.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec AUROPHARMA was trading at 1254.70. The strike last trading price was 181.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
