AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1220.00 | 0.35 | -0.05 | - | 10 | -3 | 200 | |||
| 20 Nov | 1250.10 | 0.4 | 0.00 | 44.23 | 50 | -26 | 204 | |||
| 19 Nov | 1250.10 | 0.4 | -0.20 | 44.23 | 50 | -25 | 204 | |||
| 18 Nov | 1235.40 | 0.6 | -0.10 | 46.99 | 89 | -65 | 229 | |||
| 14 Nov | 1249.00 | 0.7 | -0.25 | 37.28 | 53 | 11 | 292 | |||
| 13 Nov | 1249.45 | 0.95 | -0.45 | 36.53 | 123 | -1 | 280 | |||
| 12 Nov | 1267.40 | 1.4 | -0.30 | 35.59 | 267 | 12 | 287 | |||
| 11 Nov | 1289.05 | 1.7 | -3.10 | 32.96 | 982 | -51 | 278 | |||
| 8 Nov | 1327.55 | 4.8 | -6.25 | 30.71 | 963 | -33 | 334 | |||
| 7 Nov | 1350.60 | 11.05 | -11.00 | 33.23 | 767 | -34 | 369 | |||
| 6 Nov | 1394.85 | 22.05 | -0.10 | 32.24 | 514 | 15 | 386 | |||
| 5 Nov | 1396.95 | 22.15 | -6.20 | 31.31 | 668 | 88 | 371 | |||
| 4 Nov | 1407.20 | 28.35 | -0.75 | 32.64 | 392 | 65 | 284 | |||
| 1 Nov | 1400.70 | 29.1 | -0.95 | 33.92 | 79 | 5 | 206 | |||
| 31 Oct | 1396.50 | 30.05 | -3.10 | - | 237 | 73 | 202 | |||
| 30 Oct | 1405.15 | 33.15 | 0.20 | - | 208 | 14 | 130 | |||
| 29 Oct | 1412.35 | 32.95 | -10.05 | - | 157 | 60 | 115 | |||
| 28 Oct | 1434.55 | 43 | -0.25 | - | 109 | -7 | 55 | |||
| 25 Oct | 1428.15 | 43.25 | -3.45 | - | 37 | 6 | 62 | |||
| 24 Oct | 1442.20 | 46.7 | 0.65 | - | 35 | 21 | 57 | |||
| 23 Oct | 1434.00 | 46.05 | -4.95 | - | 30 | 17 | 35 | |||
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| 22 Oct | 1447.60 | 51 | -10.85 | - | 23 | 13 | 17 | |||
| 21 Oct | 1460.25 | 61.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1472.70 | 61.85 | 0.00 | - | 0 | 3 | 0 | |||
| 17 Oct | 1468.65 | 61.85 | -1.15 | - | 4 | 2 | 3 | |||
| 16 Oct | 1482.05 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1480.05 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1489.25 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1465.95 | 63 | -63.15 | - | 1 | 0 | 0 | |||
| 7 Oct | 1466.60 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1438.30 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1460.70 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1511.35 | 126.15 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1460 expiring on 28NOV2024
Delta for 1460 CE is -
Historical price for 1460 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 200
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 44.23, the open interest changed by -26 which decreased total open position to 204
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 44.23, the open interest changed by -25 which decreased total open position to 204
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 46.99, the open interest changed by -65 which decreased total open position to 229
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 37.28, the open interest changed by 11 which increased total open position to 292
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 36.53, the open interest changed by -1 which decreased total open position to 280
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 35.59, the open interest changed by 12 which increased total open position to 287
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 1.7, which was -3.10 lower than the previous day. The implied volatity was 32.96, the open interest changed by -51 which decreased total open position to 278
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 4.8, which was -6.25 lower than the previous day. The implied volatity was 30.71, the open interest changed by -33 which decreased total open position to 334
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 11.05, which was -11.00 lower than the previous day. The implied volatity was 33.23, the open interest changed by -34 which decreased total open position to 369
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 22.05, which was -0.10 lower than the previous day. The implied volatity was 32.24, the open interest changed by 15 which increased total open position to 386
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 22.15, which was -6.20 lower than the previous day. The implied volatity was 31.31, the open interest changed by 88 which increased total open position to 371
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 28.35, which was -0.75 lower than the previous day. The implied volatity was 32.64, the open interest changed by 65 which increased total open position to 284
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 29.1, which was -0.95 lower than the previous day. The implied volatity was 33.92, the open interest changed by 5 which increased total open position to 206
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 30.05, which was -3.10 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 33.15, which was 0.20 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 32.95, which was -10.05 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 43, which was -0.25 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 43.25, which was -3.45 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 46.7, which was 0.65 higher 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 46.05, which was -4.95 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 51, which was -10.85 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 61.85, 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 18 Oct AUROPHARMA was trading at 1472.70. The strike last trading price was 61.85, 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 17 Oct AUROPHARMA was trading at 1468.65. The strike last trading price was 61.85, which was -1.15 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 63, 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 63, 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 63, 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 63, which was -63.15 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 126.15, 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 126.15, 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 126.15, 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 126.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 21 Nov | 1220.00 | 205.6 | 0.00 | 0.00 | 0 | -6 | 0 |
| 20 Nov | 1250.10 | 205.6 | 0.00 | - | 7 | -6 | 80 |
| 19 Nov | 1250.10 | 205.6 | -15.05 | - | 7 | -6 | 80 |
| 18 Nov | 1235.40 | 220.65 | 25.65 | 56.06 | 3 | -1 | 86 |
| 14 Nov | 1249.00 | 195 | 25.75 | - | 1 | 0 | 88 |
| 13 Nov | 1249.45 | 169.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1267.40 | 169.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1289.05 | 169.25 | 47.35 | 34.15 | 2 | 0 | 88 |
| 8 Nov | 1327.55 | 121.9 | 10.00 | - | 2 | 0 | 88 |
| 7 Nov | 1350.60 | 111.9 | 33.40 | 32.75 | 5 | -1 | 88 |
| 6 Nov | 1394.85 | 78.5 | -26.50 | 31.81 | 4 | 0 | 88 |
| 5 Nov | 1396.95 | 105 | 27.15 | 51.82 | 10 | 0 | 89 |
| 4 Nov | 1407.20 | 77.85 | -9.15 | 35.62 | 17 | 1 | 89 |
| 1 Nov | 1400.70 | 87 | 2.90 | 35.76 | 2 | 0 | 86 |
| 31 Oct | 1396.50 | 84.1 | 4.10 | - | 37 | 4 | 87 |
| 30 Oct | 1405.15 | 80 | 6.00 | - | 24 | 20 | 81 |
| 29 Oct | 1412.35 | 74 | 16.80 | - | 9 | 3 | 61 |
| 28 Oct | 1434.55 | 57.2 | -9.50 | - | 66 | 17 | 57 |
| 25 Oct | 1428.15 | 66.7 | 12.60 | - | 20 | -2 | 40 |
| 24 Oct | 1442.20 | 54.1 | -8.70 | - | 11 | 2 | 42 |
| 23 Oct | 1434.00 | 62.8 | 7.30 | - | 22 | 13 | 39 |
| 22 Oct | 1447.60 | 55.5 | 13.50 | - | 11 | 3 | 26 |
| 21 Oct | 1460.25 | 42 | -5.55 | - | 4 | 1 | 22 |
| 18 Oct | 1472.70 | 47.55 | 7.55 | - | 1 | 0 | 20 |
| 17 Oct | 1468.65 | 40 | 0.10 | - | 9 | 4 | 16 |
| 16 Oct | 1482.05 | 39.9 | 1.05 | - | 1 | 0 | 11 |
| 15 Oct | 1480.05 | 38.85 | -0.15 | - | 11 | 7 | 10 |
| 14 Oct | 1489.25 | 39 | -13.60 | - | 3 | 2 | 2 |
| 10 Oct | 1465.95 | 52.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1466.60 | 52.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1438.30 | 52.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1460.70 | 52.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1511.35 | 52.6 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1460 expiring on 28NOV2024
Delta for 1460 PE is 0.00
Historical price for 1460 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 205.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 205.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 80
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 205.6, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 80
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 220.65, which was 25.65 higher than the previous day. The implied volatity was 56.06, the open interest changed by -1 which decreased total open position to 86
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 195, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 169.25, 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 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 169.25, 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 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 169.25, which was 47.35 higher than the previous day. The implied volatity was 34.15, the open interest changed by 0 which decreased total open position to 88
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 121.9, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 111.9, which was 33.40 higher than the previous day. The implied volatity was 32.75, the open interest changed by -1 which decreased total open position to 88
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 78.5, which was -26.50 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 88
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 105, which was 27.15 higher than the previous day. The implied volatity was 51.82, the open interest changed by 0 which decreased total open position to 89
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 77.85, which was -9.15 lower than the previous day. The implied volatity was 35.62, the open interest changed by 1 which increased total open position to 89
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 87, which was 2.90 higher than the previous day. The implied volatity was 35.76, the open interest changed by 0 which decreased total open position to 86
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 84.1, 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 30 Oct AUROPHARMA was trading at 1405.15. The strike last trading price was 80, which was 6.00 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 74, which was 16.80 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 57.2, which was -9.50 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 66.7, which was 12.60 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 54.1, which was -8.70 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 62.8, 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 22 Oct AUROPHARMA was trading at 1447.60. The strike last trading price was 55.5, which was 13.50 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 42, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AUROPHARMA was trading at 1472.70. The strike last trading price was 47.55, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AUROPHARMA was trading at 1468.65. The strike last trading price was 40, which was 0.10 higher 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 39.9, which was 1.05 higher 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 38.85, which was -0.15 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 39, which was -13.60 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 52.6, 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 52.6, 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 52.6, 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 52.6, 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 52.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
