AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1500 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 | 0.4 | 0.25 | - | 60 | -30 | 477 | |||
| 20 Nov | 1250.10 | 0.15 | 0.00 | 44.66 | 70 | -55 | 508 | |||
| 19 Nov | 1250.10 | 0.15 | -0.15 | 44.66 | 70 | -54 | 508 | |||
| 18 Nov | 1235.40 | 0.3 | -0.15 | 48.78 | 120 | -80 | 568 | |||
| 14 Nov | 1249.00 | 0.45 | -0.30 | 40.27 | 32 | -21 | 648 | |||
| 13 Nov | 1249.45 | 0.75 | -0.35 | 40.61 | 174 | -42 | 668 | |||
| 12 Nov | 1267.40 | 1.1 | -0.05 | 39.64 | 337 | -6 | 710 | |||
| 11 Nov | 1289.05 | 1.15 | -1.45 | 36.13 | 963 | -42 | 717 | |||
| 8 Nov | 1327.55 | 2.6 | -3.70 | 32.14 | 1,352 | 163 | 770 | |||
| 7 Nov | 1350.60 | 6.3 | -6.80 | 34.08 | 1,082 | -33 | 610 | |||
| 6 Nov | 1394.85 | 13.1 | -0.20 | 32.74 | 825 | 83 | 643 | |||
| 5 Nov | 1396.95 | 13.3 | -4.25 | 31.98 | 1,063 | 43 | 565 | |||
| 4 Nov | 1407.20 | 17.55 | 0.50 | 32.94 | 896 | 48 | 525 | |||
| 1 Nov | 1400.70 | 17.05 | -2.95 | 32.79 | 183 | 34 | 443 | |||
| 31 Oct | 1396.50 | 20 | -1.30 | - | 579 | 165 | 408 | |||
| 30 Oct | 1405.15 | 21.3 | 0.30 | - | 180 | 17 | 244 | |||
| 29 Oct | 1412.35 | 21 | -7.45 | - | 207 | 62 | 228 | |||
| 28 Oct | 1434.55 | 28.45 | -0.05 | - | 692 | 61 | 167 | |||
| 25 Oct | 1428.15 | 28.5 | -3.50 | - | 302 | 14 | 106 | |||
| 24 Oct | 1442.20 | 32 | 2.40 | - | 231 | 20 | 91 | |||
| 23 Oct | 1434.00 | 29.6 | -5.95 | - | 195 | 5 | 70 | |||
| 22 Oct | 1447.60 | 35.55 | -4.65 | - | 63 | 1 | 65 | |||
| 21 Oct | 1460.25 | 40.2 | -4.10 | - | 95 | -20 | 65 | |||
| 18 Oct | 1472.70 | 44.3 | -0.45 | - | 68 | 40 | 85 | |||
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| 17 Oct | 1468.65 | 44.75 | -5.10 | - | 5 | -1 | 45 | |||
| 16 Oct | 1482.05 | 49.85 | 1.20 | - | 20 | -1 | 46 | |||
| 15 Oct | 1480.05 | 48.65 | -5.85 | - | 23 | 17 | 47 | |||
| 14 Oct | 1489.25 | 54.5 | -3.55 | - | 33 | 18 | 30 | |||
| 11 Oct | 1495.85 | 58.05 | 10.55 | - | 12 | 9 | 12 | |||
| 10 Oct | 1465.95 | 47.5 | -15.75 | - | 3 | 0 | 2 | |||
| 8 Oct | 1491.25 | 63.25 | -40.30 | - | 2 | 1 | 1 | |||
| 30 Sept | 1460.70 | 103.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1511.35 | 103.55 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is -
Historical price for 1500 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 0.4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 477
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 44.66, the open interest changed by -55 which decreased total open position to 508
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 44.66, the open interest changed by -54 which decreased total open position to 508
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 48.78, the open interest changed by -80 which decreased total open position to 568
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 40.27, the open interest changed by -21 which decreased total open position to 648
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 40.61, the open interest changed by -42 which decreased total open position to 668
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 39.64, the open interest changed by -6 which decreased total open position to 710
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 1.15, which was -1.45 lower than the previous day. The implied volatity was 36.13, the open interest changed by -42 which decreased total open position to 717
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 2.6, which was -3.70 lower than the previous day. The implied volatity was 32.14, the open interest changed by 163 which increased total open position to 770
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 6.3, which was -6.80 lower than the previous day. The implied volatity was 34.08, the open interest changed by -33 which decreased total open position to 610
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 13.1, which was -0.20 lower than the previous day. The implied volatity was 32.74, the open interest changed by 83 which increased total open position to 643
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 13.3, which was -4.25 lower than the previous day. The implied volatity was 31.98, the open interest changed by 43 which increased total open position to 565
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 17.55, which was 0.50 higher than the previous day. The implied volatity was 32.94, the open interest changed by 48 which increased total open position to 525
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 17.05, which was -2.95 lower than the previous day. The implied volatity was 32.79, the open interest changed by 34 which increased total open position to 443
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 20, which was -1.30 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 21.3, which was 0.30 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 21, which was -7.45 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 28.45, which was -0.05 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 28.5, which was -3.50 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 32, which was 2.40 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 29.6, which was -5.95 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 35.55, which was -4.65 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 40.2, which was -4.10 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 44.3, which was -0.45 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 44.75, which was -5.10 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 49.85, which was 1.20 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 48.65, which was -5.85 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 54.5, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AUROPHARMA was trading at 1495.85. The strike last trading price was 58.05, which was 10.55 higher 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 47.5, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AUROPHARMA was trading at 1491.25. The strike last trading price was 63.25, which was -40.30 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 103.55, 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 103.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 275 | 33.00 | - | 4 | 2 | 365 |
| 20 Nov | 1250.10 | 242 | 0.00 | - | 11 | -7 | 361 |
| 19 Nov | 1250.10 | 242 | -9.20 | - | 11 | -9 | 361 |
| 18 Nov | 1235.40 | 251.2 | 0.60 | - | 10 | -6 | 372 |
| 14 Nov | 1249.00 | 250.6 | 20.25 | - | 2 | 0 | 378 |
| 13 Nov | 1249.45 | 230.35 | 0.00 | 0.00 | 0 | 5 | 0 |
| 12 Nov | 1267.40 | 230.35 | 12.85 | 57.68 | 6 | 5 | 378 |
| 11 Nov | 1289.05 | 217.5 | 50.80 | 59.02 | 8 | -3 | 373 |
| 8 Nov | 1327.55 | 166.7 | 16.70 | - | 59 | 7 | 376 |
| 7 Nov | 1350.60 | 150 | 41.25 | 37.88 | 42 | 10 | 366 |
| 6 Nov | 1394.85 | 108.75 | -13.25 | 31.64 | 68 | -1 | 356 |
| 5 Nov | 1396.95 | 122 | 15.30 | 43.68 | 62 | 29 | 372 |
| 4 Nov | 1407.20 | 106.7 | -5.30 | 36.30 | 24 | 1 | 343 |
| 1 Nov | 1400.70 | 112 | 0.00 | 0.00 | 0 | 188 | 0 |
| 31 Oct | 1396.50 | 112 | 7.00 | - | 228 | 187 | 341 |
| 30 Oct | 1405.15 | 105 | 5.00 | - | 62 | 32 | 157 |
| 29 Oct | 1412.35 | 100 | 18.00 | - | 55 | 23 | 126 |
| 28 Oct | 1434.55 | 82 | -12.95 | - | 54 | 45 | 102 |
| 25 Oct | 1428.15 | 94.95 | 13.95 | - | 44 | 15 | 57 |
| 24 Oct | 1442.20 | 81 | 1.95 | - | 9 | 7 | 41 |
| 23 Oct | 1434.00 | 79.05 | 9.05 | - | 10 | 8 | 35 |
| 22 Oct | 1447.60 | 70 | 11.10 | - | 4 | 3 | 26 |
| 21 Oct | 1460.25 | 58.9 | -0.30 | - | 8 | 0 | 23 |
| 18 Oct | 1472.70 | 59.2 | -1.75 | - | 5 | 2 | 23 |
| 17 Oct | 1468.65 | 60.95 | 2.65 | - | 1 | 0 | 21 |
| 16 Oct | 1482.05 | 58.3 | 3.20 | - | 10 | 7 | 22 |
| 15 Oct | 1480.05 | 55.1 | -8.80 | - | 13 | 10 | 15 |
| 14 Oct | 1489.25 | 63.9 | -5.00 | - | 3 | 1 | 3 |
| 11 Oct | 1495.85 | 68.9 | 0.00 | - | 0 | 0 | 2 |
| 10 Oct | 1465.95 | 68.9 | -0.60 | - | 3 | 2 | 2 |
| 8 Oct | 1491.25 | 69.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1460.70 | 69.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1511.35 | 69.5 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is -
Historical price for 1500 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 275, which was 33.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 365
On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 242, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 361
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 242, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 361
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 251.2, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 372
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 250.6, which was 20.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 378
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 230.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 230.35, which was 12.85 higher than the previous day. The implied volatity was 57.68, the open interest changed by 5 which increased total open position to 378
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 217.5, which was 50.80 higher than the previous day. The implied volatity was 59.02, the open interest changed by -3 which decreased total open position to 373
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 166.7, which was 16.70 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 376
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 150, which was 41.25 higher than the previous day. The implied volatity was 37.88, the open interest changed by 10 which increased total open position to 366
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 108.75, which was -13.25 lower than the previous day. The implied volatity was 31.64, the open interest changed by -1 which decreased total open position to 356
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 122, which was 15.30 higher than the previous day. The implied volatity was 43.68, the open interest changed by 29 which increased total open position to 372
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 106.7, which was -5.30 lower than the previous day. The implied volatity was 36.30, the open interest changed by 1 which increased total open position to 343
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 112, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 188 which increased total open position to 0
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 112, which was 7.00 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 105, which was 5.00 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 100, which was 18.00 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 82, which was -12.95 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 94.95, which was 13.95 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 81, which was 1.95 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 79.05, which was 9.05 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 70, which was 11.10 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 58.9, which was -0.30 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 59.2, which was -1.75 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 60.95, which was 2.65 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 58.3, which was 3.20 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 55.1, which was -8.80 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 63.9, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AUROPHARMA was trading at 1495.85. The strike last trading price was 68.9, 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 68.9, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AUROPHARMA was trading at 1491.25. The strike last trading price was 69.5, 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 69.5, 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 69.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
