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[--[65.84.65.76]--]
AUROPHARMA
Aurobindo Pharma Ltd

1241.7 -13.00 (-1.04%)

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Historical option data for AUROPHARMA

20 Dec 2024 04:10 PM IST
AUROPHARMA 26DEC2024 1500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1241.70 0.15 -0.10 - 23 -1 94
19 Dec 1254.70 0.25 0.00 - 23 -6 96
18 Dec 1247.55 0.25 0.05 50.28 72 -1 102
17 Dec 1213.75 0.2 0.00 - 7 0 103
16 Dec 1244.70 0.2 -0.05 44.31 5 -2 103
13 Dec 1208.40 0.25 -0.05 45.52 6 0 104
12 Dec 1214.60 0.3 -0.10 43.73 26 -5 103
11 Dec 1225.85 0.4 -0.15 41.57 17 -5 110
10 Dec 1237.10 0.55 -0.15 40.56 21 0 114
9 Dec 1239.50 0.7 0.20 40.10 26 1 114
6 Dec 1246.20 0.5 -0.15 34.43 9 -2 114
5 Dec 1243.65 0.65 -0.10 35.00 98 0 115
4 Dec 1259.40 0.75 -0.75 33.54 157 -63 115
3 Dec 1264.30 1.5 0.50 35.36 154 52 159
2 Dec 1254.75 1 0.05 33.51 36 -1 107
29 Nov 1262.60 0.95 0.35 30.82 100 34 107
28 Nov 1238.40 0.6 -0.90 29.87 71 52 71
27 Nov 1223.40 1.5 -0.50 36.29 16 7 20
26 Nov 1227.45 2 -1.80 37.80 3 0 13
25 Nov 1241.75 3.8 2.55 39.35 12 -1 5
22 Nov 1223.70 1.25 0.45 32.51 1 0 6
21 Nov 1220.00 0.8 -2.00 30.32 2 0 4
20 Nov 1250.10 2.8 0.00 32.91 2 0 4
19 Nov 1250.10 2.8 -1.70 32.91 2 0 4
18 Nov 1235.40 4.5 -0.50 37.44 1 0 3
14 Nov 1249.00 5 -1.45 33.92 1 0 2
13 Nov 1249.45 6.45 -0.05 35.21 1 0 2
11 Nov 1289.05 6.5 -14.50 30.61 2 -1 1
7 Nov 1350.60 21 -14.00 32.30 1 0 1
6 Nov 1394.85 35 -4.70 32.66 2 1 1
4 Nov 1407.20 39.7 39.70 3.59 0 0 0
1 Nov 1400.70 0 3.74 0 0 0


For Aurobindo Pharma Ltd - strike price 1500 expiring on 26DEC2024

Delta for 1500 CE is -

Historical price for 1500 CE is as follows

On 20 Dec AUROPHARMA was trading at 1241.70. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 94


On 19 Dec AUROPHARMA was trading at 1254.70. The strike last trading price was 0.25, 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 96


On 18 Dec AUROPHARMA was trading at 1247.55. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 50.28, the open interest changed by -1 which decreased total open position to 102


On 17 Dec AUROPHARMA was trading at 1213.75. The strike last trading price was 0.2, 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 103


On 16 Dec AUROPHARMA was trading at 1244.70. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 44.31, the open interest changed by -2 which decreased total open position to 103


On 13 Dec AUROPHARMA was trading at 1208.40. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 45.52, the open interest changed by 0 which decreased total open position to 104


On 12 Dec AUROPHARMA was trading at 1214.60. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 43.73, the open interest changed by -5 which decreased total open position to 103


On 11 Dec AUROPHARMA was trading at 1225.85. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 41.57, the open interest changed by -5 which decreased total open position to 110


On 10 Dec AUROPHARMA was trading at 1237.10. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 40.56, the open interest changed by 0 which decreased total open position to 114


On 9 Dec AUROPHARMA was trading at 1239.50. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 40.10, the open interest changed by 1 which increased total open position to 114


On 6 Dec AUROPHARMA was trading at 1246.20. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 34.43, the open interest changed by -2 which decreased total open position to 114


On 5 Dec AUROPHARMA was trading at 1243.65. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 115


On 4 Dec AUROPHARMA was trading at 1259.40. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 33.54, the open interest changed by -63 which decreased total open position to 115


On 3 Dec AUROPHARMA was trading at 1264.30. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 35.36, the open interest changed by 52 which increased total open position to 159


On 2 Dec AUROPHARMA was trading at 1254.75. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 33.51, the open interest changed by -1 which decreased total open position to 107


On 29 Nov AUROPHARMA was trading at 1262.60. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 30.82, the open interest changed by 34 which increased total open position to 107


On 28 Nov AUROPHARMA was trading at 1238.40. The strike last trading price was 0.6, which was -0.90 lower than the previous day. The implied volatity was 29.87, the open interest changed by 52 which increased total open position to 71


On 27 Nov AUROPHARMA was trading at 1223.40. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 36.29, the open interest changed by 7 which increased total open position to 20


On 26 Nov AUROPHARMA was trading at 1227.45. The strike last trading price was 2, which was -1.80 lower than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 13


On 25 Nov AUROPHARMA was trading at 1241.75. The strike last trading price was 3.8, which was 2.55 higher than the previous day. The implied volatity was 39.35, the open interest changed by -1 which decreased total open position to 5


On 22 Nov AUROPHARMA was trading at 1223.70. The strike last trading price was 1.25, which was 0.45 higher than the previous day. The implied volatity was 32.51, the open interest changed by 0 which decreased total open position to 6


On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 0.8, which was -2.00 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 4


On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 32.91, the open interest changed by 0 which decreased total open position to 4


On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 2.8, which was -1.70 lower than the previous day. The implied volatity was 32.91, the open interest changed by 0 which decreased total open position to 4


On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 4.5, which was -0.50 lower than the previous day. The implied volatity was 37.44, the open interest changed by 0 which decreased total open position to 3


On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 5, which was -1.45 lower than the previous day. The implied volatity was 33.92, the open interest changed by 0 which decreased total open position to 2


On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 6.45, which was -0.05 lower than the previous day. The implied volatity was 35.21, the open interest changed by 0 which decreased total open position to 2


On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 6.5, which was -14.50 lower than the previous day. The implied volatity was 30.61, the open interest changed by -1 which decreased total open position to 1


On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 21, which was -14.00 lower than the previous day. The implied volatity was 32.30, the open interest changed by 0 which decreased total open position to 1


On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 35, which was -4.70 lower than the previous day. The implied volatity was 32.66, the open interest changed by 1 which increased total open position to 1


On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 39.7, which was 39.70 higher than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 26DEC2024 1500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1241.70 260 20.00 - 30 8 140
19 Dec 1254.70 240 -12.00 - 43 -22 128
18 Dec 1247.55 252 -28.00 - 30 -8 148
17 Dec 1213.75 280 27.00 - 9 4 154
16 Dec 1244.70 253 -37.00 - 13 -3 152
13 Dec 1208.40 290 10.00 - 14 9 160
12 Dec 1214.60 280 16.00 53.47 17 3 149
11 Dec 1225.85 264 4.00 - 2 0 144
10 Dec 1237.10 260 5.00 62.55 3 0 141
9 Dec 1239.50 255 0.00 54.58 2 0 139
6 Dec 1246.20 255 0.00 60.12 2 0 137
5 Dec 1243.65 255 15.00 58.70 11 7 133
4 Dec 1259.40 240 12.00 46.07 11 3 130
3 Dec 1264.30 228 -16.00 35.03 7 2 128
2 Dec 1254.75 244 16.00 52.54 4 3 125
29 Nov 1262.60 228 -24.00 - 2 0 123
28 Nov 1238.40 252 -12.00 48.12 107 100 119
27 Nov 1223.40 264 -3.00 - 12 7 15
26 Nov 1227.45 267 16.10 34.80 4 3 7
25 Nov 1241.75 250.9 -11.10 40.90 2 0 2
22 Nov 1223.70 262 0.00 0.00 0 2 0
21 Nov 1220.00 262 135.45 - 2 0 0
20 Nov 1250.10 126.55 0.00 - 0 0 0
19 Nov 1250.10 126.55 0.00 - 0 0 0
18 Nov 1235.40 126.55 0.00 - 0 0 0
14 Nov 1249.00 126.55 0.00 - 0 0 0
13 Nov 1249.45 126.55 0.00 - 0 0 0
11 Nov 1289.05 126.55 0.00 - 0 0 0
7 Nov 1350.60 126.55 0.00 - 0 0 0
6 Nov 1394.85 126.55 0.00 - 0 0 0
4 Nov 1407.20 126.55 126.55 - 0 0 0
1 Nov 1400.70 0 - 0 0 0


For Aurobindo Pharma Ltd - strike price 1500 expiring on 26DEC2024

Delta for 1500 PE is -

Historical price for 1500 PE is as follows

On 20 Dec AUROPHARMA was trading at 1241.70. The strike last trading price was 260, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 140


On 19 Dec AUROPHARMA was trading at 1254.70. The strike last trading price was 240, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 128


On 18 Dec AUROPHARMA was trading at 1247.55. The strike last trading price was 252, which was -28.00 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 148


On 17 Dec AUROPHARMA was trading at 1213.75. The strike last trading price was 280, which was 27.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 154


On 16 Dec AUROPHARMA was trading at 1244.70. The strike last trading price was 253, which was -37.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 152


On 13 Dec AUROPHARMA was trading at 1208.40. The strike last trading price was 290, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 160


On 12 Dec AUROPHARMA was trading at 1214.60. The strike last trading price was 280, which was 16.00 higher than the previous day. The implied volatity was 53.47, the open interest changed by 3 which increased total open position to 149


On 11 Dec AUROPHARMA was trading at 1225.85. The strike last trading price was 264, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 144


On 10 Dec AUROPHARMA was trading at 1237.10. The strike last trading price was 260, which was 5.00 higher than the previous day. The implied volatity was 62.55, the open interest changed by 0 which decreased total open position to 141


On 9 Dec AUROPHARMA was trading at 1239.50. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was 54.58, the open interest changed by 0 which decreased total open position to 139


On 6 Dec AUROPHARMA was trading at 1246.20. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was 60.12, the open interest changed by 0 which decreased total open position to 137


On 5 Dec AUROPHARMA was trading at 1243.65. The strike last trading price was 255, which was 15.00 higher than the previous day. The implied volatity was 58.70, the open interest changed by 7 which increased total open position to 133


On 4 Dec AUROPHARMA was trading at 1259.40. The strike last trading price was 240, which was 12.00 higher than the previous day. The implied volatity was 46.07, the open interest changed by 3 which increased total open position to 130


On 3 Dec AUROPHARMA was trading at 1264.30. The strike last trading price was 228, which was -16.00 lower than the previous day. The implied volatity was 35.03, the open interest changed by 2 which increased total open position to 128


On 2 Dec AUROPHARMA was trading at 1254.75. The strike last trading price was 244, which was 16.00 higher than the previous day. The implied volatity was 52.54, the open interest changed by 3 which increased total open position to 125


On 29 Nov AUROPHARMA was trading at 1262.60. The strike last trading price was 228, which was -24.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 123


On 28 Nov AUROPHARMA was trading at 1238.40. The strike last trading price was 252, which was -12.00 lower than the previous day. The implied volatity was 48.12, the open interest changed by 100 which increased total open position to 119


On 27 Nov AUROPHARMA was trading at 1223.40. The strike last trading price was 264, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 15


On 26 Nov AUROPHARMA was trading at 1227.45. The strike last trading price was 267, which was 16.10 higher than the previous day. The implied volatity was 34.80, the open interest changed by 3 which increased total open position to 7


On 25 Nov AUROPHARMA was trading at 1241.75. The strike last trading price was 250.9, which was -11.10 lower than the previous day. The implied volatity was 40.90, the open interest changed by 0 which decreased total open position to 2


On 22 Nov AUROPHARMA was trading at 1223.70. The strike last trading price was 262, 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 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 262, which was 135.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 126.55, 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 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 126.55, 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 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 126.55, 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 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 126.55, 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 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 126.55, 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 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 126.55, 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 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 126.55, 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 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 126.55, 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 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 126.55, which was 126.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0