AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
20 Dec 2024 04:10 PM IST
AUROPHARMA 26DEC2024 1500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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