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Related Pages for AUROPHARMA
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AUROPHARMA
Aurobindo Pharma Ltd
1262.3 6.05 (0.48%)

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Historical option data for AUROPHARMA

27 Dec 2024 12:20 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
AUROPHARMA 30JAN2025 1520 CE
Delta: 0.03
Vega: 0.24
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1264.00 1.15 0.70 29.16 24 12 28
26 Dec 1256.25 0.45 -1.35 25.97 6 1 11
24 Dec 1262.45 1.8 0.00 30.51 4 2 10
23 Dec 1252.95 1.8 1.20 30.76 7 5 8
19 Dec 1254.70 0.6 0.60 24.12 3 2 2
8 Nov 1327.55 0 0.00 5.78 0 0 0
7 Nov 1350.60 0 0.00 5.11 0 0 0
6 Nov 1394.85 0 0.00 3.39 0 0 0
5 Nov 1396.95 0 0.00 3.24 0 0 0
4 Nov 1407.20 0 2.95 0 0 0

For Aurobindo Pharma Ltd - strike price 1520 expiring on 30JAN2025

Delta for 1520 CE is 0.03

Historical price for 1520 CE is as follows

On 27 Dec AUROPHARMA was trading at 1264.00. The strike last trading price was 1.15, which was 0.70 higher than the previous day. The implied volatity was 29.16, the open interest changed by 12 which increased total open position to 28


On 26 Dec AUROPHARMA was trading at 1256.25. The strike last trading price was 0.45, which was -1.35 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1 which increased total open position to 11


On 24 Dec AUROPHARMA was trading at 1262.45. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 30.51, the open interest changed by 2 which increased total open position to 10


On 23 Dec AUROPHARMA was trading at 1252.95. The strike last trading price was 1.8, which was 1.20 higher than the previous day. The implied volatity was 30.76, the open interest changed by 5 which increased total open position to 8


On 19 Dec AUROPHARMA was trading at 1254.70. The strike last trading price was 0.6, which was 0.60 higher than the previous day. The implied volatity was 24.12, the open interest changed by 2 which increased total open position to 2


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.78, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0


On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 0, which was lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


AUROPHARMA 30JAN2025 1520 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1264.00 255.75 0.00 0.00 0 20 0
26 Dec 1256.25 255.75 3.75 39.85 20 6 25
24 Dec 1262.45 252 0.00 0.00 0 16 0
23 Dec 1252.95 252 16.00 25.98 17 15 18
19 Dec 1254.70 236 236.00 - 3 2 2
8 Nov 1327.55 0 0.00 - 0 0 0
7 Nov 1350.60 0 0.00 - 0 0 0
6 Nov 1394.85 0 0.00 - 0 0 0
5 Nov 1396.95 0 0.00 - 0 0 0
4 Nov 1407.20 0 - 0 0 0

For Aurobindo Pharma Ltd - strike price 1520 expiring on 30JAN2025

Delta for 1520 PE is 0.00

Historical price for 1520 PE is as follows

On 27 Dec AUROPHARMA was trading at 1264.00. The strike last trading price was 255.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 26 Dec AUROPHARMA was trading at 1256.25. The strike last trading price was 255.75, which was 3.75 higher than the previous day. The implied volatity was 39.85, the open interest changed by 6 which increased total open position to 25


On 24 Dec AUROPHARMA was trading at 1262.45. The strike last trading price was 252, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 23 Dec AUROPHARMA was trading at 1252.95. The strike last trading price was 252, which was 16.00 higher than the previous day. The implied volatity was 25.98, the open interest changed by 15 which increased total open position to 18


On 19 Dec AUROPHARMA was trading at 1254.70. The strike last trading price was 236, which was 236.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 0, 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 0, 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 0, 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 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 0, 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 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