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

1537.4 3.85 (0.25%)

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Historical option data for AUROPHARMA

06 Sep 2024 04:10 PM IST
AUROPHARMA 1540 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 1537.40 38 0.30 6,36,900 5,500 1,87,000
5 Sept 1533.55 37.7 -12.25 2,43,650 33,550 1,82,050
4 Sept 1550.15 49.95 0.60 1,83,150 26,950 1,47,950
3 Sept 1549.40 49.35 -3.65 1,10,550 13,750 1,21,000
2 Sept 1553.95 53 -12.25 60,500 -1,100 1,07,250
30 Aug 1569.40 65.25 4.25 1,36,400 -19,800 1,10,000
29 Aug 1563.15 61 -1.25 59,950 1,100 1,29,800
28 Aug 1564.20 62.25 7.55 2,73,900 0 1,28,700
27 Aug 1551.95 54.7 1.20 57,750 -4,400 1,28,700
26 Aug 1547.85 53.5 5.05 2,70,050 31,350 1,32,000
23 Aug 1538.20 48.45 0.25 1,20,450 25,850 1,00,100
22 Aug 1533.85 48.2 8.05 39,050 -7,700 74,250
21 Aug 1511.50 40.15 -9.85 44,550 13,750 81,950
20 Aug 1537.30 50 7.00 4,400 550 68,750
19 Aug 1519.20 43 2.65 26,950 4,950 67,650
16 Aug 1502.75 40.35 -10.65 56,100 1,100 62,150
14 Aug 1519.70 51 -3.95 62,150 59,400 60,500
13 Aug 1505.80 54.95 1,100 550 550


For Aurobindo Pharma Ltd - strike price 1540 expiring on 26SEP2024

Delta for 1540 CE is -

Historical price for 1540 CE is as follows

On 6 Sept AUROPHARMA was trading at 1537.40. The strike last trading price was 38, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 187000


On 5 Sept AUROPHARMA was trading at 1533.55. The strike last trading price was 37.7, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 33550 which increased total open position to 182050


On 4 Sept AUROPHARMA was trading at 1550.15. The strike last trading price was 49.95, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 26950 which increased total open position to 147950


On 3 Sept AUROPHARMA was trading at 1549.40. The strike last trading price was 49.35, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 13750 which increased total open position to 121000


On 2 Sept AUROPHARMA was trading at 1553.95. The strike last trading price was 53, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 107250


On 30 Aug AUROPHARMA was trading at 1569.40. The strike last trading price was 65.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by -19800 which decreased total open position to 110000


On 29 Aug AUROPHARMA was trading at 1563.15. The strike last trading price was 61, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 129800


On 28 Aug AUROPHARMA was trading at 1564.20. The strike last trading price was 62.25, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128700


On 27 Aug AUROPHARMA was trading at 1551.95. The strike last trading price was 54.7, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by -4400 which decreased total open position to 128700


On 26 Aug AUROPHARMA was trading at 1547.85. The strike last trading price was 53.5, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 31350 which increased total open position to 132000


On 23 Aug AUROPHARMA was trading at 1538.20. The strike last trading price was 48.45, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 25850 which increased total open position to 100100


On 22 Aug AUROPHARMA was trading at 1533.85. The strike last trading price was 48.2, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by -7700 which decreased total open position to 74250


On 21 Aug AUROPHARMA was trading at 1511.50. The strike last trading price was 40.15, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 13750 which increased total open position to 81950


On 20 Aug AUROPHARMA was trading at 1537.30. The strike last trading price was 50, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 68750


On 19 Aug AUROPHARMA was trading at 1519.20. The strike last trading price was 43, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 67650


On 16 Aug AUROPHARMA was trading at 1502.75. The strike last trading price was 40.35, which was -10.65 lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 62150


On 14 Aug AUROPHARMA was trading at 1519.70. The strike last trading price was 51, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 59400 which increased total open position to 60500


On 13 Aug AUROPHARMA was trading at 1505.80. The strike last trading price was 54.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550


AUROPHARMA 1540 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 1537.40 36.8 0.55 3,70,150 -10,450 1,11,100
5 Sept 1533.55 36.25 6.95 3,47,050 -13,200 1,22,650
4 Sept 1550.15 29.3 -1.65 2,85,450 11,550 1,36,400
3 Sept 1549.40 30.95 0.50 3,39,350 -2,200 1,23,750
2 Sept 1553.95 30.45 5.40 1,88,100 10,450 1,29,250
30 Aug 1569.40 25.05 -3.25 1,26,500 18,700 1,18,250
29 Aug 1563.15 28.3 -2.35 90,200 16,500 1,05,050
28 Aug 1564.20 30.65 -5.25 1,05,600 1,650 88,550
27 Aug 1551.95 35.9 -1.10 70,950 9,350 86,900
26 Aug 1547.85 37 -8.00 86,350 35,750 76,450
23 Aug 1538.20 45 0.75 31,350 9,350 40,150
22 Aug 1533.85 44.25 -15.75 16,500 1,650 30,800
21 Aug 1511.50 60 16.00 7,700 550 29,150
20 Aug 1537.30 44 -16.25 34,650 26,950 28,600
19 Aug 1519.20 60.25 -4.85 2,750 1,650 2,200
16 Aug 1502.75 65.1 0.00 0 550 0
14 Aug 1519.70 65.1 -122.00 550 0 0
13 Aug 1505.80 187.1 0 0 0


For Aurobindo Pharma Ltd - strike price 1540 expiring on 26SEP2024

Delta for 1540 PE is -

Historical price for 1540 PE is as follows

On 6 Sept AUROPHARMA was trading at 1537.40. The strike last trading price was 36.8, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -10450 which decreased total open position to 111100


On 5 Sept AUROPHARMA was trading at 1533.55. The strike last trading price was 36.25, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by -13200 which decreased total open position to 122650


On 4 Sept AUROPHARMA was trading at 1550.15. The strike last trading price was 29.3, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 11550 which increased total open position to 136400


On 3 Sept AUROPHARMA was trading at 1549.40. The strike last trading price was 30.95, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -2200 which decreased total open position to 123750


On 2 Sept AUROPHARMA was trading at 1553.95. The strike last trading price was 30.45, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by 10450 which increased total open position to 129250


On 30 Aug AUROPHARMA was trading at 1569.40. The strike last trading price was 25.05, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 18700 which increased total open position to 118250


On 29 Aug AUROPHARMA was trading at 1563.15. The strike last trading price was 28.3, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 105050


On 28 Aug AUROPHARMA was trading at 1564.20. The strike last trading price was 30.65, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 88550


On 27 Aug AUROPHARMA was trading at 1551.95. The strike last trading price was 35.9, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 9350 which increased total open position to 86900


On 26 Aug AUROPHARMA was trading at 1547.85. The strike last trading price was 37, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 35750 which increased total open position to 76450


On 23 Aug AUROPHARMA was trading at 1538.20. The strike last trading price was 45, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 9350 which increased total open position to 40150


On 22 Aug AUROPHARMA was trading at 1533.85. The strike last trading price was 44.25, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 30800


On 21 Aug AUROPHARMA was trading at 1511.50. The strike last trading price was 60, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 29150


On 20 Aug AUROPHARMA was trading at 1537.30. The strike last trading price was 44, which was -16.25 lower than the previous day. The implied volatity was -, the open interest changed by 26950 which increased total open position to 28600


On 19 Aug AUROPHARMA was trading at 1519.20. The strike last trading price was 60.25, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 2200


On 16 Aug AUROPHARMA was trading at 1502.75. The strike last trading price was 65.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0


On 14 Aug AUROPHARMA was trading at 1519.70. The strike last trading price was 65.1, which was -122.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Aug AUROPHARMA was trading at 1505.80. The strike last trading price was 187.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0