AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
21 Nov 2024 04:10 PM IST
| AUROPHARMA 28NOV2024 1540 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 | 0.25 | 0.00 | - | 10 | -5 | 60 | |||
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| 20 Nov | 1250.10 | 0.25 | 0.00 | - | 3 | -3 | 66 | |||
| 19 Nov | 1250.10 | 0.25 | -0.10 | - | 3 | -2 | 66 | |||
| 18 Nov | 1235.40 | 0.35 | 0.10 | - | 1 | 0 | 69 | |||
| 14 Nov | 1249.00 | 0.25 | -0.45 | 42.17 | 5 | -2 | 69 | |||
| 13 Nov | 1249.45 | 0.7 | 0.00 | 46.37 | 3 | -2 | 72 | |||
| 12 Nov | 1267.40 | 0.7 | -0.20 | 41.96 | 12 | -2 | 77 | |||
| 11 Nov | 1289.05 | 0.9 | -0.80 | 39.75 | 80 | -26 | 80 | |||
| 8 Nov | 1327.55 | 1.7 | -1.80 | 34.63 | 266 | -25 | 109 | |||
| 7 Nov | 1350.60 | 3.5 | -3.90 | 34.86 | 371 | -2 | 244 | |||
| 6 Nov | 1394.85 | 7.4 | -0.05 | 33.13 | 217 | 9 | 250 | |||
| 5 Nov | 1396.95 | 7.45 | -3.00 | 32.26 | 229 | -1 | 242 | |||
| 4 Nov | 1407.20 | 10.45 | -0.10 | 33.27 | 228 | 24 | 242 | |||
| 1 Nov | 1400.70 | 10.55 | -1.70 | 33.31 | 20 | 7 | 218 | |||
| 31 Oct | 1396.50 | 12.25 | -0.65 | - | 229 | 23 | 210 | |||
| 30 Oct | 1405.15 | 12.9 | -0.50 | - | 105 | 32 | 187 | |||
| 29 Oct | 1412.35 | 13.4 | -3.50 | - | 89 | 24 | 155 | |||
| 28 Oct | 1434.55 | 16.9 | -0.60 | - | 468 | -3 | 130 | |||
| 25 Oct | 1428.15 | 17.5 | 1.50 | - | 539 | 112 | 133 | |||
| 24 Oct | 1442.20 | 16 | -2.00 | - | 9 | 4 | 20 | |||
| 23 Oct | 1434.00 | 18 | -5.20 | - | 99 | 16 | 17 | |||
| 22 Oct | 1447.60 | 23.2 | -60.70 | - | 1 | 0 | 0 | |||
| 21 Oct | 1460.25 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1472.70 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1468.65 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1482.05 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1480.05 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1489.25 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1495.85 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1460.70 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1511.35 | 83.9 | - | 0 | 0 | 0 | ||||
For Aurobindo Pharma Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 CE is -
Historical price for 1540 CE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. 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 -5 which decreased total open position to 60
On 20 Nov AUROPHARMA was trading at 1250.10. 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 -3 which decreased total open position to 66
On 19 Nov AUROPHARMA was trading at 1250.10. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 66
On 18 Nov AUROPHARMA was trading at 1235.40. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 14 Nov AUROPHARMA was trading at 1249.00. The strike last trading price was 0.25, which was -0.45 lower than the previous day. The implied volatity was 42.17, the open interest changed by -2 which decreased total open position to 69
On 13 Nov AUROPHARMA was trading at 1249.45. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 46.37, the open interest changed by -2 which decreased total open position to 72
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 41.96, the open interest changed by -2 which decreased total open position to 77
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 39.75, the open interest changed by -26 which decreased total open position to 80
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 1.7, which was -1.80 lower than the previous day. The implied volatity was 34.63, the open interest changed by -25 which decreased total open position to 109
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 3.5, which was -3.90 lower than the previous day. The implied volatity was 34.86, the open interest changed by -2 which decreased total open position to 244
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 7.4, which was -0.05 lower than the previous day. The implied volatity was 33.13, the open interest changed by 9 which increased total open position to 250
On 5 Nov AUROPHARMA was trading at 1396.95. The strike last trading price was 7.45, which was -3.00 lower than the previous day. The implied volatity was 32.26, the open interest changed by -1 which decreased total open position to 242
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 10.45, which was -0.10 lower than the previous day. The implied volatity was 33.27, the open interest changed by 24 which increased total open position to 242
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 10.55, which was -1.70 lower than the previous day. The implied volatity was 33.31, the open interest changed by 7 which increased total open position to 218
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 12.25, which was -0.65 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 12.9, which was -0.50 lower 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 13.4, 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 28 Oct AUROPHARMA was trading at 1434.55. The strike last trading price was 16.9, 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 25 Oct AUROPHARMA was trading at 1428.15. The strike last trading price was 17.5, which was 1.50 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 16, which was -2.00 lower 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 18, which was -5.20 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 23.2, which was -60.70 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 83.9, 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 18 Oct AUROPHARMA was trading at 1472.70. The strike last trading price was 83.9, 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 17 Oct AUROPHARMA was trading at 1468.65. The strike last trading price was 83.9, 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 16 Oct AUROPHARMA was trading at 1482.05. The strike last trading price was 83.9, 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 15 Oct AUROPHARMA was trading at 1480.05. The strike last trading price was 83.9, 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 14 Oct AUROPHARMA was trading at 1489.25. The strike last trading price was 83.9, 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 11 Oct AUROPHARMA was trading at 1495.85. The strike last trading price was 83.9, 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 30 Sept AUROPHARMA was trading at 1460.70. The strike last trading price was 83.9, 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 27 Sept AUROPHARMA was trading at 1511.35. The strike last trading price was 83.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUROPHARMA 28NOV2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1220.00 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1250.10 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1250.10 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1235.40 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1249.00 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1249.45 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1267.40 | 266 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 1289.05 | 266 | 61.00 | - | 1 | 0 | 21 |
| 8 Nov | 1327.55 | 205 | 52.40 | - | 1 | 0 | 20 |
| 7 Nov | 1350.60 | 152.6 | 5.25 | - | 2 | 0 | 19 |
| 6 Nov | 1394.85 | 147.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1396.95 | 147.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 1407.20 | 147.35 | 7.35 | 44.84 | 1 | 0 | 18 |
| 1 Nov | 1400.70 | 140 | 0.00 | 0.00 | 0 | 14 | 0 |
| 31 Oct | 1396.50 | 140 | 8.00 | - | 14 | 0 | 4 |
| 30 Oct | 1405.15 | 132 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1412.35 | 132 | 22.00 | - | 1 | 0 | 4 |
| 28 Oct | 1434.55 | 110 | 0.00 | - | 3 | 3 | 3 |
| 25 Oct | 1428.15 | 110 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 1442.20 | 110 | 20.70 | - | 1 | 0 | 0 |
| 23 Oct | 1434.00 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1447.60 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1460.25 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1472.70 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1468.65 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1482.05 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1480.05 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1489.25 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1495.85 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1460.70 | 89.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1511.35 | 89.3 | - | 0 | 0 | 0 | |
For Aurobindo Pharma Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 PE is 0.00
Historical price for 1540 PE is as follows
On 21 Nov AUROPHARMA was trading at 1220.00. The strike last trading price was 266, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 266, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 266, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 266, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 266, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 266, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov AUROPHARMA was trading at 1267.40. The strike last trading price was 266, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov AUROPHARMA was trading at 1289.05. The strike last trading price was 266, which was 61.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 8 Nov AUROPHARMA was trading at 1327.55. The strike last trading price was 205, which was 52.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 7 Nov AUROPHARMA was trading at 1350.60. The strike last trading price was 152.6, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 6 Nov AUROPHARMA was trading at 1394.85. The strike last trading price was 147.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 147.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov AUROPHARMA was trading at 1407.20. The strike last trading price was 147.35, which was 7.35 higher than the previous day. The implied volatity was 44.84, the open interest changed by 0 which decreased total open position to 18
On 1 Nov AUROPHARMA was trading at 1400.70. The strike last trading price was 140, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 31 Oct AUROPHARMA was trading at 1396.50. The strike last trading price was 140, which was 8.00 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 132, 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 29 Oct AUROPHARMA was trading at 1412.35. The strike last trading price was 132, which was 22.00 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 110, 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 25 Oct AUROPHARMA was trading at 1428.15. The strike last trading price was 110, 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 24 Oct AUROPHARMA was trading at 1442.20. The strike last trading price was 110, which was 20.70 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 89.3, 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 22 Oct AUROPHARMA was trading at 1447.60. The strike last trading price was 89.3, 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 21 Oct AUROPHARMA was trading at 1460.25. The strike last trading price was 89.3, 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 18 Oct AUROPHARMA was trading at 1472.70. The strike last trading price was 89.3, 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 17 Oct AUROPHARMA was trading at 1468.65. The strike last trading price was 89.3, 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 16 Oct AUROPHARMA was trading at 1482.05. The strike last trading price was 89.3, 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 15 Oct AUROPHARMA was trading at 1480.05. The strike last trading price was 89.3, 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 14 Oct AUROPHARMA was trading at 1489.25. The strike last trading price was 89.3, 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 11 Oct AUROPHARMA was trading at 1495.85. The strike last trading price was 89.3, 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 89.3, 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 89.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
