AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 1105.35 | 160.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 1176.35 | 160.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 1157.85 | 160.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 1134.15 | 160.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 1160.50 | 160.1 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1164.25 | 160.1 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1209.60 | 160.1 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1200.35 | 160.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1111.70 | 160.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1097.40 | 160.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1051.75 | 160.1 | 0 | - | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 940 expiring on 24APR2025
Delta for 940 CE is -
Historical price for 940 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 160.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 160.1, which was 0 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 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 160.1, which was 0 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 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 160.1, which was 0 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 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 160.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 160.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 160.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 160.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 160.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar AUROPHARMA was trading at 1097.40. The strike last trading price was 160.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar AUROPHARMA was trading at 1051.75. The strike last trading price was 160.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 24APR2025 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.35
Theta: -0.42
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 4.35 | 3.35 | 50.91 | 3,255 | 371 | 443 |
| 3 Apr | 1176.35 | 1.15 | -1.15 | 48.52 | 86 | -5 | 72 |
| 2 Apr | 1157.85 | 2.35 | -0.5 | 51.38 | 132 | 29 | 79 |
| 1 Apr | 1134.15 | 3.05 | 1.15 | 47.62 | 30 | 18 | 50 |
| 28 Mar | 1160.50 | 2.25 | 0.3 | 45.65 | 18 | 9 | 32 |
| 27 Mar | 1164.25 | 1.95 | -0.55 | 45.09 | 10 | 0 | 14 |
| 24 Mar | 1209.60 | 2.5 | 0 | 50.49 | 2 | 0 | 14 |
| 21 Mar | 1200.35 | 2.5 | 0 | 46.41 | 5 | 4 | 13 |
| 17 Mar | 1111.70 | 2.5 | -1.5 | 34.65 | 5 | 2 | 6 |
| 7 Mar | 1097.40 | 4 | -9 | 32.30 | 1 | 0 | 4 |
| 4 Mar | 1051.75 | 13 | 3.9 | 36.63 | 4 | 2 | 2 |
For Aurobindo Pharma Ltd - strike price 940 expiring on 24APR2025
Delta for 940 PE is -0.07
Historical price for 940 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 4.35, which was 3.35 higher than the previous day. The implied volatity was 50.91, the open interest changed by 371 which increased total open position to 443
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 1.15, which was -1.15 lower than the previous day. The implied volatity was 48.52, the open interest changed by -5 which decreased total open position to 72
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 2.35, which was -0.5 lower than the previous day. The implied volatity was 51.38, the open interest changed by 29 which increased total open position to 79
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 3.05, which was 1.15 higher than the previous day. The implied volatity was 47.62, the open interest changed by 18 which increased total open position to 50
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 2.25, which was 0.3 higher than the previous day. The implied volatity was 45.65, the open interest changed by 9 which increased total open position to 32
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 45.09, the open interest changed by 0 which decreased total open position to 14
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 50.49, the open interest changed by 0 which decreased total open position to 14
On 21 Mar AUROPHARMA was trading at 1200.35. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 46.41, the open interest changed by 4 which increased total open position to 13
On 17 Mar AUROPHARMA was trading at 1111.70. The strike last trading price was 2.5, which was -1.5 lower than the previous day. The implied volatity was 34.65, the open interest changed by 2 which increased total open position to 6
On 7 Mar AUROPHARMA was trading at 1097.40. The strike last trading price was 4, which was -9 lower than the previous day. The implied volatity was 32.30, the open interest changed by 0 which decreased total open position to 4
On 4 Mar AUROPHARMA was trading at 1051.75. The strike last trading price was 13, which was 3.9 higher than the previous day. The implied volatity was 36.63, the open interest changed by 2 which increased total open position to 2
