AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
04 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.09
Theta: -0.32
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1105.35 | 151.4 | -94.25 | 28.74 | 19 | 7 | 7 | |||
| 3 Apr | 1176.35 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1157.85 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1134.15 | 245.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 1160.50 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1164.25 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1157.45 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1194.95 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1209.60 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1200.35 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1111.70 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1097.40 | 245.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1058.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1080.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1080.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1081.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1101.80 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 21 Feb | 1115.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1121.25 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1135.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1131.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1144.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1147.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1125.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1142.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 960 expiring on 24APR2025
Delta for 960 CE is 0.99
Historical price for 960 CE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 151.4, which was -94.25 lower than the previous day. The implied volatity was 28.74, the open interest changed by 7 which increased total open position to 7
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 245.65, 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 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 245.65, 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 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 245.65, 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 245.65, 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 245.65, 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 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 245.65, 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 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 28 Feb AUROPHARMA was trading at 1058.30. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 0, 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 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 0, 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 25 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1115.15. The strike last trading price was 0, 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 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 0, 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 19 Feb AUROPHARMA was trading at 1135.20. The strike last trading price was 0, 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 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 0, 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 12 Feb AUROPHARMA was trading at 1144.55. The strike last trading price was 0, 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 11 Feb AUROPHARMA was trading at 1147.70. The strike last trading price was 0, 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 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, 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 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, 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
| AUROPHARMA 24APR2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.43
Theta: -0.50
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1105.35 | 5.75 | 4.35 | 49.39 | 2,512 | 354 | 424 |
| 3 Apr | 1176.35 | 1.4 | -1.75 | 46.37 | 173 | -18 | 74 |
| 2 Apr | 1157.85 | 3.55 | -0.1 | 51.44 | 168 | -1 | 91 |
| 1 Apr | 1134.15 | 4 | 1.2 | 46.05 | 122 | 80 | 89 |
| 28 Mar | 1160.50 | 2.8 | -0.9 | 43.79 | 4 | 2 | 9 |
| 27 Mar | 1164.25 | 3.7 | 0.95 | 47.25 | 4 | 2 | 5 |
| 26 Mar | 1157.45 | 2.75 | 0.5 | 42.37 | 3 | 1 | 2 |
| 25 Mar | 1194.95 | 2.25 | -4.25 | 45.40 | 4 | 1 | 1 |
| 24 Mar | 1209.60 | 6.5 | 0 | 20.10 | 0 | 0 | 0 |
| 21 Mar | 1200.35 | 6.5 | 0 | 19.44 | 0 | 0 | 0 |
| 17 Mar | 1111.70 | 6.5 | 0 | 12.93 | 0 | 0 | 0 |
| 7 Mar | 1097.40 | 6.5 | 0 | 10.35 | 0 | 0 | 0 |
| 28 Feb | 1058.30 | 0 | 0 | 7.62 | 0 | 0 | 0 |
| 27 Feb | 1080.70 | 0 | 0 | 8.96 | 0 | 0 | 0 |
| 26 Feb | 1080.00 | 0 | 0 | 8.95 | 0 | 0 | 0 |
| 25 Feb | 1081.05 | 0 | 0 | 8.95 | 0 | 0 | 0 |
| 24 Feb | 1101.80 | 0 | 0 | 9.76 | 0 | 0 | 0 |
| 21 Feb | 1115.15 | 0 | 0 | 10.28 | 0 | 0 | 0 |
| 20 Feb | 1121.25 | 0 | 0 | 10.53 | 0 | 0 | 0 |
| 19 Feb | 1135.20 | 0 | 0 | 10.89 | 0 | 0 | 0 |
| 14 Feb | 1131.35 | 0 | 0 | 10.71 | 0 | 0 | 0 |
| 12 Feb | 1144.55 | 0 | 0 | 11.09 | 0 | 0 | 0 |
| 11 Feb | 1147.70 | 0 | 0 | 11.29 | 0 | 0 | 0 |
| 3 Feb | 1125.40 | 0 | 0 | 9.86 | 0 | 0 | 0 |
| 1 Feb | 1142.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 960 expiring on 24APR2025
Delta for 960 PE is -0.09
Historical price for 960 PE is as follows
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 5.75, which was 4.35 higher than the previous day. The implied volatity was 49.39, the open interest changed by 354 which increased total open position to 424
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 1.4, which was -1.75 lower than the previous day. The implied volatity was 46.37, the open interest changed by -18 which decreased total open position to 74
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 3.55, which was -0.1 lower than the previous day. The implied volatity was 51.44, the open interest changed by -1 which decreased total open position to 91
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 4, which was 1.2 higher than the previous day. The implied volatity was 46.05, the open interest changed by 80 which increased total open position to 89
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 2.8, which was -0.9 lower than the previous day. The implied volatity was 43.79, the open interest changed by 2 which increased total open position to 9
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 3.7, which was 0.95 higher than the previous day. The implied volatity was 47.25, the open interest changed by 2 which increased total open position to 5
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 2.75, which was 0.5 higher than the previous day. The implied volatity was 42.37, the open interest changed by 1 which increased total open position to 2
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 2.25, which was -4.25 lower than the previous day. The implied volatity was 45.40, the open interest changed by 1 which increased total open position to 1
On 24 Mar AUROPHARMA was trading at 1209.60. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 20.10, 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 6.5, which was 0 lower than the previous day. The implied volatity was 19.44, 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 6.5, which was 0 lower than the previous day. The implied volatity was 12.93, 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 6.5, which was 0 lower than the previous day. The implied volatity was 10.35, the open interest changed by 0 which decreased total open position to 0
On 28 Feb AUROPHARMA was trading at 1058.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0
On 27 Feb AUROPHARMA was trading at 1080.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.96, the open interest changed by 0 which decreased total open position to 0
On 26 Feb AUROPHARMA was trading at 1080.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.95, the open interest changed by 0 which decreased total open position to 0
On 25 Feb AUROPHARMA was trading at 1081.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.95, the open interest changed by 0 which decreased total open position to 0
On 24 Feb AUROPHARMA was trading at 1101.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.76, the open interest changed by 0 which decreased total open position to 0
On 21 Feb AUROPHARMA was trading at 1115.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.28, the open interest changed by 0 which decreased total open position to 0
On 20 Feb AUROPHARMA was trading at 1121.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.53, the open interest changed by 0 which decreased total open position to 0
On 19 Feb AUROPHARMA was trading at 1135.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.89, the open interest changed by 0 which decreased total open position to 0
On 14 Feb AUROPHARMA was trading at 1131.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.71, the open interest changed by 0 which decreased total open position to 0
On 12 Feb AUROPHARMA was trading at 1144.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.09, the open interest changed by 0 which decreased total open position to 0
On 11 Feb AUROPHARMA was trading at 1147.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.29, the open interest changed by 0 which decreased total open position to 0
On 3 Feb AUROPHARMA was trading at 1125.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.86, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AUROPHARMA was trading at 1142.60. The strike last trading price was 0, 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
