AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
07 Apr 2025 04:10 PM IST
| AUROPHARMA 24APR2025 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.54
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 1094.05 | 131.9 | -6.15 | 54.77 | 14 | 4 | 7 | |||
| 4 Apr | 1105.35 | 138.05 | 10.1 | 46.55 | 3 | 2 | 2 | |||
| 3 Apr | 1176.35 | 127.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 1157.85 | 127.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 1134.15 | 127.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 1160.50 | 127.95 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1164.25 | 127.95 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1157.45 | 127.95 | 0 | - | 0 | 0 | 0 | |||
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| 25 Mar | 1194.95 | 127.95 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1209.60 | 127.95 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1200.35 | 127.95 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1111.70 | 127.95 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1097.40 | 127.95 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1062.50 | 127.95 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1058.30 | 127.95 | 0 | - | 0 | 0 | 0 | |||
For Aurobindo Pharma Ltd - strike price 980 expiring on 24APR2025
Delta for 980 CE is 0.85
Historical price for 980 CE is as follows
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 131.9, which was -6.15 lower than the previous day. The implied volatity was 54.77, the open interest changed by 4 which increased total open position to 7
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 138.05, which was 10.1 higher than the previous day. The implied volatity was 46.55, the open interest changed by 2 which increased total open position to 2
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 Mar AUROPHARMA was trading at 1062.50. The strike last trading price was 127.95, 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 127.95, 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 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.58
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 1094.05 | 12.5 | 4.85 | 58.70 | 620 | -55 | 247 |
| 4 Apr | 1105.35 | 7.8 | 5.75 | 48.33 | 2,433 | 262 | 320 |
| 3 Apr | 1176.35 | 2.3 | -1.8 | 46.36 | 98 | -11 | 58 |
| 2 Apr | 1157.85 | 4.55 | -0.4 | 49.83 | 84 | 6 | 71 |
| 1 Apr | 1134.15 | 5.35 | 1.85 | 44.75 | 123 | 33 | 67 |
| 28 Mar | 1160.50 | 3.45 | -0.4 | 41.81 | 32 | 28 | 34 |
| 27 Mar | 1164.25 | 3.85 | 1 | 44.19 | 2 | 1 | 6 |
| 26 Mar | 1157.45 | 2.75 | -0.1 | 38.67 | 6 | 2 | 4 |
| 25 Mar | 1194.95 | 2.85 | -13.7 | 43.86 | 5 | 1 | 1 |
| 24 Mar | 1209.60 | 16.55 | 0 | 19.14 | 0 | 0 | 0 |
| 21 Mar | 1200.35 | 16.55 | 0 | 17.35 | 0 | 0 | 0 |
| 17 Mar | 1111.70 | 16.55 | 0 | 11.19 | 0 | 0 | 0 |
| 7 Mar | 1097.40 | 16.55 | 0 | 9.06 | 0 | 0 | 0 |
| 3 Mar | 1062.50 | 16.55 | 0 | 6.83 | 0 | 0 | 0 |
| 28 Feb | 1058.30 | 16.55 | 0 | 6.91 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 980 expiring on 24APR2025
Delta for 980 PE is -0.16
Historical price for 980 PE is as follows
On 7 Apr AUROPHARMA was trading at 1094.05. The strike last trading price was 12.5, which was 4.85 higher than the previous day. The implied volatity was 58.70, the open interest changed by -55 which decreased total open position to 247
On 4 Apr AUROPHARMA was trading at 1105.35. The strike last trading price was 7.8, which was 5.75 higher than the previous day. The implied volatity was 48.33, the open interest changed by 262 which increased total open position to 320
On 3 Apr AUROPHARMA was trading at 1176.35. The strike last trading price was 2.3, which was -1.8 lower than the previous day. The implied volatity was 46.36, the open interest changed by -11 which decreased total open position to 58
On 2 Apr AUROPHARMA was trading at 1157.85. The strike last trading price was 4.55, which was -0.4 lower than the previous day. The implied volatity was 49.83, the open interest changed by 6 which increased total open position to 71
On 1 Apr AUROPHARMA was trading at 1134.15. The strike last trading price was 5.35, which was 1.85 higher than the previous day. The implied volatity was 44.75, the open interest changed by 33 which increased total open position to 67
On 28 Mar AUROPHARMA was trading at 1160.50. The strike last trading price was 3.45, which was -0.4 lower than the previous day. The implied volatity was 41.81, the open interest changed by 28 which increased total open position to 34
On 27 Mar AUROPHARMA was trading at 1164.25. The strike last trading price was 3.85, which was 1 higher than the previous day. The implied volatity was 44.19, the open interest changed by 1 which increased total open position to 6
On 26 Mar AUROPHARMA was trading at 1157.45. The strike last trading price was 2.75, which was -0.1 lower than the previous day. The implied volatity was 38.67, the open interest changed by 2 which increased total open position to 4
On 25 Mar AUROPHARMA was trading at 1194.95. The strike last trading price was 2.85, which was -13.7 lower than the previous day. The implied volatity was 43.86, 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 16.55, which was 0 lower than the previous day. The implied volatity was 19.14, 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 16.55, which was 0 lower than the previous day. The implied volatity was 17.35, 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 16.55, which was 0 lower than the previous day. The implied volatity was 11.19, 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 16.55, which was 0 lower than the previous day. The implied volatity was 9.06, the open interest changed by 0 which decreased total open position to 0
On 3 Mar AUROPHARMA was trading at 1062.50. The strike last trading price was 16.55, which was 0 lower than the previous day. The implied volatity was 6.83, 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 16.55, which was 0 lower than the previous day. The implied volatity was 6.91, the open interest changed by 0 which decreased total open position to 0
