AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1000 CE | ||||||||||||||||
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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 | |||||||||
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| 22 Sept | 1117.40 | 135 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1119.20 | 135 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1128.90 | 135 | 36.55 | 36.18 | 9 | -3 | 52 | |||||||||
| 14 Sept | 1094.40 | 101 | -16.15 | 28.94 | 110 | 19 | 65 | |||||||||
| 17 Aug | 1083.60 | 165.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.00
Historical price for 1000 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 135, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 135, which was 0.05 higher 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 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 135, which was 36.55 higher than the previous day. The implied volatity was 36.18, the open interest changed by -3 which decreased total open position to 52
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 101, which was -16.15 lower than the previous day. The implied volatity was 28.94, the open interest changed by 19 which increased total open position to 65
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 165.7, 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 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.09
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 0.55 | -0.2 | 38.39 | 33 | -19 | 658 |
| 21 Sept | 1119.20 | 0.7 | 0 | 35.24 | 77 | -19 | 678 |
| 18 Sept | 1128.90 | 0.65 | -0.95 | 35.60 | 336 | -187 | 697 |
| 14 Sept | 1094.40 | 2.75 | -0.5 | 30.94 | 853 | -117 | 1,028 |
| 17 Aug | 1083.60 | 20.2 | 0 | 0.00 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.02
Historical price for 1000 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 38.39, the open interest changed by -19 which decreased total open position to 658
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 35.24, the open interest changed by -19 which decreased total open position to 678
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 0.65, which was -0.95 lower than the previous day. The implied volatity was 35.60, the open interest changed by -187 which decreased total open position to 697
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 2.75, which was -0.5 lower than the previous day. The implied volatity was 30.94, the open interest changed by -117 which decreased total open position to 1028
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 20.2, 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
