AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1020 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.37
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1117.40 | 104.6 | -10.1 | 60.39 | 14 | -9 | 102 | |||||||||
| 21 Sept | 1119.20 | 114.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1128.90 | 114.7 | 35.5 | 28.00 | 1 | 0 | 112 | |||||||||
| 14 Sept | 1094.40 | 82.95 | -16.15 | 28.65 | 124 | 18 | 120 | |||||||||
| 17 Aug | 1083.60 | 147.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.86
Historical price for 1020 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 104.6, which was -10.1 lower than the previous day. The implied volatity was 60.39, the open interest changed by -9 which decreased total open position to 102
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 114.7, 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 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 114.7, which was 35.5 higher than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 112
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 82.95, which was -16.15 lower than the previous day. The implied volatity was 28.65, the open interest changed by 18 which increased total open position to 120
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 147.05, 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 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.13
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 0.8 | -0.15 | 34.39 | 147 | -17 | 357 |
| 21 Sept | 1119.20 | 0.9 | -0.15 | 31.54 | 172 | -56 | 375 |
| 18 Sept | 1128.90 | 0.95 | -1.55 | 32.94 | 419 | -35 | 430 |
| 14 Sept | 1094.40 | 4.35 | -0.3 | 29.53 | 621 | -127 | 502 |
| 17 Aug | 1083.60 | 16.9 | 0 | 5.49 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -0.03
Historical price for 1020 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 34.39, the open interest changed by -17 which decreased total open position to 357
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 31.54, the open interest changed by -56 which decreased total open position to 375
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 0.95, which was -1.55 lower than the previous day. The implied volatity was 32.94, the open interest changed by -35 which decreased total open position to 430
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 4.35, which was -0.3 lower than the previous day. The implied volatity was 29.53, the open interest changed by -127 which decreased total open position to 502
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 16.9, which was 0 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
