AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1040 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.25
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 79.25 | -6.05 | 35.58 | 22 | -3 | 318 | |||||||||
| 21 Sept | 1119.20 | 84.75 | -10.35 | 27.93 | 43 | -6 | 321 | |||||||||
| 18 Sept | 1128.90 | 95.35 | 34.45 | 27.85 | 76 | -8 | 327 | |||||||||
| 14 Sept | 1094.40 | 64 | -17.55 | 24.95 | 312 | -35 | 332 | |||||||||
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| 17 Aug | 1083.60 | 90 | 27.95 | 38.56 | 1 | 0 | 1 | |||||||||
For Aurobindo Pharma Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.92
Historical price for 1040 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 79.25, which was -6.05 lower than the previous day. The implied volatity was 35.58, the open interest changed by -3 which decreased total open position to 318
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 84.75, which was -10.35 lower than the previous day. The implied volatity was 27.93, the open interest changed by -6 which decreased total open position to 321
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 95.35, which was 34.45 higher than the previous day. The implied volatity was 27.85, the open interest changed by -8 which decreased total open position to 327
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 64, which was -17.55 lower than the previous day. The implied volatity was 24.95, the open interest changed by -35 which decreased total open position to 332
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 90, which was 27.95 higher than the previous day. The implied volatity was 38.56, the open interest changed by 0 which decreased total open position to 1
| AUROPHARMA 30SEP2025 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.20
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 1.35 | -0.2 | 31.46 | 362 | -38 | 750 |
| 21 Sept | 1119.20 | 1.55 | -0.15 | 29.41 | 314 | -38 | 789 |
| 18 Sept | 1128.90 | 1.7 | -2.55 | 31.47 | 664 | 7 | 826 |
| 14 Sept | 1094.40 | 6.8 | 0.05 | 28.12 | 1,084 | -86 | 933 |
| 17 Aug | 1083.60 | 24.3 | -1.7 | 31.09 | 13 | 3 | 9 |
For Aurobindo Pharma Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.06
Historical price for 1040 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 31.46, the open interest changed by -38 which decreased total open position to 750
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 29.41, the open interest changed by -38 which decreased total open position to 789
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 1.7, which was -2.55 lower than the previous day. The implied volatity was 31.47, the open interest changed by 7 which increased total open position to 826
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 6.8, which was 0.05 higher than the previous day. The implied volatity was 28.12, the open interest changed by -86 which decreased total open position to 933
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 24.3, which was -1.7 lower than the previous day. The implied volatity was 31.09, the open interest changed by 3 which increased total open position to 9
