AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1060 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.35
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 60.55 | -5.55 | 32.17 | 56 | 0 | 423 | |||||||||
| 21 Sept | 1119.20 | 65.8 | -10.65 | 25.84 | 71 | -6 | 422 | |||||||||
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| 18 Sept | 1128.90 | 78.1 | 32.15 | 31.67 | 160 | -33 | 430 | |||||||||
| 14 Sept | 1094.40 | 47.15 | -17.1 | 23.39 | 439 | -92 | 494 | |||||||||
| 17 Aug | 1083.60 | 55.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is 0.87
Historical price for 1060 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 60.55, which was -5.55 lower than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 423
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 65.8, which was -10.65 lower than the previous day. The implied volatity was 25.84, the open interest changed by -6 which decreased total open position to 422
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 78.1, which was 32.15 higher than the previous day. The implied volatity was 31.67, the open interest changed by -33 which decreased total open position to 430
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 47.15, which was -17.1 lower than the previous day. The implied volatity was 23.39, the open interest changed by -92 which decreased total open position to 494
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 55.5, 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 30SEP2025 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.30
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 2.5 | -0.3 | 29.02 | 786 | 67 | 552 |
| 21 Sept | 1119.20 | 2.65 | -0.2 | 27.15 | 497 | -11 | 485 |
| 18 Sept | 1128.90 | 2.7 | -5.2 | 29.17 | 863 | -26 | 496 |
| 14 Sept | 1094.40 | 10.85 | 0.7 | 27.18 | 1,218 | -182 | 437 |
| 17 Aug | 1083.60 | 24.5 | -18 | 26.15 | 4 | -1 | 12 |
For Aurobindo Pharma Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -0.11
Historical price for 1060 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 29.02, the open interest changed by 67 which increased total open position to 552
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 27.15, the open interest changed by -11 which decreased total open position to 485
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 2.7, which was -5.2 lower than the previous day. The implied volatity was 29.17, the open interest changed by -26 which decreased total open position to 496
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 10.85, which was 0.7 higher than the previous day. The implied volatity was 27.18, the open interest changed by -182 which decreased total open position to 437
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 24.5, which was -18 lower than the previous day. The implied volatity was 26.15, the open interest changed by -1 which decreased total open position to 12
