AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1080 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.50
Theta: -1.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 44.4 | -4.25 | 32.18 | 90 | -1 | 397 | |||||||||
| 21 Sept | 1119.20 | 48.6 | -10.05 | 25.59 | 103 | -37 | 398 | |||||||||
| 18 Sept | 1128.90 | 60.1 | 28.2 | 29.28 | 471 | -21 | 438 | |||||||||
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| 14 Sept | 1094.40 | 33.75 | -16 | 23.74 | 810 | -62 | 547 | |||||||||
| 17 Aug | 1083.60 | 46.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.77
Historical price for 1080 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 44.4, which was -4.25 lower than the previous day. The implied volatity was 32.18, the open interest changed by -1 which decreased total open position to 397
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 48.6, which was -10.05 lower than the previous day. The implied volatity was 25.59, the open interest changed by -37 which decreased total open position to 398
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 60.1, which was 28.2 higher than the previous day. The implied volatity was 29.28, the open interest changed by -21 which decreased total open position to 438
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 33.75, which was -16 lower than the previous day. The implied volatity was 23.74, the open interest changed by -62 which decreased total open position to 547
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 46.15, 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 1080 PE | |||||||
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Delta: -0.20
Vega: 0.46
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 5.1 | -0.15 | 27.54 | 1,060 | 0 | 548 |
| 21 Sept | 1119.20 | 5.1 | -0.1 | 25.89 | 976 | -118 | 554 |
| 18 Sept | 1128.90 | 4.9 | -9.2 | 27.99 | 1,376 | 137 | 660 |
| 14 Sept | 1094.40 | 17.35 | 2.55 | 26.93 | 2,314 | -521 | 489 |
| 17 Aug | 1083.60 | 59.45 | 0 | 0.00 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.20
Historical price for 1080 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 5.1, which was -0.15 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 548
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 5.1, which was -0.1 lower than the previous day. The implied volatity was 25.89, the open interest changed by -118 which decreased total open position to 554
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 4.9, which was -9.2 lower than the previous day. The implied volatity was 27.99, the open interest changed by 137 which increased total open position to 660
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 17.35, which was 2.55 higher than the previous day. The implied volatity was 26.93, the open interest changed by -521 which decreased total open position to 489
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 59.45, 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
