AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 28OCT2025 1100 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.33
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 53 | -6 | 28.21 | 38 | -1 | 139 | |||||||||
| 21 Sept | 1119.20 | 59 | -4.7 | 28.46 | 75 | -15 | 139 | |||||||||
| 18 Sept | 1128.90 | 65 | 22.6 | 27.22 | 227 | 18 | 157 | |||||||||
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| 14 Sept | 1094.40 | 41.7 | -14.5 | 24.42 | 83 | -5 | 106 | |||||||||
For Aurobindo Pharma Ltd - strike price 1100 expiring on 28OCT2025
Delta for 1100 CE is 0.62
Historical price for 1100 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 53, which was -6 lower than the previous day. The implied volatity was 28.21, the open interest changed by -1 which decreased total open position to 139
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 59, which was -4.7 lower than the previous day. The implied volatity was 28.46, the open interest changed by -15 which decreased total open position to 139
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 65, which was 22.6 higher than the previous day. The implied volatity was 27.22, the open interest changed by 18 which increased total open position to 157
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 41.7, which was -14.5 lower than the previous day. The implied volatity was 24.42, the open interest changed by -5 which decreased total open position to 106
| AUROPHARMA 28OCT2025 1100 PE | |||||||
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Delta: -0.38
Vega: 1.34
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 28.55 | 1.2 | 28.99 | 15 | 1 | 75 |
| 21 Sept | 1119.20 | 26.9 | 1.95 | 28.45 | 19 | 2 | 73 |
| 18 Sept | 1128.90 | 24.2 | -12.45 | 28.86 | 60 | 14 | 73 |
| 14 Sept | 1094.40 | 40 | 4.4 | 28.37 | 50 | 5 | 35 |
For Aurobindo Pharma Ltd - strike price 1100 expiring on 28OCT2025
Delta for 1100 PE is -0.38
Historical price for 1100 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 28.55, which was 1.2 higher than the previous day. The implied volatity was 28.99, the open interest changed by 1 which increased total open position to 75
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 26.9, which was 1.95 higher than the previous day. The implied volatity was 28.45, the open interest changed by 2 which increased total open position to 73
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 24.2, which was -12.45 lower than the previous day. The implied volatity was 28.86, the open interest changed by 14 which increased total open position to 73
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 40, which was 4.4 higher than the previous day. The implied volatity was 28.37, the open interest changed by 5 which increased total open position to 35
