AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
17 Aug 2025 12:55 AM IST
| AUROPHARMA 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.51
Vega: 1.55
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1083.60 | 40.35 | 0.05 | 27.23 | 28 | 7 | 46 | |||||||||
For Aurobindo Pharma Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.51
Historical price for 1100 CE is as follows
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 40.35, which was 0.05 higher than the previous day. The implied volatity was 27.23, the open interest changed by 7 which increased total open position to 46
| AUROPHARMA 30SEP2025 1100 PE | |||||||
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Delta: -0.49
Vega: 1.55
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1083.60 | 45 | -4 | 27.76 | 3 | 3 | 11 |
For Aurobindo Pharma Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.49
Historical price for 1100 PE is as follows
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 45, which was -4 lower than the previous day. The implied volatity was 27.76, the open interest changed by 3 which increased total open position to 11
