AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.61
Theta: -1.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1117.40 | 28.25 | -4.35 | 28.24 | 1,026 | -84 | 1,223 | |||||||||
| 21 Sept | 1119.20 | 33.25 | -9.2 | 24.88 | 1,308 | -111 | 1,309 | |||||||||
| 18 Sept | 1128.90 | 43.4 | 21.9 | 27.16 | 7,203 | -557 | 1,422 | |||||||||
| 14 Sept | 1094.40 | 23 | -13.9 | 24.03 | 3,471 | -268 | 1,443 | |||||||||
| 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 0.65
Historical price for 1100 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 28.25, which was -4.35 lower than the previous day. The implied volatity was 28.24, the open interest changed by -84 which decreased total open position to 1223
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 33.25, which was -9.2 lower than the previous day. The implied volatity was 24.88, the open interest changed by -111 which decreased total open position to 1309
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 43.4, which was 21.9 higher than the previous day. The implied volatity was 27.16, the open interest changed by -557 which decreased total open position to 1422
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 23, which was -13.9 lower than the previous day. The implied volatity was 24.03, the open interest changed by -268 which decreased total open position to 1443
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: -0.34
Vega: 0.60
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 10 | -0.1 | 26.36 | 1,667 | -104 | 1,234 |
| 21 Sept | 1119.20 | 9.65 | 0.55 | 25.04 | 1,391 | 48 | 1,338 |
| 18 Sept | 1128.90 | 8.55 | -14.65 | 26.80 | 2,194 | 100 | 1,287 |
| 14 Sept | 1094.40 | 26.5 | 4.35 | 27.03 | 4,188 | -406 | 1,233 |
| 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 -0.34
Historical price for 1100 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 10, which was -0.1 lower than the previous day. The implied volatity was 26.36, the open interest changed by -104 which decreased total open position to 1234
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 9.65, which was 0.55 higher than the previous day. The implied volatity was 25.04, the open interest changed by 48 which increased total open position to 1338
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 8.55, which was -14.65 lower than the previous day. The implied volatity was 26.80, the open interest changed by 100 which increased total open position to 1287
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 26.5, which was 4.35 higher than the previous day. The implied volatity was 27.03, the open interest changed by -406 which decreased total open position to 1233
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
