AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1120 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.66
Theta: -1.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 17.4 | -4.15 | 28.51 | 3,344 | -55 | 1,107 | |||||||||
| 21 Sept | 1119.20 | 21.85 | -7.7 | 25.70 | 3,780 | 52 | 1,156 | |||||||||
| 18 Sept | 1128.90 | 30.1 | 16.35 | 27.05 | 9,100 | 94 | 1,130 | |||||||||
| 14 Sept | 1094.40 | 15.35 | -11.3 | 24.77 | 4,094 | -179 | 922 | |||||||||
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| 17 Aug | 1083.60 | 92.15 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.48
Historical price for 1120 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 17.4, which was -4.15 lower than the previous day. The implied volatity was 28.51, the open interest changed by -55 which decreased total open position to 1107
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 21.85, which was -7.7 lower than the previous day. The implied volatity was 25.70, the open interest changed by 52 which increased total open position to 1156
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 30.1, which was 16.35 higher than the previous day. The implied volatity was 27.05, the open interest changed by 94 which increased total open position to 1130
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 15.35, which was -11.3 lower than the previous day. The implied volatity was 24.77, the open interest changed by -179 which decreased total open position to 922
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 92.15, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30SEP2025 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.66
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 18.2 | -0.15 | 25.39 | 1,119 | -1 | 416 |
| 21 Sept | 1119.20 | 17.8 | 1.7 | 25.34 | 1,208 | -30 | 418 |
| 18 Sept | 1128.90 | 15.15 | -20.3 | 26.70 | 1,456 | 84 | 456 |
| 14 Sept | 1094.40 | 39.05 | 7.25 | 28.22 | 1,733 | -39 | 473 |
| 17 Aug | 1083.60 | 71 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.52
Historical price for 1120 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 18.2, which was -0.15 lower than the previous day. The implied volatity was 25.39, the open interest changed by -1 which decreased total open position to 416
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 17.8, which was 1.7 higher than the previous day. The implied volatity was 25.34, the open interest changed by -30 which decreased total open position to 418
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 15.15, which was -20.3 lower than the previous day. The implied volatity was 26.70, the open interest changed by 84 which increased total open position to 456
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 39.05, which was 7.25 higher than the previous day. The implied volatity was 28.22, the open interest changed by -39 which decreased total open position to 473
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 71, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
