AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1140 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.59
Theta: -1.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1117.40 | 10 | -3.1 | 29.02 | 1,823 | -33 | 934 | |||||||||
| 21 Sept | 1119.20 | 13.3 | -6.4 | 26.07 | 3,637 | 130 | 967 | |||||||||
| 18 Sept | 1128.90 | 20.5 | 11.95 | 28.09 | 4,902 | 194 | 831 | |||||||||
| 14 Sept | 1094.40 | 10.1 | -8.85 | 25.68 | 4,056 | -737 | 569 | |||||||||
| 17 Aug | 1083.60 | 26 | 1 | 28.07 | 3 | 3 | 5 | |||||||||
For Aurobindo Pharma Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.33
Historical price for 1140 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 10, which was -3.1 lower than the previous day. The implied volatity was 29.02, the open interest changed by -33 which decreased total open position to 934
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 13.3, which was -6.4 lower than the previous day. The implied volatity was 26.07, the open interest changed by 130 which increased total open position to 967
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 20.5, which was 11.95 higher than the previous day. The implied volatity was 28.09, the open interest changed by 194 which increased total open position to 831
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 10.1, which was -8.85 lower than the previous day. The implied volatity was 25.68, the open interest changed by -737 which decreased total open position to 569
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 26, which was 1 higher than the previous day. The implied volatity was 28.07, the open interest changed by 3 which increased total open position to 5
| AUROPHARMA 30SEP2025 1140 PE | |||||||
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Delta: -0.69
Vega: 0.58
Theta: -0.77
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 31.6 | 1.3 | 26.98 | 350 | -5 | 189 |
| 21 Sept | 1119.20 | 29.9 | 4.05 | 26.65 | 610 | -6 | 194 |
| 18 Sept | 1128.90 | 25.3 | -22.55 | 27.53 | 529 | 99 | 203 |
| 14 Sept | 1094.40 | 53.55 | 10.15 | 29.37 | 322 | 45 | 123 |
| 17 Aug | 1083.60 | 59.05 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.69
Historical price for 1140 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 31.6, which was 1.3 higher than the previous day. The implied volatity was 26.98, the open interest changed by -5 which decreased total open position to 189
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 29.9, which was 4.05 higher than the previous day. The implied volatity was 26.65, the open interest changed by -6 which decreased total open position to 194
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 25.3, which was -22.55 lower than the previous day. The implied volatity was 27.53, the open interest changed by 99 which increased total open position to 203
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 53.55, which was 10.15 higher than the previous day. The implied volatity was 29.37, the open interest changed by 45 which increased total open position to 123
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 59.05, 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
