AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1160 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.47
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 5.5 | -2.2 | 29.85 | 1,298 | 65 | 761 | |||||||||
| 21 Sept | 1119.20 | 7.75 | -4.95 | 26.72 | 1,769 | 73 | 695 | |||||||||
| 18 Sept | 1128.90 | 13.1 | 7.85 | 28.52 | 2,889 | 100 | 622 | |||||||||
| 14 Sept | 1094.40 | 6.5 | -6.6 | 26.50 | 1,763 | 33 | 556 | |||||||||
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| 17 Aug | 1083.60 | 73.8 | 0 | 4.38 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.20
Historical price for 1160 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 5.5, which was -2.2 lower than the previous day. The implied volatity was 29.85, the open interest changed by 65 which increased total open position to 761
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 7.75, which was -4.95 lower than the previous day. The implied volatity was 26.72, the open interest changed by 73 which increased total open position to 695
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 13.1, which was 7.85 higher than the previous day. The implied volatity was 28.52, the open interest changed by 100 which increased total open position to 622
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 6.5, which was -6.6 lower than the previous day. The implied volatity was 26.50, the open interest changed by 33 which increased total open position to 556
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 73.8, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30SEP2025 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.41
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 46.3 | 1.35 | 25.37 | 80 | -3 | 67 |
| 21 Sept | 1119.20 | 44.55 | 5.65 | 27.81 | 57 | -5 | 69 |
| 18 Sept | 1128.90 | 39 | -26.05 | 29.45 | 61 | 16 | 75 |
| 14 Sept | 1094.40 | 69.85 | 12.45 | 30.89 | 142 | 9 | 70 |
| 17 Aug | 1083.60 | 85 | -4.95 | 29.43 | 2 | 2 | 2 |
For Aurobindo Pharma Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.84
Historical price for 1160 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 46.3, which was 1.35 higher than the previous day. The implied volatity was 25.37, the open interest changed by -3 which decreased total open position to 67
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 44.55, which was 5.65 higher than the previous day. The implied volatity was 27.81, the open interest changed by -5 which decreased total open position to 69
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 39, which was -26.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by 16 which increased total open position to 75
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 69.85, which was 12.45 higher than the previous day. The implied volatity was 30.89, the open interest changed by 9 which increased total open position to 70
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 85, which was -4.95 lower than the previous day. The implied volatity was 29.43, the open interest changed by 2 which increased total open position to 2
