AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1180 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.33
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 3.05 | -1.65 | 31.17 | 520 | -19 | 471 | |||||||||
| 21 Sept | 1119.20 | 4.7 | -3.4 | 28.18 | 1,291 | 66 | 500 | |||||||||
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| 18 Sept | 1128.90 | 8.4 | 5.15 | 29.57 | 1,428 | 36 | 424 | |||||||||
| 14 Sept | 1094.40 | 4.3 | -4.95 | 27.65 | 1,193 | -26 | 313 | |||||||||
| 17 Aug | 1083.60 | 13.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is 0.12
Historical price for 1180 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 3.05, which was -1.65 lower than the previous day. The implied volatity was 31.17, the open interest changed by -19 which decreased total open position to 471
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 4.7, which was -3.4 lower than the previous day. The implied volatity was 28.18, the open interest changed by 66 which increased total open position to 500
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 8.4, which was 5.15 higher than the previous day. The implied volatity was 29.57, the open interest changed by 36 which increased total open position to 424
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 4.3, which was -4.95 lower than the previous day. The implied volatity was 27.65, the open interest changed by -26 which decreased total open position to 313
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| AUROPHARMA 30SEP2025 1180 PE | |||||||
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Delta: -0.93
Vega: 0.21
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 63.85 | 3 | 24.22 | 35 | 0 | 30 |
| 21 Sept | 1119.20 | 60.05 | 5.9 | 26.70 | 26 | -18 | 31 |
| 18 Sept | 1128.90 | 53.95 | -28.75 | 30.23 | 62 | 9 | 48 |
| 14 Sept | 1094.40 | 84.65 | 9.85 | 27.94 | 101 | 16 | 46 |
| 17 Aug | 1083.60 | 80.8 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.93
Historical price for 1180 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 63.85, which was 3 higher than the previous day. The implied volatity was 24.22, the open interest changed by 0 which decreased total open position to 30
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 60.05, which was 5.9 higher than the previous day. The implied volatity was 26.70, the open interest changed by -18 which decreased total open position to 31
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 53.95, which was -28.75 lower than the previous day. The implied volatity was 30.23, the open interest changed by 9 which increased total open position to 48
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 84.65, which was 9.85 higher than the previous day. The implied volatity was 27.94, the open interest changed by 16 which increased total open position to 46
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 80.8, 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
