AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.24
Theta: -0.54
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 1.95 | -1.05 | 33.66 | 763 | -91 | 1,106 | |||||||||
| 21 Sept | 1119.20 | 3 | -2.25 | 30.04 | 1,736 | -106 | 1,192 | |||||||||
| 18 Sept | 1128.90 | 5.45 | 3.3 | 30.91 | 2,350 | 488 | 1,303 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1094.40 | 2.85 | -3.65 | 28.75 | 1,772 | -307 | 768 | |||||||||
| 17 Aug | 1083.60 | 12.2 | -0.4 | 28.74 | 94 | 2 | 98 | |||||||||
For Aurobindo Pharma Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.08
Historical price for 1200 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 33.66, the open interest changed by -91 which decreased total open position to 1106
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 3, which was -2.25 lower than the previous day. The implied volatity was 30.04, the open interest changed by -106 which decreased total open position to 1192
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 5.45, which was 3.3 higher than the previous day. The implied volatity was 30.91, the open interest changed by 488 which increased total open position to 1303
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 2.85, which was -3.65 lower than the previous day. The implied volatity was 28.75, the open interest changed by -307 which decreased total open position to 768
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 12.2, which was -0.4 lower than the previous day. The implied volatity was 28.74, the open interest changed by 2 which increased total open position to 98
| AUROPHARMA 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.12
Theta: 0.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 83.2 | 4.15 | 25.84 | 43 | -1 | 116 |
| 21 Sept | 1119.20 | 79.35 | 8.5 | 31.01 | 67 | 1 | 117 |
| 18 Sept | 1128.90 | 70 | -34.7 | 29.89 | 47 | -15 | 119 |
| 14 Sept | 1094.40 | 103.05 | 11.75 | 29.01 | 100 | -6 | 107 |
| 17 Aug | 1083.60 | 119.95 | -35.05 | 33.23 | 3 | 3 | 7 |
For Aurobindo Pharma Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.97
Historical price for 1200 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 83.2, which was 4.15 higher than the previous day. The implied volatity was 25.84, the open interest changed by -1 which decreased total open position to 116
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 79.35, which was 8.5 higher than the previous day. The implied volatity was 31.01, the open interest changed by 1 which increased total open position to 117
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 70, which was -34.7 lower than the previous day. The implied volatity was 29.89, the open interest changed by -15 which decreased total open position to 119
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 103.05, which was 11.75 higher than the previous day. The implied volatity was 29.01, the open interest changed by -6 which decreased total open position to 107
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 119.95, which was -35.05 lower than the previous day. The implied volatity was 33.23, the open interest changed by 3 which increased total open position to 7
