AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1220 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.18
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 1.3 | -0.55 | 36.15 | 143 | 16 | 249 | |||||||||
| 21 Sept | 1119.20 | 1.9 | -1.35 | 31.65 | 355 | 4 | 233 | |||||||||
| 18 Sept | 1128.90 | 3.3 | 1.9 | 31.61 | 336 | 67 | 230 | |||||||||
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| 14 Sept | 1094.40 | 1.95 | -2.55 | 30.00 | 798 | -12 | 297 | |||||||||
| 17 Aug | 1083.60 | 10.8 | 1.9 | 30.46 | 3 | 2 | 3 | |||||||||
For Aurobindo Pharma Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is 0.05
Historical price for 1220 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 36.15, the open interest changed by 16 which increased total open position to 249
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 1.9, which was -1.35 lower than the previous day. The implied volatity was 31.65, the open interest changed by 4 which increased total open position to 233
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 3.3, which was 1.9 higher than the previous day. The implied volatity was 31.61, the open interest changed by 67 which increased total open position to 230
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 1.95, which was -2.55 lower than the previous day. The implied volatity was 30.00, the open interest changed by -12 which decreased total open position to 297
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 10.8, which was 1.9 higher than the previous day. The implied volatity was 30.46, the open interest changed by 2 which increased total open position to 3
| AUROPHARMA 30SEP2025 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 88.7 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1119.20 | 88.7 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1128.90 | 88.7 | -25.85 | 32.65 | 5 | 3 | 25 |
| 14 Sept | 1094.40 | 122.05 | 10.05 | 30.34 | 55 | 11 | 31 |
| 17 Aug | 1083.60 | 106.15 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is 0.00
Historical price for 1220 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 88.7, 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
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 88.7, 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
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 88.7, which was -25.85 lower than the previous day. The implied volatity was 32.65, the open interest changed by 3 which increased total open position to 25
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 122.05, which was 10.05 higher than the previous day. The implied volatity was 30.34, the open interest changed by 11 which increased total open position to 31
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 106.15, 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
