AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1240 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.13
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 0.9 | -0.3 | 38.23 | 63 | -2 | 176 | |||||||||
| 21 Sept | 1119.20 | 1.3 | -0.85 | 33.63 | 200 | -24 | 176 | |||||||||
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| 18 Sept | 1128.90 | 2.1 | 1.25 | 32.80 | 404 | -3 | 202 | |||||||||
| 14 Sept | 1094.40 | 1.2 | -2.05 | 30.55 | 585 | -158 | 281 | |||||||||
| 17 Aug | 1083.60 | 8.95 | 1.15 | 31.36 | 9 | 8 | 13 | |||||||||
For Aurobindo Pharma Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.04
Historical price for 1240 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 38.23, the open interest changed by -2 which decreased total open position to 176
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 1.3, which was -0.85 lower than the previous day. The implied volatity was 33.63, the open interest changed by -24 which decreased total open position to 176
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 2.1, which was 1.25 higher than the previous day. The implied volatity was 32.80, the open interest changed by -3 which decreased total open position to 202
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 1.2, which was -2.05 lower than the previous day. The implied volatity was 30.55, the open interest changed by -158 which decreased total open position to 281
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 8.95, which was 1.15 higher than the previous day. The implied volatity was 31.36, the open interest changed by 8 which increased total open position to 13
| AUROPHARMA 30SEP2025 1240 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 | 117.25 | 0 | 0.00 | 0 | 7 | 0 |
| 21 Sept | 1119.20 | 117.25 | -10.15 | 34.03 | 25 | 7 | 35 |
| 18 Sept | 1128.90 | 127.4 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1094.40 | 127.4 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1083.60 | 142.5 | 0 | - | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is 0.00
Historical price for 1240 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 117.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 117.25, which was -10.15 lower than the previous day. The implied volatity was 34.03, the open interest changed by 7 which increased total open position to 35
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 127.4, 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 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 127.4, 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 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 142.5, 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
