AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1260 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1117.40 | 0.5 | -0.25 | 39.47 | 64 | -4 | 269 | |||||||||
| 21 Sept | 1119.20 | 0.75 | -0.65 | 34.39 | 188 | 9 | 274 | |||||||||
| 18 Sept | 1128.90 | 1.5 | 1 | 34.73 | 106 | 8 | 264 | |||||||||
| 14 Sept | 1094.40 | 0.85 | -1.35 | 31.84 | 231 | 6 | 278 | |||||||||
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| 17 Aug | 1083.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.02
Historical price for 1260 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 39.47, the open interest changed by -4 which decreased total open position to 269
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 34.39, the open interest changed by 9 which increased total open position to 274
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 1.5, which was 1 higher than the previous day. The implied volatity was 34.73, the open interest changed by 8 which increased total open position to 264
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 0.85, which was -1.35 lower than the previous day. The implied volatity was 31.84, the open interest changed by 6 which increased total open position to 278
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 0, 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 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 134.8 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1119.20 | 134.8 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1128.90 | 134.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1094.40 | 134.8 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1083.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -
Historical price for 1260 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 134.8, 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
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 134.8, 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
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 134.8, 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
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 134.8, 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
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 0, 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
