AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 1360 CE | ||||||||||||||||
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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 | 0.1 | 0 | - | 1 | 0 | 132 | |||||||||
| 21 Sept | 1119.20 | 0.1 | -0.15 | 41.10 | 27 | -2 | 133 | |||||||||
| 18 Sept | 1128.90 | 0.1 | -0.15 | 37.48 | 58 | 1 | 145 | |||||||||
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| 14 Sept | 1094.40 | 0.3 | -0.2 | 40.16 | 98 | 2 | 151 | |||||||||
| 17 Aug | 1083.60 | 1.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is -
Historical price for 1360 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 41.10, the open interest changed by -2 which decreased total open position to 133
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 37.48, the open interest changed by 1 which increased total open position to 145
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 40.16, the open interest changed by 2 which increased total open position to 151
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 1.2, 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 1360 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 | 229 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1119.20 | 229 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1128.90 | 229 | -31 | 66.89 | 2 | 0 | 220 |
| 14 Sept | 1094.40 | 260 | -6 | 44.68 | 14 | 3 | 219 |
| 17 Aug | 1083.60 | 239 | -14 | - | 1 | 1 | 1 |
For Aurobindo Pharma Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is 0.00
Historical price for 1360 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 229, 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 229, 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 229, which was -31 lower than the previous day. The implied volatity was 66.89, the open interest changed by 0 which decreased total open position to 220
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 260, which was -6 lower than the previous day. The implied volatity was 44.68, the open interest changed by 3 which increased total open position to 219
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 239, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
