AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 900 CE | ||||||||||||||||
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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 | 145.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1119.20 | 145.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1128.90 | 145.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1094.40 | 145.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.00
Historical price for 900 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 145.4, 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 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 145.4, 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 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 145.4, 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 145.4, 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
| AUROPHARMA 30SEP2025 900 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 | 0.2 | -0.15 | - | 4 | -1 | 71 |
| 21 Sept | 1119.20 | 0.35 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1128.90 | 0.35 | 0 | - | 6 | -1 | 74 |
| 14 Sept | 1094.40 | 0.4 | -0.1 | 40.44 | 130 | 12 | 83 |
For Aurobindo Pharma Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -
Historical price for 900 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 71
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 0.35, 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 0.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 74
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 40.44, the open interest changed by 12 which increased total open position to 83
