AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 960 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 | 142.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1119.20 | 142.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1128.90 | 142.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1094.40 | 156.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1083.60 | 196 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.00
Historical price for 960 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 142.45, 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 142.45, 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 142.45, 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 156.2, 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
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 196, 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
| AUROPHARMA 30SEP2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.05
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 0.35 | 0 | 46.91 | 14 | -8 | 302 |
| 21 Sept | 1119.20 | 0.35 | -0.1 | 40.83 | 24 | -14 | 310 |
| 18 Sept | 1128.90 | 0.45 | -0.15 | 42.83 | 29 | -8 | 325 |
| 14 Sept | 1094.40 | 1.05 | -0.3 | 33.65 | 156 | -55 | 374 |
| 17 Aug | 1083.60 | 10.5 | 0 | 36.18 | 1 | 0 | 30 |
For Aurobindo Pharma Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.01
Historical price for 960 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 46.91, the open interest changed by -8 which decreased total open position to 302
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 40.83, the open interest changed by -14 which decreased total open position to 310
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 42.83, the open interest changed by -8 which decreased total open position to 325
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 33.65, the open interest changed by -55 which decreased total open position to 374
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 36.18, the open interest changed by 0 which decreased total open position to 30
