AUROPHARMA
Aurobindo Pharma Ltd
Historical option data for AUROPHARMA
22 Sep 2025 08:00 PM IST
| AUROPHARMA 30SEP2025 980 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 | |||||||||
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| 22 Sept | 1117.40 | 136.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1119.20 | 136.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1128.90 | 136.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1094.40 | 136.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1083.60 | 179.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Aurobindo Pharma Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.00
Historical price for 980 CE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 136.55, 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 136.55, 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 136.55, 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 136.55, 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 179.5, 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
| AUROPHARMA 30SEP2025 980 PE | |||||||
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Delta: -0.02
Vega: 0.07
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1117.40 | 0.45 | -0.1 | 42.55 | 17 | -13 | 217 |
| 21 Sept | 1119.20 | 0.55 | 0.05 | 38.82 | 31 | -13 | 231 |
| 18 Sept | 1128.90 | 0.5 | -0.4 | 38.80 | 50 | 5 | 245 |
| 14 Sept | 1094.40 | 1.75 | -0.45 | 32.46 | 662 | -344 | 380 |
| 17 Aug | 1083.60 | 9.75 | 0 | 8.22 | 0 | 0 | 0 |
For Aurobindo Pharma Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -0.02
Historical price for 980 PE is as follows
On 22 Sept AUROPHARMA was trading at 1117.40. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 42.55, the open interest changed by -13 which decreased total open position to 217
On 21 Sept AUROPHARMA was trading at 1119.20. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 38.82, the open interest changed by -13 which decreased total open position to 231
On 18 Sept AUROPHARMA was trading at 1128.90. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 38.80, the open interest changed by 5 which increased total open position to 245
On 14 Sept AUROPHARMA was trading at 1094.40. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 32.46, the open interest changed by -344 which decreased total open position to 380
On 17 Aug AUROPHARMA was trading at 1083.60. The strike last trading price was 9.75, which was 0 lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 0
