AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 480 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 537.60 | 264.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 548.70 | 264.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 558.35 | 264.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 578.15 | 264.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 591.30 | 264.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 587.40 | 264.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 597.75 | 264.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 594.85 | 264.9 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 480 expiring on 26DEC2024
Delta for 480 CE is -
Historical price for 480 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 264.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 264.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 264.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 264.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 264.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 264.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 264.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 264.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AUBANK 26DEC2024 480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.03
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 537.60 | 0.25 | -0.05 | 46.05 | 2 | 0 | 6 |
| 19 Dec | 548.70 | 0.3 | 0.00 | 49.62 | 8 | 5 | 5 |
| 18 Dec | 558.35 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 578.15 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 591.30 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 587.40 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 597.75 | 0.3 | 0.00 | 43.44 | 2 | 1 | 1 |
| 3 Dec | 594.85 | 0.3 | 23.55 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 480 expiring on 26DEC2024
Delta for 480 PE is -0.02
Historical price for 480 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 46.05, the open interest changed by 0 which decreased total open position to 6
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 49.62, the open interest changed by 5 which increased total open position to 5
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 0.3, which was 0.00 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 16 Dec AUBANK was trading at 578.15. The strike last trading price was 0.3, which was 0.00 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 10 Dec AUBANK was trading at 591.30. The strike last trading price was 0.3, which was 0.00 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 6 Dec AUBANK was trading at 587.40. The strike last trading price was 0.3, which was 0.00 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 5 Dec AUBANK was trading at 597.75. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 43.44, the open interest changed by 1 which increased total open position to 1
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 0
