AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 500 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 | 39.55 | -9.45 | - | 14 | -2 | 18 | |||
| 19 Dec | 548.70 | 49 | -10.05 | - | 12 | 5 | 19 | |||
| 18 Dec | 558.35 | 59.05 | -11.45 | - | 13 | 9 | 14 | |||
| 17 Dec | 563.15 | 70.5 | -24.50 | 81.63 | 10 | 5 | 10 | |||
| 16 Dec | 578.15 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 584.55 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 591.05 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 591.30 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 581.20 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 587.40 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 597.75 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 595.65 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 594.85 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 581.60 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 583.35 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 585.80 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 589.80 | 95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 26 Nov | 591.60 | 95 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 25 Nov | 596.30 | 95 | -150.50 | - | 10 | 5 | 5 | |||
| 11 Nov | 576.05 | 245.5 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 500 expiring on 26DEC2024
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 39.55, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 18
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 49, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 19
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 59.05, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 14
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 70.5, which was -24.50 lower than the previous day. The implied volatity was 81.63, the open interest changed by 5 which increased total open position to 10
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 95, 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 13 Dec AUBANK was trading at 584.55. The strike last trading price was 95, 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 12 Dec AUBANK was trading at 591.05. The strike last trading price was 95, 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 95, 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 9 Dec AUBANK was trading at 581.20. The strike last trading price was 95, 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 95, 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 95, 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 4 Dec AUBANK was trading at 595.65. The strike last trading price was 95, 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 3 Dec AUBANK was trading at 594.85. The strike last trading price was 95, 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 2 Dec AUBANK was trading at 581.60. The strike last trading price was 95, 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 29 Nov AUBANK was trading at 583.35. The strike last trading price was 95, 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 28 Nov AUBANK was trading at 585.80. The strike last trading price was 95, 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 27 Nov AUBANK was trading at 589.80. The strike last trading price was 95, 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 26 Nov AUBANK was trading at 591.60. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 95, which was -150.50 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 245.5, 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 500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.06
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 537.60 | 0.45 | -0.05 | 35.90 | 98 | 14 | 127 |
| 19 Dec | 548.70 | 0.5 | 0.05 | 40.34 | 298 | 31 | 114 |
| 18 Dec | 558.35 | 0.45 | 0.00 | 42.17 | 25 | 3 | 82 |
| 17 Dec | 563.15 | 0.45 | 0.20 | 41.93 | 38 | 7 | 79 |
| 16 Dec | 578.15 | 0.25 | -0.10 | 42.22 | 2 | 0 | 72 |
| 13 Dec | 584.55 | 0.35 | 0.10 | 43.22 | 7 | 1 | 72 |
| 12 Dec | 591.05 | 0.25 | -0.20 | 40.56 | 3 | -2 | 71 |
| 10 Dec | 591.30 | 0.45 | 0.00 | 42.13 | 26 | 21 | 73 |
| 9 Dec | 581.20 | 0.45 | -0.15 | 37.30 | 5 | 0 | 52 |
| 6 Dec | 587.40 | 0.6 | 0.10 | 38.53 | 29 | -2 | 52 |
| 5 Dec | 597.75 | 0.5 | -0.15 | 39.74 | 5 | -2 | 53 |
| 4 Dec | 595.65 | 0.65 | 0.00 | 39.81 | 15 | 3 | 55 |
| 3 Dec | 594.85 | 0.65 | -0.20 | 38.74 | 15 | 1 | 50 |
| 2 Dec | 581.60 | 0.85 | -0.05 | 36.11 | 34 | 16 | 48 |
| 29 Nov | 583.35 | 0.9 | -0.65 | 35.03 | 28 | 16 | 34 |
| 28 Nov | 585.80 | 1.55 | 0.15 | 39.37 | 14 | 12 | 17 |
| 27 Nov | 589.80 | 1.4 | 0.85 | 38.74 | 2 | 0 | 4 |
| 26 Nov | 591.60 | 0.55 | -1.35 | 32.42 | 2 | 0 | 4 |
| 25 Nov | 596.30 | 1.9 | -4.10 | 41.77 | 2 | 0 | 2 |
| 11 Nov | 576.05 | 6 | 42.03 | 2 | 1 | 1 | |
For Au Small Finance Bank Ltd - strike price 500 expiring on 26DEC2024
Delta for 500 PE is -0.04
Historical price for 500 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 35.90, the open interest changed by 14 which increased total open position to 127
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 40.34, the open interest changed by 31 which increased total open position to 114
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.17, the open interest changed by 3 which increased total open position to 82
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 41.93, the open interest changed by 7 which increased total open position to 79
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 72
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 43.22, the open interest changed by 1 which increased total open position to 72
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 40.56, the open interest changed by -2 which decreased total open position to 71
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.13, the open interest changed by 21 which increased total open position to 73
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 37.30, the open interest changed by 0 which decreased total open position to 52
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 38.53, the open interest changed by -2 which decreased total open position to 52
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 39.74, the open interest changed by -2 which decreased total open position to 53
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 39.81, the open interest changed by 3 which increased total open position to 55
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 38.74, the open interest changed by 1 which increased total open position to 50
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 36.11, the open interest changed by 16 which increased total open position to 48
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 35.03, the open interest changed by 16 which increased total open position to 34
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 39.37, the open interest changed by 12 which increased total open position to 17
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 1.4, which was 0.85 higher than the previous day. The implied volatity was 38.74, the open interest changed by 0 which decreased total open position to 4
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 0.55, which was -1.35 lower than the previous day. The implied volatity was 32.42, the open interest changed by 0 which decreased total open position to 4
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 1.9, which was -4.10 lower than the previous day. The implied volatity was 41.77, the open interest changed by 0 which decreased total open position to 2
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 42.03, the open interest changed by 1 which increased total open position to 1
