AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
06 Jan 2025 04:10 PM IST
AUBANK 30JAN2025 500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
6 Jan | 560.25 | 59.4 | -8.50 | - | 5 | 1 | 19 | |||
3 Jan | 573.55 | 67.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Jan | 571.00 | 67.9 | 2.55 | - | 2 | 1 | 19 | |||
1 Jan | 568.55 | 65.35 | 10.90 | - | 12 | 1 | 19 | |||
31 Dec | 559.10 | 54.45 | -1.00 | - | 16 | 1 | 17 | |||
30 Dec | 577.20 | 55.45 | -2.45 | - | 20 | 9 | 16 | |||
27 Dec | 552.20 | 57.9 | 3.90 | 24.39 | 1 | 0 | 6 | |||
26 Dec | 548.30 | 54 | 4.00 | 25.38 | 1 | 0 | 5 | |||
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24 Dec | 556.15 | 50 | -5.00 | - | 8 | 3 | 5 | |||
23 Dec | 549.20 | 55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
20 Dec | 537.60 | 55 | 6.50 | 38.18 | 1 | 0 | 1 | |||
19 Dec | 548.70 | 48.5 | -78.75 | - | 1 | 0 | 0 | |||
18 Dec | 558.35 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 563.15 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 578.15 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 584.55 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 591.05 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 590.10 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 591.30 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 597.75 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 595.65 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 594.85 | 127.25 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 581.60 | 127.25 | -1148.75 | - | 0 | 0 | 0 | |||
28 Nov | 585.80 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 589.80 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 591.60 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 596.30 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 595.70 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 593.90 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
20 Nov | 591.00 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 591.00 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 579.00 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 573.90 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 560.80 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 579.25 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 576.05 | 1276 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 580.65 | 1276 | 0.00 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 500 expiring on 30JAN2025
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 6 Jan AUBANK was trading at 560.25. The strike last trading price was 59.4, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 3 Jan AUBANK was trading at 573.55. The strike last trading price was 67.9, 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 Jan AUBANK was trading at 571.00. The strike last trading price was 67.9, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 1 Jan AUBANK was trading at 568.55. The strike last trading price was 65.35, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 31 Dec AUBANK was trading at 559.10. The strike last trading price was 54.45, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 17
On 30 Dec AUBANK was trading at 577.20. The strike last trading price was 55.45, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 16
On 27 Dec AUBANK was trading at 552.20. The strike last trading price was 57.9, which was 3.90 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 6
On 26 Dec AUBANK was trading at 548.30. The strike last trading price was 54, which was 4.00 higher than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 5
On 24 Dec AUBANK was trading at 556.15. The strike last trading price was 50, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 23 Dec AUBANK was trading at 549.20. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 55, which was 6.50 higher than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 1
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 48.5, which was -78.75 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 127.25, 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 17 Dec AUBANK was trading at 563.15. The strike last trading price was 127.25, 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 127.25, 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 13 Dec AUBANK was trading at 584.55. The strike last trading price was 127.25, 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 12 Dec AUBANK was trading at 591.05. The strike last trading price was 127.25, 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 11 Dec AUBANK was trading at 590.10. The strike last trading price was 127.25, 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 127.25, 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 127.25, 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 4 Dec AUBANK was trading at 595.65. The strike last trading price was 127.25, 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 127.25, 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 2 Dec AUBANK was trading at 581.60. The strike last trading price was 127.25, which was -1148.75 lower than the previous day. The implied volatity was -, 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 1276, 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 27 Nov AUBANK was trading at 589.80. The strike last trading price was 1276, 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 26 Nov AUBANK was trading at 591.60. The strike last trading price was 1276, 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 25 Nov AUBANK was trading at 596.30. The strike last trading price was 1276, 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 22 Nov AUBANK was trading at 595.70. The strike last trading price was 1276, 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 21 Nov AUBANK was trading at 593.90. The strike last trading price was 1276, 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 20 Nov AUBANK was trading at 591.00. The strike last trading price was 1276, 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 Nov AUBANK was trading at 591.00. The strike last trading price was 1276, 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 Nov AUBANK was trading at 579.00. The strike last trading price was 1276, 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 14 Nov AUBANK was trading at 573.90. The strike last trading price was 1276, 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 13 Nov AUBANK was trading at 560.80. The strike last trading price was 1276, 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 12 Nov AUBANK was trading at 579.25. The strike last trading price was 1276, 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 11 Nov AUBANK was trading at 576.05. The strike last trading price was 1276, 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 8 Nov AUBANK was trading at 580.65. The strike last trading price was 1276, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
AUBANK 30JAN2025 500 PE | |||||||
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Delta: -0.11
Vega: 0.28
Theta: -0.20
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
6 Jan | 560.25 | 3.2 | 1.25 | 38.82 | 559 | -80 | 459 |
3 Jan | 573.55 | 1.95 | 0.05 | 37.82 | 275 | -68 | 535 |
2 Jan | 571.00 | 1.9 | -0.20 | 35.77 | 226 | 13 | 603 |
1 Jan | 568.55 | 2.1 | -1.25 | 35.94 | 338 | 77 | 589 |
31 Dec | 559.10 | 3.35 | 0.10 | 36.16 | 988 | 109 | 516 |
30 Dec | 577.20 | 3.25 | 0.80 | 36.82 | 943 | 25 | 407 |
27 Dec | 552.20 | 2.45 | -0.65 | 28.92 | 285 | 11 | 382 |
26 Dec | 548.30 | 3.1 | -0.45 | 28.92 | 302 | 67 | 359 |
24 Dec | 556.15 | 3.55 | -1.25 | 32.18 | 208 | 26 | 291 |
23 Dec | 549.20 | 4.8 | -1.95 | 32.47 | 152 | 35 | 264 |
20 Dec | 537.60 | 6.75 | 2.65 | 32.52 | 205 | 75 | 224 |
19 Dec | 548.70 | 4.1 | 0.40 | 30.07 | 289 | 37 | 145 |
18 Dec | 558.35 | 3.7 | 0.90 | 31.74 | 581 | 36 | 108 |
17 Dec | 563.15 | 2.8 | 1.15 | 30.16 | 80 | 43 | 62 |
16 Dec | 578.15 | 1.65 | -0.75 | 29.66 | 2 | 1 | 19 |
13 Dec | 584.55 | 2.4 | 0.45 | 34.28 | 2 | 1 | 17 |
12 Dec | 591.05 | 1.95 | -0.90 | 32.69 | 1 | 0 | 16 |
11 Dec | 590.10 | 2.85 | 0.45 | 35.84 | 1 | 0 | 16 |
10 Dec | 591.30 | 2.4 | 0.15 | 34.31 | 1 | 0 | 16 |
5 Dec | 597.75 | 2.25 | 0.05 | 33.70 | 2 | 0 | 16 |
4 Dec | 595.65 | 2.2 | 0.00 | 33.08 | 12 | 4 | 15 |
3 Dec | 594.85 | 2.2 | -0.35 | 32.50 | 10 | 0 | 11 |
2 Dec | 581.60 | 2.55 | -3.25 | 30.66 | 1 | 0 | 11 |
28 Nov | 585.80 | 5.8 | 0.00 | 11.43 | 0 | 0 | 0 |
27 Nov | 589.80 | 5.8 | -754.60 | 11.66 | 0 | 0 | 0 |
26 Nov | 591.60 | 760.4 | 0.00 | 11.73 | 0 | 0 | 0 |
25 Nov | 596.30 | 760.4 | 0.00 | 11.92 | 0 | 0 | 0 |
22 Nov | 595.70 | 760.4 | 0.00 | 11.82 | 0 | 0 | 0 |
21 Nov | 593.90 | 760.4 | 0.00 | 11.62 | 0 | 0 | 0 |
20 Nov | 591.00 | 760.4 | 0.00 | 11.41 | 0 | 0 | 0 |
19 Nov | 591.00 | 760.4 | 0.00 | 11.41 | 0 | 0 | 0 |
18 Nov | 579.00 | 760.4 | 0.00 | 10.22 | 0 | 0 | 0 |
14 Nov | 573.90 | 760.4 | 0.00 | 9.55 | 0 | 0 | 0 |
13 Nov | 560.80 | 760.4 | 0.00 | 7.58 | 0 | 0 | 0 |
12 Nov | 579.25 | 760.4 | 0.00 | 10.03 | 0 | 0 | 0 |
11 Nov | 576.05 | 760.4 | 0.00 | 9.62 | 0 | 0 | 0 |
8 Nov | 580.65 | 760.4 | 0.00 | 0 | 0 | 0 |
For Au Small Finance Bank Ltd - strike price 500 expiring on 30JAN2025
Delta for 500 PE is -0.11
Historical price for 500 PE is as follows
On 6 Jan AUBANK was trading at 560.25. The strike last trading price was 3.2, which was 1.25 higher than the previous day. The implied volatity was 38.82, the open interest changed by -80 which decreased total open position to 459
On 3 Jan AUBANK was trading at 573.55. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 37.82, the open interest changed by -68 which decreased total open position to 535
On 2 Jan AUBANK was trading at 571.00. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 35.77, the open interest changed by 13 which increased total open position to 603
On 1 Jan AUBANK was trading at 568.55. The strike last trading price was 2.1, which was -1.25 lower than the previous day. The implied volatity was 35.94, the open interest changed by 77 which increased total open position to 589
On 31 Dec AUBANK was trading at 559.10. The strike last trading price was 3.35, which was 0.10 higher than the previous day. The implied volatity was 36.16, the open interest changed by 109 which increased total open position to 516
On 30 Dec AUBANK was trading at 577.20. The strike last trading price was 3.25, which was 0.80 higher than the previous day. The implied volatity was 36.82, the open interest changed by 25 which increased total open position to 407
On 27 Dec AUBANK was trading at 552.20. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 28.92, the open interest changed by 11 which increased total open position to 382
On 26 Dec AUBANK was trading at 548.30. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 28.92, the open interest changed by 67 which increased total open position to 359
On 24 Dec AUBANK was trading at 556.15. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 32.18, the open interest changed by 26 which increased total open position to 291
On 23 Dec AUBANK was trading at 549.20. The strike last trading price was 4.8, which was -1.95 lower than the previous day. The implied volatity was 32.47, the open interest changed by 35 which increased total open position to 264
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 6.75, which was 2.65 higher than the previous day. The implied volatity was 32.52, the open interest changed by 75 which increased total open position to 224
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 4.1, which was 0.40 higher than the previous day. The implied volatity was 30.07, the open interest changed by 37 which increased total open position to 145
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 3.7, which was 0.90 higher than the previous day. The implied volatity was 31.74, the open interest changed by 36 which increased total open position to 108
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 2.8, which was 1.15 higher than the previous day. The implied volatity was 30.16, the open interest changed by 43 which increased total open position to 62
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 29.66, the open interest changed by 1 which increased total open position to 19
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 2.4, which was 0.45 higher than the previous day. The implied volatity was 34.28, the open interest changed by 1 which increased total open position to 17
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 1.95, which was -0.90 lower than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 16
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 2.85, which was 0.45 higher than the previous day. The implied volatity was 35.84, the open interest changed by 0 which decreased total open position to 16
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 16
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 33.70, the open interest changed by 0 which decreased total open position to 16
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 33.08, the open interest changed by 4 which increased total open position to 15
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 32.50, the open interest changed by 0 which decreased total open position to 11
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 2.55, which was -3.25 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 11
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 11.43, 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 5.8, which was -754.60 lower than the previous day. The implied volatity was 11.66, 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 760.4, which was 0.00 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 0
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 0
On 22 Nov AUBANK was trading at 595.70. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 11.82, the open interest changed by 0 which decreased total open position to 0
On 21 Nov AUBANK was trading at 593.90. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 11.62, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AUBANK was trading at 591.00. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 11.41, the open interest changed by 0 which decreased total open position to 0
On 19 Nov AUBANK was trading at 591.00. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 11.41, the open interest changed by 0 which decreased total open position to 0
On 18 Nov AUBANK was trading at 579.00. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 10.22, the open interest changed by 0 which decreased total open position to 0
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 9.55, the open interest changed by 0 which decreased total open position to 0
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 7.58, the open interest changed by 0 which decreased total open position to 0
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 10.03, the open interest changed by 0 which decreased total open position to 0
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 9.62, the open interest changed by 0 which decreased total open position to 0
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 760.4, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0