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[--[65.84.65.76]--]
AUBANK
Au Small Finance Bank Ltd

560.25 -13.29 (-2.32%)

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Historical option data for AUBANK

06 Jan 2025 04:10 PM IST
AUBANK 30JAN2025 500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.11
Vega: 0.28
Theta: -0.20
Gamma: 0.00
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