AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 573.90 | 152.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 560.80 | 152.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 579.25 | 152.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 152.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 580.65 | 152.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 602.30 | 152.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 609.80 | 152.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 613.80 | 152.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 625.45 | 152.5 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 500 expiring on 28NOV2024
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 152.5, 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 152.5, 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 152.5, 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 152.5, 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 152.5, 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 7 Nov AUBANK was trading at 602.30. The strike last trading price was 152.5, 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 Nov AUBANK was trading at 609.80. The strike last trading price was 152.5, 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 Nov AUBANK was trading at 613.80. The strike last trading price was 152.5, 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 Nov AUBANK was trading at 625.45. The strike last trading price was 152.5, 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 28NOV2024 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.08
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 573.90 | 0.6 | -0.20 | 40.23 | 271 | 58 | 132 |
| 13 Nov | 560.80 | 0.8 | 0.30 | 36.93 | 78 | 32 | 73 |
| 12 Nov | 579.25 | 0.5 | -0.15 | 38.36 | 44 | 6 | 41 |
| 11 Nov | 576.05 | 0.65 | 0.15 | 37.78 | 12 | 9 | 35 |
| 8 Nov | 580.65 | 0.5 | 0.10 | 35.22 | 15 | 0 | 26 |
| 7 Nov | 602.30 | 0.4 | -0.05 | 39.25 | 31 | -19 | 27 |
| 6 Nov | 609.80 | 0.45 | -0.25 | 41.44 | 19 | 5 | 46 |
| 5 Nov | 613.80 | 0.7 | 0.05 | 44.62 | 34 | 19 | 27 |
| 4 Nov | 625.45 | 0.65 | 46.11 | 9 | 0 | 8 | |
For Au Small Finance Bank Ltd - strike price 500 expiring on 28NOV2024
Delta for 500 PE is -0.03
Historical price for 500 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 40.23, the open interest changed by 58 which increased total open position to 132
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 36.93, the open interest changed by 32 which increased total open position to 73
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 38.36, the open interest changed by 6 which increased total open position to 41
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 37.78, the open interest changed by 9 which increased total open position to 35
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 26
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 39.25, the open interest changed by -19 which decreased total open position to 27
On 6 Nov AUBANK was trading at 609.80. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 41.44, the open interest changed by 5 which increased total open position to 46
On 5 Nov AUBANK was trading at 613.80. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 44.62, the open interest changed by 19 which increased total open position to 27
On 4 Nov AUBANK was trading at 625.45. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was 46.11, the open interest changed by 0 which decreased total open position to 8
