AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 510 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.24
Theta: -1.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 537.60 | 42.6 | -40.00 | 91.44 | 1 | 0 | 1 | |||
| 19 Dec | 548.70 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 558.35 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 563.15 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 578.15 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 584.55 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 591.05 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 591.30 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 9 Dec | 581.20 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 587.40 | 82.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 597.75 | 82.6 | -28.95 | - | 1 | 0 | 0 | |||
| 4 Dec | 595.65 | 111.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 594.85 | 111.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 581.60 | 111.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 583.35 | 111.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 585.80 | 111.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 589.80 | 111.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 591.60 | 111.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 596.30 | 111.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 111.55 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 CE is 0.71
Historical price for 510 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 42.6, which was -40.00 lower than the previous day. The implied volatity was 91.44, 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 82.6, 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 18 Dec AUBANK was trading at 558.35. The strike last trading price was 82.6, 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 17 Dec AUBANK was trading at 563.15. The strike last trading price was 82.6, 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 82.6, 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 82.6, 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 82.6, 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 82.6, 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 82.6, 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 82.6, 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 5 Dec AUBANK was trading at 597.75. The strike last trading price was 82.6, which was -28.95 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 111.55, 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 111.55, 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 111.55, 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 29 Nov AUBANK was trading at 583.35. The strike last trading price was 111.55, 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 28 Nov AUBANK was trading at 585.80. The strike last trading price was 111.55, 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 111.55, 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 111.55, 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 111.55, 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 111.55, 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 510 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.10
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 537.60 | 0.8 | 0.10 | 32.30 | 50 | -14 | 121 |
| 19 Dec | 548.70 | 0.7 | 0.15 | 35.92 | 199 | 58 | 135 |
| 18 Dec | 558.35 | 0.55 | 0.05 | 37.40 | 5 | 0 | 77 |
| 17 Dec | 563.15 | 0.5 | 0.10 | 36.87 | 11 | 0 | 75 |
| 16 Dec | 578.15 | 0.4 | 0.00 | 40.18 | 21 | 1 | 75 |
| 13 Dec | 584.55 | 0.4 | 0.10 | 39.60 | 63 | 4 | 74 |
| 12 Dec | 591.05 | 0.3 | -1.10 | 37.43 | 2 | 0 | 70 |
| 10 Dec | 591.30 | 1.4 | 0.05 | 47.11 | 10 | 2 | 70 |
| 9 Dec | 581.20 | 1.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 587.40 | 1.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 597.75 | 1.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 595.65 | 1.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 594.85 | 1.35 | 0.25 | 40.96 | 1 | 0 | 68 |
| 2 Dec | 581.60 | 1.1 | -0.15 | 34.13 | 16 | -3 | 61 |
| 29 Nov | 583.35 | 1.25 | -0.20 | 33.72 | 90 | 59 | 61 |
| 28 Nov | 585.80 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 589.80 | 1.45 | 0.00 | 0.00 | 0 | -4 | 0 |
| 26 Nov | 591.60 | 1.45 | -0.95 | 35.18 | 12 | -3 | 3 |
| 25 Nov | 596.30 | 2.4 | -1.05 | 41.05 | 10 | 6 | 6 |
| 11 Nov | 576.05 | 3.45 | 10.43 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 PE is -0.08
Historical price for 510 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 32.30, the open interest changed by -14 which decreased total open position to 121
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 35.92, the open interest changed by 58 which increased total open position to 135
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 37.40, the open interest changed by 0 which decreased total open position to 77
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 36.87, the open interest changed by 0 which decreased total open position to 75
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 40.18, the open interest changed by 1 which increased total open position to 75
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 39.60, the open interest changed by 4 which increased total open position to 74
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 0.3, which was -1.10 lower than the previous day. The implied volatity was 37.43, the open interest changed by 0 which decreased total open position to 70
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 47.11, the open interest changed by 2 which increased total open position to 70
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, which was 0.25 higher than the previous day. The implied volatity was 40.96, the open interest changed by 0 which decreased total open position to 68
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 34.13, the open interest changed by -3 which decreased total open position to 61
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 33.72, the open interest changed by 59 which increased total open position to 61
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 1.45, 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 1.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 1.45, which was -0.95 lower than the previous day. The implied volatity was 35.18, the open interest changed by -3 which decreased total open position to 3
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 2.4, which was -1.05 lower than the previous day. The implied volatity was 41.05, the open interest changed by 6 which increased total open position to 6
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was 10.43, the open interest changed by 0 which decreased total open position to 0
