AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 510 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 573.90 | 61.9 | -152.55 | - | 1 | 0 | 0 | |||
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| 13 Nov | 560.80 | 214.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 579.25 | 214.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 214.45 | 214.45 | - | 0 | 0 | 0 | |||
| 8 Nov | 580.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 602.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 609.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 613.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 625.45 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 510 expiring on 28NOV2024
Delta for 510 CE is -
Historical price for 510 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 61.9, which was -152.55 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 214.45, 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 214.45, 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 214.45, which was 214.45 higher 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 0, 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 7 Nov AUBANK was trading at 602.30. The strike last trading price was 0, 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 Nov AUBANK was trading at 609.80. The strike last trading price was 0, 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 0, 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 Nov AUBANK was trading at 625.45. The strike last trading price was 0, 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 28NOV2024 510 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.07
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 573.90 | 0.4 | 0.25 | 33.04 | 17 | 2 | 2 |
| 13 Nov | 560.80 | 0.15 | 0.00 | 14.17 | 0 | 0 | 0 |
| 12 Nov | 579.25 | 0.15 | 0.00 | 17.34 | 0 | 0 | 0 |
| 11 Nov | 576.05 | 0.15 | 0.15 | 16.67 | 0 | 0 | 0 |
| 8 Nov | 580.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 602.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 609.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 613.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 625.45 | 0 | 0.00 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 510 expiring on 28NOV2024
Delta for 510 PE is -0.03
Historical price for 510 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 0.4, which was 0.25 higher than the previous day. The implied volatity was 33.04, the open interest changed by 2 which increased total open position to 2
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 14.17, 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 0.15, which was 0.00 lower than the previous day. The implied volatity was 17.34, 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 0.15, which was 0.15 higher than the previous day. The implied volatity was 16.67, 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 0, 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 7 Nov AUBANK was trading at 602.30. The strike last trading price was 0, 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 Nov AUBANK was trading at 609.80. The strike last trading price was 0, 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 0, 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 Nov AUBANK was trading at 625.45. The strike last trading price was 0, 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
