AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
14 Nov 2024 04:10 PM IST
| AUBANK 28NOV2024 520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 573.90 | 49.15 | 0.00 | 0.00 | 0 | 3 | 0 | |||
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| 13 Nov | 560.80 | 49.15 | -85.70 | 39.56 | 3 | 1 | 1 | |||
| 12 Nov | 579.25 | 134.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 134.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 580.65 | 134.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 602.30 | 134.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 609.80 | 134.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 613.80 | 134.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 625.45 | 134.85 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 520 expiring on 28NOV2024
Delta for 520 CE is 0.00
Historical price for 520 CE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 49.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 49.15, which was -85.70 lower than the previous day. The implied volatity was 39.56, the open interest changed by 1 which increased total open position to 1
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 134.85, 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 134.85, 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 134.85, 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 134.85, 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 134.85, 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 Nov AUBANK was trading at 613.80. The strike last trading price was 134.85, 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 134.85, 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 520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.13
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 573.90 | 1 | -0.40 | 34.25 | 233 | 25 | 122 |
| 13 Nov | 560.80 | 1.4 | 0.65 | 31.11 | 130 | 7 | 96 |
| 12 Nov | 579.25 | 0.75 | -0.35 | 32.25 | 99 | -8 | 102 |
| 11 Nov | 576.05 | 1.1 | -0.10 | 32.59 | 78 | 46 | 111 |
| 8 Nov | 580.65 | 1.2 | -3.95 | 32.95 | 95 | 65 | 65 |
| 7 Nov | 602.30 | 5.15 | 0.00 | 17.47 | 0 | 0 | 0 |
| 6 Nov | 609.80 | 5.15 | 0.00 | 18.24 | 0 | 0 | 0 |
| 5 Nov | 613.80 | 5.15 | 0.00 | 18.36 | 0 | 0 | 0 |
| 4 Nov | 625.45 | 5.15 | 19.11 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 520 expiring on 28NOV2024
Delta for 520 PE is -0.06
Historical price for 520 PE is as follows
On 14 Nov AUBANK was trading at 573.90. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 34.25, the open interest changed by 25 which increased total open position to 122
On 13 Nov AUBANK was trading at 560.80. The strike last trading price was 1.4, which was 0.65 higher than the previous day. The implied volatity was 31.11, the open interest changed by 7 which increased total open position to 96
On 12 Nov AUBANK was trading at 579.25. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 32.25, the open interest changed by -8 which decreased total open position to 102
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 32.59, the open interest changed by 46 which increased total open position to 111
On 8 Nov AUBANK was trading at 580.65. The strike last trading price was 1.2, which was -3.95 lower than the previous day. The implied volatity was 32.95, the open interest changed by 65 which increased total open position to 65
On 7 Nov AUBANK was trading at 602.30. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was 17.47, 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 5.15, which was 0.00 lower than the previous day. The implied volatity was 18.24, 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 5.15, which was 0.00 lower than the previous day. The implied volatity was 18.36, 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 5.15, which was lower than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 0
