AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.18
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 537.60 | 22.5 | -8.80 | 32.63 | 6 | 3 | 9 | |||
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| 19 Dec | 548.70 | 31.3 | -195.00 | 28.64 | 13 | 7 | 7 | |||
| 18 Dec | 558.35 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 563.15 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 578.15 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 584.55 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 591.05 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 590.10 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 591.30 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 581.20 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 587.40 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 597.75 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 595.65 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 594.85 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 581.60 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 583.35 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 585.80 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 589.80 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 591.60 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 596.30 | 226.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 226.3 | 226.30 | - | 0 | 0 | 0 | |||
| 31 Oct | 612.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 609.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 604.50 | 0 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 520 expiring on 26DEC2024
Delta for 520 CE is 0.83
Historical price for 520 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 22.5, which was -8.80 lower than the previous day. The implied volatity was 32.63, the open interest changed by 3 which increased total open position to 9
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 31.3, which was -195.00 lower than the previous day. The implied volatity was 28.64, the open interest changed by 7 which increased total open position to 7
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 9 Dec AUBANK was trading at 581.20. The strike last trading price was 226.3, 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 Dec AUBANK was trading at 587.40. The strike last trading price was 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, 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 226.3, which was 226.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AUBANK was trading at 609.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AUBANK was trading at 604.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AUBANK 26DEC2024 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.15
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 537.60 | 1.25 | 0.15 | 27.14 | 458 | -59 | 241 |
| 19 Dec | 548.70 | 1.1 | 0.35 | 32.04 | 704 | 159 | 298 |
| 18 Dec | 558.35 | 0.75 | -0.05 | 33.14 | 65 | 3 | 138 |
| 17 Dec | 563.15 | 0.8 | 0.25 | 34.18 | 64 | -5 | 134 |
| 16 Dec | 578.15 | 0.55 | 0.15 | 37.00 | 21 | 0 | 139 |
| 13 Dec | 584.55 | 0.4 | -0.05 | 35.07 | 68 | 1 | 139 |
| 12 Dec | 591.05 | 0.45 | -0.20 | 35.52 | 21 | 2 | 138 |
| 11 Dec | 590.10 | 0.65 | 0.05 | 36.92 | 95 | 41 | 136 |
| 10 Dec | 591.30 | 0.6 | -0.40 | 35.65 | 11 | -3 | 95 |
| 9 Dec | 581.20 | 1 | 0.05 | 34.07 | 46 | -7 | 98 |
| 6 Dec | 587.40 | 0.95 | 0.15 | 33.72 | 42 | -12 | 104 |
| 5 Dec | 597.75 | 0.8 | -0.10 | 35.39 | 61 | 14 | 119 |
| 4 Dec | 595.65 | 0.9 | -0.20 | 34.55 | 46 | 5 | 105 |
| 3 Dec | 594.85 | 1.1 | -0.30 | 34.98 | 112 | -26 | 100 |
| 2 Dec | 581.60 | 1.4 | -0.15 | 31.97 | 181 | 28 | 121 |
| 29 Nov | 583.35 | 1.55 | -0.30 | 31.55 | 214 | 67 | 93 |
| 28 Nov | 585.80 | 1.85 | 0.05 | 33.30 | 34 | 16 | 26 |
| 27 Nov | 589.80 | 1.8 | 0.00 | 0.00 | 0 | 7 | 0 |
| 26 Nov | 591.60 | 1.8 | -3.20 | 33.67 | 10 | 6 | 9 |
| 25 Nov | 596.30 | 5 | 4.05 | 45.88 | 8 | 1 | 1 |
| 11 Nov | 576.05 | 0.95 | 0.00 | 9.08 | 0 | 0 | 0 |
| 31 Oct | 612.45 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 609.40 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 604.50 | 0.95 | - | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 520 expiring on 26DEC2024
Delta for 520 PE is -0.13
Historical price for 520 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 27.14, the open interest changed by -59 which decreased total open position to 241
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 32.04, the open interest changed by 159 which increased total open position to 298
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 33.14, the open interest changed by 3 which increased total open position to 138
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 34.18, the open interest changed by -5 which decreased total open position to 134
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 37.00, the open interest changed by 0 which decreased total open position to 139
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 35.07, the open interest changed by 1 which increased total open position to 139
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 35.52, the open interest changed by 2 which increased total open position to 138
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 36.92, the open interest changed by 41 which increased total open position to 136
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 35.65, the open interest changed by -3 which decreased total open position to 95
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 34.07, the open interest changed by -7 which decreased total open position to 98
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 33.72, the open interest changed by -12 which decreased total open position to 104
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 35.39, the open interest changed by 14 which increased total open position to 119
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 34.55, the open interest changed by 5 which increased total open position to 105
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 34.98, the open interest changed by -26 which decreased total open position to 100
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 31.97, the open interest changed by 28 which increased total open position to 121
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 31.55, the open interest changed by 67 which increased total open position to 93
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 33.30, the open interest changed by 16 which increased total open position to 26
On 27 Nov AUBANK was trading at 589.80. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 26 Nov AUBANK was trading at 591.60. The strike last trading price was 1.8, which was -3.20 lower than the previous day. The implied volatity was 33.67, the open interest changed by 6 which increased total open position to 9
On 25 Nov AUBANK was trading at 596.30. The strike last trading price was 5, which was 4.05 higher than the previous day. The implied volatity was 45.88, the open interest changed by 1 which increased total open position to 1
On 11 Nov AUBANK was trading at 576.05. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 9.08, the open interest changed by 0 which decreased total open position to 0
On 31 Oct AUBANK was trading at 612.45. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AUBANK was trading at 609.40. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AUBANK was trading at 604.50. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
