AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
20 Dec 2024 04:10 PM IST
| AUBANK 26DEC2024 530 CE | ||||||||||
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Delta: 0.69
Vega: 0.24
Theta: -0.75
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 537.60 | 14.9 | -5.50 | 32.04 | 67 | 8 | 24 | |||
| 19 Dec | 548.70 | 20.4 | -9.85 | - | 33 | 9 | 16 | |||
| 18 Dec | 558.35 | 30.25 | -34.50 | 20.75 | 7 | 4 | 6 | |||
| 17 Dec | 563.15 | 64.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 578.15 | 64.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 584.55 | 64.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 591.05 | 64.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 590.10 | 64.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 591.30 | 64.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 581.20 | 64.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 587.40 | 64.75 | -3.25 | 42.97 | 2 | 0 | 2 | |||
| 5 Dec | 597.75 | 68 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 595.65 | 68 | 3.85 | - | 2 | 0 | 1 | |||
| 3 Dec | 594.85 | 64.15 | 5.95 | - | 2 | -1 | 1 | |||
| 2 Dec | 581.60 | 58.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 29 Nov | 583.35 | 58.2 | -36.15 | - | 2 | 1 | 1 | |||
| 28 Nov | 585.80 | 94.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Nov | 589.80 | 94.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 591.60 | 94.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 596.30 | 94.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 576.05 | 94.35 | - | 0 | 0 | 0 | ||||
For Au Small Finance Bank Ltd - strike price 530 expiring on 26DEC2024
Delta for 530 CE is 0.69
Historical price for 530 CE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 14.9, which was -5.50 lower than the previous day. The implied volatity was 32.04, the open interest changed by 8 which increased total open position to 24
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 20.4, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 16
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 30.25, which was -34.50 lower than the previous day. The implied volatity was 20.75, the open interest changed by 4 which increased total open position to 6
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 64.75, 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 64.75, 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 64.75, 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 64.75, 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 11 Dec AUBANK was trading at 590.10. The strike last trading price was 64.75, 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 64.75, 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 64.75, 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 64.75, which was -3.25 lower than the previous day. The implied volatity was 42.97, the open interest changed by 0 which decreased total open position to 2
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 68, 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 4 Dec AUBANK was trading at 595.65. The strike last trading price was 68, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 64.15, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 58.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 58.2, which was -36.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 94.35, 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 94.35, 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 94.35, 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 94.35, 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 94.35, 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 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.23
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 537.60 | 2.75 | 0.65 | 24.50 | 1,531 | 1 | 347 |
| 19 Dec | 548.70 | 2.1 | 0.95 | 29.66 | 1,804 | 114 | 349 |
| 18 Dec | 558.35 | 1.15 | -0.40 | 29.38 | 327 | 19 | 235 |
| 17 Dec | 563.15 | 1.55 | 0.95 | 33.04 | 250 | -2 | 215 |
| 16 Dec | 578.15 | 0.6 | -0.05 | 32.06 | 19 | 0 | 216 |
| 13 Dec | 584.55 | 0.65 | 0.05 | 33.42 | 168 | -4 | 224 |
| 12 Dec | 591.05 | 0.6 | -0.05 | 32.83 | 80 | -3 | 227 |
| 11 Dec | 590.10 | 0.65 | -0.25 | 32.48 | 37 | -7 | 231 |
| 10 Dec | 591.30 | 0.9 | -0.60 | 33.60 | 126 | 33 | 240 |
| 9 Dec | 581.20 | 1.5 | 0.20 | 32.51 | 112 | 52 | 204 |
| 6 Dec | 587.40 | 1.3 | 0.20 | 31.78 | 92 | -18 | 151 |
| 5 Dec | 597.75 | 1.1 | -0.20 | 33.70 | 31 | 6 | 167 |
| 4 Dec | 595.65 | 1.3 | -0.25 | 33.51 | 127 | -12 | 161 |
| 3 Dec | 594.85 | 1.55 | -0.45 | 33.65 | 280 | 16 | 172 |
| 2 Dec | 581.60 | 2 | -0.20 | 30.63 | 189 | 52 | 157 |
| 29 Nov | 583.35 | 2.2 | 1.10 | 30.37 | 389 | 106 | 107 |
| 28 Nov | 585.80 | 1.1 | -4.90 | 25.87 | 1 | 0 | 0 |
| 27 Nov | 589.80 | 6 | 0.00 | 11.07 | 0 | 0 | 0 |
| 26 Nov | 591.60 | 6 | 0.00 | 11.29 | 0 | 0 | 0 |
| 25 Nov | 596.30 | 6 | 0.00 | 11.80 | 0 | 0 | 0 |
| 11 Nov | 576.05 | 6 | 7.73 | 0 | 0 | 0 | |
For Au Small Finance Bank Ltd - strike price 530 expiring on 26DEC2024
Delta for 530 PE is -0.26
Historical price for 530 PE is as follows
On 20 Dec AUBANK was trading at 537.60. The strike last trading price was 2.75, which was 0.65 higher than the previous day. The implied volatity was 24.50, the open interest changed by 1 which increased total open position to 347
On 19 Dec AUBANK was trading at 548.70. The strike last trading price was 2.1, which was 0.95 higher than the previous day. The implied volatity was 29.66, the open interest changed by 114 which increased total open position to 349
On 18 Dec AUBANK was trading at 558.35. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 29.38, the open interest changed by 19 which increased total open position to 235
On 17 Dec AUBANK was trading at 563.15. The strike last trading price was 1.55, which was 0.95 higher than the previous day. The implied volatity was 33.04, the open interest changed by -2 which decreased total open position to 215
On 16 Dec AUBANK was trading at 578.15. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 216
On 13 Dec AUBANK was trading at 584.55. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 33.42, the open interest changed by -4 which decreased total open position to 224
On 12 Dec AUBANK was trading at 591.05. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 32.83, the open interest changed by -3 which decreased total open position to 227
On 11 Dec AUBANK was trading at 590.10. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 32.48, the open interest changed by -7 which decreased total open position to 231
On 10 Dec AUBANK was trading at 591.30. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 33.60, the open interest changed by 33 which increased total open position to 240
On 9 Dec AUBANK was trading at 581.20. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 32.51, the open interest changed by 52 which increased total open position to 204
On 6 Dec AUBANK was trading at 587.40. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 31.78, the open interest changed by -18 which decreased total open position to 151
On 5 Dec AUBANK was trading at 597.75. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 33.70, the open interest changed by 6 which increased total open position to 167
On 4 Dec AUBANK was trading at 595.65. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 33.51, the open interest changed by -12 which decreased total open position to 161
On 3 Dec AUBANK was trading at 594.85. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 33.65, the open interest changed by 16 which increased total open position to 172
On 2 Dec AUBANK was trading at 581.60. The strike last trading price was 2, which was -0.20 lower than the previous day. The implied volatity was 30.63, the open interest changed by 52 which increased total open position to 157
On 29 Nov AUBANK was trading at 583.35. The strike last trading price was 2.2, which was 1.10 higher than the previous day. The implied volatity was 30.37, the open interest changed by 106 which increased total open position to 107
On 28 Nov AUBANK was trading at 585.80. The strike last trading price was 1.1, which was -4.90 lower than the previous day. The implied volatity was 25.87, 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 6, which was 0.00 lower than the previous day. The implied volatity was 11.07, 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 6, which was 0.00 lower than the previous day. The implied volatity was 11.29, 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 6, which was 0.00 lower than the previous day. The implied volatity was 11.80, 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 6, which was lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
